enweg/BayesFlux.jl
Bayesian addition to Flux.jl
This tool helps researchers and quantitative analysts experiment with Bayesian Neural Networks (BNNs) for their economic and financial models. You provide your data and define your neural network structure and prior beliefs about its parameters. The output is a Bayesian model that quantifies uncertainty in predictions, offering a richer understanding than traditional neural networks.
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Use this if you are a researcher or quantitative analyst working with economic or financial data and need to build and experiment with Bayesian Neural Networks to incorporate uncertainty into your modeling.
Not ideal if you need a high-speed, production-ready machine learning library for deployment rather than research and experimentation.
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Language
Julia
License
MIT
Category
Last pushed
Dec 17, 2024
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