让树模型更可解释,同时保持预测精度和理论保障。
Bayesian Additive Regression Trees for functional ANOVA model
- 基于函数型方差分解,拆分变量间复杂交互关系
- 后验集中率接近最优,各交互项收敛速度有理论保证
- 适合需要解释性又不牺牲性能的建模场景
贝叶斯加性回归树(BART)是一种强大的统计模型,结合贝叶斯推断与回归树优势,能捕捉复杂的非线性关系和预测因子间的交互作用。然而,其高精度常以牺牲可解释性为代价。为此,我们提出一种基于函数型方差分解的新型扩展模型——ANOVA-BART,将函数变异分解为不同交互成分,分别代表不同协变量组合的贡献。该方法提升了可解释性,保留并扩展了BART的理论性质,并在预测性能上与之相当。具体地,我们证明了ANOVA-BART的后验集中率几乎达到最小极大最优,且对每一交互项的收敛速率均有理论支持,而传统BART不具备此特性。大量实验表明,ANOVA-BART在准确性和不确定性量化方面与BART相当,同时具备组件选择能力。结果表明,该模型在预测精度、可解释性与理论一致性之间实现了良好平衡。
原文摘要 · Abstract (English)
Bayesian Additive Regression Trees (BART) is a powerful statistical model that leverages the strengths of Bayesian inference and regression trees. It has received significant attention for capturing complex non-linear relationships and interactions among predictors. However, the accuracy of BART often comes at the cost of interpretability. To address this limitation, we propose ANOVA Bayesian Additive Regression Trees (ANOVA-BART), a novel extension of BART based on the functional ANOVA decomposition, which is used to decompose the variability of a function into different interactions, each representing the contribution of a different set of covariates or factors. Our proposed ANOVA-BART enhances interpretability, preserves and extends the theoretical guarantees of BART, and achieves comparable prediction performance. Specifically, we establish that the posterior concentration rate of ANOVA-BART is nearly minimax optimal, and further provides the same convergence rates for each interaction that are not available for BART. Moreover, comprehensive experiments confirm that ANOVA-BART is comparable to BART in both accuracy and uncertainty quantification, while also demonstrating its effectiveness in component selection. These results suggest that ANOVA-BART offers a compelling alternative to BART by balancing predictive accuracy, interpretability, and theoretical consistency.
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