A demonstration of Bayesian approaches to linear model regularization
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l2-regularization added all code and plots for l2 regularization Oct 30, 2016
.gitignore added all code and plots for l2 regularization Oct 30, 2016
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README.md added all code and plots for l2 regularization Oct 30, 2016

README.md

bayesian-regularization

A demonstration of Bayesian approaches to linear model regularization

This is code for personal research on Bayesian approaches to linear model regularization through thoughtful selection of priors on the beta coefficients, and it's equivalence to penalized MLE methods.