系列文章: ExaWin Auto-Tuner: 第3篇Bayesian
粒子们的共识 — MCMC集成与交叉验证的数学
如果Grid Search找到了'最高的山丘'，那么MCMC集成采样器就是256名探险家达成共识——'确认这个高度正确'的过程。Emcee的仿射不变行走者、R̂收敛诊断、HDI 95%可信区间、5-Fold交叉验证与Signal Lift分析的数学原理，结合业务场景深入解读。
- Bayesian
- Auto-Tuner
- MCMC
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