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Update "Example 9.3.7 (1d logistic regression) using Full-rank vs rank-1 GVI" #769

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murphyk opened this issue Apr 27, 2022 · 0 comments
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murphyk commented Apr 27, 2022

In the 2022-04-26 version of vol 2, sec 9.3.7, there is an example of Gaussian VI applied to a toy 2d logistic regression example (implemented by this JAX script). Modify this example to make it more interesting, and compare posterior of the parametes (not just posterior predictive) to blackJAX.
One possibility is to modify the Africa GDP regression example from sec 9.3.6 by discretizing the response variable (log GDP), but keeping the rest of the model the same.
The example should be solved with full-rank, rank-1, diagonal and HMC.

@murphyk murphyk changed the title Update "9.3.7 Example: Full-rank vs rank-1 GVI for logistic regression" Update "Example 9.3.7 (1d logistic regression) using Full-rank vs rank-1 GVI" Apr 27, 2022
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