Implementation of a hierarchical Gaussian process as in Hensman et. al. using GPFlow2. Fundamentally this this model is just a new kernel that can then be used in any of the GPModule inherited objects in GPFlow. The kernel can just be import from kernel.py and a demo notebook is also provided. It is worth running this in a virtual environment using the dependencies listed in requirements.txt as TensorFlow changes quite significantly from version-to-version.
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Hierarchical Gaussian process in GPFlow
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