Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Optimizations for Poisson Regression #10

Open
itsdfish opened this issue Jan 10, 2020 · 0 comments
Open

Optimizations for Poisson Regression #10

itsdfish opened this issue Jan 10, 2020 · 0 comments

Comments

@itsdfish
Copy link
Contributor

Incorporate optimizations for Poisson regression once changes are added to a new release in DistributionsAD.

Here is the model Mohamed suggested:

@model AHMCpoisson2(y, x, idx, N, Ns) = begin
	a0 ~ Normal(0, 10)
	a1 ~ Normal(0, 1)
	a0_sig ~ Truncated(Cauchy(0, 1), 0.0, Inf)
	a0s ~ Multi(Normal(0.0, a0_sig), Ns)
	λ = a0 .+ a0s[idx] .+ a1 .* x
	y ~ ArrayDist(LogPoisson.(λ))
end
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant