https://github.com/mwaskom/optlearner

Bayesian optimal probability learner
https://github.com/mwaskom/optlearner

Last synced: 6 months ago
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Bayesian optimal probability learner

• Host: GitHub
• URL: https://github.com/mwaskom/optlearner
• Owner: mwaskom
• License: bsd-3-clause
• Created: 2013-10-17T04:54:16.000Z (about 12 years ago)
• Default Branch: master
• Last Pushed: 2018-09-27T20:52:12.000Z (over 7 years ago)
• Last Synced: 2025-04-09T11:06:49.838Z (9 months ago)
• Language: Python
• Size: 1.7 MB
• Stars: 14
• Watchers: 4
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
Bayesian probability learners

=============================

This repository has code for two Bayesian models that learn latent binomial probabilities in nonstationary environments. The first is a direct implementation of the model in [this paper](http://www.ncbi.nlm.nih.gov/pubmed/17676057), while the second is a simpler model.

You can view the example notebooks for the the two learners statically:

- [Volatility learner](http://nbviewer.ipython.org/urls/raw.github.com/mwaskom/optlearner/master/VolatilityLearner.ipynb).

- [Probability learner](http://nbviewer.ipython.org/urls/raw.github.com/mwaskom/optlearner/master/ProbabilityLearner.ipynb).