From 09d66a37a7674a6bdd47ebc23af7458d04692e28 Mon Sep 17 00:00:00 2001
From: QIN DING <qding@meta.com>
Date: Wed, 4 Jan 2023 11:44:22 -0800
Subject: [PATCH] Fix matrix inverse for joint LinUCB

Summary: This is a copy of D42322767 to fix the inverse of ill-conditioned matrix for joint LinUCB

Reviewed By: alexnikulkov

Differential Revision: D42334903

fbshipit-source-id: d49805d9260da56c3a411ad0eb6dbdd9010f5184
---
 reagent/models/linear_regression.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/reagent/models/linear_regression.py b/reagent/models/linear_regression.py
index e672028f..b326654d 100644
--- a/reagent/models/linear_regression.py
+++ b/reagent/models/linear_regression.py
@@ -104,7 +104,7 @@ def _calculate_coefs(self) -> None:
             self.cur_sum_weight, reduce_op=ReduceOp.SUM
         )
 
-        self.inv_A = torch.inverse(
+        self.inv_A = torch.linalg.pinv(
             self.A
             + self.l2_reg_lambda
             * torch.eye(