Cholesky error in GaussianHMM, _sequential_gaussian_tensordot()
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@fehiepsi is already working on this.
Since Aug 16, 2019.
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Description
I'm seeing cholesky errors in _sequential_gaussian_tensordot() when computing GaussianHMM.log_prob(), including precision matrices with very negative eigenvalues. I'd like to figure out how to numerically stabilize gaussian_tensordot().
One issue that makes this difficult to debug is that torch.eig() often segfaults due to a ref count bug https://github.com/pytorch/pytorch/issues/24450
To reproduce
import torch
from pyro.distributions.hmm import _sequential_gaussian_tensordot
gaussian = torch.load("gaussian.pkl") # file is attached to this issue
_sequential_gaussian_tensordot(gaussian)
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