Bayesian Linear Regression With One Input - Given Variance

Post Reply
allan
Posts: 2
Joined: Tue Aug 09, 2022 11:31 pm

Bayesian Linear Regression With One Input - Given Variance

Post by allan »

Hello, there,

In real life if one is wanting to use the model with given variance, we can use the empirical variance from y_train? Is this the usual approach?
lazyprogrammer
Site Admin
Posts: 85
Joined: Sat Jul 28, 2018 3:46 am

Re: Bayesian Linear Regression With One Input - Given Variance

Post by lazyprogrammer »

Thanks for your inquiry.

This is mostly a theoretical course in preparation for future courses, so one has to keep that in mind.

Look at the final code lecture to see how we deal with it (empirical estimation). Or you can use the full Bayesian method in which the variance is assumed unknown and the posterior has a t-distribution.
Post Reply

Return to “Bayesian Machine Learning (All)”