return pred_mean, pred_var


if __name__ == '__main__':
    '''
    If your implementations are correct, running
        python problem.py
    inside the Bayesian Regression directory will, for each sigma in sigmas_to-test generates plots
    '''

    np.random.seed(46134)
    actual_weights = np.matrix([[0.3], [0.5]])
    data_size = 40
    noise = {"mean": 0, "var": 0.2**2}
    likelihood_var = noise["var"]
    xtrain, ytrain = support_code.generate_data(data_size, noise,
                                                actual_weights)

    #Question (b)
    sigmas_to_test = [1 / 2, 1 / (2**5), 1 / (2**10)]
    for sigma_squared in sigmas_to_test:
        prior = {
            "mean": np.matrix([[0], [0]]),
            "var": matlib.eye(2) * sigma_squared
        }

        support_code.make_plots(actual_weights, xtrain, ytrain, likelihood_var,
                                prior, likelihood_func, get_posterior_params,
                                get_predictive_params)
Beispiel #2
0
    # TO DO

    return predMean, predVar


if __name__ == '__main__':
    '''
    If your implementations are correct, running
        python problem.py
    inside the Bayesian Regression directory will, for each sigma in sigmas_to-test generates plots
    '''

    np.random.seed(46134)
    actual_weights = np.matrix([[0.3], [0.5]])
    dataSize = 40
    noise = {"mean": 0, "var": 0.2**2}
    likelihood_var = noise["var"]
    xtrain, ytrain = support_code.generateData(dataSize, noise, actual_weights)

    #Question (b)
    sigmas_to_test = [1 / 2, 1 / (2**5), 1 / (2**10)]
    for sigma_squared in sigmas_to_test:
        prior = {
            "mean": np.matrix([[0], [0]]),
            "var": matlib.eye(2) * sigma_squared
        }

        support_code.make_plots(actual_weights, xtrain, ytrain, likelihood_var,
                                prior, likelihoodFunc, getPosteriorParams,
                                getPredictiveParams)