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A variational method for learning sparse Bayesian regression

✍ Scribed by Mingjun Zhong

Book ID
113814725
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
190 KB
Volume
69
Category
Article
ISSN
0925-2312

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✍ Gavin C. Cawley; Nicola L.C. Talbot πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 240 KB

We present here a simple technique that simplifies the construction of Bayesian treatments of a variety of sparse kernel learning algorithms. An incomplete Cholesky factorisation is employed to modify the dual parameter space, such that the Gaussian prior over the dual model parameters is whitened.