KDnuggets : News : 2004 : n07 : item17 < previous | next >

Software

From: Alex Genkin
Date: 1 Apr 2004
Subject: Bayesian Logistic Regression Software

Free software to carry out large-scale Bayesian logistic regression analysis is now available for Windows and Linux at:

http://www.stat.rutgers.edu/~madigan/BBR

  • posterior mode estimation for logistic regression
  • simultaneous variable selection and shrinkage via Laplace prior
  • training and testing modules
  • handle 100,000+ predictor variables
  • hyperparameter selection via cross-validation
Alexander Genkin
agenkin at dimacs.rutgers.edu


KDnuggets : News : 2004 : n07 : item17 < previous | next >

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