[SciPy-User] fmin_bfgs stuck in infinite loop

josef.pktd@gmai... josef.pktd@gmai...
Mon Oct 24 15:14:26 CDT 2011


On Mon, Oct 24, 2011 at 3:59 PM,  <josef.pktd@gmail.com> wrote:
> tricky things these reply to all, forwarding to list
>
> ---------- Forwarded message ----------
> From:  <josef.pktd@gmail.com>
> Date: Mon, Oct 24, 2011 at 3:52 PM
> Subject: Re: [SciPy-User] fmin_bfgs stuck in infinite loop
> To: johann.cohen-tanugi@lupm.in2p3.fr
>
>
> On Mon, Oct 24, 2011 at 3:43 PM, Johann Cohen-Tanugi
> <johann.cohen-tanugi@lupm.univ-montp2.fr> wrote:
>> indeed, see the email I just sent : for nan linesearch_wolfe1 does not exit
>> gracefully, so that Ralf's patch is never encountered.
>
> I'm not sure what's going on,
>
> I just copied the few lines from
> https://github.com/scipy/scipy/commit/a31acbf into my scipy 0.9 and
> the original example stops and I'm not able to produce an endless loop
> anymore when I try to change around with any of the examples, even
> when I start with a nan, it stops immediately.  I only tried the one
> parameter example.

Nope, still endless in linesearch with -np.exp(-x/2.) -np.exp(-x**2)
the third iteration starts with nan as parameter and never returns
from the line search.

So something like your original fix to exit a nan linesearch looks necessary.

Josef


>
> Can you check that you actually run the code that has this fix?
>
> Josef
>
>
>> Johann
>>
>> On 10/24/2011 09:26 PM, josef.pktd@gmail.com wrote:
>>>
>>> On Mon, Oct 24, 2011 at 2:39 PM, Johann Cohen-Tanugi
>>> <johann.cohentanugi@gmail.com>  wrote:
>>>>
>>>> Dear Josef
>>>> On 10/24/2011 07:58 PM, josef.pktd@gmail.com wrote:
>>>>>
>>>>> On Mon, Oct 24, 2011 at 1:56 PM,<josef.pktd@gmail.com>    wrote:
>>>>>>
>>>>>> On Mon, Oct 24, 2011 at 1:50 PM, Johann Cohen-Tanugi
>>>>>> <johann.cohentanugi@gmail.com>    wrote:
>>>>>>>
>>>>>>> Hello,
>>>>>>> the OP is a colleague of mine and I looked quickly at the code. The
>>>>>>> infinite
>>>>>>> loop in the OP's illustrating script comes from the "while 1" loop in
>>>>>>> l.144
>>>>>>> of linesearch.py : becuse phi0 is np.nan, phi1 is returned as np.nan
>>>>>>> as
>>>>>>> well, and the break condition is never met. There is an easy fix :
>>>>>>>     while 1:
>>>>>>>         stp, phi1, derphi1, task = minpack2.dcsrch(alpha1, phi1,
>>>>>>> derphi1,
>>>>>>>                                                    c1, c2, xtol, task,
>>>>>>>                                                    amin, amax, isave,
>>>>>>> dsave)
>>>>>>>         if task[:2] == asbytes('FG') and not np.isnan(phi1):
>>>>>>>             alpha1 = stp
>>>>>>>             phi1 = phi(stp)
>>>>>>>             derphi1 = derphi(stp)
>>>>>>>         else:
>>>>>>>             break
>>>>>>>
>>>>>>> but it is not a nice kludge.... Is there a better way to secure this
>>>>>>> while 1
>>>>>>> loop? I am sure I am not covering all possible pathological cases with
>>>>>>> adding "not np.isnan(phi1)" in the code above.
>>>>>>
>>>>>> Is this still a problem with 0.10 ?
>>>>>> I thought this fixed it, https://github.com/scipy/scipy/commit/a31acbf
>>>>
>>>> Well I am a complete newby with github, but I think I went to the head of
>>>> master before testing, and the problem is still there. I can see the code
>>>> snippet from https://github.com/scipy/scipy/commit/a31acbf in my local
>>>> copy,
>>>> and this is testing against +/-inf, not nan. Changing the OP's code to
>>>> test
>>>> against inf yields :
>>>> In [1]: run test_bgfs.py
>>>>
>>>> /home/cohen/sources/python/scipydev/lib/python2.6/site-packages/scipy/optimize/optimize.py:303:
>>>> RuntimeWarning: invalid value encountered in subtract
>>>>  if (max(numpy.ravel(abs(sim[1:] - sim[0])))<= xtol \
>>>>
>>>> /home/cohen/sources/python/scipydev/lib/python2.6/site-packages/scipy/optimize/optimize.py:308:
>>>> RuntimeWarning: invalid value encountered in subtract
>>>>  xr = (1 + rho)*xbar - rho*sim[-1]
>>>>
>>>> /home/cohen/sources/python/scipydev/lib/python2.6/site-packages/scipy/optimize/optimize.py:350:
>>>> RuntimeWarning: invalid value encountered in subtract
>>>>  sim[j] = sim[0] + sigma*(sim[j] - sim[0])
>>>> fmin works [ inf]
>>>>
>>>> /home/cohen/sources/python/scipydev/lib/python2.6/site-packages/scipy/optimize/linesearch.py:132:
>>>> RuntimeWarning: invalid value encountered in subtract
>>>>  alpha1 = min(1.0, 1.01*2*(phi0 - old_phi0)/derphi0)
>>>>
>>>> /home/cohen/sources/python/scipydev/lib/python2.6/site-packages/scipy/optimize/linesearch.py:308:
>>>> RuntimeWarning: invalid value encountered in subtract
>>>>  alpha1 = min(1.0, 1.01*2*(phi0 - old_phi0)/derphi0)
>>>>
>>>> /home/cohen/sources/python/scipydev/lib/python2.6/site-packages/scipy/optimize/linesearch.py:417:
>>>> RuntimeWarning: invalid value encountered in subtract
>>>>  B = (fb-D-C*db)/(db*db)
>>>> fmin_bfgs gets stuck in a loop [ nan]
>>>>
>>>> so it looks like your code solves the inf situation, but not the nan.
>>>
>>> It's not my fix (I'm still on scipy 0.9 and avoid bfgs because I don't
>>> want to have to kill my interpreter session)
>>>
>>> isfinite also checks for nans
>>>
>>>>>> np.isfinite(np.nan)
>>>
>>> False
>>>
>>> so there should be another reason that the linesearch doesn't return.
>>>
>>> Josef
>>>
>>>
>>>
>>>
>>>
>>>>
>>>>> Is http://projects.scipy.org/scipy/ticket/1542 the same?
>>>>
>>>> yes it looks like a duplicate
>>>>>
>>>>> josef
>>>>>
>>>>>> Josef
>>>>>>
>>>>>>
>>>>>>> thoughts?
>>>>>>> Johann
>>>>>>>
>>>>>>> On 08/14/2011 01:38 AM, b9o2jnbm tsd71eam wrote:
>>>>>>>
>>>>>>> I have run into a frustrating problem where scipy.optimize.fmin_bfgs
>>>>>>> will
>>>>>>> get stuck in an infinite loop.
>>>>>>>
>>>>>>> I have submitted a bug report:
>>>>>>>
>>>>>>> http://projects.scipy.org/scipy/ticket/1494
>>>>>>>
>>>>>>> but would also like to see if anybody on this list has any suggestions
>>>>>>> or
>>>>>>> feedback.
>>>>>>>
>>>>>>> Thanks,
>>>>>>>
>>>>>>> --
>>>>>>> This message has been scanned for viruses and
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>>>>>>> believed to be clean.
>>>>>>>
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>>>>>>>
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>>>>>>>
>>
>


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