Deprecating GPyTorch's NanError, NotPSDError, psd_safe_cholesky in favor of LinearOperators's versions (#1377)

Summary:
Pull Request resolved: #1377

Due to the recent migration to LinearOperators, we get a number of deprecation warnings, suggesting to switch from gpytorch versions of certain functions and objects to their LinearOperator equivalents. This diff aims to move all occurences of `NanError`, `NotPSDError`, `psd_safe_cholesky` in BoTorch to the new versions, thereby minimizing the number of deprecation warnings.

Reviewed By: Balandat

Differential Revision: D39287750

fbshipit-source-id: 5bf4afb603cc8165cc95027251b84290f4efd3a0

Author: SebastianAment

botorch/acquisition/cached_cholesky.py

@@ -29,7 +29,7 @@
 from gpytorch.distributions.multitask_multivariate_normal import (
     MultitaskMultivariateNormal,
 )
-from gpytorch.utils.errors import NanError, NotPSDError
+from linear_operator.utils.errors import NanError, NotPSDError
 from torch import Tensor
 
 

botorch/acquisition/max_value_entropy_search.py

@@ -46,8 +46,9 @@
 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.functions import inv_quad
-from gpytorch.utils.cholesky import psd_safe_cholesky
+
+from linear_operator.functions import inv_quad
+from linear_operator.utils.cholesky import psd_safe_cholesky
 from scipy.optimize import brentq
 from scipy.stats import norm
 from torch import Tensor

botorch/fit.py

@@ -25,7 +25,7 @@
 from botorch.settings import debug
 from gpytorch.mlls.marginal_log_likelihood import MarginalLogLikelihood
 from gpytorch.mlls.sum_marginal_log_likelihood import SumMarginalLogLikelihood
-from gpytorch.utils.errors import NotPSDError
+from linear_operator.utils.errors import NotPSDError
 from pyro.infer.mcmc import MCMC, NUTS
 
 

botorch/models/pairwise_gp.py

@@ -47,8 +47,8 @@
 from gpytorch.module import Module
 from gpytorch.priors.smoothed_box_prior import SmoothedBoxPrior
 from gpytorch.priors.torch_priors import GammaPrior
-from gpytorch.utils.cholesky import psd_safe_cholesky
 from linear_operator.operators import LinearOperator
+from linear_operator.utils.cholesky import psd_safe_cholesky
 from scipy import optimize
 from torch import float32, float64, Tensor
 from torch.nn.modules.module import _IncompatibleKeys

botorch/optim/utils.py

@@ -25,7 +25,7 @@
 from gpytorch.mlls.exact_marginal_log_likelihood import ExactMarginalLogLikelihood
 from gpytorch.mlls.marginal_log_likelihood import MarginalLogLikelihood
 from gpytorch.mlls.sum_marginal_log_likelihood import SumMarginalLogLikelihood
-from gpytorch.utils.errors import NanError, NotPSDError
+from linear_operator.utils.errors import NanError, NotPSDError
 from torch import Tensor
 
 

botorch/utils/gp_sampling.py

@@ -18,7 +18,7 @@
 from botorch.models.multitask import MultiTaskGP
 from botorch.utils.sampling import manual_seed
 from gpytorch.kernels import Kernel, MaternKernel, RBFKernel, ScaleKernel
-from gpytorch.utils.cholesky import psd_safe_cholesky
+from linear_operator.utils.cholesky import psd_safe_cholesky
 from torch import Tensor
 from torch.distributions import MultivariateNormal
 from torch.nn import Module

botorch/utils/low_rank.py

@@ -13,10 +13,10 @@
 from gpytorch.distributions.multitask_multivariate_normal import (
     MultitaskMultivariateNormal,
 )
-
-from gpytorch.utils.cholesky import psd_safe_cholesky
-from gpytorch.utils.errors import NanError, NotPSDError
 from linear_operator.operators import BlockDiagLinearOperator, LinearOperator
+
+from linear_operator.utils.cholesky import psd_safe_cholesky
+from linear_operator.utils.errors import NanError, NotPSDError
 from torch import Tensor
 
 

test/acquisition/test_cached_cholesky.py

@@ -20,7 +20,7 @@
 from botorch.sampling.samplers import IIDNormalSampler
 from botorch.utils.low_rank import extract_batch_covar
 from botorch.utils.testing import BotorchTestCase, MockModel, MockPosterior
-from gpytorch.utils.errors import NanError, NotPSDError
+from linear_operator.utils.errors import NanError, NotPSDError
 
 CHOLESKY_PATH = "linear_operator.operators._linear_operator.psd_safe_cholesky"
 EXTRACT_BATCH_COVAR_PATH = "botorch.acquisition.cached_cholesky.extract_batch_covar"

test/optim/test_utils.py

@@ -49,7 +49,7 @@
 from gpytorch.mlls.sum_marginal_log_likelihood import SumMarginalLogLikelihood
 from gpytorch.priors.prior import Prior
 from gpytorch.priors.torch_priors import GammaPrior
-from gpytorch.utils.errors import NanError, NotPSDError
+from linear_operator.utils.errors import NanError, NotPSDError
 
 
 class DummyPrior(Prior):

test/test_fit.py

@@ -28,8 +28,8 @@
 from gpytorch.likelihoods import GaussianLikelihood
 from gpytorch.mlls.exact_marginal_log_likelihood import ExactMarginalLogLikelihood
 from gpytorch.mlls.sum_marginal_log_likelihood import SumMarginalLogLikelihood
-from gpytorch.utils.errors import NanError, NotPSDError
 from gpytorch.utils.warnings import NumericalWarning
+from linear_operator.utils.errors import NanError, NotPSDError
 from scipy.optimize import OptimizeResult