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Artificial dataset test failure - Warning about singular matrix #22

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antoinecarme opened this issue Jan 4, 2017 · 3 comments
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Artificial dataset test failure - Warning about singular matrix #22

antoinecarme opened this issue Jan 4, 2017 · 3 comments
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class:bug priority:high topic:generic

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@antoinecarme
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A second group of failures. The following warning is raised :

logs/test_artificial_1024_cumsum_constant_5__20.log:UserWarning: Singular matrix in solving dual problem. Using least-squares solution instead.

sample script :

tests/artificial/transf_cumsum/trend_constant/cycle_5/ar_/test_artificial_1024_cumsum_constant_5__20.py
@antoinecarme antoinecarme self-assigned this Jan 4, 2017
antoinecarme added a commit that referenced this issue Jan 4, 2017
@antoinecarme
Artificial dataset test failure - Warning about singular matrix #22
38e7a43 
Added a reproducing script for this bug.
antoinecarme added a commit that referenced this issue Jan 4, 2017
@antoinecarme
Artificial dataset test failure - Warning about singular matrix #22
b88be1a 
Added a notebook and a dataset to analyze this issue.
@antoinecarme
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antoinecarme commented Jan 4, 2017 •
edited

change the solver ... force svd => no warning
accodrding to this doc :
http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Ridge.html

This is a quite good fix but will change all AR/ARX models => run all the tests before commit.

@antoinecarme
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Ran the necessary tests ... small impact on air passengers dataset. => commit is possible.

antoinecarme added a commit that referenced this issue Jan 4, 2017
@antoinecarme
Artificial dataset test failure - Warning about singular matrix #22
35b52c2 
Changer the solver by default for linear models.
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Fixed!

antoinecarme added a commit that referenced this issue Jan 9, 2017
@antoinecarme
Avoid mixing RMSE and MAPE as performance indicators for model select…
c0166fd 
…ion #24

Artificial dataset test failure - Warning about singular matrix #22

Artificial dataset test failure #21

Updated these references.
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