Deep GPs with SGHMC

This repo contains code for our paper `Inference in Deep Gaussian Processes using Stochastic Gradient Hamiltonian Monte Carlo' (https://arxiv.org/abs/1806.05490).

Requirements: numpy, scipy, pandas, tensorflow (1.3)

Demo

python main.py

Bibtex

pages TBD

@inproceedings{havasi2018inference,
  title={Inference in Deep Gaussian Processes using Stochastic Gradient Hamiltonian Monte Carlo},
  author={Havasi, Marton and Hern{\'a}ndez-Lobato, Jos{\'e} Miguel and Murillo-Fuentes, Juan Jos{\'e}},
  booktitle={Advances in Neural Information Processing Systems},
  year={2018}
}