Rerun Latent GP with method="svd" for MvNormals
#784
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MvNormal was switched from SVD to Cholesky decomposition by default. This is brittle for many GPs, therefore PyMC > 5.22.0 will defaults Latent GP conditionals to `method="svd"`. The example notebook includes manually created `MvNormal`s that also need `method="svd"` to work. I also switched from numpyro back to the default sampler, because I couldn't install numpyro on my Windows. See pymc-devs/pymc#7754.
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Why & How
MvNormal was switched from SVD to Cholesky decomposition by default. This is brittle for many GPs, therefore PyMC > 5.22.0 will defaults Latent GP conditionals to
method="svd"(via pymc-devs/pymc#7755).The example notebook includes manually created
MvNormals that also needmethod="svd"to work.I also switched from numpyro back to the default sampler, because I couldn't install numpyro on my Windows.
See pymc-devs/pymc#7754.
📚 Documentation preview 📚: https://pymc-examples--784.org.readthedocs.build/en/784/