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AddiVortes: (贝叶斯) 加性沃罗诺伊镶嵌

AddiVortes: (Bayesian) Additive Voronoi Tessellations

Journal of Computational and Graphical Statistics · 2024
被引 0
ABS 3

中文导读

提出一种基于沃罗诺伊镶嵌的加性回归模型,通过贝叶斯后验采样划分预测空间,在多个数据集上优于随机森林和BART等模型。

Abstract

The Additive Voronoi Tessellations (AddiVortes) model is a multivariate regression model that uses Voronoi tessellations to partition the covariate space in an additive ensemble model. Unlike other partition methods, such as decision trees, this has the benefit of allowing the boundaries of the partitions to be non-orthogonal and non-parallel to the covariate axes. The AddiVortes model uses a similar sum-of-tessellations approach and a Bayesian backfitting MCMC algorithm to the BART model. We utilize regularization priors to limit the strength of individual tessellations and accepts new models based on a likelihood. The performance of the AddiVortes model is illustrated through testing on several data sets and comparing the performance to other models along with a simulation study to verify some of the properties of the model. In many cases, the AddiVortes model outperforms random forests, BART and other leading black-box regression models when compared using a range of metrics. Supplementary materials for this article are available online.

贝叶斯统计机器学习回归模型计算几何