RelevanceVectorMachine.jl

An implementation of a relevance vector machine, a sparse Bayesian version of a SVM

MIT License

Stars
2

RelevanceVectorMachine.jl

A relevance vector machine implementation written in Julia.

Installation

Use Julia's Pkg module to install it:

import Pkg; Pkg.add("RelevanceVectorMachine.jl")

Quick Start

import RelevanceVectorMachine
using RDatasets
using StatsModels

boston_data = RDatasets.dataset("MASS", "Boston")

rvm = RelevanceVectorMachine.rvm(@formula(MedV ~ Rm), boston_data)

# Predict on new data
preds = RelevanceVectorMachine.predict(rvm, new_boston_data)

See the examples folder for more.

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

Please make sure to update tests as appropriate.

License

MIT