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.