Bruna Wundervald

Bruna Wundervald, Andrew Parnell, Katarina Domijan

We propose a simple yet powerful extension of Bayesian Additive Regression Trees which we name Hierarchical Embedded BART (HE-BART). The model allows for random effects to be included at the terminal node level of a set of regression trees, making HE-BART a non-parametric alternative to mixed effects models which avoids the need for the user to specify the structure of the random effects in the model, whilst maintaining the prediction and uncertainty calibration properties of standard BART. Using simulated and real-world examples, we demonstrate that this new extension yields superior predictions for many of the standard mixed effects models' example data sets, and yet still provides consistent estimates of the random effect variances. In a future version of this paper, we outline its use in larger, more advanced data sets and structures.

Bruna Wundervald, Andrew Parnell, Katarina Domijan

We develop a new approach for feature selection via gain penalization in tree-based models. First, we show that previous methods do not perform sufficient regularization and often exhibit sub-optimal out-of-sample performance, especially when correlated features are present. Instead, we develop a new gain penalization idea that exhibits a general local-global regularization for tree-based models. The new method allows for more flexibility in the choice of feature-specific importance weights. We validate our method on both simulated and real data and implement itas an extension of the popular R package ranger.

Bruna D. Wundervald, Walmes M. Zeviani

Music genre can be hard to describe: many factors are involved, such as style, music technique, and historical context. Some genres even have overlapping characteristics. Looking for a better understanding of how music genres are related to musical harmonic structures, we gathered data about the music chords for thousands of popular Brazilian songs. Here, 'popular' does not only refer to the genre named MPB (Brazilian Popular Music) but to nine different genres that were considered particular to the Brazilian case. The main goals of the present work are to extract and engineer harmonically related features from chords data and to use it to classify popular Brazilian music genres towards establishing a connection between harmonic relationships and Brazilian genres. We also emphasize the generalization of the method for obtaining the data, allowing for the replication and direct extension of this work. Our final model is a combination of multiple classification trees, also known as the random forest model. We found that features extracted from harmonic elements can satisfactorily predict music genre for the Brazilian case, as well as features obtained from the Spotify API. The variables considered in this work also give an intuition about how they relate to the genres.