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Add VI for linear regression #154
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This seems like a very good idea. I've added VI for linear regression.
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Looks like very good improvement.
@ShouvikGhosh2048 Can you please add tests and check why the doc test is failing? Do you want me to provide some test! |
I've added tests for VI, those are passing (right now just whether they run, I'll add a test to make sure that the MCMC and VI predictions are close). The doc tests are failing since I haven't made the changes for VI, I'll make them once we decide on the API. |
Okay - can we meet over Google Meet? |
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I've made the changes we discussed and updated the docs. I ended up removing I went with this since the algorithms have different parameters (MCMC needs the number of iterations and the number of initial observations we discard, and VI needs the number of samples, number of VI iterations and number of samples per VI step). So now we do: If the API is fine, this PR is ready to merge. |
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