Metadata-Version: 2.1
Name: bayhess
Version: 0.1.1
Summary: Bayesian Hessian Approximation for Stochastic Optimization
Home-page: https://bitbucket.org/agcarlon/bayhess
Author: Andre Gustavo Carlon
Author-email: agcarlon@gmail.com
License: GPLv3
Keywords: stochastic optimization,Bayesian inference
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Information Technology
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Education
Classifier: Topic :: Utilities
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3 :: Only
Description-Content-Type: text/x-rst
License-File: LICENSE

Bayesian Hessian Approximation for Stochastic Optimization
----------------------------------------------------------

We use Bayesian inference to approximate the Hessian of a function given noisy observations of its gradient.
This package can be used in combination with MICE_.

.. _MICE: https://pypi.org/project/mice/
