Deep-Gaussian-Process

🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow 2.0 and TensorFlow 2.0.

Heavily based on a previous implementation of Doubly-Stochastic-DGP and the paper

@inproceedings{salimbeni2017doubly, 
  title={Doubly stochastic variational inference for deep gaussian processes}, 
  author={Salimbeni, Hugh and Deisenroth, Marc}, 
  booktitle={Advances in Neural Information Processing Systems}, 
  year={2017} 
}

Includes demos for the step function and MNIST data set.