\)</span> denotes the probability that the <span class="math inline">\(j^{\text{th}}\)</span> iteration of our MCMC chain assigned to observation <span class="math inline">\(i\)</span> is in our test set. Define our test set by <span class="math inline">\(T\)</span>, the log loss is given by <span class="math display">\[A := \frac{1}{|T|} \sum_{y_i \in T} \left[ y_i \log \hat \pi_i^{(j)} + (1 - y_i) \log(1 - \hat \pi_i^{(j)}) \right]\]</span></p>
<p>To check convergence, we’ll plot the log loss every 10 i