A relevance vector machine implementation written in Julia.
Use Julia's Pkg module to install it:
import Pkg; Pkg.add("RelevanceVectorMachine.jl")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.
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.