[SciPy-Dev] optimize ncg approx_fhess_p bug?

josef.pktd@gmai... josef.pktd@gmai...
Thu Apr 8 09:12:12 CDT 2010


On Thu, Apr 8, 2010 at 7:17 AM, Ralf Gommers
<ralf.gommers@googlemail.com> wrote:
>
>
> On Tue, Apr 6, 2010 at 10:56 PM, <josef.pktd@gmail.com> wrote:
>>
>> On Tue, Apr 6, 2010 at 9:00 AM,  <josef.pktd@gmail.com> wrote:
>
>
>>
>> there is still something strange:
>> I get the convergence failure when I use nosetests directly, but not
>> when I run the testfile (which uses nosetests through numpy.testing)
>>
> I can't reproduce this on either XP or OS X. Alan was on Vista, what are you
> on?

I'm also on XP.
I wouldn't bother about this now if it cannot be consistently reproduced.

I put a print statement into the function of the test and sometimes
the arguments turn into nans, and in this case the optimization breaks
down. I have no idea why this happens sometimes but not always, or why
there should be an random element to the result.

I think the default epsilon is too small for practical purposes, but
that's a different issue, and the test seems to work correctly in
general. However, I never get a failure with smaller epsilon.

Josef

>
> Ralf
>
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