Probabilistic Linear Regression from scratch in TensorFlow

Probabilistic deep learning

Introduction

This article belongs to the series “Probabilistic Deep Learning”. This weekly series covers probabilistic approaches to deep learning. The main goal is to extend deep learning models to quantify uncertainty, i.e. know what they do not know.

We develop our models using TensorFlow and TensorFlow Probability. TensorFlow Probability is a Python library built on top of TensorFlow. We are going to start with the basic…