BayesRandomForest: An R Implementation of Bayesian Random Forest for Regression Analysis of High-Dimensional Data

  • Oyebayo Ridwan OlaniranEmail author
  • Mohd Asrul Affendi Bin Abdullah
Conference paper


This paper presents methods of Bayesian inference for Random Forest (RF) procedure with high-dimensional data. The new methods termed Bayesian Random Forest (BRF) is developed to tackle sparsity in regression analysis of high-dimensional data. The bootstrap sampling and choosing of subsample variable size (mtry) procedures used by RF are replaced with the full Bayesian inference of binomial and hypergeometric random sampling from independent and dependent finite populations. Furthermore, the individual tree parameter estimates in the forest are obtained using a Metropolis-Hasting algorithm to achieve efficient posterior inference. We also introduced the application of the procedure in R via package BayesRandomForest. Monte-Carlo simulations of the Friedman five dimensional dataset of varying dimensions were used to demonstrate BRF relative efficiency with competing methods. Results from the simulations revealed that BRF is more efficient than the competing frequentist and Bayesian methods.


Random forest Bayesian additive regression trees High-dimensional 


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Copyright information

© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  • Oyebayo Ridwan Olaniran
    • 1
    Email author
  • Mohd Asrul Affendi Bin Abdullah
    • 1
  1. 1.Department of Mathematics and Statistics, Faculty of Applied Sciences and TechnologyUniversiti Tun Hussein Onn Malaysia, Pagoh Educational HubPagohMalaysia

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