scikit-rvm
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JamesRitchie
efficient implementation algorithm
Hello, An efficient implementation technique is describbed in there: "Tipping, M., & Faul, A. (2003). Fast marginal likelihood maximization for sparse Bayesian models, paper presented at Ninth International Workshop on Artificial Intelligence and Statistics, Soc. for Artif. Intel. and Stat., Key West, Florida." http://www.miketipping.com/papers/met-fastsbl.pdf Regards, F.
