Rerun Latent GP with method="svd" for MvNormals#784
Merged
michaelosthege merged 1 commit intopymc-devs:mainfrom Nov 27, 2025
Merged
Rerun Latent GP with method="svd" for MvNormals#784michaelosthege merged 1 commit intopymc-devs:mainfrom
method="svd" for MvNormals#784michaelosthege merged 1 commit intopymc-devs:mainfrom
Conversation
|
Check out this pull request on See visual diffs & provide feedback on Jupyter Notebooks. Powered by ReviewNB |
MvNormal was switched from SVD to Cholesky decomposition by default. This is brittle for many GPs, therefore PyMC > 5.22.0 will defaults Latent GP conditionals to `method="svd"`. The example notebook includes manually created `MvNormal`s that also need `method="svd"` to work. I also switched from numpyro back to the default sampler, because I couldn't install numpyro on my Windows. See pymc-devs/pymc#7754.
michaelosthege
force-pushed
the
rerun-gp-latent
branch
from
eec89a5 to
95be142
Compare
Member
Author
|
that came by surprise, thanks @juanitorduz ! |
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
2 participants
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Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be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.
Why & How
MvNormal was switched from SVD to Cholesky decomposition by default. This is brittle for many GPs, therefore PyMC > 5.22.0 will defaults Latent GP conditionals to
method="svd"(via pymc-devs/pymc#7755).The example notebook includes manually created
MvNormals that also needmethod="svd"to work.I also switched from numpyro back to the default sampler, because I couldn't install numpyro on my Windows.
See pymc-devs/pymc#7754.
📚 Documentation preview 📚: https://pymc-examples--784.org.readthedocs.build/en/784/