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Variational Autoencoder for Dimensionality Reduction of Time-Series

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Hi Carlos, I'm trying to visualize the performance of this model using a multivariate time series data set. More specifically I want to see clustering behaviour of my time series....

Have a version of this working offline. Would be nice to add it to this repo.

As demonstrated in [Note: Variational Encoding of Protein Dynamics Benefits from Maximizing Latent Autocorrelation](https://arxiv.org/abs/1803.06449) by @HWaymentSteele

Based upon some testing, I am starting to think that the default learning rate of 1e-4 is probably too low for our applications and might be better to bump it...

Hi, Which version of pytorch did you use for the training?