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