A Bayesian additive regression tree model that grows trees with random oblique hyperplane splits, using a spike-and-slab prior on split directions, matches or beats axis-aligned BART on several benchmarks.
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Oblique Bayesian additive regression trees
A Bayesian additive regression tree model that grows trees with random oblique hyperplane splits, using a spike-and-slab prior on split directions, matches or beats axis-aligned BART on several benchmarks.