Demo Notebook for BART in PyMC

Hi everyone,

I put together a very minimalist notebook w/an example of BART in PyMC 3.10. I simulated some data, fit the model, and checked accuracy (using MSE). It seems like the n_eff for BART params is low, I don’t know if that’s by design, or an issue with my implementation.

Anyways I hope this is helpful to people, feel free to poke through it: https://github.com/adamlauretig/pymc_bart/blob/master/pymc_bart.ipynb

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Thanks @adlauretig, and well done!
Pinging @aloctavodia, as he’s our in-house BART expert – we even started calling him Bart internally :man_shrugging: I’m guessing he’ll be interested :wink:

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