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Variational Bayesian Linear Regression

version 1.0.0.0 (2.45 KB) by Mo Chen
Variational Bayesian Linear Regression

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Updated 13 Mar 2016

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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).

Comments and Ratings (3)

spj314814

Hi, thank you for your code , it's very useful. But I have some doubt , could you give me a favor? I want to know how to get the lower bound (energy(iter) = KLalpha+KLbeta+KLw) in code 'linRegVb.m'.

LiKang Luan

Thanks a lot for the help, very useful code!!!

Wimy Yang

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux