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bayesianbandits

  • Getting Started
  • How-To Guides
  • Explanation
  • Mathematical Reference
  • Examples
    • API Reference
    • Changelog
  • GitHub
  • Getting Started
  • How-To Guides
  • Explanation
  • Mathematical Reference
  • Examples
  • API Reference
  • Changelog
  • GitHub

Section Navigation

  • NormalRegressor
  • NormalInverseGammaRegressor
  • EmpiricalBayesNormalRegressor
  • EmpiricalBayesDirichletClassifier
  • Intercept-Only Models
  • Bayesian GLM
  • Exploration Policies
  • Mathematical Reference

Mathematical Reference#

Update equations, hyperparameter semantics, and departures from textbook formulations.

  • NormalRegressor
    • Symbols
    • Generative model
    • Update equations
    • Sampling
    • Standalone decay
    • Hyperparameter semantics
    • References
  • NormalInverseGammaRegressor
    • Symbols
    • Generative model
    • Update equations
    • Marginal posterior
    • Sampling
    • Decay
    • Hyperparameter semantics
    • References
  • EmpiricalBayesNormalRegressor
    • Symbols
    • MacKay’s evidence maximization
    • fit vs. partial_fit
    • Precision correction
    • Stabilized forgetting
    • Hyperparameter semantics
    • References
  • EmpiricalBayesDirichletClassifier
    • Symbols
    • Dirichlet-Multinomial marginal likelihood
    • (s, m) decomposition
    • Counts extraction
    • Stabilized forgetting
    • fit vs. partial_fit
    • Hyperparameter semantics
    • Robustness to misspecified priors
    • References
  • Intercept-Only Models
    • DirichletClassifier
    • GammaRegressor
    • When to use each
    • References
  • Bayesian GLM
    • Symbols
    • Prior
    • Likelihood
    • Laplace approximation via IRLS
    • Sampling
    • Decay
    • Hyperparameter semantics
    • Trade-offs vs. conjugate models
    • References
  • Exploration Policies
    • Thompson Sampling
    • Upper Confidence Bound
    • Epsilon-Greedy
    • EXP3A
    • References

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