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Compute standard distance matrices directly instead of using sqrt(). #455

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merged 2 commits into from
Jan 3, 2019

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Fixes an issue where certain kernel backward passes (e.g. Matern) would be less stable because we compute the squared distance matrix and then use sqrt. This PR uses torch.norm to compute the non squared distances directly.

@jacobrgardner jacobrgardner force-pushed the kernel_stability branch 2 times, most recently from 628afb5 to 057228f Compare January 2, 2019 23:06
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@Balandat Balandat left a comment

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This looks great, would you mind retaining the docstring (with the appropriate changes) before merging this in though?

@jacobrgardner jacobrgardner merged commit c9db6e8 into master Jan 3, 2019
@jacobrgardner jacobrgardner deleted the kernel_stability branch January 3, 2019 07:25
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2 participants