GNU bug report logs - #22122
{python,python2}-statsmodels on i686: "SVD did not converge"

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From: help-debbugs <at> gnu.org (GNU bug Tracking System)
To: Mark H Weaver <mhw <at> netris.org>
Subject: bug#22122: closed (Re: bug#22122: {python, python2}-statsmodels
 on i686: "SVD did not converge")
Date: Mon, 17 Aug 2020 04:37:01 +0000

[Message part 1 (text/plain, inline)]

Your bug report

#22122: {python,python2}-statsmodels on i686: "SVD did not converge"

which was filed against the guix package, has been closed.

The explanation is attached below, along with your original report.
If you require more details, please reply to 22122 <at> debbugs.gnu.org.

-- 
22122: http://debbugs.gnu.org/cgi/bugreport.cgi?bug=22122
GNU Bug Tracking System
Contact help-debbugs <at> gnu.org with problems

[Message part 2 (message/rfc822, inline)]

From: Maxim Cournoyer <maxim.cournoyer <at> gmail.com>
To: Mark H Weaver <mhw <at> netris.org>
Cc: 22122-done <at> debbugs.gnu.org
Subject: Re: bug#22122: {python,
 python2}-statsmodels on i686: "SVD did not converge"
Date: Mon, 17 Aug 2020 00:36:35 -0400

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

[Message part 3 (message/rfc822, inline)]

From: Mark H Weaver <mhw <at> netris.org>
To: bug-guix <at> gnu.org
Subject: {python,python2}-statsmodels on i686: "SVD did not converge"
Date: Wed, 09 Dec 2015 11:44:50 -0500

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

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