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slight improvements to IndexKernel for the rank == 0 (diagonal) case #2141

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slight improvements to IndexKernel for the rank == 0 (diagonal) case #2141

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00a7522
slight improvements to IndexKernel for the rank = 0 (diagonal) case
rmgarnett Sep 19, 2022
a4a622b
adding rank = 0 (diagonal) branch to _eval_covar_matrix() in IndexKernel
rmgarnett Sep 20, 2022
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20 changes: 14 additions & 6 deletions gpytorch/kernels/index_kernel.py
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Expand Up @@ -65,9 +65,11 @@ def __init__(
if var_constraint is None:
var_constraint = Positive()

self.register_parameter(
name="covar_factor", parameter=torch.nn.Parameter(torch.randn(*self.batch_shape, num_tasks, rank))
)
self.rank = rank
if self.rank > 0:
self.register_parameter(
name="covar_factor", parameter=torch.nn.Parameter(torch.randn(*self.batch_shape, num_tasks, self.rank))
)
self.register_parameter(name="raw_var", parameter=torch.nn.Parameter(torch.randn(*self.batch_shape, num_tasks)))
if prior is not None:
if not isinstance(prior, Prior):
Expand All @@ -88,13 +90,19 @@ def _set_var(self, value):
self.initialize(raw_var=self.raw_var_constraint.inverse_transform(value))

def _eval_covar_matrix(self):
cf = self.covar_factor
return cf @ cf.transpose(-1, -2) + torch.diag_embed(self.var)
if self.rank > 0:
cf = self.covar_factor
return cf @ cf.transpose(-1, -2) + torch.diag_embed(self.var)
else:
return torch.diag_embed(self.var)

@property
def covar_matrix(self):
var = self.var
res = PsdSumLinearOperator(RootLinearOperator(self.covar_factor), DiagLinearOperator(var))
if self.rank > 0:
res = PsdSumLinearOperator(RootLinearOperator(self.covar_factor), DiagLinearOperator(var))
else:
res = DiagLinearOperator(var)
return res

def forward(self, i1, i2, **params):
Expand Down