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Fix ADF logistic regression convergence issue

Open petergchang opened this issue 3 years ago • 1 comments

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

adf_predictive

w0

w2

w3

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.

petergchang avatar Sep 01 '22 15:09 petergchang

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