Variational Bayesian inference for linear and logistic regression
Machine Learning
2023-10-18 v4
Abstract
The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well as documenting, and providing brief examples for the MATLAB/Octave functions that implement this inference. These functions are freely available online.
Cite
@article{arxiv.1310.5438,
title = {Variational Bayesian inference for linear and logistic regression},
author = {Jan Drugowitsch},
journal= {arXiv preprint arXiv:1310.5438},
year = {2023}
}
Comments
28 pages, 6 figures