JakeColtman

Classification

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At the moment, BartPy only supports regression. Chapman et al detail how to expand the model to classification

Further Speed Improvements

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There's no new functionality in here, but it runs _much_ faster, especially for bigger data sets.

BART makes assumptions about the residuals term, which BartPy should have the capability of validating. In particular: 1) errors are normally distributed 2) errors are homoskedastic Given that the validity...

Support feature importance / variable selection

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In many real world use cases, it's important to be able to identity truly important features. Implementing some of the approaches of https://repository.upenn.edu/cgi/viewcontent.cgi?article=1555&context=statistics_papers seems like a good start. A side...