Below you can find some of the code that I have written for some of my (more recent) research projects. Please keep in mind that most of it is a result of rapid prototyping and might not be as cleanly written as would be desirable. Also, I cannot guarantee that it always functions according to its intended purpose. So, if you decided to use it, you will do so at your own risk. Nonetheless, if you have problems with any of the code posted below I would be more than happy to hear of them, and help out if my time and knowledge allows it.
Variational Bayesian Linear Regression
MATLAB code to perform Bayesian linear regression, using model shown on right. Two variants are available: one without Auotmatic Relevant Determination (ARD), and one without. The posterior on w and the hyperprior parameters are determined iteratively by variational Bayesian inference.
Download version 0.1.1 of MATLAB code for variational Bayesian linear regression, and notes about the model and variational Bayesian inference.
Variational Bayesian Logistic Regression
MATLAB code to perform Bayesian logistic regression, using model shown on right and variational approximation described in Jaakkola and Jordan (1996), which is more accurate than Laplace approximation. Two variants are available: one without Auotmatic Relevant Determination (ARD), and one without.
Download version 0.1.1 of MATLAB code for variational Bayesian logistic regression, and notes about the model and variational Bayesian inference.
Learning Classifier Systems Model Search
In planning phase.