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

Gustavo Goretkin gustavo.goretkin@gmail....
Tue Aug 2 14:53:46 CDT 2011


Okay here is a much simpler test case: https://gist.github.com/1121046

The print statements, for me, show that *objective* is being passed nan.
Does this warrant a ticket? Should I continue this discussion on the
development list?

Gustavo

On Mon, Aug 1, 2011 at 6:06 PM, Gustavo Goretkin <gustavo.goretkin@gmail.com
> wrote:

> 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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