ammopy / simple_multiple_bayesian_linear_regression Goto Github PK

Coding everything from scratch, lots of mathematics, more practice, less theory!

Table of contents:

• Linear Algebra - Vector operations
  • Dot/Inner Product
  • Identity matrix
  • Matrix Inverse
  • Norms
• Multiple Linear Regression
  • Regularization
  • Predicting house prices
  • Multiple OLS regression from scratch
  • Loss vs Cost functions
  • Simple feature engineering
  • Generalizability: evaluating performance out of sample
  • Errors vs Residuals
• Simple linear regression
  • Covariance vs Correlation
  • Simple OLS regression from scratch
• Gradient Decent (GD)
  • GD simple OLS from scratch
  • GD multiple OLS from scratch
• Bayes' theorem
  • Bayesian linear regression
  • Bayesian regression from scratch
  • Markov chain Monte Carlo sampling
• Capital Asset Pricing Model (CAPM)

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