add comment about piv chol
@@ -246,6 +246,8 @@ class MultitaskGaussianLikelihood(_MultitaskGaussianLikelihoodBase):
@task_noise_covar.setter
def task_noise_covar(self, value):
+ # internally uses a pivoted cholesky decomposition to construct a low rank
+ # approximation of the covariance
if self.rank > 0:
self.task_noise_covar_factor.data = pivoted_cholesky(value, max_iter=self.rank)
else:
