We develop an online learning MCMC approach applicable for hierarchical bayesian models and GLMS. We also develop a fat-tailed LTV model that generalizes over several kinds of fat and thin tails. We demonstrate both developments on commercial LTV data from a large mobile app.

This paper describes a new method for reducing the error in a classifier. It uses an error correction update that includes the very simple rule of either adding or subtracting the error adjustment, based on whether the variable value is currently larger or smaller than the desired value. While a traditional neuron would sum the inputs together and then apply a function to the total, this new method can change the function decision for each input value. This gives added flexibility to the convergence procedure, where through a series of transpositions, variables that are far away can continue towards the desired value, whereas variables that are originally much closer can oscillate from one side to the other. Tests show that the method can successfully classify some benchmark datasets. It can also work in a batch mode, with reduced training times and can be used as part of a neural network architecture. Some comparisons with an earlier wave shape paper are also made.