description: Make a function that tries Cholesky then the user-specified function.
View source on GitHub |
Make a function that tries Cholesky then the user-specified function.
tfp.experimental.distributions.marginal_fns.make_backoff_cholesky(
alternate_cholesky, name='BackoffCholesky'
)
Warning: This function uses an XLA-compiled tf.linalg.cholesky
to capture
factorization failures.
Args | |
---|---|
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'.
|
Returns | |
---|---|
run_backoff
|
An function that attempts a standard Cholesky, and then tries
alternate_cholesky on failure.
|