项目作者： hayato-n
项目描述 ：
Bayesian Regression with automatic regularization or variable selection
高级语言：
项目地址: git://github.com/hayato-n/BayesianRegressions.git
BayesianRegressions
Python implementation of full Bayesian regression including automatic variable selection with ARD prior.
Usage
Please check test.ipynb
Author
Hayato Nishi (U Tokyo)
Website
References
- Drugowitsch, J. (2013). Variational Bayesian inference for linear and logistic regression. arXiv preprint arXiv:1310.5438.
- Hoffman, M. D., Blei, D. M., Wang, C., & Paisley, J. (2013). Stochastic variational inference. The Journal of Machine Learning Research, 14(1), 1303-1347.
- Ranganath, R., Wang, C., David, B., & Xing, E. (2013, May). An adaptive learning rate for stochastic variational inference. In International Conference on Machine Learning (pp. 298-306). PMLR.
