Migrate RandomVariable to use PyTorch distributions
See original GitHub issueGPyTorch RandomVariables
are essentially doing the same thing as PyTorch Distributions
. We should try to leverage the PyTorch interface as much as possible.
Similarly to Pyro, we probably want to subclass each of the distributions (or at least subclassing the MultivariateNormal distribution). This will make it possible to work with LazyVariable covariances, and for us to do our custom fast sampling code.
Related to #123
Issue Analytics
- State:
- Created 5 years ago
- Reactions:1
- Comments:9 (5 by maintainers)
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@Balandat looking through our other RandomVariables - it looks like most of them don’t use LazyTensors or any additional functionality. So we should probably only write custom MVN and MultitaskMVN distributions
Closed by #288