I wish to use transformreparam to reparameterize the parameters of Gaussian process. How can I do it using transformreparam? Is there any discussion that I can potentially refer to for its better understanding? Thanks!
Also, can I use SVI to optimise these parameters similar to using ‘None’ with LocScaleReparam and then using SVI?
reparameterize how?
I am not entirely sure, but I am thinking to create some form of reparameterisation trick for reparameterising the intercept in Hilbert space Gaussian process. Then using SVI to find the best possible reparameterisation parameter. Thus, I wish to know how to use Transformreparam