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Make a TwoStageBayesianRidge estimator #2

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dsteinberg opened this issue May 7, 2021 · 0 comments
Open

Make a TwoStageBayesianRidge estimator #2

dsteinberg opened this issue May 7, 2021 · 0 comments
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enhancement New feature or request

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@dsteinberg
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We could just use the more simple Bayesian ridge regressor in GPML chapter 2. This would allow us to estimate the regularization weights using log-marginal-likelihood.
@dsteinberg dsteinberg added the enhancement New feature or request label May 10, 2021
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@dsteinberg