[SciPy-User] fmin_cg fmin_bfgs "Desired error not necessarily achieveddue to precision loss"
Wed Nov 23 03:41:57 CST 2011
Anyone got any suggestions about this "precision loss" issue, please?
I found this message from last year, suggesting that using dot instead
of sum might help (yuck):
- but no difference here, I still get the optimisation stopping after
three iterations with that complaint.
Any tips welcome
On 19/11/11 19:19, Dan Stowell wrote:
> 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?
> (Using ubuntu 11.04, python 2.7.1, scipy 0.8)
Postdoctoral Research Assistant
Centre for Digital Music
Queen Mary, University of London
Mile End Road, London E1 4NS
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