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Allow autocorrelation() to run without mkl (#3113)
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fritzo committed Jul 8, 2022
1 parent 72225a6 commit dc1351a
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5 changes: 0 additions & 5 deletions pyro/ops/stats.py
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Expand Up @@ -93,11 +93,6 @@ def autocorrelation(input, dim=0):
:param int dim: the dimension to calculate autocorrelation.
:returns torch.Tensor: autocorrelation of ``input``.
"""
if (not input.is_cuda) and (not torch.backends.mkl.is_available()):
raise NotImplementedError(
"For CPU tensor, this method is only supported " "with MKL installed."
)

# Adapted from Stan implementation
# https://github.com/stan-dev/math/blob/develop/stan/math/prim/mat/fun/autocorrelation.hpp
N = input.size(dim)
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