kumulant
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

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

Properties

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val featureSize: Int

Coefficient dimension.

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val priorVariance: Double

Isotropic prior variance on every coefficient.

Bayesian

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

featureSize

val featureSize: Int(source)

Coefficient dimension.

priorVariance

val priorVariance: Double(source)

Isotropic prior variance on every coefficient.