Bayesian histograms for rare event classification

Re:Bayesian histograms for rare event classification by clircle on Monday October 18, 2021 @02:35PM (#28909484)

A very odd method where logistic regression would have sufficed. I would have done something like

    library(mgcv)
    gam(y ~ s(x), data, family = binomial)

to do a wiggly logistic regression, and avoid the binning issue entirely.

You can do it Bayesianly if you like, but I don't see why we should discretize the data into buckets.

And what am I supposed to take away from the normalized histogram?

[ Parent | on HN ]

Re:Bayesian histograms for rare event classification by dionhaefner on Tuesday October 19, 2021 @06:46AM (#28916720)

Yes that would probably work! GAMs are a bit of a black box to me so I find it hard to reason about them. I think my method is a bit simpler and it’s more straightforward to get uncertainties, but certainly less elegant than a smooth solution.

[ Parent | on HN ]