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https://github.com/yaringal/CLGP

Categorical Latent Gaussian Process
https://github.com/yaringal/CLGP

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Categorical Latent Gaussian Process

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Categorical Latent Gaussian Process (CLGP)
====

This is the implementaion of the model developed in "[Latent Gaussian Processes for Distribution Estimation of Multivariate Categorical Data](http://mlg.eng.cam.ac.uk/yarin/publications.html#Gal2015Latent)". Please see the paper for further details.

This code assumes that the Theano repository was cloned in the parent folder. To clone the repo, run:
```
git clone https://github.com/Theano/Theano.git
```

To run the example file, execute:
```
python CLGP_theano_example.py
```

Note that Theano will compile the code the first time the example is run, which might take some time.