Optimization 如何优化Pytorch中较低的Cholesky参数?
有没有办法创建一个带正对角线的下三角形参数,并在Pytorch中进行优化时强制执行此约束?检查此参数 一个简单的例子:Optimization 如何优化Pytorch中较低的Cholesky参数?,optimization,pytorch,Optimization,Pytorch,有没有办法创建一个带正对角线的下三角形参数,并在Pytorch中进行优化时强制执行此约束?检查此参数 一个简单的例子: a = torch.randn(3, 3) a = torch.mm(a, a.t()) # make symmetric positive definite l = torch.potrf(a, upper=False) tri_loss = l.sum() opt.zero_grad() tri_loss.backward() opt.step()
a = torch.randn(3, 3)
a = torch.mm(a, a.t()) # make symmetric positive definite
l = torch.potrf(a, upper=False)
tri_loss = l.sum()
opt.zero_grad()
tri_loss.backward()
opt.step()