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tfp.experimental.distributions.marginal_fns.make_eigh_marginal_fn

Make an eigenvalue decomposition-based marginal_fn.

For use with GaussianProcess classes.

A matrix square root is produced using an eigendecomposition. Eigenvalues are forced to be above a tolerance, to ensure positive-definiteness.

tol Scalar float Tensor. Eigenvalues below tol are raised to tol.
name Python str name prefixed to Ops created by this function. Default value: 'EigHMarginalFn'.

marginal_function A function that can be used with the marginal_fn argument to GaussianProcess.