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. Author manuscript; available in PMC: 2018 Nov 16.
Published in final edited form as: Stat Comput. 2017 Jul 27;28(4):869–890. doi: 10.1007/s11222-017-9767-1

Table 3.

Friedman example: Brier score=1Pp=1P(IpVISp)2 where Ip = 1 for truly important variables x1x5 and Ip = 0 otherwise. Hence the lower the Brier score the better the model variable selection. Items in bold show the best model with respect to the Brier score.

p BART BMA RF bart Machine dbarts default dbarts best
100 3.24 × 10−2 3.82 × 10−2 4.30 × 10−2 4.66 × 10−2 4.17 ×10−2
1000 3.26 × 10−3 4.00 × 10−3 4.62 × 10−3 4.87 × 10−3 4.49 × 10−3
5000 6.55 × 10−4 8.18 × 10−4 9.68 × 10−4 9.85 × 10−4 9.31 × 10−4
10000 3.28 × 10−4 4.13 × 10−4 4.89 × 10−4 4.95 × 10−4 4.75 × 10−4
15000 2.18 × 10−4 2.76 × 10−4 3.29 × 10−4 3.31 × 10−4 3.18 × 10−4
100000 3.28 × 10−5 4.21 × 10−5 - 4.99 × 10−5 4.98 × 10−5
500000 6.62 × 10−6 8.54 × 10−6 - 9.99 × 10−6 -