Deep-Gaussian-Process
Heavily based on a previous implementation of Doubly-Stochastic-DGP and the paper
@inproceedings{salimbeni2017doubly,
title={Doubly stochastic variational inference for deep gaussian processes},
author={Salimbeni, Hugh and Deisenroth, Marc},
booktitle={Advances in Neural Information Processing Systems},
year={2017}
}
Includes demos for the step function and MNIST data set.