RoBART: Bayesian Additive Regression Trees with Tree-Specific Rotations
Organizations: Yonsei University
Abstract
Bayesian additive regression trees (BART) can require many splits to approximate boundaries misaligned with the predictor axes. RoBART assigns each tree a rotation shared by all internal nodes, retaining axis-aligned splits in rotated coordinates and constant leaves. We jointly propose a Givens rotation sequence and cutpoints on the resulting grid by Metropolis-Hastings and establish reversibility with respect to the conditional posterior with leaf means integrated out. For additive functions with component-specific rotations and anisotropic Hölder smoothness, we prove posterior contraction in empirical distance and for the noise standard deviation. Under the stated prior, design, and grid conditions, with fixed numbers of predictors, trees, and components and no more components than trees, the rate is a sum of componentwise rates determined by smoothness and the number of rotated coordinates used. We also establish a posterior contraction lower bound showing that there exist functions for which RoBART adapts to the intrinsic dimension but axis-aligned BART does not.
Figures & tables
Appendix figures & tables1 asset
Supplementary material from the paper’s appendix.
Appendix
| Operation | Cost |
|---|---|
| Copy the rotated training design | |
| Apply the Givens path to design columns and frame rows | |
| Recompute touched extrema and materialize their grid columns | |
| Route observations, collect reference values, select order statistics, and evaluate collapsed likelihoods | |
| Enumerate local cutpoint normalizers and evaluate or draw indices | |
| Evaluate discrete-prior factors by inspecting labels and ancestors |