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stochtree: Stochastic Tree Ensembles (XBART and BART) for Supervised Learning and Causal Inference

Source: R/stochtree-package.R
stochtree-package.Rd

Flexible stochastic tree ensemble software. Robust implementations of Bayesian Additive Regression Trees (BART) (Chipman, George, McCulloch (2010) doi:10.1214/09-AOAS285 ) for supervised learning and Bayesian Causal Forests (BCF) (Hahn, Murray, Carvalho (2020) doi:10.1214/19-BA1195 ) for causal inference. Enables model serialization and parallel sampling and provides a low-level interface for custom stochastic forest samplers. Includes the grow-from-root algorithm for accelerated forest sampling (He and Hahn (2021) doi:10.1080/01621459.2021.1942012 ), a log-linear leaf model for forest-based heteroskedasticity (Murray (2020) doi:10.1080/01621459.2020.1813587 ), and the cloglog BART model of Alam and Linero (2025) doi:10.48550/arXiv.2502.00606 for ordinal outcomes.

See also

Useful links:

Author

Maintainer: Drew Herren drewherrenopensource@gmail.com (ORCID)

Authors:

  • Richard Hahn

  • Jared Murray

  • Carlos Carvalho

  • Jingyu He

Other contributors:

  • Pedro Lima [contributor]

  • Entejar Alam [contributor]

  • stochtree contributors [copyright holder]

  • Eigen contributors (C++ source uses the Eigen library for matrix operations, see inst/COPYRIGHTS) [copyright holder]

  • xgboost contributors (C++ tree code and related operations include or are inspired by code from the xgboost library, see inst/COPYRIGHTS) [copyright holder]

  • treelite contributors (C++ tree code and related operations include or are inspired by code from the treelite library, see inst/COPYRIGHTS) [copyright holder]

  • Microsoft Corporation (C++ I/O and various project structure code include or are inspired by code from the LightGBM library, which is a copyright of Microsoft, see inst/COPYRIGHTS) [copyright holder]

  • Niels Lohmann (C++ source uses the JSON for Modern C++ library for JSON operations, see inst/COPYRIGHTS) [copyright holder]

  • Daniel Lemire (C++ source uses the fast_double_parser library internally, see inst/COPYRIGHTS) [copyright holder]

  • Victor Zverovich (C++ source uses the fmt library internally, see inst/COPYRIGHTS) [copyright holder]