[ENH] Bayesian Linear Regression using Normal Conjugate Prior#500

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meraldoantonio wants to merge 50 commits intosktime:mainfrom meraldoantonio:pymc_dev_conjugate

+2,279

Commits on Nov 21, 2024

Initialized bayesian conjugate class
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Added docstring example
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Added BayesianConjugateLinearRegressor
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Changed parameterization
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Removed dependency
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added init
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Commits on Nov 22, 2024

Changed test
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Changed test
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Changed test
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Removed numpy array conversion in init
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Only allows initialization using Normal distribution from skpro
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Naming changes
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Changed the shape of the test samples
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Changed the initiation process to numpy
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Reworked logic
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Reworked recentering logic
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Make y_pred a series
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Only infer num_features during fit
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Change col names
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Change col names
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Change col names
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Change col names
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added second test param
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changed update logic
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changed update logic
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Remove centering
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Added example notebook
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Clarified that Normal doesn't result in multivariate normal
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removed kernelspec
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Commits on Dec 6, 2024

reverted changes to 03_ example notebook
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formatting
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restructured example folder
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Renamed notebook for consistency with the name of estimator
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Added line on BayesianMCMCLinearRegressor
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Renamed subfolder to abyesian
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Changed estimator name removed MCMC
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Commits on Jan 3, 2025

Changed the paths for Bayesian estimators
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Renamed variables
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Updated docstrings by specifying Gaussian conjugacy
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Modified examples
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Modified examples
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Ensured the provided mu prior is a column vector
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Ensured the provided mu prior is a column vector
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Ensured the provided mu prior is a column vector
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Added example notebooks
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Added example notebooks
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Merge remote-tracking branch 'upstream/main' into pymc_dev_conjugate
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Added example notebooks
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Added example notebooks
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Commits on Jan 4, 2025

Added artefacts for example notebooks
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