Bayesian Linear Regression: A Distribution Over Lines
Skills:
ML Maths Basics80%
Key Takeaways
Implements Bayesian linear regression to model a distribution over lines
Original Description
Fit a line through some data and ordinary regression hands you back a single
answer: one slope, one intercept, the best fit. Bayesian linear regression
asks a different question entirely. It starts before the data with a whole
cloud of candidate lines, the prior, where every line you might believe gets
a probability. Then Bayes' rule takes over: the posterior is proportional to
the likelihood times the prior, so your new belief is just the evidence times
your old belief. As the points arrive one by one, every observation reshapes
that belief and the cloud tightens around the lines that actually explain the
data. When it is time to predict you get a whole band, narrow where the data
lives and honestly wider where it does not, with the single best line running
right through the middle. The answer was never one line, it is a distribution
over lines. #shorts
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#shorts #machinelearning #bayesian
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