1d regression swag example

[nilsleh]

I am trying to get a better understanding for the SWAG method and its sensitivity to certain hyperparameters. Therefore, I wanted to create a 1d regression example alongside the already existing DeepEnsemble, SVI and HMC notebooks, since I couldn't find one for SWAG. I created a gist and was wondering if you could comment whether this is the intended way of using the code base? (I was hoping to create a small reproducible example in contrast to the run_swag.py file). Thanks in advance.

[izmailovpavel]

Hey @nilsleh we actually have an example of using SWAG for a regression problem here: notebook. Would you mind comparing your implementation to that to see if there are any major differences?

[nilsleh]

Thanks a lot for your quick reply and pointing me to the notebook. Sorry, I was unaware of that one. With the implementation in the above gist, applied to the dataset from your linked notebook I get the following result. So I think that seems reasonable.