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Default to SVD for MvNormal in Latent GP conditionals #7755

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merged 1 commit into from
Apr 13, 2025

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@michaelosthege michaelosthege commented Apr 13, 2025

Description

MvNormal was recently switched to default to use
cholesky decomposition which is very fragile for the higher-dimensional situations encountered in Latent GPs.

Using kwargs.setdefault() uses can still override.

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  • New feature / enhancement
  • Bug fix
  • Documentation
  • Maintenance
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📚 Documentation preview 📚: https://pymc--7755.org.readthedocs.build/en/7755/

MvNormal was recently switched to default to use
cholesky decomposition which is very fragile for the
higher-dimensional situations encountered in `Latent` GPs.

Closes pymc-devs#7754
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codecov bot commented Apr 13, 2025

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 92.82%. Comparing base (19389fc) to head (c9a8b0b).
Report is 3 commits behind head on main.

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@@           Coverage Diff           @@
##             main    #7755   +/-   ##
=======================================
  Coverage   92.82%   92.82%           
=======================================
  Files         107      107           
  Lines       18325    18326    +1     
=======================================
+ Hits        17010    17011    +1     
  Misses       1315     1315           
Files with missing lines Coverage Δ
pymc/gp/gp.py 94.86% <100.00%> (+0.01%) ⬆️
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@michaelosthege michaelosthege merged commit 2842401 into pymc-devs:main Apr 13, 2025
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@michaelosthege michaelosthege deleted the issue-7754 branch April 13, 2025 15:32
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BUG: Posterior predictive sampling of Latent GPs runs into LinAlgError at the first iteration
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