This function fist a probabilistic linear regression model with variational Bayesian inference. For the ordinary regularized linear regression, user has to manually assign the regularization parameter. However, Variational Bayesian method can do model selection automatically, that is it can automatically determine proper parameter from the data.
This package is now a part of the PRML Toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).
Mo Chen (2021). Variational Bayesian Linear Regression (https://www.mathworks.com/matlabcentral/fileexchange/55947-variational-bayesian-linear-regression), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!