Latent Sparse GP

I think that my application is probably best served by a Latent Sparse GP. I saw that there was lots of discussion and work done towards this end (MarginalSparse with low sigma as a workaround for sparse Latent GP). What is the latest status? Is there a usable version somewhere?

Thanks, as always, to everyone who helps to maintain the codebase and answer questions for the community.

Looks like this never got merged. You could try this out?

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Thanks for the suggestion @bwengals. I’ll give it a try.

Can confirm that this works wonderfully, by the way. Thanks for the snippet!

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