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implement GP-LVM from scratch #1009
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BTW I slightly rewrote the section n GPLVM (28.3.7) to make the notation clearer. New version below. I found this colab (based on PyMc4 , which uses TFP and is deprecated) that fits the GP-LVM model using ADVI to the iris dataset. |
Currently fig 28.19 is created by https://github.com/probml/pyprobml/blob/master/notebooks/book2/28/gplvm_mocap.ipynb
which uses GPy from Sheffield.
Here is the core code
It would be useful to reimplement this from first principles, using eg TinyGP to define the Gram matrix.
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