BayesianRegression

@Serializable

@SerialName(value = "BayesianRegression")

data class BayesianRegression(val featureSize: Int, val priorVariance: Double = 1.0, val link: Link = Link.Identity) : RegressionStatSpec<CovarianceRegressionResult> (source)

Spec for BayesianRegressionStat: closed-form Gaussian linear regression with isotropic prior.

Constructors

constructor(featureSize: Int, priorVariance: Double = 1.0, link: Link = Link.Identity)(source)

Number of input features.

GLM link function; Link.Identity keeps the strict closed-form Gaussian posterior.

Isotropic prior variance applied to every coefficient.