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iskandr / fancyimpute

Multivariate imputation and matrix completion algorithms implemented in Python
Apache License 2.0
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Covariance warning when running approximate MICE #5

Closed iskandr closed 8 years ago

iskandr commented 8 years ago

@sergeyf I tried running MICE(approximate_but_fast_mode=True) on a some synthetic data (200x200, ~50% missing). I got the following warning: 

/Users/iskander/code/fancyimpute/fancyimpute/bayesian_ridge_regression.py:69: RuntimeWarning: covariance is not positive-semidefinite.
  return np.random.multivariate_normal(self.beta_estimate, covar, num_draws)
iskandr commented 8 years ago

Since approximate mode is going away, closing this issue.