Heteroskedasticity Regression
Full Log-Likelihood Heteroskedastic Regression with Deep Neural Networks and Tensorflow
Install required libraries:
python -m pip install -r requirements.txt
Deterministic parameters with no epistemic uncertainty
python main.py --epochs 50 --droprate 0.2 --reduction 7 --mean "linear"
Stochastic parameters with epistemic uncertainty
python main.py --epochs 50 --epistemic --droprate 0.2 --reduction 7 --mean "linear"
Deterministic parameters with no epistemic uncertainty
python main.py --epochs 50 --droprate 0.2 --reduction 7 --mean "cosine"
Stochastic parameters with epistemic uncertainty
python main.py --epochs 50 --epistemic --droprate 0.2 --reduction 7 --mean "cosine"