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Use psd_safe_cholesky in MES #518

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Use psd_safe_cholesky in MES #518

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3 changes: 2 additions & 1 deletion botorch/acquisition/max_value_entropy_search.py
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Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,7 @@
from botorch.models.utils import check_no_nans
from botorch.sampling.samplers import SobolQMCNormalSampler
from botorch.utils.transforms import match_batch_shape, t_batch_mode_transform
from gpytorch.utils.cholesky import psd_safe_cholesky
from scipy.optimize import brentq
from torch import Tensor

Expand Down Expand Up @@ -240,7 +241,7 @@ def _compute_information_gain(
# compute mean and std for fM|ym, x, Dt ~ N(u, s^2)
samples_m = self.weight * self.sampler(posterior_m).squeeze(-1)
# s_m x batch_shape x num_fantasies x (1 + num_trace_observations)
L = torch.cholesky(variance_m)
L = psd_safe_cholesky(variance_m)
temp_term = torch.cholesky_solve(covar_mM.unsqueeze(-1), L).transpose(-2, -1)
# equivalent to torch.matmul(covar_mM.unsqueeze(-2), torch.inverse(variance_m))
# batch_shape x num_fantasies x 1 x (1 + num_trace_observations)
Expand Down