ARDRegression function?

Specific Domains Machine Learning
#1

I’m wondering whether there’s a native Julia “ARDRegression” (linear model regression with an ARD prior) available in a native Julia package somewhere. I haven’t been able to find any, and am having to call sklearn through PyCall.

https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.ARDRegression.html

Kind regards,
casv2

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#2

It’s wrapped by MLJ:
https://alan-turing-institute.github.io/MLJ.jl/dev/list_of_supported_models/

#3

Ping me if you would like to try something we are working on on your data, also a Bayesian sparse regression method.

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