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CSC 411 Lecture 19: Bayesian Linear Regression
Desiderata: high for points we expect to be good high for points we’re uncertain about low for points we’ve already tried Candidate 1:probability of improvement (PI) PI = Pr(f( ) < ); where is the best value so far, and is small. UofT CSC 411: 19-Bayesian Linear Regression 19/36
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