tfp.experimental.fastgp.preconditioners.LowRankSplitPreconditioner

Turns M ~ A A^t for low rank A into a split preconditioner.

Inherits From: SplitPreconditioner, Preconditioner

View aliases

Main aliases

`tfp.experimental.fastgp.fast_gp.fast_log_det.preconditioners.LowRankSplitPreconditioner`, `tfp.experimental.fastgp.fast_gp.preconditioners.LowRankSplitPreconditioner`, `tfp.experimental.fastgp.fast_log_det.preconditioners.LowRankSplitPreconditioner`, `tfp.experimental.fastgp.fast_mtgp.fast_gp.fast_log_det.preconditioners.LowRankSplitPreconditioner`, `tfp.experimental.fastgp.fast_mtgp.fast_gp.preconditioners.LowRankSplitPreconditioner`, `tfp.experimental.fastgp.fast_mtgp.fast_log_det.preconditioners.LowRankSplitPreconditioner`, `tfp.experimental.fastgp.fast_mtgp.preconditioners.LowRankSplitPreconditioner`

tfp.experimental.fastgp.preconditioners.LowRankSplitPreconditioner(
    M: tf2jax.linalg.LinearOperator,
    low_rank: tfp.experimental.fastgp.fast_gp.Array,
    residual_diag: tfp.experimental.fastgp.fast_gp.Array = None
)

Methods

from_lowrank

View source

@classmethod
from_lowrank(
    M, low_rank
)

Alternate constructor when low_rank is already made.

full_preconditioner

View source

full_preconditioner() -> tf2jax.linalg.LinearOperator

Returns P = R^T R, the preconditioner's approximation to M.

log_det

View source

log_det()

Returns log det(R^T R) = 2 log det R.

preconditioned_operator

View source

preconditioned_operator() -> tf2jax.linalg.LinearOperator

Returns R^(-T) M R^(-1).

right_half

View source

right_half() -> tf2jax.linalg.LinearOperator

Returns R, where the preconditioner is P = R^T R.

trace_of_inverse_product

View source

trace_of_inverse_product(
    A: tfp.experimental.fastgp.fast_gp.Array
)

Returns tr( (R^T R)^(-1) A ) for a n x n, non-batched A.

tree_flatten

View source

tree_flatten()

tree_unflatten

View source

@classmethod
tree_unflatten(
    unused_aux_data, children
)