Bayesian Probabilistic Numerical Integration with Tree-Based Models

Authors: Harrison Zhu, Xing Liu, Ruya Kang, Zhichao Shen, Seth Flaxman, Francois-Xavier Briol

NeurIPS 2020 | Venue PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental The advantages and disadvantages of this new methodology are highlighted on a set of benchmark tests including the Genz functions, and on a Bayesian survey design problem.
Researcher Affiliation Academia Harrison Zhu, Xing Liu Imperial College London EMAIL Ruya Kang Brown University EMAIL Zhichao Shen University of Oxford EMAIL Seth Flaxman Imperial College London EMAIL François-Xavier Briol University College London EMAIL
Pseudocode Yes Algorithm 1 Sequential Design for BART-Int
Open Source Code No The paper states that an external tool `dbarts` was used ("For BART-Int, we used the default prior settings in dbarts [20]"), but it does not provide a link or explicit statement about the release of its own source code for the methodology described.
Open Datasets Yes We use individual-level anonymised census data from the United States [79] ... [79] U.S. Census Bureau. American Community Survey, 2012-2016 ACS 5-Year PUMS Files. Technical report, U.S. Department of Commerce, Janurary 2018.
Dataset Splits No The paper describes how data points were selected for sequential design and numerical integration (e.g., "nini = 20d design points", "nseq = 20d additional points"), and how ground truth was computed for evaluation, but it does not specify traditional train/validation/test dataset splits with percentages or counts for model training or hyperparameter tuning.
Hardware Specification No The paper discusses computational complexity and run-times (Figure 2) but does not provide specific details about the hardware (e.g., CPU, GPU models, memory) used for running the experiments.
Software Dependencies No The paper mentions using "dbarts [20]" for BART-Int but does not specify a version number for this or any other software dependency.
Experiment Setup Yes For BART-Int, we used the default prior settings in dbarts [20], whereas for GP-BQ we used a Matérn kernel whose lengthscale was chosen through maximum likelihood. ... The MAPE is given by given by 1/r Σt=1 |Π[f] − Πˆt[f]|/|Π[f]|, where Πˆt[f] for t = 1, . . . , r, are estimates of Π[f] for r different initial i.i.d. uniform point sets. ... BART-Int (m = 1500, T = 200 m = 1000, T = 50, with a burn-in of 1000 and keeping every 5 samples afterwards) ... The number of post-burn-in samples is chosen to be 10^4. We set γ = 2, di = 0.5i and ci = 0.2i. ... We randomly select our initial set (of size nini = 20) and candidate set (of size S = 10,000).