# Questions tagged [bayesian]

The tag has no usage guidance.

96 questions
Filter by
Sorted by
Tagged with
81 views

### How to test dev set on Time Series data via forecasting

I'm implementing $3$ Bayesian Deep Learning models (links below) for my masters. I'm supposed to test them on a civil engineering time series data. My models ...
106 views

### Using predicted probabilities and bayesian inference to update beliefs

I'm currently working on a project to predict the likelihood of an outcome. I'd like to implement a system where the belief the event will happen is updated after running the model on new data. ...
1k views

### Bayesian optimization for a Light GBM Model

I am able to successfully improve the performance of my XGBoost model through Bayesian optimization, but the best I can achieve through Bayesian optimization when using Light GBM (my preferred choice) ...
197 views

### When to use BayesianSearchCV and how it works?

Can somebody highlight when to use BayesianSearchCV and how it works? I have seen the implementation of same on kaggle and wanted to explore it further. Below is the link where the implementation ...
968 views

### LSTM: Converting to Bayesian Deep Neural Network

Starting from Yarin Gal's research paper on using Dropout as a Bayesian Approximation (https://arxiv.org/pdf/1506.02142.pdf), I am trying to apply this concept to my Sequence Prediction model. My ...
33 views

### Bayes posteriograms

My main objective is to predict the posterior probability of an individual belonging to one of the classes, using Bayes theorem. The information I have is: value of the data point mean and stdev of ...
809 views

### How do Bayesian methods do automatic feature selection?

Someone asked me this question and I do not know I answered it correctly. I answered the question in the following way: One type of Bayesian method is Bayesian inference and feature selection has to ...
47 views

197 views

### How to use pymc3 to sample the mean of a Pareto random variable?

I Have a variable which is Pareto-ly distributed 'x', with unknown alpha and m. I want to find out the distribution of its mean, so I use the following model: ...
54 views

### information leakage when using empirical Bayesian to generate a predictor

Consider the following problem: I want to predict the next bat of a set of baseball player. I have a training data set, where it contains the historical bat records (0-1 encoded, which is our target ...
312 views

### Ensemble learning [closed]

I am currently working to build a mathematical model to predict the stock market. I learned that the best way to do such thing is no longer to make one big best model, but rather to gather several ...
1k views

### Why the estimated Lasso coefficients of almost all variables are equal to zero?

I would greatly appreciate if you could guide me. In fact, I used "Bayesian Optimization " to tune hyper-parameters of Lasso but the estimated Lasso coefficients of almost all variables are equal to ...
475 views

### Implement gaussian mixture model with stochastic variational inference

I am trying to implement Gaussian Mixture model with stochastic variational inference, following this paper. This is the pgm of Gaussian Mixture. According to the paper, the full algorithm of ...
36 views

### Finding the most important questions from a questionary-> results

Lets assume that I have 5000 articles and I create the TF-IDF of these articles. Now I ask som people to answer 30 questions and I create the TF-IDF of these answers from the IDF of the articles and ...
1k views

### Modeling uncertainty from Logistic Regression

Logistic regression is a part in a simulation pipeline that I use for some scenario analysis. The dataset that this is based on is not small but relatively noisy, and only one explanatory variable/...
104 views

### Is deep learning a must in a Data Science MSc programme? [closed]

I am reading the programme outline of this two-year MSc in Data Science and I found that it has no deep learning content (as in many other european ones). I am no expert but as far as I've seen I ...
2k views

### generalized likelihood ratio test (GLRT)

I am having trouble in understanding the generalized likelihood ratio test (GLRT). Can anyone explain what it is to me, or point me toward an easy-to-understand reference? Is it a supervised or ...