Demo of my issue with Laplace diagonal

How to obtain training data?

Download it via commands If kaggle not set up:
pip install kaggle set up kaggle.json in ~/.kaggle (on linux). For more details see https://www.kaggle.com/docs/api -> Authentication

Then run:
kaggle competitions download -c facial-keypoints-detection

However, this is not necessary to run. You can use the state_dict.dill from a pretrained model to go straight to Laplace step.