tfp.experimental.fastgp.preconditioners.LowRankPreconditioner

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

Inherits From: Preconditioner

tfp.experimental.fastgp.preconditioners.LowRankPreconditioner(
    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

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full_preconditioner() -> tf2jax.linalg.LinearOperator

Returns the preconditioner.

log_det

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log_det() -> tf2jax.linalg.LinearOperator

The log absolute value of the determinant of the preconditioner.

preconditioned_operator

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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
)