sae-lens 6.28.1__py3-none-any.whl → 6.29.1__py3-none-any.whl

sae_lens/__init__.py

@@ -1,5 +1,5 @@
 # ruff: noqa: E402
-__version__ = "6.28.1"
+__version__ = "6.29.1"
 
 import logging
 

sae_lens/pretrained_saes.yaml

@@ -40631,7 +40631,7 @@ gemma-3-1b-res-matryoshka-dc:
   conversion_func: null
   links:
     model: https://huggingface.co/google/gemma-3-1b-pt
-  model: gemma-3-1b
+  model: google/gemma-3-1b-pt
   repo_id: chanind/gemma-3-1b-batch-topk-matryoshka-saes-w-32k-l0-40
   saes:
   - id: blocks.0.hook_resid_post

sae_lens/synthetic/__init__.py

@@ -17,11 +17,14 @@ from sae_lens.synthetic.activation_generator import (
     ActivationGenerator,
     ActivationsModifier,
     ActivationsModifierInput,
+    CorrelationMatrixInput,
 )
 from sae_lens.synthetic.correlation import (
+    LowRankCorrelationMatrix,
     create_correlation_matrix_from_correlations,
     generate_random_correlation_matrix,
     generate_random_correlations,
+    generate_random_low_rank_correlation_matrix,
 )
 from sae_lens.synthetic.evals import (
     SyntheticDataEvalResult,
@@ -66,6 +69,9 @@ __all__ = [
     "create_correlation_matrix_from_correlations",
     "generate_random_correlations",
     "generate_random_correlation_matrix",
+    "generate_random_low_rank_correlation_matrix",
+    "LowRankCorrelationMatrix",
+    "CorrelationMatrixInput",
     # Feature modifiers
     "ActivationsModifier",
     "ActivationsModifierInput",

sae_lens/synthetic/activation_generator.py

@@ -2,17 +2,21 @@
 Functions for generating synthetic feature activations.
 """
 
+import math
 from collections.abc import Callable, Sequence
 
 import torch
-from scipy.stats import norm
 from torch import nn
 from torch.distributions import MultivariateNormal
 
+from sae_lens.synthetic.correlation import LowRankCorrelationMatrix
 from sae_lens.util import str_to_dtype
 
 ActivationsModifier = Callable[[torch.Tensor], torch.Tensor]
 ActivationsModifierInput = ActivationsModifier | Sequence[ActivationsModifier] | None
+CorrelationMatrixInput = (
+    torch.Tensor | LowRankCorrelationMatrix | tuple[torch.Tensor, torch.Tensor]
+)
 
 
 class ActivationGenerator(nn.Module):
@@ -28,7 +32,9 @@ class ActivationGenerator(nn.Module):
     mean_firing_magnitudes: torch.Tensor
     modify_activations: ActivationsModifier | None
     correlation_matrix: torch.Tensor | None
+    low_rank_correlation: tuple[torch.Tensor, torch.Tensor] | None
     correlation_thresholds: torch.Tensor | None
+    use_sparse_tensors: bool
 
     def __init__(
         self,
@@ -37,10 +43,37 @@ class ActivationGenerator(nn.Module):
         std_firing_magnitudes: torch.Tensor | float = 0.0,
         mean_firing_magnitudes: torch.Tensor | float = 1.0,
         modify_activations: ActivationsModifierInput = None,
-        correlation_matrix: torch.Tensor | None = None,
+        correlation_matrix: CorrelationMatrixInput | None = None,
         device: torch.device | str = "cpu",
         dtype: torch.dtype | str = "float32",
+        use_sparse_tensors: bool = False,
     ):
+        """
+        Create a new ActivationGenerator.
+
+        Args:
+            num_features: Number of features to generate activations for.
+            firing_probabilities: Probability of each feature firing. Can be a single
+                float (applied to all features) or a tensor of shape (num_features,).
+            std_firing_magnitudes: Standard deviation of firing magnitudes. Can be a
+                single float or a tensor of shape (num_features,). Defaults to 0.0
+                (deterministic magnitudes).
+            mean_firing_magnitudes: Mean firing magnitude when a feature fires. Can be
+                a single float or a tensor of shape (num_features,). Defaults to 1.0.
+            modify_activations: Optional function(s) to modify activations after
+                generation. Can be a single callable, a sequence of callables (applied
+                in order), or None. Useful for applying hierarchy constraints.
+            correlation_matrix: Optional correlation structure between features. Can be:
+
+                - A full correlation matrix tensor of shape (num_features, num_features)
+                - A LowRankCorrelationMatrix for memory-efficient large-scale correlations
+                - A tuple of (factor, diag) tensors representing low-rank structure
+
+            device: Device to place tensors on. Defaults to "cpu".
+            dtype: Data type for tensors. Defaults to "float32".
+            use_sparse_tensors: If True, return sparse COO tensors from sample().
+                Only recommended when using massive numbers of features. Defaults to False.
+        """
         super().__init__()
         self.num_features = num_features
         self.firing_probabilities = _to_tensor(
@@ -54,15 +87,36 @@ class ActivationGenerator(nn.Module):
         )
         self.modify_activations = _normalize_modifiers(modify_activations)
         self.correlation_thresholds = None
+        self.correlation_matrix = None
+        self.low_rank_correlation = None
+        self.use_sparse_tensors = use_sparse_tensors
+
         if correlation_matrix is not None:
-            _validate_correlation_matrix(correlation_matrix, num_features)
-            self.correlation_thresholds = torch.tensor(
-                [norm.ppf(1 - p.item()) for p in self.firing_probabilities],
-                device=device,
-                dtype=self.firing_probabilities.dtype,
+            if isinstance(correlation_matrix, torch.Tensor):
+                # Full correlation matrix
+                _validate_correlation_matrix(correlation_matrix, num_features)
+                self.correlation_matrix = correlation_matrix
+            else:
+                # Low-rank correlation (tuple or LowRankCorrelationMatrix)
+                correlation_factor, correlation_diag = (
+                    correlation_matrix[0],
+                    correlation_matrix[1],
+                )
+                _validate_low_rank_correlation(
+                    correlation_factor, correlation_diag, num_features
+                )
+                # Pre-compute sqrt for efficiency (used every sample call)
+                self.low_rank_correlation = (
+                    correlation_factor,
+                    correlation_diag.sqrt(),
+                )
+
+            # Vectorized inverse normal CDF: norm.ppf(1-p) = sqrt(2) * erfinv(1 - 2*p)
+            self.correlation_thresholds = math.sqrt(2) * torch.erfinv(
+                1 - 2 * self.firing_probabilities
             )
-        self.correlation_matrix = correlation_matrix
 
+    @torch.no_grad()
     def sample(self, batch_size: int) -> torch.Tensor:
         """
         Generate a batch of feature activations with controlled properties.
@@ -83,30 +137,74 @@ class ActivationGenerator(nn.Module):
 
         if self.correlation_matrix is not None:
             assert self.correlation_thresholds is not None
-            firing_features = _generate_correlated_features(
+            firing_indices = _generate_correlated_features(
                 batch_size,
                 self.correlation_matrix,
                 self.correlation_thresholds,
                 device,
             )
+        elif self.low_rank_correlation is not None:
+            assert self.correlation_thresholds is not None
+            firing_indices = _generate_low_rank_correlated_features(
+                batch_size,
+                self.low_rank_correlation[0],
+                self.low_rank_correlation[1],
+                self.correlation_thresholds,
+                device,
+            )
         else:
-            firing_features = torch.bernoulli(
+            firing_indices = torch.bernoulli(
                 self.firing_probabilities.unsqueeze(0).expand(batch_size, -1)
+            ).nonzero(as_tuple=True)
+
+        # Compute activations only at firing positions (sparse optimization)
+        feature_indices = firing_indices[1]
+        num_firing = feature_indices.shape[0]
+        mean_at_firing = self.mean_firing_magnitudes[feature_indices]
+        std_at_firing = self.std_firing_magnitudes[feature_indices]
+        random_deltas = (
+            torch.randn(
+                num_firing, device=device, dtype=self.mean_firing_magnitudes.dtype
             )
-
-        firing_magnitude_delta = torch.normal(
-            torch.zeros_like(self.firing_probabilities)
-            .unsqueeze(0)
-            .expand(batch_size, -1),
-            self.std_firing_magnitudes.unsqueeze(0).expand(batch_size, -1),
+            * std_at_firing
         )
-        firing_magnitude_delta[firing_features == 0] = 0
-        feature_activations = (
-            firing_features * self.mean_firing_magnitudes + firing_magnitude_delta
-        ).relu()
+        activations_at_firing = (mean_at_firing + random_deltas).relu()
+
+        if self.use_sparse_tensors:
+            # Return sparse COO tensor
+            indices = torch.stack(firing_indices)  # [2, nnz]
+            feature_activations = torch.sparse_coo_tensor(
+                indices,
+                activations_at_firing,
+                size=(batch_size, self.num_features),
+                device=device,
+                dtype=self.mean_firing_magnitudes.dtype,
+            )
+        else:
+            # Dense tensor path
+            feature_activations = torch.zeros(
+                batch_size,
+                self.num_features,
+                device=device,
+                dtype=self.mean_firing_magnitudes.dtype,
+            )
+            feature_activations[firing_indices] = activations_at_firing
 
         if self.modify_activations is not None:
-            feature_activations = self.modify_activations(feature_activations).relu()
+            feature_activations = self.modify_activations(feature_activations)
+            if feature_activations.is_sparse:
+                # Apply relu to sparse values
+                feature_activations = feature_activations.coalesce()
+                feature_activations = torch.sparse_coo_tensor(
+                    feature_activations.indices(),
+                    feature_activations.values().relu(),
+                    feature_activations.shape,
+                    device=feature_activations.device,
+                    dtype=feature_activations.dtype,
+                )
+            else:
+                feature_activations = feature_activations.relu()
+
         return feature_activations
 
     def forward(self, batch_size: int) -> torch.Tensor:
@@ -118,7 +216,7 @@ def _generate_correlated_features(
     correlation_matrix: torch.Tensor,
     thresholds: torch.Tensor,
     device: torch.device,
-) -> torch.Tensor:
+) -> tuple[torch.Tensor, torch.Tensor]:
     """
     Generate correlated binary features using multivariate Gaussian sampling.
 
@@ -132,7 +230,7 @@ def _generate_correlated_features(
         device: Device to generate samples on
 
     Returns:
-        Binary feature matrix of shape [batch_size, num_features]
+        Tuple of (row_indices, col_indices) for firing features
     """
     num_features = correlation_matrix.shape[0]
 
@@ -142,7 +240,49 @@ def _generate_correlated_features(
     )
 
     gaussian_samples = mvn.sample((batch_size,))
-    return (gaussian_samples > thresholds.unsqueeze(0)).float()
+    indices = (gaussian_samples > thresholds.unsqueeze(0)).nonzero(as_tuple=True)
+    return indices[0], indices[1]
+
+
+def _generate_low_rank_correlated_features(
+    batch_size: int,
+    correlation_factor: torch.Tensor,
+    cov_diag_sqrt: torch.Tensor,
+    thresholds: torch.Tensor,
+    device: torch.device,
+) -> tuple[torch.Tensor, torch.Tensor]:
+    """
+    Generate correlated binary features using low-rank multivariate Gaussian sampling.
+
+    Uses the Gaussian copula approach with a low-rank covariance structure for scalability.
+    The covariance is represented as: cov = factor @ factor.T + diag(diag_term)
+
+    Args:
+        batch_size: Number of samples to generate
+        correlation_factor: Factor matrix of shape (num_features, rank)
+        cov_diag_sqrt: Pre-computed sqrt of diagonal term, shape (num_features,)
+        thresholds: Pre-computed thresholds for each feature (from inverse normal CDF)
+        device: Device to generate samples on
+
+    Returns:
+        Tuple of (row_indices, col_indices) for firing features
+    """
+    # Manual low-rank MVN sampling to enable autocast for the expensive matmul
+    # samples = eps @ cov_factor.T + eta * sqrt(cov_diag)
+    # where eps ~ N(0, I_rank) and eta ~ N(0, I_n)
+
+    num_features, rank = correlation_factor.shape
+
+    # Generate random samples in float32 for numerical stability
+    eps = torch.randn(batch_size, rank, device=device, dtype=correlation_factor.dtype)
+    eta = torch.randn(
+        batch_size, num_features, device=device, dtype=cov_diag_sqrt.dtype
+    )
+
+    gaussian_samples = eps @ correlation_factor.T + eta * cov_diag_sqrt
+
+    indices = (gaussian_samples > thresholds.unsqueeze(0)).nonzero(as_tuple=True)
+    return indices[0], indices[1]
 
 
 def _to_tensor(
@@ -193,7 +333,7 @@ def _validate_correlation_matrix(
 
     Args:
         correlation_matrix: The matrix to validate
-        num_features: Expected number of features (matrix should be [num_features, num_features])
+        num_features: Expected number of features (matrix should be (num_features, num_features))
 
     Raises:
         ValueError: If the matrix has incorrect shape, non-unit diagonal, or is not positive definite
@@ -213,3 +353,36 @@ def _validate_correlation_matrix(
         torch.linalg.cholesky(correlation_matrix)
     except RuntimeError as e:
         raise ValueError("Correlation matrix must be positive definite") from e
+
+
+def _validate_low_rank_correlation(
+    correlation_factor: torch.Tensor,
+    correlation_diag: torch.Tensor,
+    num_features: int,
+) -> None:
+    """Validate that low-rank correlation parameters have correct properties.
+
+    Args:
+        correlation_factor: Factor matrix of shape (num_features, rank)
+        correlation_diag: Diagonal term of shape (num_features,)
+        num_features: Expected number of features
+
+    Raises:
+        ValueError: If shapes are incorrect or diagonal terms are not positive
+    """
+    if correlation_factor.ndim != 2:
+        raise ValueError(
+            f"correlation_factor must be 2D, got {correlation_factor.ndim}D"
+        )
+    if correlation_factor.shape[0] != num_features:
+        raise ValueError(
+            f"correlation_factor must have shape ({num_features}, rank), "
+            f"got {tuple(correlation_factor.shape)}"
+        )
+    if correlation_diag.shape != (num_features,):
+        raise ValueError(
+            f"correlation_diag must have shape ({num_features},), "
+            f"got {tuple(correlation_diag.shape)}"
+        )
+    if torch.any(correlation_diag <= 0):
+        raise ValueError("correlation_diag must have all positive values")

sae_lens/synthetic/correlation.py

@@ -1,7 +1,32 @@
 import random
+from typing import NamedTuple
 
 import torch
 
+from sae_lens.util import str_to_dtype
+
+
+class LowRankCorrelationMatrix(NamedTuple):
+    """
+    Low-rank representation of a correlation matrix for scalable correlated sampling.
+
+    The correlation structure is represented as:
+        correlation = correlation_factor @ correlation_factor.T + diag(correlation_diag)
+
+    This requires O(num_features * rank) storage instead of O(num_features^2),
+    making it suitable for very large numbers of features (e.g., 1M+).
+
+    Attributes:
+        correlation_factor: Factor matrix of shape (num_features, rank) that captures
+            correlations through shared latent factors.
+        correlation_diag: Diagonal variance term of shape (num_features,). Should be
+            chosen such that the diagonal of the full correlation matrix equals 1.
+            Typically: correlation_diag[i] = 1 - sum(correlation_factor[i, :]^2)
+    """
+
+    correlation_factor: torch.Tensor
+    correlation_diag: torch.Tensor
+
 
 def create_correlation_matrix_from_correlations(
     num_features: int,
@@ -11,14 +36,18 @@ def create_correlation_matrix_from_correlations(
     """
     Create a correlation matrix with specified pairwise correlations.
 
+    Note: If the resulting matrix is not positive definite, it will be adjusted
+    to ensure validity. This adjustment may change the specified correlation
+    values. To minimize this effect, use smaller correlation magnitudes.
+
     Args:
         num_features: Number of features
         correlations: Dict mapping (i, j) pairs to correlation values.
-            Pairs should have i < j.
+            Pairs should have i < j. Pairs not specified will use default_correlation.
         default_correlation: Default correlation for unspecified pairs
 
     Returns:
-        Correlation matrix of shape [num_features, num_features]
+        Correlation matrix of shape (num_features, num_features)
     """
     matrix = torch.eye(num_features) + default_correlation * (
         1 - torch.eye(num_features)
@@ -50,6 +79,7 @@ def _fix_correlation_matrix(
     fixed_matrix = eigenvecs @ torch.diag(eigenvals) @ eigenvecs.T
 
     diag_vals = torch.diag(fixed_matrix)
+    diag_vals = torch.clamp(diag_vals, min=1e-8)  # Prevent division by zero
     fixed_matrix = fixed_matrix / torch.sqrt(
         diag_vals.unsqueeze(0) * diag_vals.unsqueeze(1)
     )
@@ -58,6 +88,25 @@ def _fix_correlation_matrix(
     return fixed_matrix
 
 
+def _validate_correlation_params(
+    positive_ratio: float,
+    uncorrelated_ratio: float,
+    min_correlation_strength: float,
+    max_correlation_strength: float,
+) -> None:
+    """Validate parameters for correlation generation."""
+    if not 0.0 <= positive_ratio <= 1.0:
+        raise ValueError("positive_ratio must be between 0.0 and 1.0")
+    if not 0.0 <= uncorrelated_ratio <= 1.0:
+        raise ValueError("uncorrelated_ratio must be between 0.0 and 1.0")
+    if min_correlation_strength < 0:
+        raise ValueError("min_correlation_strength must be non-negative")
+    if max_correlation_strength > 1.0:
+        raise ValueError("max_correlation_strength must be <= 1.0")
+    if min_correlation_strength > max_correlation_strength:
+        raise ValueError("min_correlation_strength must be <= max_correlation_strength")
+
+
 def generate_random_correlations(
     num_features: int,
     positive_ratio: float = 0.5,
@@ -71,29 +120,26 @@ def generate_random_correlations(
 
     Args:
         num_features: Number of features
-        positive_ratio: Fraction of correlations that should be positive (0.0 to 1.0)
-        uncorrelated_ratio: Fraction of feature pairs that should remain uncorrelated (0.0 to 1.0)
-        min_correlation_strength: Minimum absolute correlation strength
-        max_correlation_strength: Maximum absolute correlation strength
+        positive_ratio: Fraction of correlated pairs that should be positive (0.0 to 1.0)
+        uncorrelated_ratio: Fraction of feature pairs that should have zero correlation
+            (0.0 to 1.0). These pairs are omitted from the returned dictionary.
+        min_correlation_strength: Minimum absolute correlation strength for correlated pairs
+        max_correlation_strength: Maximum absolute correlation strength for correlated pairs
         seed: Random seed for reproducibility
 
     Returns:
-        Dictionary mapping (i, j) pairs to correlation values
+        Dictionary mapping (i, j) pairs to correlation values. Pairs with zero
+        correlation (determined by uncorrelated_ratio) are not included.
     """
     # Use local random number generator to avoid side effects on global state
     rng = random.Random(seed)
 
-    # Validate inputs
-    if not 0.0 <= positive_ratio <= 1.0:
-        raise ValueError("positive_ratio must be between 0.0 and 1.0")
-    if not 0.0 <= uncorrelated_ratio <= 1.0:
-        raise ValueError("uncorrelated_ratio must be between 0.0 and 1.0")
-    if min_correlation_strength < 0:
-        raise ValueError("min_correlation_strength must be non-negative")
-    if max_correlation_strength > 1.0:
-        raise ValueError("max_correlation_strength must be <= 1.0")
-    if min_correlation_strength > max_correlation_strength:
-        raise ValueError("min_correlation_strength must be <= max_correlation_strength")
+    _validate_correlation_params(
+        positive_ratio,
+        uncorrelated_ratio,
+        min_correlation_strength,
+        max_correlation_strength,
+    )
 
     # Generate all possible feature pairs (i, j) where i < j
     all_pairs = [
@@ -136,35 +182,170 @@ def generate_random_correlation_matrix(
     min_correlation_strength: float = 0.1,
     max_correlation_strength: float = 0.8,
     seed: int | None = None,
+    device: torch.device | str = "cpu",
+    dtype: torch.dtype | str = torch.float32,
 ) -> torch.Tensor:
     """
     Generate a random correlation matrix with specified constraints.
 
-    This is a convenience function that combines generate_random_correlations()
-    and create_correlation_matrix_from_correlations() into a single call.
+    Uses vectorized torch operations for efficiency with large numbers of features.
+
+    Note: If the randomly generated matrix is not positive definite, it will be
+    adjusted to ensure validity. This adjustment may change correlation values,
+    including turning some zero correlations into non-zero values. To minimize
+    this effect, use smaller correlation strengths (e.g., 0.01-0.1).
+
+    Args:
+        num_features: Number of features
+        positive_ratio: Fraction of correlated pairs that should be positive (0.0 to 1.0)
+        uncorrelated_ratio: Fraction of feature pairs that should have zero correlation
+            (0.0 to 1.0). Note that matrix fixing for positive definiteness may reduce
+            the actual number of zero correlations.
+        min_correlation_strength: Minimum absolute correlation strength for correlated pairs
+        max_correlation_strength: Maximum absolute correlation strength for correlated pairs
+        seed: Random seed for reproducibility
+        device: Device to create the matrix on
+        dtype: Data type for the matrix
+
+    Returns:
+        Random correlation matrix of shape (num_features, num_features)
+    """
+    dtype = str_to_dtype(dtype)
+    _validate_correlation_params(
+        positive_ratio,
+        uncorrelated_ratio,
+        min_correlation_strength,
+        max_correlation_strength,
+    )
+
+    if num_features <= 1:
+        return torch.eye(num_features, device=device, dtype=dtype)
+
+    # Set random seed if provided
+    generator = torch.Generator(device=device)
+    if seed is not None:
+        generator.manual_seed(seed)
+
+    # Get upper triangular indices (i < j)
+    row_idx, col_idx = torch.triu_indices(num_features, num_features, offset=1)
+    num_pairs = row_idx.shape[0]
+
+    # Generate random values for all pairs at once
+    # is_correlated: 1 if this pair should have a correlation, 0 otherwise
+    is_correlated = (
+        torch.rand(num_pairs, generator=generator, device=device) >= uncorrelated_ratio
+    )
+
+    # signs: +1 for positive correlation, -1 for negative
+    is_positive = (
+        torch.rand(num_pairs, generator=generator, device=device) < positive_ratio
+    )
+    signs = torch.where(is_positive, 1.0, -1.0)
+
+    # strengths: uniform in [min_strength, max_strength]
+    strengths = (
+        torch.rand(num_pairs, generator=generator, device=device, dtype=dtype)
+        * (max_correlation_strength - min_correlation_strength)
+        + min_correlation_strength
+    )
+
+    # Combine: correlation = is_correlated * sign * strength
+    correlations = is_correlated.to(dtype) * signs.to(dtype) * strengths
+
+    # Build the symmetric matrix
+    matrix = torch.eye(num_features, device=device, dtype=dtype)
+    matrix[row_idx, col_idx] = correlations
+    matrix[col_idx, row_idx] = correlations
+
+    # Check positive definiteness and fix if necessary
+    eigenvals = torch.linalg.eigvalsh(matrix)
+    if torch.any(eigenvals < -1e-6):
+        matrix = _fix_correlation_matrix(matrix)
+
+    return matrix
+
+
+def generate_random_low_rank_correlation_matrix(
+    num_features: int,
+    rank: int,
+    correlation_scale: float = 0.1,
+    seed: int | None = None,
+    device: torch.device | str = "cpu",
+    dtype: torch.dtype | str = torch.float32,
+) -> LowRankCorrelationMatrix:
+    """
+    Generate a random low-rank correlation structure for scalable correlated sampling.
+
+    The correlation structure is represented as:
+        correlation = factor @ factor.T + diag(diag_term)
+
+    This requires O(num_features * rank) storage instead of O(num_features^2),
+    making it suitable for very large numbers of features (e.g., 1M+).
+
+    The factor matrix is initialized with random values scaled by correlation_scale,
+    and the diagonal term is computed to ensure the implied correlation matrix has
+    unit diagonal.
 
     Args:
         num_features: Number of features
-        positive_ratio: Fraction of correlations that should be positive (0.0 to 1.0)
-        uncorrelated_ratio: Fraction of feature pairs that should remain uncorrelated (0.0 to 1.0)
-        min_correlation_strength: Minimum absolute correlation strength
-        max_correlation_strength: Maximum absolute correlation strength
+        rank: Rank of the low-rank approximation. Higher rank allows more complex
+            correlation structures but uses more memory. Typical values: 10-100.
+        correlation_scale: Scale factor for random correlations. Larger values produce
+            stronger correlations between features. Use 0 for no correlations (identity
+            matrix). Should be small enough that rank * correlation_scale^2 < 1 to
+            ensure valid diagonal terms.
         seed: Random seed for reproducibility
+        device: Device to create tensors on
+        dtype: Data type for tensors
 
     Returns:
-        Random correlation matrix of shape [num_features, num_features]
+        LowRankCorrelationMatrix containing the factor matrix and diagonal term
     """
-    # Generate random correlations
-    correlations = generate_random_correlations(
-        num_features=num_features,
-        positive_ratio=positive_ratio,
-        uncorrelated_ratio=uncorrelated_ratio,
-        min_correlation_strength=min_correlation_strength,
-        max_correlation_strength=max_correlation_strength,
-        seed=seed,
+    # Minimum diagonal value to ensure numerical stability in the covariance matrix.
+    # This limits how much variance can come from the low-rank factor.
+    _MIN_DIAG = 0.01
+
+    dtype = str_to_dtype(dtype)
+    device = torch.device(device)
+
+    if rank <= 0:
+        raise ValueError("rank must be positive")
+    if correlation_scale < 0:
+        raise ValueError("correlation_scale must be non-negative")
+
+    # Set random seed if provided
+    generator = torch.Generator(device=device)
+    if seed is not None:
+        generator.manual_seed(seed)
+
+    # Generate random factor matrix
+    # Each row has norm roughly sqrt(rank) * correlation_scale
+    factor = (
+        torch.randn(num_features, rank, generator=generator, device=device, dtype=dtype)
+        * correlation_scale
     )
 
-    # Create and return correlation matrix
-    return create_correlation_matrix_from_correlations(
-        num_features=num_features, correlations=correlations
+    # Compute diagonal term to ensure unit diagonal in implied correlation matrix
+    # diag(factor @ factor.T) + diag_term = 1
+    # diag_term = 1 - sum(factor[i, :]^2)
+    factor_sq_sum = (factor**2).sum(dim=1)
+    diag_term = 1 - factor_sq_sum
+
+    # Ensure diagonal terms are at least _MIN_DIAG for numerical stability
+    # If any diagonal term is too small, scale down the factor matrix
+    if torch.any(diag_term < _MIN_DIAG):
+        # Scale factor so max row norm squared is at most (1 - _MIN_DIAG)
+        # This ensures all diagonal terms are >= _MIN_DIAG
+        max_factor_contribution = 1 - _MIN_DIAG
+        max_sq_sum = factor_sq_sum.max()
+        scale = torch.sqrt(
+            torch.tensor(max_factor_contribution, device=device, dtype=dtype)
+            / max_sq_sum
+        )
+        factor = factor * scale
+        factor_sq_sum = (factor**2).sum(dim=1)
+        diag_term = 1 - factor_sq_sum
+
+    return LowRankCorrelationMatrix(
+        correlation_factor=factor, correlation_diag=diag_term
     )