bonsai-rx / machinelearning

Bonsai Library containing reactive infrastructure for machine learning
https://bonsai-rx.org/machinelearning/
MIT License
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Add operators for online bayesian linear regression #1

Closed glopesdev closed 6 months ago

glopesdev commented 11 months ago

This PR adds operators for online bayesian linear regression of multivariate normal distributions given sequences of sampled observations. It is based off early prototypes by @joacorapela for experimentation with reactive online learning and inference.