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facebookresearch / beanmachine

A library that allows for inference on probabilistic models
https://beanmachine.org/
MIT License
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Fix MatrixLog second derivative computation in BMG #1806

Closed AishwaryaSivaraman closed 1 year ago

AishwaryaSivaraman commented 1 year ago

Summary: Second gradient of matrix log was computing g''(x) / g(x) + f'(x) * f'(x) instead of g''(x) / g(x) - f'(x) * f'(x) which was causing errors in Overall GEP model.

Updated the code and corresponding test case.

Differential Revision: D40942050

facebook-github-bot commented 1 year ago

This pull request was exported from Phabricator. Differential Revision: D40942050

facebook-github-bot commented 1 year ago

This pull request was exported from Phabricator. Differential Revision: D40942050