  Bayesian Decision Trees (DTs) are generally considered a more advanced and
accurate model than a regular Decision Tree (DT) because they can handle
complex and uncertain data. Existing work on Bayesian DTs uses Markov Chain
Monte Carlo (MCMC) with an accept-reject mechanism and sample using naive
proposals to proceed to the next iteration, which can be slow because of the
burn-in time needed. We can reduce the burn-in period by proposing a more
sophisticated way of sampling or by designing a different numerical Bayesian
approach. In this paper, we propose a replacement of the MCMC with an
inherently parallel algorithm, the Sequential Monte Carlo (SMC), and a more
effective sampling strategy inspired by the Evolutionary Algorithms (EA).
Experiments show that SMC combined with the EA can produce more accurate
results compared to MCMC in 100 times fewer iterations.
