Tempering for Bayesian C&RT
Abstract
This paper concerns the experimental assessment of tempering as a technique for improving Bayesian inference for C&RT models. Full Bayesian inference requires the computation of a posterior over all possible trees. Since exact computation is not possible Markov chain Monte Carlo (MCMC) methods are used to produce an approximation. C&RT posteriors have many local modes: tempering aims to prevent the Markov chain getting stuck in these modes. Our results show that a clear improvement is achieved using tempering.
Cite
Text
Angelopoulos and Cussens. "Tempering for Bayesian C&RT." International Conference on Machine Learning, 2005. doi:10.1145/1102351.1102354Markdown
[Angelopoulos and Cussens. "Tempering for Bayesian C&RT." International Conference on Machine Learning, 2005.](https://mlanthology.org/icml/2005/angelopoulos2005icml-tempering/) doi:10.1145/1102351.1102354BibTeX
@inproceedings{angelopoulos2005icml-tempering,
title = {{Tempering for Bayesian C&RT}},
author = {Angelopoulos, Nicos and Cussens, James},
booktitle = {International Conference on Machine Learning},
year = {2005},
pages = {17-24},
doi = {10.1145/1102351.1102354},
url = {https://mlanthology.org/icml/2005/angelopoulos2005icml-tempering/}
}