Bayesian Linear Regression - CEDAR
Bayesian Linear Regression - CEDAR
Bayesian Linear Regression - CEDAR
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Machine Learning ! ! ! ! !SrihariKernel Function formulation• Formulation of <strong>Linear</strong> <strong>Regression</strong> in terms ofkernel function suggests:– Directly define kernel functions and use to makepredictions for input x• Leads to Gaussian Processes for <strong>Regression</strong>and Classification• Can be shown that• Equivalent kernel satisfies important property:– where€€k(x,z) =ψ(x) T ψ(z)ψ(x) = β 1/ 2 S N1/ 2 φ(x)N∑n=1k(x,x n) =130