Functional Bayesian Additive Regression Trees with Shape Constraints

Motivated by the great success of Bayesian additive regression trees (BART) on regression, we propose a nonparametric Bayesian approach for the function-on-scalar regression problem, termed as Functional BART (FBART). Utilizing spline-based function representation and tree-based domain partition model, FBART offers great flexibility in characterizing the complex and heterogeneous relationship between the response curve and scalar covariates. We devise a tailored Bayesian backfitting algorithm for estimating the parameters in the FBART model. Furthermore, we introduce an FBART model with shape constraints on the response curve, enhancing estimation and prediction performance when prior shape information of response curves is available. By incorporating a shape-constrained prior, we ensure that the posterior samples of the response curve satisfy the required shape constraints (e.g., monotonicity and/or convexity). Our proposed FBART model and its shape-constrained version are the new advances of BART models for functional data. Under certain regularity conditions, we derive the posterior convergence results for both FBART and its shape-constrained version. Finally, the superiority of the proposed methods over other competitive counterparts is validated through simulation experiments under various settings and analyses of two real datasets.