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BART: improve sampling (#5229)
* improves sampling by redrawing leafs and increasing particles * remove linear and mix response * update release notes
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RELEASE-NOTES.md

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@@ -93,9 +93,9 @@ This includes API changes we did not warn about since at least `3.11.0` (2021-01
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- `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)).
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- `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)).
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- New features for BART:
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- Added linear response, increased number of trees fitted per step [5044](https://github.com/pymc-devs/pymc3/pull/5044).
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- Added partial dependence plots and individual conditional expectation plots [5091](https://github.com/pymc-devs/pymc3/pull/5091).
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- Modify how particle weights are computed. This improves accuracy of the modeled function (see [5177](https://github.com/pymc-devs/pymc3/pull/5177)).
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- Improve sampling, increase default number of particles [5229](https://github.com/pymc-devs/pymc3/pull/5229).
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- `pm.Data` now passes additional kwargs to `aesara.shared`. [#5098](https://github.com/pymc-devs/pymc/pull/5098)
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- ...
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pymc/bart/bart.py

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@@ -67,9 +67,6 @@ class BART(NoDistribution):
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k : float
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Scale parameter for the values of the leaf nodes. Defaults to 2. Recomended to be between 1
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and 3.
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response : str
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How the leaf_node values are computed. Available options are ``constant`` (default),
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``linear`` or ``mix``.
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split_prior : array-like
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Each element of split_prior should be in the [0, 1] interval and the elements should sum to
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1. Otherwise they will be normalized.
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m=50,
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alpha=0.25,
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k=2,
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response="constant",
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split_prior=None,
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**kwargs,
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):
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m=m,
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alpha=alpha,
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k=k,
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response=response,
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split_prior=split_prior,
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),
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)()

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