Variational Fourier Features for Gaussian Processes
By James Hensman, Nicolas Durrande and Arno Solin.
Code accompanies this arxiv paper: https://arxiv.org/pdf/1611.06740v1.pdf
VFF relies heavily on GPflow. After installing GPflow, clone this repo and add the VFF directory to your PYTHONPATH. There are some examples in the experiments directory that replicate figures from the manuscript.
Questions and comments are welcome via github issues on this repo.