--- Begin Message ---
|
Subject: |
{python,python2}-statsmodels on i686: "SVD did not converge" |
|
Date: |
Wed, 09 Dec 2015 11:44:50 -0500 |
Both python-statsmodels and python2-statsmodels sometimes fail on i686
during the "statsmodels.tsa.tests.test_arima.test_start_params_bug" test
with the error "LinAlgError: SVD did not converge". Here's an excerpt
of one such error:
--8<---------------cut here---------------start------------->8---
statsmodels.tsa.tests.test_arima.test_compare_arma ... ok
statsmodels.tsa.tests.test_arima.test_reset_trend ... ok
statsmodels.tsa.tests.test_arima.test_start_params_bug ... ERROR
======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_start_params_bug
----------------------------------------------------------------------
Traceback (most recent call last):
File
"/gnu/store/vp0l7cx9j7gzrd2kr0iass3nzvlc5yq3-python-nose-1.3.4/lib/python3.4/site-packages/nose-1.3.4-py3.4.egg/nose/case.py",
line 198, in runTest
self.test(*self.arg)
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/tsa/tests/test_arima.py",
line 535, in test_start_params_bug
res = ARMA(data, order=(4,1)).fit(disp=-1)
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/tsa/arima_model.py",
line 932, in fit
callback=callback, **kwargs)
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/base/model.py",
line 425, in fit
full_output=full_output)
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/base/optimizer.py",
line 184, in _fit
hess=hessian)
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/base/optimizer.py",
line 382, in _fit_lbfgs
**extra_kwargs)
File
"/gnu/store/1bx2plf9pmhrfvgb2d36321hr9grh2vg-python-scipy-0.16.0/lib/python3.4/site-packages/scipy/optimize/lbfgsb.py",
line 188, in fmin_l_bfgs_b
**opts)
File
"/gnu/store/1bx2plf9pmhrfvgb2d36321hr9grh2vg-python-scipy-0.16.0/lib/python3.4/site-packages/scipy/optimize/lbfgsb.py",
line 320, in _minimize_lbfgsb
f, g = func_and_grad(x)
File
"/gnu/store/1bx2plf9pmhrfvgb2d36321hr9grh2vg-python-scipy-0.16.0/lib/python3.4/site-packages/scipy/optimize/lbfgsb.py",
line 266, in func_and_grad
f = fun(x, *args)
File
"/gnu/store/1bx2plf9pmhrfvgb2d36321hr9grh2vg-python-scipy-0.16.0/lib/python3.4/site-packages/scipy/optimize/optimize.py",
line 285, in function_wrapper
return function(*(wrapper_args + args))
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/base/model.py",
line 403, in <lambda>
f = lambda params, *args: -self.loglike(params, *args) / nobs
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/tsa/arima_model.py",
line 761, in loglike
return self.loglike_kalman(params, set_sigma2)
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/tsa/arima_model.py",
line 771, in loglike_kalman
return KalmanFilter.loglike(params, self, set_sigma2)
File
"/gnu/store/ny8ihp8q2wkffg978wwrzphxgr3s8xj5-python-statsmodels-0.6.1/lib/python3.4/site-packages/statsmodels-0.6.1-py3.4-linux-i686.egg/statsmodels/tsa/kalmanf/kalmanfilter.py",
line 649, in loglike
R_mat, T_mat)
File "statsmodels/tsa/kalmanf/kalman_loglike.pyx", line 342, in
statsmodels.tsa.kalmanf.kalman_loglike.kalman_loglike_double
(statsmodels/tsa/kalmanf/kalman_loglike.c:5245)
File "statsmodels/tsa/kalmanf/kalman_loglike.pyx", line 74, in
statsmodels.tsa.kalmanf.kalman_loglike.kalman_filter_double
(statsmodels/tsa/kalmanf/kalman_loglike.c:2572)
File
"/gnu/store/mc60m1v7d0m7qdfsmhwf2k1qadhkdggm-python-numpy-1.9.1/lib/python3.4/site-packages/numpy/linalg/linalg.py",
line 1585, in pinv
u, s, vt = svd(a, 0)
File
"/gnu/store/mc60m1v7d0m7qdfsmhwf2k1qadhkdggm-python-numpy-1.9.1/lib/python3.4/site-packages/numpy/linalg/linalg.py",
line 1327, in svd
u, s, vt = gufunc(a, signature=signature, extobj=extobj)
File
"/gnu/store/mc60m1v7d0m7qdfsmhwf2k1qadhkdggm-python-numpy-1.9.1/lib/python3.4/site-packages/numpy/linalg/linalg.py",
line 99, in _raise_linalgerror_svd_nonconvergence
raise LinAlgError("SVD did not converge")
numpy.linalg.linalg.LinAlgError: SVD did not converge
----------------------------------------------------------------------
Ran 3206 tests in 468.902s
FAILED (SKIP=24, errors=1)
phase `check' failed after 498.0 seconds
--8<---------------cut here---------------end--------------->8---
Mark
--- End Message ---
--- Begin Message ---
|
Subject: |
Re: bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge" |
|
Date: |
Mon, 17 Aug 2020 00:36:35 -0400 |
|
User-agent: |
Gnus/5.13 (Gnus v5.13) Emacs/26.3 (gnu/linux) |
Hi Mark,
> Both python-statsmodels and python2-statsmodels sometimes fail on i686
> during the "statsmodels.tsa.tests.test_arima.test_start_params_bug" test
> with the error "LinAlgError: SVD did not converge". Here's an excerpt
> of one such error:
As the test suite as been considered unreliable as a whole and disabled
in the package definition, I'm closing this issue.
Maxim
--- End Message ---