[SciPy-User] Uninformative type error from scipy.optimize.fmin_ncg

[John Salvatier]

My problem turned out to be a poorly specified gradient function. However, I
do think more informative errors are a good idea.

On Fri, Jan 21, 2011 at 1:07 PM, John Salvatier
<jsalvati at u.washington.edu>wrote:

> Hello, I am getting a very uninformative error from scipy.optimize.fmin_ncg
> (posted below).
>
> Traceback (most recent call last):
>   File "C:\Program Files
> (x86)\pythonxy\eclipse\plugins\org.python.pydev.debug_1.5.6.2010033101\pysrc\pydevd.py",
> line 953, in <module>
>     debugger.run(setup['file'], None, None)
>   File "C:\Program Files
> (x86)\pythonxy\eclipse\plugins\org.python.pydev.debug_1.5.6.2010033101\pysrc\pydevd.py",
> line 780, in run
>     execfile(file, globals, locals) #execute the script
>   File "C:\Users\jsalvatier\workspace\analysis\src\residuals\run.py", line
> 15, in <module>
>     sampler.sample(nChains = 5, ndraw = 500,  maxGradient = 100)
>   File "C:\Python26\lib\site-packages\multichain_mcmc\amala.py", line 150,
> in sample
>     mode = scipy.optimize.fmin_ncg(logp, x0, grad_logp, disp = True)
>   File "C:\Python26\lib\site-packages\scipy\optimize\optimize.py", line
> 857, in fmin_ncg
>     update = alphak * pk
> TypeError: unsupported operand type(s) for *: 'NoneType' and 'float'
>
> As far as I can tell this originates from scipy.optimize.fmin_ncg calling
> line_search_BFGS which calls line_search_armijo which calls
> scalar_search_armijo which returns None if it "Failed to find a suitable
> step length" . This should probably throw an error, so its clearer what went
> wrong. I can open a ticket if that seems appropriate.
>
> However, I cannot tell why it cannot find a suitable step length. Does
> anyone have insight? Here is the output for the return values of the
> optimizing function and the gradient function during the optimization:
>
>
> x [-0.01995784 -1.31632641] value 24706.0435485
> x [-0.01995784 -1.31632641] gradient [ -14.54505377 -295.74692019]
> x [-0.01995762 -1.316322  ] gradient [ -14.5450301  -295.74691824]
> x [-0.01995784 -1.31632641] gradient [ -14.54505377 -295.74692019]
> x [-0.01997875 -1.31607352] gradient [ -14.54744088 -295.74679776]
> x [-0.01995784 -1.31632641] gradient [ -14.54505377 -295.74692019]
> x [   1.29734797  649.9702011 ] value 875465.803394
> x [  0.10164492  58.80504953] value 35218.6454954
> x [  1.68521821e-02   1.68828406e+01] value 23768.2914038
> x [  1.68521821e-02   1.68828406e+01] gradient [ -13.37003274
> -294.99827255]
> x [  1.68523813e-02   1.68828450e+01] gradient [ -13.37001056
> -294.99827441]
> x [  1.68521821e-02   1.68828406e+01] gradient [ -13.37003274
> -294.99827255]
> x [  -68.71915443 -1499.71802395] value 4760337.66401
> x [  3.60983859  96.15899543] value 44345.9802857
> Traceback (most recent call last):
>   File "C:\Program Files
> (x86)\pythonxy\eclipse\plugins\org.python.pydev.debug_1.5.6.2010033101\pysrc\pydevd.py",
> line 953, in <module>
>     debugger.run(setup['file'], None, None)
>   File "C:\Program Files
> (x86)\pythonxy\eclipse\plugins\org.python.pydev.debug_1.5.6.2010033101\pysrc\pydevd.py",
> line 780, in run
>     execfile(file, globals, locals) #execute the script
>   File "C:\Users\jsalvatier\workspace\analysis\src\residuals\run.py", line
> 15, in <module>
>     sampler.sample(nChains = 5, ndraw = 500,  maxGradient = 100)
>   File "C:\Python26\lib\site-packages\multichain_mcmc\amala.py", line 150,
> in sample
>     mode = scipy.optimize.fmin_ncg(logp, x0, grad_logp, disp = True)
>   File "C:\Python26\lib\site-packages\scipy\optimize\optimize.py", line
> 857, in fmin_ncg
>     update = alphak * pk
> TypeError: unsupported operand type(s) for *: 'NoneType' and 'float'
>
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