8.25 Bayesian additive regression trees (BART)

• Recall that in bagging and random forests, each tree is built on a random sample of data and/or predictors and each tree is built independently of the others

• In boosting, each tree is built to capture signal that is not yet accounted for by the current set of trees

• BART is related to both - what is new is HOW the new trees are generated

• NOTE: only BART for regression is described in the book