Ensure root decomposition exists before add_low_rank in WISKI#2732
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Balandat merged 1 commit intocornellius-gp:mainfrom Mar 3, 2026
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Add explicit root_decomposition(method='cholesky') call before add_low_rank in the WISKI prediction strategy. This ensures roots exist for efficient Woodbury updates, since add_low_rank now only updates roots when cached roots already exist (see corresponding linear_operator fix). This computes the root once (O(n³)), then subsequent fantasy updates use O(nk²) rank updates via the Woodbury formula.
gpleiss
approved these changes
Mar 3, 2026
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Add explicit root_decomposition(method='cholesky') call before add_low_rank in the WISKI prediction strategy. This ensures roots exist for efficient Woodbury updates, since add_low_rank now only updates roots when cached roots already exist (see corresponding linear_operator fix).
This computes the root once (O(n³)), then subsequent fantasy updates use O(nk²) rank updates via the Woodbury formula. This might not be necessary to maintain the same asymptotic scaling, but I am adding this to maintain the same eager behavior as before cornellius-gp/linear_operator#126.