8.31 To apply BART:

  • We must select the number of trees \(K\), the number of iterations \(B\) and the number of burn-in iterations \(L\)

  • Typically, large values are chosen for \(B\) and \(K\) and a moderate value for \(L\): e.g. \(K\) = 200, \(B\) = 1,000 and \(L\) = 100

  • BART has been shown to have impressive out-of-box performance - i.e., it performs well with minimal tuning