pyprobml
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Fix ADF logistic regression convergence issue
Description
- Re-implemented ADF for logistic regression.
- ADF now uses unscented sigma-point Gaussian quadrature in its update step, as suggested by the original paper.
- Standardized the dataset to enable more accurate Bayesian Laplace approximation.
Figure Number
book2 - 8.18, 8.19
Figures




Issue
#1104
Potential problems/Important remarks
Although (as verified numerically) the filtered (co)variances are shrinking, they are not shrinking as rapidly as seen by CMGF.
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