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Bayes CV should be a separate project #25

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drphilmarshall opened this issue Oct 5, 2015 · 2 comments
Open

Bayes CV should be a separate project #25

drphilmarshall opened this issue Oct 5, 2015 · 2 comments
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@drphilmarshall
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Hey @j-faria !

Hope you got home OK, and have recovered a bit :-)

I think you should start a new repo to house our investigation of Bayesian cross-validation. Why don't you start one, extracting [the work you have done so far] from this repo, and invite me, @davidwhogg @jakevdp and @glouppe as collaborators? We are all interested in comparing machine learning-style CV with Bayesian evidence (and other quantities), and some short demonstrations could make a nice contribution to the astroph arxiv for everyone to learn from. What do you think?

@drphilmarshall
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PS. Got Gilles' username wrong first time - it's @glouppe not @gloupe! You might add @eggplantbren for fun as well, he loves this stuff. :-)

@jakevdp
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jakevdp commented Oct 5, 2015

Sounds fun! Hogg and I spent some time talking about this a while ago, but nothing concrete came out of it. Here's some of our notes: https://github.com/davidwhogg/CrossValidation

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