hayato-n/BayesianRegressions

Bayesian Regression with automatic regularization or variable selection

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.