revrand icon indicating copy to clipboard operation
revrand copied to clipboard

A library of scalable Bayesian generalised linear models with fancy features

Results 8 revrand issues
Sort by recently updated
recently updated
newest added

Hey guys, searching for nlopt Python tutorials I found this wrapper which at some time belonged to the revrand project apparently: https://www.earthbyte.org/webdav/ftp/Data_Collections/Dutkiewicz_etal_2016_G3/revrand-master/revrand/optimize/nlopt_wrap.py In a nutshell, the wrapper enables to call...

Dear Project developers: Thank you for providing such a great tool. I am currently testing the "A la Carte" method proposed by Zichao Yang et al. And I notice that...

Otherwise we get potentially massive memory usage, i.e. using the SLM on SARCOS, ARD on 21 dimensions uses too much memory. Make these sorts of lines return generators, and fix...

enhancement

Line profiling: - [x] GLM - [ ] SLM - [ ] SGD - [ ] basis functions (especially FastFood) Memory profiling: - [ ] GLM - [ ] SLM...

testing

There doesn't seem to be any reason why we couldn't make an RFF or ORF-based Gaussian spectral mixture basis, and it would probably be faster for small to moderate input...

enhancement

Orthogonal Random Features (https://arxiv.org/abs/1610.09072) - [x] RBF ORF - [ ] RBF SORF Neural Net - [ ] Random Arc-cosine (see #128) Random dot product kernels: - [ ] http://www.jmlr.org/proceedings/papers/v22/kar12/kar12.pdf...

enhancement

We currently zero-pad `dPhi` in the `BasisCat` object for updating hyperparameters only depending on one basis. Would it be more efficient to slice instead? Maybe look into this with #106.

enhancement

Look into: http://arxiv.org/pdf/1312.6055v3.pdf

someday/maybe