[SciPy-User] optimize.fmin_cobyla giving nan to objective function

Gustavo Goretkin gustavo.goretkin@gmail....
Mon Aug 1 17:06:37 CDT 2011


The code depends on scikit-learn. I'll post the issue there if you think the
problem is related to that module. My thinking is that fmin_cobyla shouldn't
be feeding nan to the objective function.

The code that causes the exception is gp_error.py . I made a change to one
of the functions in scikit-learn, so I just included that file too. Just
keep both files in the same directory.

Thanks for the help.

Gustavo


On Mon, Aug 1, 2011 at 3:49 PM, Christopher Jordan-Squire
<cjordan1@uw.edu>wrote:

> Could you send the code that's causing the problem?
>
> -Chris Jordan-Squire
>
> On Mon, Aug 1, 2011 at 2:23 PM, Gustavo Goretkin <
> gustavo.goretkin@gmail.com> wrote:
>
>> I am using the Gaussian Process module in scikit-learn. It uses
>> optimize.fmin_cobyla to find the best hyper-parameters. It looks like,
>> though, that fmin_cobyla is, after a couple of iterations, feeding nan to
>> the objective function. Any ideas?
>>
>> scipy.__version__ = '0.10.0.dev7180'
>>
>> Thanks,
>> Gustavo
>>
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>>
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