Add jitter to Cholesky factorization in Gaussian ops - #3151

Merged

fehiepsi merged 11 commits into

devfrom

gaussian-jitter

Oct 30, 2022

Commits on Oct 27, 2022

Attempt to add jitter to Gaussian ops
fritzo
committed
be0e68d

Commits on Oct 28, 2022

Isolate changes to pyro.ops.tensor_utils
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102abf5
Add a warning
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ae184e8
Simplify
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fd40b54
Simplify
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d78b83c
Simplify to fixed jitter based on finfo.eps
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d542b83
Simplify
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2f5e184
Rename cholesky -> safe_cholesky
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fdb1be1
Allow disabling jitter
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2da3c75

Commits on Oct 30, 2022

Address review comment
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152b913
Switch to column-wise max, increase jitter
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3e273e7