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Bring back BART to V4 and make it more general #4914
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Codecov Report
@@ Coverage Diff @@
## main #4914 +/- ##
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+ Coverage 74.08% 76.33% +2.25%
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Files 86 86
Lines 13862 13925 +63
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+ Hits 10270 10630 +360
+ Misses 3592 3295 -297
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This is ready to merge @ricardoV94 @twiecki? |
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Looks good, but it seems some important branches in the rng_fn
are not reached by the tests: https://github.com/pymc-devs/pymc3/pull/4914/files#annotation_1841363883
This PR brings BART to V4, including some of the features in V3 (unreleased) plus a couple of changes not in V3 in order to make BART more general. For example It should now be possible to create semi-parametric models like:
There was a broadcasting problem when mixing NUTS and PGBART, that was actually a bug in base_hmc. It was finally fixed in #4952