Variational Bayes (VB) Approximation of Gibbs Posteriors with Hinge Losses


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Documentation for package ‘PACVB’ version 1.1

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PACVB-package Variational Bayes (VB) Approximation of Gibbs Posteriors with Hinge Losses
GDHinge Computes the VB (variational Bayes) approximation of a Gibbs measure with convexified classification loss using a gradient descent.
GDHingeAUC Compute the VB (variational Bayes) approximation of a Gibbs measure with convexified AUC loss using a gradient descent.
GDHingeAUCCxx C++ internal function to compute the VB approximation with convexified AUC loss (use GDHingeAUC instead).
GDHingeCxx C++ internal function to compute the VB approximation with convexified classification loss (use GDHinge instead).
PACVB Variational Bayes (VB) Approximation of Gibbs Posteriors with Hinge Losses