d278768807dff0c1920795073a219577571959d7,gpytorch/lazy/kronecker_product_added_diag_lazy_tensor.py,KroneckerProductAddedDiagLazyTensor,inv_quad,#KroneckerProductAddedDiagLazyTensor#Any#Any#,115

Before Change

        inv_mat = DiagLazyTensor(v_matrix.diag() + noise)

        res = q_matrix.t().matmul(tensor)
        res = inv_mat.inverse().matmul(res)
        res = q_matrix.matmul(res)

        return tensor.t().matmul(res).squeeze()

After Change

    def inv_quad(self, tensor, reduce_inv_quad=True):
        // TODO: check stability of numerics here
        svd_list = self._kron_svd
        v_matrix = KroneckerProductLazyTensor(*[DiagLazyTensor(svd_decomp.S) for svd_decomp in svd_list])
        q_matrix = KroneckerProductLazyTensor(*[lazify(svd_decomp.U) for svd_decomp in svd_list])

        // TODO: this could be a memory hog.
        inv_mat = DiagLazyTensor(1.0 / (v_matrix.diag() + self._diag_tensor.diag()))

Instances