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Switch to tfd_e.MultivariateNormalPrecisionFactorLinearOperator #21

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chrism0dwk
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Potential speed improvement, cutting out an explicit matrix
inverse.

@chrism0dwk
Switch to tfd_e.MultivariateNormalPrecisionFactorLinearOperator
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Potential speed improvement, cutting out an explicit matrix
inverse.
@chrism0dwk
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@csuter Smooth switch to tfp.experimental.distributions.MultivariateNormalPrecisionFactorLinearOperator here, but seeing warnings:

WARNING:tensorflow:Using (possibly slow) default implementation of determinant. Requires conversion to a dense matrix and O(N^3) operations.

I guess this is reasonable, though unavoidable?

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csuter commented Jun 22, 2021

Use LinearOperatorLowerTriangular for the precision factor to avoid this.

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