Add regularisation term before Cholesky decomposition #459
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Hi all,
This PR fixes #458.
Adding a regularisation term before the Cholesky decomp step helps avoid inf or nan values.
See working solution after the proposed changes: https://gist.github.com/aphc14/906e9853dba26321fb2ea1ef03cf2c1f
Note that it took approx 1.5 hours to run 2x paths, so I cancelled/interrupted training to stop at 2x paths rather than 4x paths.