MMVN.to_data_independent_dist returns correct variance for non-interleaved MMVN distributions. #2172
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This PR is critical to have correct variances for multi-output Deep GP models.
Previously, MMVN.to_data_independent_dist ewas written to only work with interleaved MMVN distributions. This PR makes MMVN.to_data_independent_dist work with non-interleaved distributions as well.
[Fixes #2072]