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Replace numpy cholesky with torch.linalg.cholesky_ex #996
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This pull request was exported from Phabricator. Differential Revision: D30895231 |
Summary: Pull Request resolved: #996 In the past we used `numpy.cholesky` in NMC implementation because `torch.cholesky` fails very slowly in comparison. Since a workaround has been proposed in pytorch/pytorch#34272, we can now switch back to using torch and avoid the numpy conversion. A small benchmark to show the run time difference with the workaround: N1136967 (I just happen to spot this when I was looking at NMC to see how to merge the infra together. There will probably be quite a few changes coming on single site infra -- I will try to keep each of them small to make reviewing easier :).) Reviewed By: jpchen, neerajprad Differential Revision: D30895231 fbshipit-source-id: b9c5de5213f22ea68729404415247254e9003968
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This pull request was exported from Phabricator. Differential Revision: D30895231 |
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This pull request has been merged in 33605f1. |
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Summary:
In the past we used
numpy.choleskyin NMC implementation becausetorch.choleskyfails very slowly in comparison. Since a workaround has been proposed in pytorch/pytorch#34272, we can now switch back to using torch and avoid the numpy conversion.A small benchmark to show the run time difference with the workaround: N1136967
(I just happen to spot this when I was looking at NMC to see how to merge the infra together. There will probably be quite a few changes coming on single site infra -- I will try to keep each of them small to make reviewing easier :).)
Differential Revision: D30895231