[SciPy-Dev] Subversion scipy.stats irregular problem with source code example
James Phillips
zunzun@zunzun....
Fri Oct 1 13:18:52 CDT 2010
On Fri, Oct 1, 2010 at 8:07 AM, <josef.pktd@gmail.com> wrote:
> On Fri, Oct 1, 2010 at 1:21 PM, James Phillips <zunzun@zunzun.com> wrote:
>>
>> distribution: gamma took 206.991358995 seconds to run
>> de parameters [ 1.40727512e+02 -5.83784812e+00 5.55091421e-02]
>> nnlf: 26.7597491247
>
>>>> scipy.stats.gamma.pdf(np.linspace(0,5,11), 300.5609591140931425, loc=0, scale=0.5)
> array([ 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.])
>>>> scipy.stats.gamma.pdf(np.linspace(0,5,11), 300.5609591140931425, loc=0, scale=0.25)
> array([ 0., 0., 0., 0., 0., 0., NaN, NaN, NaN, NaN, NaN])
>
> Given that you are doing a randomized search, there might not be
> enough restrictions that the parameters make sense. I did some fuzz
> testing when I got started with distributions but haven't run them in
> a long time. Your random parameters might hit some range where the
> numerical accuracy and correct results have never been checked.
> It's possible that fmin could get stuck with some nans in the results.
> I don't know how many dark corners are left.
You have loc=0 where the GA fit the example data set to -5.8 or so,
and I see from your results that the NaNs are dependent on your scale
value of 0.5 or 0.25.
James
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