Incompatible with AbstractGPs.jl

[torfjelde]

AbstractGPs.jl has the following default implementation (https://github.com/JuliaGaussianProcesses/AbstractGPs.jl/blob/04e4c53a3a66c62c83cdb4f47aabcfb04543acf4/src/abstract_gp/finite_gp.jl#L298-L309):

function Distributions._logpdf(f::FiniteGP, y::AbstractVector{<:Real})
    return first(logpdf(f, reshape(y, :, 1)))
end
...
function Distributions.logpdf(f::FiniteGP, Y::AbstractMatrix{<:Real})
    m, C_mat = mean_and_cov(f)
    C = cholesky(_symmetric(C_mat))
    T = promote_type(eltype(m), eltype(C), eltype(Y))
    return -((size(Y, 1) * T(log(2π)) + logdet(C)) .+ diag_Xt_invA_X(C, Y .- m)) ./ 2
end

This means that

DistributionsAD.jl/src/zygote.jl

Lines 70 to 79 in fe20700

	ZygoteRules.@adjoint function Distributions.logpdf(
	dist::MultivariateDistribution,
	X::AbstractMatrix{<:Real},
	)
	size(X, 1) == length(dist) ||
	throw(DimensionMismatch("Inconsistent array dimensions."))
	return ZygoteRules.pullback(dist, X) do dist, X
	return map(i -> Distributions._logpdf(dist, view(X, :, i)), axes(X, 2))
	end
	end

will recursive indefinitively 😕

Should we maybe remove that the adjoint above? TBH it seems a bit too general.

[torfjelde]

@yebai @mohamed82008 @devmotion

[mohamed82008]

Try removing it, see if tests fail.