Commit aebe8c5d authored by Carlos Riquelme's avatar Carlos Riquelme
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Readme changes.

parent 25a4d743
...@@ -127,10 +127,11 @@ The Deep Bayesian Bandits library includes the following algorithms (see the ...@@ -127,10 +127,11 @@ The Deep Bayesian Bandits library includes the following algorithms (see the
4. **Stochastic Variational Inference**, Bayes by Backpropagation. We implement 4. **Stochastic Variational Inference**, Bayes by Backpropagation. We implement
a Bayesian neural network by modeling each individual weight posterior as a a Bayesian neural network by modeling each individual weight posterior as a
univariate Gaussian distribution: ![equation](https://latex.codecogs.com/gif.download?%5Cinline%20w_%7Bij%7D%20%5Csim%20%5Cmathcal%7BN%7D%28%5Cmu_%7Bij%7D%2C%20%5Csigma_%7Bij%7D%5E2%29). Thompson sampling then samples a network at each time step univariate Gaussian distribution: w<sub>ij</sub> &sim; N(&mu;<sub>ij</sub>, &sigma;<sub>ij</sub><sup>2</sup>).
Thompson sampling then samples a network at each time step
by sampling each weight independently. The variational approach consists in by sampling each weight independently. The variational approach consists in
maximizing a proxy for maximum likelihood of the observed data, the ELBO or maximizing a proxy for maximum likelihood of the observed data, the ELBO or
variational lower bound, to fit the values of ![equation](https://latex.codecogs.com/gif.download?%5Cinline%20%5Cmu_%7Bij%7D%2C%20%5Csigma_%7Bij%7D%5E2) variational lower bound, to fit the values of &mu;<sub>ij</sub>, &sigma;<sub>ij</sub><sup>2</sup>
for every *i, j*. for every *i, j*.
See [Weight Uncertainty in Neural See [Weight Uncertainty in Neural
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