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BART: improve sampling (#5229)
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* improves sampling by redrawing leafs and increasing particles

* remove linear and mix response

* update release notes
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aloctavodia authored Nov 30, 2021
1 parent 9d4691c commit a16ec4a
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2 changes: 1 addition & 1 deletion RELEASE-NOTES.md
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Expand Up @@ -93,9 +93,9 @@ This includes API changes we did not warn about since at least `3.11.0` (2021-01
- `pm.DensityDist` can now accept an optional `logcdf` keyword argument to pass in a function to compute the cummulative density function of the distribution (see [5026](https://github.com/pymc-devs/pymc/pull/5026)).
- `pm.DensityDist` can now accept an optional `get_moment` keyword argument to pass in a function to compute the moment of the distribution (see [5026](https://github.com/pymc-devs/pymc/pull/5026)).
- New features for BART:
- Added linear response, increased number of trees fitted per step [5044](https://github.com/pymc-devs/pymc3/pull/5044).
- Added partial dependence plots and individual conditional expectation plots [5091](https://github.com/pymc-devs/pymc3/pull/5091).
- Modify how particle weights are computed. This improves accuracy of the modeled function (see [5177](https://github.com/pymc-devs/pymc3/pull/5177)).
- Improve sampling, increase default number of particles [5229](https://github.com/pymc-devs/pymc3/pull/5229).
- `pm.Data` now passes additional kwargs to `aesara.shared`. [#5098](https://github.com/pymc-devs/pymc/pull/5098)
- ...

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5 changes: 0 additions & 5 deletions pymc/bart/bart.py
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Expand Up @@ -67,9 +67,6 @@ class BART(NoDistribution):
k : float
Scale parameter for the values of the leaf nodes. Defaults to 2. Recomended to be between 1
and 3.
response : str
How the leaf_node values are computed. Available options are ``constant`` (default),
``linear`` or ``mix``.
split_prior : array-like
Each element of split_prior should be in the [0, 1] interval and the elements should sum to
1. Otherwise they will be normalized.
Expand All @@ -84,7 +81,6 @@ def __new__(
m=50,
alpha=0.25,
k=2,
response="constant",
split_prior=None,
**kwargs,
):
Expand All @@ -103,7 +99,6 @@ def __new__(
m=m,
alpha=alpha,
k=k,
response=response,
split_prior=split_prior,
),
)()
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