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bean
  • Member for 10 years, 2 months
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Data set with high imbalance and extremely low frequency of the minority class
You have only 8 examples from the minority class?
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Why can't the gradient descent optimize a quantile regression loss?
I realize this is an old question, but... Did you try diminishing step sizes?
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MLE vs MAP estimation, when to use which?
Also worth noting is that if you want a mathematically "convenient" prior, you can use a conjugate prior, if one exists for your situation.
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