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fix LinAlgError in HSGP-Basic.ipynb, drop find_constrained_prior #801

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Merged
merged 2 commits into from
Aug 7, 2025

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Armatron44
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@Armatron44 Armatron44 commented Jul 27, 2025

Fixes #800. In addition, I spotted that the to be depreciated find_constrained_prior was still being used in the linearized HSGP model example, so I switched for the preliz max_ent approach.

I've specified the number of chains to run to match old version of notebook (my old pc will only run 2 by default). I also suppressed some user warnings from matplotlib by dropping calls to plt.tight_layout and plt.subplots_adjust.

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📚 Documentation preview 📚: https://pymc-examples--801.org.readthedocs.build/en/801/

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Looks good; good catch @Armatron44 !
I'll give @bwengals a few hours before merging, in case he wants to add something, but the stabilization of the covariance matrix looks good to me.

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bwengals commented on 2025-08-07T06:01:30Z
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Line #10.        cov_mat_jitted = pm.gp.util.stabilize(cov_func(x[:, None]))

Small nit: jitted means something else right? Maybe call it cov_mat_stabilized or something?


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bwengals commented Aug 7, 2025

Thanks @Armatron44!

@bwengals bwengals merged commit 6788e3c into pymc-devs:main Aug 7, 2025
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LinAlgError: Matrix is not positive definite error when generating fake data in HSGP-Basic
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