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py-gpfa

Original version in MATLAB available at link

To run

python example.py

Note this requires data in a mat file which can be generated using function sample_data in data_simulator.py

Troubleshoot

For LaTeX typesetting in the plots, some TeX libraries are required. Try installing with MacTeX (for MacOS) and some more packages with TeX Live Manager:

tlmgr install dvipng type1cm

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Python implementation of Gaussian Process Factor Analysis

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