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Bayesian regression with :cholesky not returning committee #75

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CheukHinHoJerry opened this issue Mar 26, 2024 · 1 comment · Fixed by #76
Closed

Bayesian regression with :cholesky not returning committee #75

CheukHinHoJerry opened this issue Mar 26, 2024 · 1 comment · Fixed by #76

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@CheukHinHoJerry
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CheukHinHoJerry commented Mar 26, 2024

# calling bayesian_fit in `bayesian_linear_regression`
return bayesian_fit(A, Y;
                            variance_c_floor = sig_0_floor * sig_0_floor,
                            variance_e_floor = sig_e_floor * sig_e_floor,
                            verbose = verbose)

# some code in between ...

function bayesian_fit(...)

   C = solve(y, X, var_c, var_e)
   return Dict("C" => C)

Seems that committee is not returned when we use Cholesky factorization for the BLR solver. Maybe worth a warning so that the users aware? It took me some time to look into the code and figure out why the committee is not return even if committee_size > 0.

@wcwitt
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wcwitt commented Mar 26, 2024

Good point. Link #66.

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