Fix Matern Grads #478
Merged
Fix Matern Grads #478
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
added 3 commits
September 28, 2022 08:15
Codecov ReportBase: 68.87% // Head: 93.72% // Increases project coverage by
Additional details and impacted files@@ Coverage Diff @@
## master #478 +/- ##
===========================================
+ Coverage 68.87% 93.72% +24.85%
===========================================
Files 52 52
Lines 1346 1354 +8
===========================================
+ Hits 927 1269 +342
+ Misses 419 85 -334
Help us with your feedback. Take ten seconds to tell us how you rate us. Have a feature suggestion? Share it here. ☔ View full report at Codecov. |
|
Codecov is taking a little while to update. This is ready for review. |
devmotion
reviewed
Sep 28, 2022
devmotion
reviewed
Sep 28, 2022
Well I implemented this change to fix a test on master, so is it not sufficient that CI now passes? |
devmotion
approved these changes
Oct 3, 2022
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Summary
We've been seeing test failures for AD with the
MaternKernel. This fixes these.Proposed changes
Modifies the implementation of the
kappafunction for theMaternKernelto utiliseif ... else ... endinstead ofifelse.The reason that this fixes the problem is that, ifiszero(d), the branch which calls the bessel function etc (rather that the one that just returns1) has someNaNs and someInfs floating around in it.The
ifelsebranch evaluates this branch-with-NaNs, and when Zygote is performing the reverse pass, thisNaNsomehow gets propagated backwards.Conversely,
if ... else ... endentirely avoids computing anyNaNs, thereby avoiding the problem.This has the potential downside of yielding worse performance under Zygote, the
MaternKernelperformance was already quite bad, so I don't view this as a problem (it might not even make it much worse tbh).What alternatives have you considered?
The solution that's defnitely going to work + be performant here would be a custom rule, but I don't have the time, and I don't know that this can be improved without sorting out the
besselkrruleanyway.Breaking changes
Not breaking.