* bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge"
@ 2015-12-09 16:44 Mark H Weaver
2017-08-28 9:31 ` Mark H Weaver
2020-08-17 4:36 ` Maxim Cournoyer
0 siblings, 2 replies; 4+ messages in thread
From: Mark H Weaver @ 2015-12-09 16:44 UTC (permalink / raw)
To: 22122
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
^ permalink raw reply [flat|nested] 4+ messages in thread
* bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge"
2015-12-09 16:44 bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge" Mark H Weaver
@ 2017-08-28 9:31 ` Mark H Weaver
2017-08-30 8:55 ` Ludovic Courtès
2020-08-17 4:36 ` Maxim Cournoyer
1 sibling, 1 reply; 4+ messages in thread
From: Mark H Weaver @ 2017-08-28 9:31 UTC (permalink / raw)
To: 22122
I analyzed Hydra's database, and discovered that these "SVD did not
converge" test failures on i686 depend only on which machine attempts
the build, and are otherwise deterministic.
hydra.gnunet.org fails 100% of the time. It has *never* passed this
test on i686. chapters.gnu.org also fails 100% of the time.
guix.sjd.se consistently passes the test, since at least as far back as
July 2016.
Mark
^ permalink raw reply [flat|nested] 4+ messages in thread
* bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge"
2017-08-28 9:31 ` Mark H Weaver
@ 2017-08-30 8:55 ` Ludovic Courtès
0 siblings, 0 replies; 4+ messages in thread
From: Ludovic Courtès @ 2017-08-30 8:55 UTC (permalink / raw)
To: Mark H Weaver; +Cc: 22122
Mark H Weaver <mhw@netris.org> skribis:
> I analyzed Hydra's database, and discovered that these "SVD did not
> converge" test failures on i686 depend only on which machine attempts
> the build, and are otherwise deterministic.
>
> hydra.gnunet.org fails 100% of the time. It has *never* passed this
> test on i686. chapters.gnu.org also fails 100% of the time.
>
> guix.sjd.se consistently passes the test, since at least as far back as
> July 2016.
Weird. Could it be that something in the stack uses ISA extensions?
(What could it be on i686?)
Ludo’.
^ permalink raw reply [flat|nested] 4+ messages in thread
* bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge"
2015-12-09 16:44 bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge" Mark H Weaver
2017-08-28 9:31 ` Mark H Weaver
@ 2020-08-17 4:36 ` Maxim Cournoyer
1 sibling, 0 replies; 4+ messages in thread
From: Maxim Cournoyer @ 2020-08-17 4:36 UTC (permalink / raw)
To: Mark H Weaver; +Cc: 22122-done
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
^ permalink raw reply [flat|nested] 4+ messages in thread
end of thread, other threads:[~2020-08-17 4:37 UTC | newest]
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2015-12-09 16:44 bug#22122: {python, python2}-statsmodels on i686: "SVD did not converge" Mark H Weaver
2017-08-28 9:31 ` Mark H Weaver
2017-08-30 8:55 ` Ludovic Courtès
2020-08-17 4:36 ` Maxim Cournoyer
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