Prevent dtype errors when torch's default_dtype is set to torch.float64

[Fixes #2225]

gpytorch/kernels/newton_girard_additive_kernel.py

@@ -90,14 +90,14 @@ def forward(self, x1, x2, diag=False, last_dim_is_batch=False, **params):
         s_k = kern_values.unsqueeze(kernel_dim - 1).pow(kvals).sum(dim=kernel_dim)
 
         # just the constant -1
-        m1 = torch.tensor([-1], dtype=torch.float, device=kern_values.device)
+        m1 = torch.tensor([-1], dtype=x1.dtype, device=kern_values.device)
 
         shape = [1 for _ in range(len(kern_values.shape))]
         shape[kernel_dim] = -1
         for deg in range(1, self.max_degree + 1):  # deg goes from 1 to R (it's 1-indexed!)
             # we avg over k [1, ..., deg] (-1)^(k-1)e_{deg-k} s_{k}
 
-            ks = torch.arange(1, deg + 1, device=kern_values.device, dtype=torch.float).reshape(*shape)  # use for pow
+            ks = torch.arange(1, deg + 1, device=kern_values.device, dtype=x1.dtype).reshape(*shape)  # use for pow
             kslong = torch.arange(1, deg + 1, device=kern_values.device, dtype=torch.long)  # use for indexing
 
             # note that s_k is 0-indexed, so we must subtract 1 from kslong

gpytorch/likelihoods/gaussian_likelihood.py

@@ -308,7 +308,10 @@ class DirichletClassificationLikelihood(FixedNoiseGaussianLikelihood):
         >>> pred_y = likelihood(gp_model(test_x), targets=labels)
     """
 
-    def _prepare_targets(self, targets, alpha_epsilon=0.01, dtype=torch.float):
+    def _prepare_targets(self, targets: torch.Tensor, alpha_epsilon: float = 0.01, dtype: Optional[torch.dtype] = None):
+        if dtype is None:
+            dtype = torch.get_default_dtype()
+
         num_classes = int(targets.max() + 1)
         # set alpha = \alpha_\epsilon
         alpha = alpha_epsilon * torch.ones(targets.shape[-1], num_classes, device=targets.device, dtype=dtype)

gpytorch/utils/grid.py

@@ -2,7 +2,7 @@
 
 import math
 import warnings
-from typing import List, Tuple
+from typing import List, Optional, Tuple
 
 import torch
 
@@ -130,8 +130,8 @@ def create_grid(
     grid_sizes: List[int],
     grid_bounds: List[Tuple[float, float]],
     extend: bool = True,
-    device="cpu",
-    dtype=torch.float,
+    device: str = "cpu",
+    dtype: Optional[torch.dtype] = None,
 ) -> List[torch.Tensor]:
     """
     Creates a grid represented by a list of 1D Tensors representing the
@@ -141,16 +141,14 @@ def create_grid(
     which can be important for getting good grid interpolations.
 
     :param grid_sizes: Sizes of each grid dimension
-    :type grid_sizes: List[int]
     :param grid_bounds: Lower and upper bounds of each grid dimension
-    :type grid_sizes: List[Tuple[float, float]]
     :param device: target device for output (default: cpu)
-    :type device: torch.device, optional
     :param dtype: target dtype for output (default: torch.float)
-    :type dtype: torch.dtype, optional
     :return: Grid points for each dimension. Grid points are stored in a :obj:`torch.Tensor` with shape `grid_sizes[i]`.
     :rtype: List[torch.Tensor]
     """
+    if dtype is None:
+        dtype = torch.get_default_dtype()
     grid = []
     for i in range(len(grid_bounds)):
         grid_diff = float(grid_bounds[i][1] - grid_bounds[i][0]) / (grid_sizes[i] - 2)

test/examples/test_kissgp_gp_regression.py

@@ -1,7 +1,5 @@
 #!/usr/bin/env python3
 
-import os
-import random
 import unittest
 from math import exp, pi
 
@@ -12,6 +10,7 @@
 from gpytorch.likelihoods import GaussianLikelihood
 from gpytorch.means import ConstantMean
 from gpytorch.priors import SmoothedBoxPrior
+from gpytorch.test.base_test_case import BaseTestCase
 from gpytorch.test.utils import least_used_cuda_device
 from torch import optim
 
@@ -44,18 +43,8 @@ def forward(self, x):
         return MultivariateNormal(mean_x, covar_x)
 
 
-class TestKISSGPRegression(unittest.TestCase):
-    def setUp(self):
-        if os.getenv("UNLOCK_SEED") is None or os.getenv("UNLOCK_SEED").lower() == "false":
-            self.rng_state = torch.get_rng_state()
-            torch.manual_seed(0)
-            if torch.cuda.is_available():
-                torch.cuda.manual_seed_all(0)
-            random.seed(0)
-
-    def tearDown(self):
-        if hasattr(self, "rng_state"):
-            torch.set_rng_state(self.rng_state)
+class TestKISSGPRegression(unittest.TestCase, BaseTestCase):
+    seed = 0
 
     def test_kissgp_gp_mean_abs_error(self):
         train_x, train_y, test_x, test_y = make_data()

test/examples/test_kissgp_kronecker_product_regression.py

@@ -2,8 +2,6 @@
 
 from math import pi
 
-import os
-import random
 import torch
 import unittest
 
@@ -13,6 +11,7 @@
 from gpytorch.means import ConstantMean
 from gpytorch.priors import SmoothedBoxPrior
 from gpytorch.distributions import MultivariateNormal
+from gpytorch.test.base_test_case import BaseTestCase
 from torch import optim
 
 # Simple training data: let's try to learn a sine function,
@@ -52,18 +51,8 @@ def forward(self, x):
         return MultivariateNormal(mean_x, covar_x)
 
 
-class TestKISSGPKroneckerProductRegression(unittest.TestCase):
-    def setUp(self):
-        if os.getenv("UNLOCK_SEED") is None or os.getenv("UNLOCK_SEED").lower() == "false":
-            self.rng_state = torch.get_rng_state()
-            torch.manual_seed(0)
-            if torch.cuda.is_available():
-                torch.cuda.manual_seed_all(0)
-            random.seed(0)
-
-    def tearDown(self):
-        if hasattr(self, "rng_state"):
-            torch.set_rng_state(self.rng_state)
+class TestKISSGPKroneckerProductRegression(unittest.TestCase, BaseTestCase):
+    seed = 0
 
     def test_kissgp_gp_mean_abs_error(self):
         likelihood = GaussianLikelihood()
@@ -99,6 +88,22 @@ def test_kissgp_gp_mean_abs_error(self):
             mean_abs_error = torch.mean(torch.abs(test_y - test_preds))
             self.assertLess(mean_abs_error.squeeze().item(), 0.2)
 
+            # Try drawing a sample - make sure there's no errors
+            with torch.no_grad(), gpytorch.settings.max_root_decomposition_size(100):
+                with gpytorch.settings.fast_pred_samples():
+                    gp_model(train_x).rsample(torch.Size([1]))
+
+
+class TestKISSGPKroneckerProductRegressionDouble(TestKISSGPKroneckerProductRegression):
+    def setUp(self):
+        super().setUp
+        self.default_dtype = torch.get_default_dtype()
+        torch.set_default_dtype(torch.float64)
+
+    def tearDown(self):
+        super().tearDown()
+        torch.set_default_dtype(self.default_dtype)
+
 
 if __name__ == "__main__":
     unittest.main()