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tfp.experimental.distributions.marginal_fns.make_backoff_choleksy

Make a function that tries Cholesky then the user-specified function.

Note this will NOT work under a gradient tape until b/177365178 is resolved. Also this uses XLA compilation, which is necessary until b/144845034 is resolved.

alternate_cholesky A callable with the same signature as tf.linalg.cholesky.
name Python str name prefixed to Ops created by this function. Default value: 'BackoffCholesky'.

run_backoff An function that attempts a standard Cholesky, and then tries alternate_cholesky on failure.