tfp.experimental.fastgp.preconditioners.TruncatedRandomizedSvdPreconditioner

https://www.math.kent.edu/~reichel/publications/tsvd.pdf .

Inherits From: LowRankPreconditioner, Preconditioner

View aliases

Main aliases

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

tfp.experimental.fastgp.preconditioners.TruncatedRandomizedSvdPreconditioner(
    M: tf2jax.linalg.LinearOperator,
    key: tfp.experimental.fastgp.fast_gp.Array,
    rank: int = 20,
    num_iters: int = 10,
    **unused_kwargs
)

Note that 5 * num_iters must be less than n.

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 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.

tree_flatten

View source

tree_flatten()

tree_unflatten

View source

@classmethod
tree_unflatten(
    unused_aux_data, children
)