Bayesian methods

Bayesian Ridge Regression

Bayesian Ridge Regression je probabilistička formulacija ridge regresije, koju je uveo David J. C. MacKay 1992. godine, a kod koje snaga regularizacije i preciznost šuma nisu fiksirane od strane analitičara, već se automatski procjenjuju maksimiziranjem marginalne vjerodostojnosti (evidence) promatranih podataka. Rezultat je potpuna posteriorna distribucija nad regresijskim težinama zajedno s kalibriranom prediktivnom nesigurnošću.

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Izvori

  1. MacKay, D. J. C. (1992). Bayesian Interpolation. Neural Computation, 4(3), 415–447. DOI: 10.1162/neco.1992.4.3.415
  2. Bishop, C. M. (2006). Pattern Recognition and Machine Learning (Ch. 3). Springer. ISBN: 978-0-387-31073-2

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Bayesian Ridge Regression (MacKay Probabilistic Regularisation). ScholarGate. https://scholargate.app/hr/machine-learning/bayesian-ridge-regression

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ScholarGateBayesian Ridge Regression (Bayesian Ridge Regression (MacKay Probabilistic Regularisation)). Preuzeto 2026-06-15 s https://scholargate.app/hr/machine-learning/bayesian-ridge-regression · Skup podataka: https://doi.org/10.5281/zenodo.20539026