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Recursive Bayesian Estimation (Sequential / Online Inference)

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for efficient gradient refreshing derive from sparse PCA?

math

See sec 2.9 of [neurips draft](https://www.overleaf.com/project/64483e85424f8dc1a0966727)

feature

Z. Deng, F. Zhou, and J. Zhu, “Accelerated Linearized Laplace Approximation for Bayesian Deep Learning,” in Advances in Neural Information Processing Systems, Oct. 2022 [Online]. Available: https://openreview.net/forum?id=jftNpltMgz. [Accessed: Apr. 29,...

math

implement - NLL plugin - NLPD linearized (+softmax trick for classification) - NLPD MC

feature

Use https://github.com/deepmind/kfac-jax to implement kfac-laplace

feature

- static mnist angle prediction #11 - rotating mnist angle prediction - the static UCI regression benchamrks in chacha paper #25 - bandit showdown 2.0 #42 - bayes opt (may...

demo

Compare Lofi, subspace EKF, etc on bandit benchmark

demo