tfp.experimental.distributions.marginal_fns.make_backoff_cholesky

Make a function that tries Cholesky then the user-specified function.

tfp.experimental.distributions.marginal_fns.make_backoff_cholesky(
    alternate_cholesky, name='BackoffCholesky'
)

Warning: This function uses an XLA-compiled tf.linalg.cholesky to capture factorization failures.

Args
alternate_cholesky	A callable with the same signature as tf.linalg.cholesky.
name	Python str name prefixed to Ops created by this function. Default value: 'BackoffCholesky'.

Returns
run_backoff	An function that attempts a standard Cholesky, and then tries alternate_cholesky on failure.