lhnguyen102 / cuTAGI

CUDA implementation of Tractable Approximate Gaussian Inference
MIT License
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omega_tol: from fixed float to user defined float #39

Closed zhanwen-xin closed 9 months ago

zhanwen-xin commented 9 months ago

Description

The fixed omega_tol (1e-7) might cause numerical instability in some cases, e.g. when training model with diagonal covariance and testing it with full covariance, the model crushed with standard deviation = 0 in testing.

Changes Made

Allow user to define the omega_tol.

Note for Reviewers

n/a