Why did I run out with your code 'mnist'? the picture looks like this.

[Kitzzaaa]

[JAVI897]

That's because some days ago I fixed a bug in the definition of the heat kernel. It was defined as exp(- ||x-y|| / sigma ) when the correct formula would be exp(- ||x-y||^2 / sigma ). Now it is fixed but when that image was created it was not fixed. So, you should try other configurations of sigma in order to get good embeddings for the mnist problem.