Fix prediction slowdown from eager kernel evaluation#2749
Open
kayween wants to merge 1 commit into
Open
Conversation
Keep kernel covariances lazy in `_get_test_prior_mean_and_covariances`. Let prediction strategies call `.evaluate_kernel()` only when needed.
Collaborator
Author
|
This PR moves @SebastianAment Would this cause any friction on the BoTorch side? |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
This fixes the test-time slowdown for batched inputs as reported in #2736
Root Cause
Note that
.evaluate_kernelis called for test covariances inExactGP._get_test_prior_mean_and_covariances. This would materialize theK(test, test)matrix explicitly (e.g., RBF and Matern kernels), even in cases when only predictive variances are needed.gpytorch/gpytorch/models/exact_gp.py
Lines 426 to 427 in ee0564b
The Fix
Remove
.evaluate_kernelcalls inExactGP. The prediction strategies should call.evaluated_kernelwhen needed.