Add support for diagonal Kronecker factors in `Kron` matrix class

aleximmer / Laplace

Laplace approximations for Deep Learning.

https://aleximmer.github.io/Laplace

MIT License

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Closed runame closed 10 months ago

runame commented 11 months ago

To support diagonal Kronecker factors in this library we have to adopt the methods of the Kron matrix class to be able to handle this correctly.

runame commented 10 months ago

Thanks! The initialisation is now not using tensors but just float scalars, so clone() is not possible anymore. Not sure if this breaks something.

aleximmer commented 10 months ago

If it passes the tests, I guess we have to find out later.