Class BayesianLinearRegression

constructor

• new BayesianLinearRegression(
      lambda?: number,
      sigma?: number,
  ): BayesianLinearRegression

• Parameters

  • Optionallambda: number

    Tuning parameter
  • Optionalsigma: number

    Initial sigma of normal distribution

  Returns BayesianLinearRegression

_alpha

_beta

_lambda

_m

_s

_sigma

_w

_init

• _init(x: any, y: any): void

• Parameters

  • x: any
  • y: any

  Returns void

fit

• fit(x: number[][], y: number[][]): void

• Fit model once.

  Parameters

  • x: number[][]

    Training data
  • y: number[][]

    Target values

  Returns void

predict

• predict(x: number[][]): number[][]

• Returns predicted datas.

  Parameters

  • x: number[][]

    Sample data

  Returns number[][]

  Predicted values