[mlpack-git] [mlpack] hmm_train failed to converge (#496)

[davudadiguezel]

hey ryan,
I had some more tests running and I experienced problems with the fix. It looks like the program is just running forever:

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[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[INFO ] EMFit::Estimate(): iteration 7, log-likelihood 34547.2.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[INFO ] EMFit::Estimate(): iteration 8, log-likelihood inf.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.
[DEBUG] Covariance matrix is not positive definite.  Adding perturbation.

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It stayed like this all night. Do you have any idea?
Greetings and merry christmas
Davud

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Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/issues/496#issuecomment-166560370
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