PACVB-package: Variational Bayes (VB) Approximation of Gibbs Posteriors with...
In PACVB: Variational Bayes (VB) Approximation of Gibbs Posteriors with Hinge Losses
Description
Details
Author(s)
References
Description
The package computes a Gaussian approximation of a Gibbs posterior for convexified risks.
We use a hinge loss, and a hinge variation of the AUC loss. The implementation follows the lines of Alquier et al. [2015]. The authors obtain PAC-Bayesian bounds for the variational approximation of an exponential weighted average estimator. The optimal bound is obtain through a gradient descent on a convex objective.
Details
Package: PACVB
Type: Package
Version: 1.0
Date: 2015-07-29
License: GPL (>= 2)
Author(s)
Author: James Ridgway
Maintainer: James Ridgway <james.ridgway@bristol.ac.uk>
References
Alquier, P., Ridgway, J., and Chopin, N. On the properties of variational approximations of Gibbs posteriors. arXiv preprint, 2015
PACVB documentation built on Sept. 12, 2016, 8:37 a.m.
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Description Details Author(s) References
Description
The package computes a Gaussian approximation of a Gibbs posterior for convexified risks. We use a hinge loss, and a hinge variation of the AUC loss. The implementation follows the lines of Alquier et al. [2015]. The authors obtain PAC-Bayesian bounds for the variational approximation of an exponential weighted average estimator. The optimal bound is obtain through a gradient descent on a convex objective.
Details
| Package: | PACVB |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2015-07-29 |
| License: | GPL (>= 2) |
Author(s)
Author: James Ridgway
Maintainer: James Ridgway <james.ridgway@bristol.ac.uk>
References
Alquier, P., Ridgway, J., and Chopin, N. On the properties of variational approximations of Gibbs posteriors. arXiv preprint, 2015
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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