kumulant
com.eignex.kumulant/bandit/contextual/LinearRegressionSpec/Bayesian

Bayesian

@Serializable
@SerialName(value = "BayesianRegression")
data class Bayesian(val featureSize: Int, val priorVariance: Double = 1.0) : LinearRegressionSpec(source)

Spec for com.eignex.kumulant.stat.regression.glm.BayesianRegressionStat with isotropic prior.

Constructors

Bayesian

constructor(featureSize: Int, priorVariance: Double = 1.0)(source)

Properties

featureSize

val featureSize: Int(source)

Coefficient dimension.

priorVariance

val priorVariance: Double(source)

Isotropic prior variance on every coefficient.