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VariationalRegressionResult

scirs2_stats::bayesian

Struct VariationalRegressionResult 

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pub struct VariationalRegressionResult {
    pub mean_beta: Array1<f64>,
    pub cov_beta: Array2<f64>,
    pub shape_tau: f64,
    pub rate_tau: f64,
    pub elbo: f64,
    pub elbo_history: Vec<f64>,
    pub n_samples_: usize,
    pub n_features: usize,
    pub x_mean: Option<Array1<f64>>,
    pub y_mean: Option<f64>,
    pub converged: bool,
}
Expand description

Results from variational Bayesian regression

Fields§

§mean_beta: Array1<f64>

Posterior mean of coefficients

§cov_beta: Array2<f64>

Posterior covariance of coefficients

§shape_tau: f64

Posterior shape parameter for precision

§rate_tau: f64

Posterior rate parameter for precision

§elbo: f64

Final ELBO value

§elbo_history: Vec<f64>

ELBO history during optimization

§n_samples_: usize

Number of training samples

§n_features: usize

Number of features

§x_mean: Option<Array1<f64>>

Training data mean (for centering)

§y_mean: Option<f64>

Training target mean (for centering)

§converged: bool

Whether optimization converged

Implementations§

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impl VariationalRegressionResult

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pub fn std_beta(&self) -> Array1<f64>

Get posterior standard deviations of coefficients

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pub fn precision_stats(&self) -> (f64, f64)

Get posterior mean and standard deviation of noise precision

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pub fn credible_intervals(&self, confidence: f64) -> Result<Array2<f64>>

Compute credible intervals for coefficients

Trait Implementations§

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impl Clone for VariationalRegressionResult

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fn clone(&self) -> VariationalRegressionResult

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for VariationalRegressionResult

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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