Predict from a BART Model — predict.bartmodel • stochtree

Predict from a sampled BART model on new data

Usage

# S3 method for class 'bartmodel'
predict(
  object,
  X,
  leaf_basis = NULL,
  rfx_group_ids = NULL,
  rfx_basis = NULL,
  type = "posterior",
  terms = "all",
  scale = "linear",
  ...
)

Arguments

object: Object of type bart containing draws of a regression forest and associated sampling outputs.
X: Covariates used to determine tree leaf predictions for each observation. Must be passed as a matrix or dataframe.
leaf_basis: (Optional) Bases used for prediction (by e.g. dot product with leaf values). Default: NULL.
rfx_group_ids: (Optional) Test set group labels used for an additive random effects model. We do not currently support (but plan to in the near future), test set evaluation for group labels that were not in the training set.
rfx_basis: (Optional) Test set basis for "random-slope" regression in additive random effects model.
type: (Optional) Type of prediction to return. Options are "mean", which averages the predictions from every draw of a BART model, and "posterior", which returns the entire matrix of posterior predictions. Default: "posterior".
terms: (Optional) Which model terms to include in the prediction. This can be a single term or a list of model terms. Options include "y_hat", "mean_forest", "rfx", "variance_forest", or "all". If a model doesn't have mean forest, random effects, or variance forest predictions, but one of those terms is request, the request will simply be ignored. If none of the requested terms are present in a model, this function will return NULL along with a warning. Default: "all".
scale: (Optional) Scale of mean function predictions. Options are "linear", which returns predictions on the original scale of the mean forest / RFX terms, "probability", which transforms predictions into class probabilities for models with discrete outcomes, and "class", which returns predicted outcome categories for discrete outcome models. "probability" is only valid for outcome models with outcome == 'binary' or outcome == 'ordinal'. For binary outcomes, this will return the probability that y == 1, and for ordinal outcomes, this will return probabilities for each outcome label. Default: "linear".
...: (Optional) Other prediction parameters.

Value

List of prediction matrices or single prediction matrix / vector, depending on the terms requested.

Examples

n <- 100
p <- 5
X <- matrix(runif(n*p), ncol = p)
f_XW <- (
    ((0 <= X[,1]) & (0.25 > X[,1])) * (-7.5) +
    ((0.25 <= X[,1]) & (0.5 > X[,1])) * (-2.5) +
    ((0.5 <= X[,1]) & (0.75 > X[,1])) * (2.5) +
    ((0.75 <= X[,1]) & (1 > X[,1])) * (7.5)
)
noise_sd <- 1
y <- f_XW + rnorm(n, 0, noise_sd)
test_set_pct <- 0.2
n_test <- round(test_set_pct*n)
n_train <- n - n_test
test_inds <- sort(sample(1:n, n_test, replace = FALSE))
train_inds <- (1:n)[!((1:n) %in% test_inds)]
X_test <- X[test_inds,]
X_train <- X[train_inds,]
y_test <- y[test_inds]
y_train <- y[train_inds]
bart_model <- bart(X_train = X_train, y_train = y_train,
                   num_gfr = 10, num_burnin = 0, num_mcmc = 10)
y_hat_test <- predict(bart_model, X=X_test)$y_hat