Bayesian Additive Regression Trees

[jlevy44]

It would be great to add BART to the list of models available via numpyro: pymc-devs/pymc#4183

Happy to take a stab at it given some time.

[fehiepsi]

Thanks, @jlevy44! I am happy to review your work when it is ready. :)

After taking a look at bart paper, it seems to me that this is more like a model, rather than a distribution. What do you think about making a tutorial/example instead? It depends on you - I just thought that it is easier to write an example than to make a general purpose distribution, which requires testing/docs/....