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[Bug] Negative eigenvalue

See original GitHub issue

in cma.py CMA.tell() I somehow get to this point:

self._B, self._D = None, None
self._C = 
[[  8.14737017e-04   2.68770961e-02  -6.44404672e-03]
 [  2.68770961e-02   8.40956376e-01  -4.00553778e-01]
 [ -6.44404672e-03  -4.00553778e-01   2.18242242e+00]]
D2 = 
[ -6.44813495e-05   7.31257026e-01   2.29300099e+00]
D = 
[        nan  0.85513568  1.51426582]

This leads to 
self._C =
[[ nan  nan  nan]
 [ nan  nan  nan]
 [ nan  nan  nan]]
at the end of CMA.tell()

Then in CMA._sample_solution()
D2, B = np.linalg.eigh(self._C)
crashes for obvious reasons

LinAlgError: Eigenvalues did not converge

Issue Analytics

State:
Created 3 years ago
Comments:9

Top GitHub Comments

3reactions

ColinBrosseauAlgoluxcommented, Jun 22, 2020

thank you @c-bata I’m testing #34 since friday and I’ve not found error again. Will tell you if problem appears again.

Also, I think I’ll contribute to this project on my personal time.

1reaction

ColinBrosseauAlgoluxcommented, Jun 19, 2020

This error happens once in a while. Hard to tell when. I’d need to work on a way to make it reproducible. I’ve just looked at https://github.com/CyberAgent/cmaes/pull/34 and it seems this is what I actually get. I’ll try this PR to see if it fixes it.

I’m using 0.5.0

Also, I’ve seen some indications in the code like # (p.28) I think it refers to some book. Which one?

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