Exact covariance formulation for mReLU

lhnguyen102 / cuTAGI

CUDA implementation of Tractable Approximate Gaussian Inference

MIT License

24 stars 9 forks source link

Closed jamesgoulet closed 5 months ago

jamesgoulet commented 5 months ago

Replace the approximate formulation for the mReLU covariance by the exact formulation from Huber (2020, https://arxiv.org/abs/2009.01730)

I have manually tested the new formulation for both CPU and GPU calculations in both the current as well as the new _pytagiV1 version.
I have modified the unit tests affected by the covariance changes.