Implementation of Doubly Stochastic Variational Inference in Deep Gaussian Processes. The paper can be found here.
- Run the UCI experiments.
- Implement image completion as in Conditional Neural Processes.
- Compare performance with Power EP method by Thang Bui.
- Thoroughly understand both DGPs and Power EP, and how Doubly Stochastic Variational inference for DGPs is a special case of Power EP.