Building Non-Standard Regression Models with JAX
Using JAX’s automatic differentiation to train a Zero-Inflated Generalised Poisson regression model
Machine Learning
Online Bayesian Learning Part 4: Non-stationary data and R-VGA
Adapting R-VGA to work in non-stationary environments.
Online Bayesian Learning Part 3: R-VGA
Deriving and implementing the R-VGA algorithm for online learning with neural networks on streaming binary classification data
Online Bayesian Learning Part 2: Bayesian Neural Networks With Variational Inference
A quick detour to introduce variational inference and use it to train a small Bayesian neural network with jax/eqx
Online Bayesian Learning Part 1: Exact recursive inference
Part 1 of a series of posts looking into the problem of ‘online’ learning using Bayesian methods
Huber Regression
Robust regression using Huber loss function. Handle outliers and improve model stability with robust statistical methods.
Quantile Regression
Quantile regression for uncertainty estimation beyond the mean. PyTorch implementation for predicting conditional quantiles.