This function fist a probabilistic linear regression model with variational Bayesian inference. For the ordinary regularized linear regression, user has to manually assign the regularization parameter. However, Variational Bayesian method can do model selection automatically, that is it can automatically determine proper parameter from the data.
This package is now a part of the PRML Toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).
引用格式
Mo Chen (2024). Variational Bayesian Linear Regression (https://www.mathworks.com/matlabcentral/fileexchange/55947-variational-bayesian-linear-regression), MATLAB Central File Exchange. 检索时间: .
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- AI and Statistics > Statistics and Machine Learning Toolbox > Regression > Model Building and Assessment > Bayesian Regression >
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致谢
参考作品: Pattern Recognition and Machine Learning Toolbox, Probabilistic Linear Regression
启发作品: Variational Bayesian Relevance Vector Machine for Sparse Coding
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版本 | 已发布 | 发行说明 | |
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1.0.0.0 |