variational logistic regression
(2.7 hours to learn)
Variational logistic regression is an illustrative example of variational Bayes. It illustrates the use of a local variational approximation, in particular the Gaussian lower bound on the sigmoid function.
This concept has the prerequisites:
Core resources (read/watch one of the following)
→ Pattern Recognition and Machine Learning
A textbook for a graduate machine learning course, with a focus on Bayesian methods.
Location: Sections 10.5-10.6, pages 493-505
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