rgerkin / pystan-sklearn

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pystan-sklearn

This module provides a scikit-learn estimator class based on Stan (http://github.com/stan-dev/pystan).
This allows all of the functionality of scikit-learn to be used in the fitting and checking of Stan models.

Run example.py from the root pystan-sklearn directory for an example of a grid search over the 'mu' hyperparameter in the 'Eight Schools' example.

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