tfp.experimental.distributions.marginal_fns.make_eigh_marginal_fn

Make an eigenvalue decomposition-based marginal_fn.

tfp.experimental.distributions.marginal_fns.make_eigh_marginal_fn(
    tol=1e-06, name='EigHMarginalFn'
)

For use with GaussianProcess classes.

A matrix square root is produced using an eigendecomposition. Eigenvalues are forced to be above a tolerance, to ensure positive-definiteness.

Args
`tol`	Scalar float `Tensor`. Eigenvalues below `tol` are raised to `tol`.
`name`	Python `str` name prefixed to Ops created by this function. Default value: 'EigHMarginalFn'.

Returns
`marginal_function`	A function that can be used with the `marginal_fn` argument to `GaussianProcess`.

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Last updated 2023-11-21 UTC.

Args