Speed up task covariance of LCEMGP #2260
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Summary: Replace `InterpolatedLinearOperator` with direct tensor indexing for computing the `task_covar_matrix` of the `LCEMGP`. In a toy example, this consistently produces ~20% speed up for the posterior evaluation & ~75% speed up for evaluating the task covariance matrix alone. Differential Revision: D55160832
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This pull request was exported from Phabricator. Differential Revision: D55160832 |
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #2260 +/- ##
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Coverage 99.97% 99.97%
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Files 197 197
Lines 17156 17156
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Hits 17152 17152
Misses 4 4 ☔ View full report in Codecov by Sentry. |
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This pull request has been merged in a39a3cd. |
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Summary: Replace
InterpolatedLinearOperatorwith direct tensor indexing for computing thetask_covar_matrixof theLCEMGP. In a toy example, this consistently produces ~20% speed up for the posterior evaluation & ~75% speed up for evaluating the task covariance matrix alone.Differential Revision: D55160832