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Hi there,
thank you for sharing your implementations! In the update of the variational distribution q(alpha)
for the variational Bayesian logistic regression model, I believe there is a small mistake.
According to Eq. 10.179 in Bishop's book, we use the expectation of w^T w
, and that is mu_N^T mu_N + trace(Sigma_N)
.
Therefore
(np.sum(w ** 2) + np.sum(Ri ** 2))
should be changed to
(np.sum(w ** 2) + np.trace(Ri ** 2))
and analogously in the line above.
Hope this helps!
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