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Code for 'Dropout as a Structured Shrinkage Prior'

Running 'bash setup_and_train_script.sh' will set up the proper directory structure and train one Bayesian NN on 'yacht' for each of: tail-adaptive importance sampling, ARD, ADD, and ARD-ADD.

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Code to reproduce the experiments reported in "Dropout as a Structured Shrinkage Prior" [Nalisnick et al., ICML 2019]

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