we at Taija would like to add LaplaceRedux.jl to the MLJ's model registry.
we have written an interface for MLJ laplaceredux.jl interface,
LaplaceRedux.jl allows to compute the approximated posterior predictive distribution of any model through the Laplace approximation (as explained inhttps://arxiv.org/abs/2106.14806) and grants the users the possibility to compute credible intervals with a low computational overhead.
the LaplaceRedux.jl package is part of the taija (Trustworthy Artificial Intelligence in Julia) effort (https://github.com/JuliaTrustworthyAI) effort.