Implementing Deep Gaussian Processes

Is there any (unofficial) example of a Deep GP implementation with pyro? I am interested on implementing a sampling-based inference procedure for Deep GPs and was wondering if there is any tutorial or examples on that!


I’ll make a tutorial for it next week. For now, you can checkout this test.

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You can find a tutorial for deep gaussian processes in Pyro here. Really sorry for an almost half-a-year delay (although the implementations are quite straightforward)… my bad!

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