Latent Sparse GP

Questions
1

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.

2

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

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3

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

4

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

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