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