bart.r

来自「为一个贝叶斯分类的学习算法实现,是基于linux系统下的c++实现」· R 代码 · 共 30 行

### Name: bart
### Title: Bayesian Additive Regression Trees
### Aliases: bart plot.bart
### Keywords: nonparametric tree regression nonlinear

### ** Examples

##simulate data (example from Friedman MARS paper)
f = function(x){
10*sin(pi*x[,1]*x[,2]) + 20*(x[,3]-.5)^2+10*x[,4]+5*x[,5]
}
sigma = 1.0  #y = f(x) + sigma*z , z~N(0,1)
n = 100      #number of observations
set.seed(99)
x=matrix(runif(n*10),n,10) #10 variables, only first 5 matter
Ey = f(x)
y=Ey+sigma*rnorm(n)
lmFit = lm(y~.,data.frame(x,y)) #compare lm fit to BART later
##run BART
set.seed(99)
bartFit = bart(x,y)
plot(bartFit) # plot bart fit
##compare BART fit to linear matter and truth = Ey
fitmat = cbind(y,Ey,lmFit$fitted,bartFit$yhat.train.mean)
colnames(fitmat) = c('y','Ey','lm','bart')
print(cor(fitmat))