search

JamesRitchie / scikit-rvm

Relevance Vector Machine implementation using the scikit-learn API.
229 stars 73 forks source link

efficient implementation algorithm #17

Open UnixJunkie opened 5 years ago

UnixJunkie commented 5 years ago

Hello, An efficient implementation technique is describbed in there: "Tipping, M., & Faul, A. (2003). Fast marginal likelihood maximization for sparse Bayesian models, paper presented at Ninth International Workshop on Artificial Intelligence and Statistics, Soc. for Artif. Intel. and Stat., Key West, Florida." http://www.miketipping.com/papers/met-fastsbl.pdf Regards, F.

UnixJunkie commented 5 years ago

Is this the algorithm you implemented?