Influential Observations in Bayesian Regression Tree Models

Matthew T. Pratola, E. I. George, R. E. McCulloch

Research output: Contribution to journalArticlepeer-review

Abstract

Bayesian Classification and Regression Trees (BCART) and Bayesian Additive Regression Trees (BART) are popular Bayesian regression models widely applicable in modern regression problems. Their popularity is intimately tied to the ability to flexibly model complex responses depending on high-dimensional inputs while simultaneously being able to quantify uncertainties. This ability to quantify uncertainties is key, as it allows researchers to perform appropriate inferential analyses in settings that have generally been too difficult to handle using the Bayesian approach. However, surprisingly little work has been done to evaluate the sensitivity of these modern regression models to violations of modeling assumptions. In particular, we will consider influential observations, which one reasonably would imagine to be common—or at least a concern—in the big-data setting. In this article, we consider both the problem of detecting influential observations and adjusting predictions to not be unduly affected by such potentially problematic data. We consider three detection diagnostics for Bayesian tree models, one an analogue of Cook’s distance and the others taking the form of a divergence measure and a conditional predictive density metric, and then propose an importance sampling algorithm to re-weight previously sampled posterior draws so as to remove the effects of influential data in a computationally efficient manner. Finally, our methods are demonstrated on real-world data where blind application of the models can lead to poor predictions and inference. Supplementary materials for this article are available online.
Original languageEnglish (US)
Pages (from-to)1-17
Number of pages17
JournalJOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
DOIs
StatePublished - Jun 21 2023
Externally publishedYes

ASJC Scopus subject areas

  • Discrete Mathematics and Combinatorics
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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