[SciPy-User] fmin_cg fmin_bfgs "Desired error not necessarily achieveddue to precision loss"

Dan Stowell dan.stowell@eecs.qmul.ac...
Sat Nov 19 13:19:47 CST 2011


Hi,

I'm translating a fairly straightforward optimisation code example from 
octave. (Attached - it does a quadratic regression, with a tweaked 
regularisation function.)

Both fmin_cg and fmin_bfgs give me poor convergence and this warning:

	"Desired error not necessarily achieveddue to precision loss"

This is with various regularisation strengths, with normalised data, and 
with high-precision data (float128).

Is there something I can do to enable these to converge properly?

Thanks
Dan

(Using ubuntu 11.04, python 2.7.1, scipy 0.8)

-- 
Dan Stowell
Postdoctoral Research Assistant
Centre for Digital Music
Queen Mary, University of London
Mile End Road, London E1 4NS
http://www.elec.qmul.ac.uk/digitalmusic/people/dans.htm
http://www.mcld.co.uk/
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