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adaptive priors (add tests)

Open davharris opened this issue 12 years ago • 4 comments

e.g. EM-based updates

davharris avatar Aug 23 '13 02:08 davharris

Looks like my EM-based updates are very similar to what David MacKay recommended in his 1995 paper Probable Networks and Plausible Predictions (Equation 26).

He does mean square error and I do variance, though.

davharris avatar Apr 02 '14 04:04 davharris

See also: Discriminative Transfer Learning with Tree-based Priors (Srivastava and Salakhutdinov) for a useful generalization. Looks like they only update the means, not the variances though.

davharris avatar Apr 03 '14 04:04 davharris

At minimum, should have machinery to update priors (partly implemented), as well as built-in updates for the Gaussian and Laplace priors.

davharris avatar Apr 16 '14 17:04 davharris

Added; still need to test.

davharris avatar Jul 01 '14 00:07 davharris