This is an implementation on ICML2014 paper "Stochastic Backpropagation and Approximate Inference in Deep Generative Models", a multi-layer variational auoto-encoder with non-diagonal-covariance Gaussian prior/posteriors. It is based on the theano implementation of https://github.com/zxie/vae.
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sshidy/SBP-DLGM
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