[SciPy-Dev] optimize ncg approx_fhess_p bug?

Ralf Gommers ralf.gommers@googlemail....
Thu Apr 8 09:57:54 CDT 2010


On Thu, Apr 8, 2010 at 10:16 PM, <josef.pktd@gmail.com> wrote:

> On Thu, Apr 8, 2010 at 10:12 AM,  <josef.pktd@gmail.com> wrote:
> > 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.
>
> with a larger epsilon (not smaller)
>
>
Okay, I will create a ticket to summarize the issue and leave it for now.

Ralf
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