We describe an approach to regression based on building a probabilistic model with the aid of visualization. The “stereopsis” data set in the predictive uncertainty challenge is used as a case study, for which we constructed a mixture of neural network experts model. We describe both the ideal Bayesian approach and computational shortcuts required to obtain timely results.
Keywords
- Markov Chain Monte Carlo
- Loss Function
- Input Space
- Predictive Distribution
- Markov Chain Monte Carlo Method
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