Journal
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
Volume 43, Issue 2, Pages 224-239Publisher
WILEY
DOI: 10.1002/cjs.11248
Keywords
Bayesian; BART; Missing data; statistical learning; tree-based learning
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Funding
- National Science Foundation's Graduate Research Fellowship Program
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We present a method for incorporating missing data into general prediction problems which use nonparametric statistical learning. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with Missingness Incorporated in Attributes, a recently proposed approach for incorporating missingness into decision trees. This procedure extends the native partitioning mechanisms found in tree-based models and does not require imputation. Simulations on generated models and real data indicate that our procedure offers promise for both selection model and pattern-mixture frameworks as measured by out-of-sample predictive accuracy. We also illustrate BART's abilities to incorporate missingness into uncertainty intervals. Our implementation is readily available in the R package bartMachine. The Canadian Journal of Statistics 43: 224-239; 2015 (c) 2015 Statistical Society of Canada
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