Informative BNNs prior

Code for "Informative Bayesian Neural Network Priors for Weak Signals"

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Three demos are included:

• Feature selection task: feature_selection_demo.ipynb
• Optimizing the hyper-parameters according to prior PVE: learning_pve_demo.ipynb
• BNN regression with informative prior: BNN_demo.ipynb

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Credits

• The Energy dataset is from here.
• The horseshoe prior code is adapted from here.
• The original paper of Stein gradient estimator is here, and the code is adapted from here.