PAC Bayesian Theory Meets Bayesian Inference

This python code has been used to conduct the experiments presented in Section 6 of the following NIPS paper.

Pascal Germain, Francis Bach, Alexandre Lacoste, Simon Lacoste Julien. PAC Bayesian Theory Meets Bayesian Inference. Neural Information Processing Systems (NIPS), 2016.
http://arxiv.org/abs/1605.08636

Content

• bayesian_regression.py contains the Bayesian linear regression learning algorithm used to produce the experiments. The two next files import this.

• model_selection_experiment.py contains the code to reproduce Figures 1a and 1b of the paper.

• bound_values_experiment.py contains the code used to produce Figure 1c of the paper.

Disclaimer

The current version is poorly documented. Feel free to contact me if you have any questions or comments!