Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

NaN coefficients #9

Open
tseste opened this issue Nov 9, 2020 · 0 comments
Open

NaN coefficients #9

tseste opened this issue Nov 9, 2020 · 0 comments

Comments

@tseste
Copy link

tseste commented Nov 9, 2020

Hi,

I run many models using your library and in one run I got back "nan" coefficients.
I solved that by checking in the glm.py file if the returned values are nan

# line 219 py-glm/glm/glm.py
diff = coef - np.linalg.solve(ddbeta, dbeta)
if np.isnan(diff).any():
    break

I was wondering if it is a valid solution or we could use some different check based on tolerance?

I also checked the julia package which performs a finite check

What are your thoughts on that?
Could we integrate that change in the package?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant