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@aphc14 aphc14 commented Apr 17, 2025

Hi all,

This PR fixes #458.

Adding a regularisation term before the Cholesky decomp step helps avoid inf or nan values.

See working solution after the proposed changes: https://gist.github.com/aphc14/906e9853dba26321fb2ea1ef03cf2c1f

Note that it took approx 1.5 hours to run 2x paths, so I cancelled/interrupted training to stop at 2x paths rather than 4x paths.

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@fonnesbeck fonnesbeck left a comment

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LGTM

@fonnesbeck fonnesbeck merged commit f78d5b6 into pymc-devs:main Apr 17, 2025
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Pathfinder failure fitting Mauna Loa GP example
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