Variable selection for BART: An application to gene regulation
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Abstract (arXiv)
We consider the task of discovering gene regulatory networks, which are defined as sets of genes and the corresponding transcription factors which regulate their expression levels. This can be viewed as a variable selection problem, potentially with high dimensionality. Variable selection is especially challenging in high-dimensional settings, where it is difficult to detect subtle individual effects and interactions between predictors. Bayesian Additive Regression Trees [BART, Ann. Appl. Stat. 4 (2010) 266-298] provides a novel nonparametric alternative to parametric regression approaches, such as the lasso or stepwise regression, especially when the number of relevant predictors is sparse relative to the total number of available predictors and the fundamental relationships are nonlinear. We develop a principled permutation-based inferential approach for determining when the effect of a selected predictor is likely to be real. Going further, we adapt the BART procedure to incorporate informed prior information about variable importance. We present simulations demonstrating that our method compares favorably to existing parametric and nonparametric procedures in a variety of data settings. To demonstrate the potential of our approach in a biological context, we apply it to the task of inferring the gene regulatory network in yeast (Saccharomyces cerevisiae). We find that our BART-based procedure is best able to recover the subset of covariates with the largest signal compared to other variable selection methods. The methods developed in this work are readily available in the R package bartMachine.
Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). First posted on arXiv 18 Oct 2013.
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Citing papers per year: 2021: 3; 2022: 1; 2023: 3; 2024: 2; 2025: 0; 2026: 1.
10 papers.
- 2021Sparse Deep Learning: A New Framework Immune to Local Traps and Miscalibrationcited by 7
- 2024Ab Initio Nonparametric Variable Selection for Scalable Symbolic Regression with Large pcited by 3
- 2021Variable importance scorescited by 2
- 2023Bayesian CART models for insurance claims frequencycited by 2
- 2024Ranking Perspective for Tree-based Methods with Applications to Symbolic Feature Selectioncited by 1
- 2021Variable selection with missing data in both covariates and outcomes: Imputation and machine learningcited by 0
- 2022Extraction of Visual Information to Predict Crowdfunding Successcited by 0
- 2023Generalized Bayesian Additive Regression Trees: Theory and Softwarecited by 0
- 2023Co-data Learning for Bayesian Additive Regression Treescited by 0
- 2026Semi-Parametric Bayesian Additive Regression Trees for Risk Prediction with High-Dimensional Epigenetic Signatures and Low-Dimensional Covariatescited by 0
- 2026Semi-Parametric Bayesian Additive Regression Trees for Risk Prediction with High-Dimensional Epigenetic Signatures and Low-Dimensional Covariates19 May 2026
- 2024Ab Initio Nonparametric Variable Selection for Scalable Symbolic Regression with Large p17 Oct 2024
- 2024Ranking Perspective for Tree-based Methods with Applications to Symbolic Feature Selection3 Oct 2024
- 2023Co-data Learning for Bayesian Additive Regression Trees16 Nov 2023
- 2023Generalized Bayesian Additive Regression Trees: Theory and Software25 Apr 2023
- 2023Bayesian CART models for insurance claims frequency3 Mar 2023
- 2022Extraction of Visual Information to Predict Crowdfunding Success28 Mar 2022
- 2021Sparse Deep Learning: A New Framework Immune to Local Traps and Miscalibration1 Oct 2021
- 2021Variable selection with missing data in both covariates and outcomes: Imputation and machine learning6 Apr 2021
- 2021Variable importance scores13 Feb 2021