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A repository for Hierarchical Variational Sparse Heteroscedastic Gaussian Processes (HVSHGP)

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Hierarchical Variational Sparse Gaussian Porcess (HVSHGP)

This is a repository for Hierarchical Variational Sparse Gaussian Porcesses (HVSHGP), implemented from scratch using GPflow and TensorFlow.

  • Please install the gp_package using poetry.
  • For now, only the Variational Sparse Heteroscedastic GP model is made available.
  • The hierarchical extension to follow soon.

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A repository for Hierarchical Variational Sparse Heteroscedastic Gaussian Processes (HVSHGP)

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