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Using Empirical Bayes to approximate posteriors for large "black box" estimators

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by OMKAR MURALIDHARANMany machine learning applications have some kind of regression at their core, so understanding large-scale regression systems is important. But doing this can be hard, for reasons not typically encountered in problems with smaller or less critical regression systems. In this post, we describe the challenges posed by one problem — how to get approximate posteriors — and…
Original post: Using Empirical Bayes to approximate posteriors for large "black box" estimators
Source: Unofficial Google Data Science