This should address performance issues for LowRankMultivariateNormal distributions with batch dimensions. Only a single change was required to fix the issue. There are other [matmul] + [identity] expressions in the codebase, but, for some reason, they don't cause any issues. The tests verify that no warning is emitted.
This should address performance issues for
LowRankMultivariateNormal
distributions with batch dimensions. Only a single change was required to fix the issue. There are other[matmul] + [identity]
expressions in the codebase, but, for some reason, they don't cause any issues. The tests verify that no warning is emitted.