mathematicalmichael / mud

https://mud.dataconsistent.com
MIT License
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testing testing #10

Open mathematicalmichael opened 4 years ago

mathematicalmichael commented 4 years ago

9 gets us started with a baseline.

mathematicalmichael commented 4 years ago
mathematicalmichael commented 4 years ago

map_sol matches from sklearn.linear_model import Ridge with w and alpha playing the same roles.

r = Ridge(alpha=1, fit_intercept=False).fit(X, y)
map_sol = mf.map_sol(X, np.zeros(100), y, w=1).ravel()
print(r.coef_ - map_sol)
mathematicalmichael commented 4 years ago

next up: how does sample_weights correspond to covariance / prior evaluation.