From c9a8b0b9c72f5d4b412bef77e71bca81d75248d6 Mon Sep 17 00:00:00 2001 From: Michael Osthege Date: Sun, 13 Apr 2025 16:30:47 +0200 Subject: [PATCH] Default to SVD for MvNormal in Latent GP conditionals MvNormal was recently switched to default to use cholesky decomposition which is very fragile for the higher-dimensional situations encountered in `Latent` GPs. Closes #7754 --- pymc/gp/gp.py | 1 + 1 file changed, 1 insertion(+) diff --git a/pymc/gp/gp.py b/pymc/gp/gp.py index c31a6a613e..ee198d1e2e 100644 --- a/pymc/gp/gp.py +++ b/pymc/gp/gp.py @@ -281,6 +281,7 @@ def conditional(self, name, Xnew, given=None, jitter=JITTER_DEFAULT, **kwargs): """ givens = self._get_given_vals(given) mu, cov = self._build_conditional(Xnew, *givens, jitter) + kwargs.setdefault("method", "svd") f = pm.MvNormal(name, mu=mu, cov=cov, **kwargs) return f