Continuous-Time Birth-Death MCMC for Bayesian Regression Tree Models

Decision trees are flexible models that are well suited for many statistical regression problems. In a Bayesian framework for regression trees, Markov Chain Monte Carlo (MCMC) search algorithms are required to generate samples of tree models according to their posterior probabilities. The critical component of such an MCMC algorithm is to construct good Metropolis-Hastings steps for updating the tree topology. However, such algorithms frequently suffering from local mode stickiness and poor mixing. As a result, the algorithms are slow to converge. Hitherto, authors have primarily used discrete-time birth/death mechanisms for Bayesian (sums of) regression tree models to explore the model space. These algorithms are efficient only if the acceptance rate is high which is not always the case. Here we overcome this issue by developing a new search algorithm which is based on a continuous-time birth-death Markov process. This search algorithm explores the model space by jumping between parameter spaces corresponding to different tree structures. In the proposed algorithm, the moves between models are always accepted which can dramatically improve the convergence and mixing properties of the MCMC algorithm. We provide theoretical support of the algorithm for Bayesian regression tree models and demonstrate its performance.

Optimizing GoTools' Search Heuristics using Genetic Algorithms

GoTools is a program which solves life & death problems in the game of Go. This paper describes experiments using a Genetic Algorithm to optimize heuristic weights used by GoTools' tree-search. The complete set of heuristic weights is composed of different subgroups, each of which can be optimized with a suitable fitness function. As a useful side product, an MPI interface for FreePascal was implemented to allow the use of a parallelized fitness function running on a Beowulf cluster. The aim of this exercise is to optimize the current version of GoTools, and to make tools available in preparation of an extension of GoTools for solving open boundary life & death problems, which will introduce more heuristic parameters to be fine tuned.