bayesvalidrox.surrogate_models.reg_fast_ardΒΆ

Class RegressionFastARD, inherits from scikit

Functions

update_precisions(q1, s1, q, s, a, active, ...)

Selects one feature to be added/recomputed/deleted to model based on effect it will have on value of log marginal likelihood.

Classes

RegressionFastARD([n_iter, start, tol, ...])

Regression with Automatic Relevance Determination (Fast Version uses Sparse Bayesian Learning) https://github.com/AmazaspShumik/sklearn-bayes/blob/master/skbayes/rvm_ard_models/fast_rvm.py