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
Jax
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