variational logistic regression
(2.7 hours to learn)
Summary
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.
Context
This concept has the prerequisites:
- Bayesian logistic regression (This is an approximate inference algorithm for Bayesian logistic regression.)
- variational Bayes
Core resources (read/watch one of the following)
-Paid-
→ 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
See also
-No Additional Notes-