From mboxrd@z Thu Jan 1 00:00:00 1970 From: Mark H Weaver Subject: bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge" Date: Wed, 09 Dec 2015 11:44:50 -0500 Message-ID: <87h9jreflp.fsf@netris.org> Mime-Version: 1.0 Content-Type: text/plain Return-path: Received: from eggs.gnu.org ([2001:4830:134:3::10]:60648) by lists.gnu.org with esmtp (Exim 4.71) (envelope-from ) id 1a6pcV-0001eh-By for bug-guix@gnu.org; Wed, 09 Dec 2015 20:02:08 -0500 Received: from Debian-exim by eggs.gnu.org with spam-scanned (Exim 4.71) (envelope-from ) id 1a6pcR-0007CI-8n for bug-guix@gnu.org; Wed, 09 Dec 2015 20:02:07 -0500 Received: from debbugs.gnu.org ([208.118.235.43]:55259) by eggs.gnu.org with esmtp (Exim 4.71) (envelope-from ) id 1a6pcR-0007CD-6S for bug-guix@gnu.org; Wed, 09 Dec 2015 20:02:03 -0500 Received: from Debian-debbugs by debbugs.gnu.org with local (Exim 4.84) (envelope-from ) id 1a6pcR-0007de-0l for bug-guix@gnu.org; Wed, 09 Dec 2015 20:02:03 -0500 Sender: "Debbugs-submit" Resent-Message-ID: Received: from eggs.gnu.org ([2001:4830:134:3::10]:50895) by lists.gnu.org with esmtp (Exim 4.71) (envelope-from ) id 1a6hrU-0004Li-Sc for bug-guix@gnu.org; Wed, 09 Dec 2015 11:45:06 -0500 Received: from Debian-exim by eggs.gnu.org with spam-scanned (Exim 4.71) (envelope-from ) id 1a6hrR-0002iT-HI for bug-guix@gnu.org; Wed, 09 Dec 2015 11:45:04 -0500 Received: from world.peace.net ([50.252.239.5]:57419) by eggs.gnu.org with esmtp (Exim 4.71) (envelope-from ) id 1a6hrR-0002iP-Ea for bug-guix@gnu.org; Wed, 09 Dec 2015 11:45:01 -0500 List-Id: Bug reports for GNU Guix List-Unsubscribe: , List-Archive: List-Post: List-Help: List-Subscribe: , Errors-To: bug-guix-bounces+gcggb-bug-guix=m.gmane.org@gnu.org Sender: bug-guix-bounces+gcggb-bug-guix=m.gmane.org@gnu.org To: 22122@debbugs.gnu.org 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 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