In this traditional and individual approach to (ashtanga) yoga practice the student is going through / learning the sequence (or an adapted sequence suiting the needs of the practitioner) following his / her own breath, with kindness accepting the pace of the body. The teacher gives more individualised instruction and can help with more specific needs in this style of practicing.
The best approach to learn and take the practice to a deeper level allowing more growth than in a led class. For most benefits practice at least twice a week.