To give a clearer version of my question above:
Does Pytorch have a distribution like TF’s MultivariateNormalTriL (see tfp.distributions.MultivariateNormalTriL  |  TensorFlow Probability 7), where the full covariance is trainable but is constrained to be a valid covariance matrix (i.e., positive semi-definite)?
I was pointed to this by a friend that TensorFlow has this implemented, so I would be surprised if PyTorch doesn’t.
Thank you!