时序预测模型训练问题

[jelly909]

报错如下：出现这种问题应该咋解决啊 02-21 06:17:11 E hypernets.m.hyper_model.py 83 - run_trail failed! trail_no=3 02-21 06:17:11 E hypernets.m.hyper_model.py 85 - Traceback (most recent call last): File "/usr/local/lib/python3.7/site-packages/hyperts/framework/wrappers/stats_wrappers.py", line 108, in fit self.model = model.fit(disp=False, self.init_kwargs) File "/usr/local/lib/python3.7/site-packages/statsmodels/tsa/statespace/mlemodel.py", line 709, in fit skip_hessian=True, kwargs) File "/usr/local/lib/python3.7/site-packages/statsmodels/base/model.py", line 571, in fit full_output=full_output) File "/usr/local/lib/python3.7/site-packages/statsmodels/base/optimizer.py", line 244, in _fit hess=hessian) File "/usr/local/lib/python3.7/site-packages/statsmodels/base/optimizer.py", line 654, in _fit_lbfgs extra_kwargs) File "/usr/local/lib/python3.7/site-packages/scipy/optimize/lbfgsb.py", line 198, in fmin_l_bfgs_b opts) File "/usr/local/lib/python3.7/site-packages/scipy/optimize/lbfgsb.py", line 360, in _minimize_lbfgsb f, g = func_and_grad(x) File "/usr/local/lib/python3.7/site-packages/scipy/optimize/_differentiable_functions.py", line 267, in fun_and_grad self._update_fun() File "/usr/local/lib/python3.7/site-packages/scipy/optimize/_differentiable_functions.py", line 233, in _update_fun self._update_fun_impl() File "/usr/local/lib/python3.7/site-packages/scipy/optimize/_differentiable_functions.py", line 137, in update_fun self.f = fun_wrapped(self.x) File "/usr/local/lib/python3.7/site-packages/scipy/optimize/_differentiable_functions.py", line 134, in fun_wrapped return fun(np.copy(x), args) File "/usr/local/lib/python3.7/site-packages/statsmodels/base/model.py", line 531, in f return -self.loglike(params, args) / nobs File "/usr/local/lib/python3.7/site-packages/statsmodels/tsa/statespace/mlemodel.py", line 939, in loglike loglike = self.ssm.loglike(complex_step=complex_step, kwargs) File "/usr/local/lib/python3.7/site-packages/statsmodels/tsa/statespace/kalman_filter.py", line 983, in loglike kfilter = self._filter(kwargs) File "/usr/local/lib/python3.7/site-packages/statsmodels/tsa/statespace/kalman_filter.py", line 903, in _filter self._initialize_state(prefix=prefix, complex_step=complex_step) File "/usr/local/lib/python3.7/site-packages/statsmodels/tsa/statespace/representation.py", line 984, in _initialize_state complex_step=complex_step) File "statsmodels/tsa/statespace/_representation.pyx", line 1373, in statsmodels.tsa.statespace._representation.dStatespace.initialize File "statsmodels/tsa/statespace/_representation.pyx", line 1362, in statsmodels.tsa.statespace._representation.dStatespace.initialize File "statsmodels/tsa/statespace/_initialization.pyx", line 288, in statsmodels.tsa.statespace._initialization.dInitialization.initialize File "statsmodels/tsa/statespace/_initialization.pyx", line 406, in statsmodels.tsa.statespace._initialization.dInitialization.initialize_stationary_stationary_cov File "statsmodels/tsa/statespace/_tools.pyx", line 1284, in statsmodels.tsa.statespace._tools._dsolve_discrete_lyapunov numpy.linalg.LinAlgError: Schur decomposition solver error.

[jelly909]

同一组数据，有时候报这个错，有时候又正常；

[zhangxjohn]

根据错误来看，怀疑你的statsmodels版本可能出现冲突了，可以降级试试，例如0.12.1。

[jelly909]

根据错误来看，怀疑你的statsmodels版本可能出现冲突了，可以降级试试，例如0.12.1。

好的！我去试试！