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Currently KronLaplace doesn't work with arbitrary batch shape since matrix.py checks for at most 3-dim tensor. This is problematic when multiplying with Jacobians of shape (..., n_classes, n_params).
Currently
KronLaplace
doesn't work with arbitrary batch shape sincematrix.py
checks for at most 3-dim tensor. This is problematic when multiplying with Jacobians of shape(..., n_classes, n_params)
.See https://github.com/aleximmer/Laplace/blob/glm-multidim/examples/lm_example.py for use case.
@runame, @aleximmer, any pointer on what to do? Is the fix simply to reshape into
(-1, n_classes, n_params)
?Laplace/laplace/utils/matrix.py
Lines 208 to 215 in e0a68e5
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