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NEWS.md

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stochtree 0.1.0

  • Initial release on CRAN.
  • Support for sampling stochastic tree ensembles using two algorithms: MCMC and Grow-From-Root (GFR)
  • High-level model types supported:
    • Supervised learning with constant leaves or user-specified leaf regression models
    • Causal effect estimation with binary or continuous treatments
  • Additional high-level modeling features:
    • Forest-based variance function estimation (heteroskedasticity)
    • Additive (univariate or multivariate) group random effects
    • Multi-chain sampling and support for parallelism
    • "Warm-start" initialization of MCMC forest samplers via the Grow-From-Root (GFR) algorithm
    • Automated preprocessing / handling of categorical variables
  • Low-level interface:
    • Ability to combine a forest sampler with other (additive) model terms, without using C++
    • Combine and sample an arbitrary number of forests or random effects terms