tfp.experimental.fastgp.preconditioners.Preconditioner

Base class for preconditioners.

View aliases

Main aliases

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

tfp.experimental.fastgp.preconditioners.Preconditioner(
    M: tf2jax.linalg.LinearOperator
)

Methods

full_preconditioner

View source

full_preconditioner() -> tf2jax.linalg.LinearOperator

Returns the preconditioner.

log_det

View source

log_det() -> tf2jax.linalg.LinearOperator

The log absolute value of the determinant of the preconditioner.

preconditioned_operator

View source

preconditioned_operator() -> tf2jax.linalg.LinearOperator

Returns the combined action of M and the preconditioner.

trace_of_inverse_product

View source

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

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