9.1 Decision trees
Before jumping into BART models, let’s take a moment to discuss what decision trees are. A decision tree is like a flowchart that guides you through different questions until you reach a final choice. For instance, suppose you need to decide what type of shoes to wear every morning. To do so, you may ask yourself a series of questions. ”Is it warm?” If yes, you then ask something more specific, like ”Do I have to go to the office?” Eventually, you will stop asking questions and reach an output value like flip-flops, sneakers, boots, moccasins, etc.
This flowchart can be conveniently encoded in a tree structure, where at the root of the tree we place more general questions, then proceed along the tree to more and more specific ones, and finally arrive at the leaves of the tree with the output of the different types of shoes. Trees are very common data structures in computer science and data analysis.
More formally, we can say that...