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vmichel opened this issue Sep 11, 2010 · 11 comments
Closed

Bayesian regression #5

vmichel opened this issue Sep 11, 2010 · 11 comments

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@vmichel
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vmichel commented Sep 11, 2010

Add priors on the mean instead of assuming that the prior means are zero.
Add more reference in the doc.
Modify ARD in order to use a vector of hyperparameters for the precision instead of a single value.
Spelling : defaut -> default unless you insist on using french, spelling out ARD (Automatic Relevance Determination) regression in the docstring as in the comment line would be useful.

Thanks to Josef for the remarks.

@fabianp
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fabianp commented Jan 11, 2011

Any progress on this ?

@vmichel
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vmichel commented Jan 11, 2011

Nope, but I will try it asap, in the next weeks.

@fabianp
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fabianp commented Jan 12, 2011

Cool. First learn mutt, then fix this :-)

larsmans referenced this issue in larsmans/scikit-learn Jul 15, 2011
Some more copyediting, as well as a small section on cross-validation
agramfort referenced this issue in agramfort/scikit-learn Sep 9, 2011
@agramfort
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what's our status on this?

@vmichel
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vmichel commented Dec 19, 2011

Didn't work on this.

@amueller
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amueller commented Jan 6, 2012

What do you think about my PR: #534 ?

@vmichel
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vmichel commented Jan 6, 2012

Seems good ! Thanks for cleaning this. Any way, I think that the Bayesian side of skl needs more love (and my TODO list is already long !)... Bayesian classification, different priors (using pyMC ?)

@amueller
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amueller commented Jan 6, 2012

Thanks :)
Might need still more love ;)
I'm not actually using any Bayesian models, I just tried to use what I understood from Bishop's book to hopefully make this a little more clear ;)

@vmichel
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vmichel commented Jan 6, 2012

I'm not a Bayesian specialist too, so feel free to update this part of the SKL !

@amueller
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amueller commented Jan 6, 2012

Do you still plan on working this? Otherwise I'd close the issue. If you have any more specific remarks, I'll gladly include them in my pull request.

@vmichel
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vmichel commented Jan 6, 2012

I will not work on this in the next weeks, so you can close the pull request. For me, due to the amount of work, Bayesian methods improvements in SKL should be dealt with in a dedicated sprint.

@amueller amueller closed this as completed Jan 6, 2012
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