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

Dan Stowell dan.stowell@eecs.qmul.ac...
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:
> 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

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