ValueError with Ellipsoid Bounding even after trying different nlive

avivajpeyi commented 4 years ago

dynesty vers == 1.0.1

Summary of Error:

During sampling, I am getting a ValueError whendlogz~20-30. I have tried increasing nlive from 1000 to 1500, 2000 and 3000 but I am still getting the same error.

Based on the checkpoint traces, it appears that the sampling is progressing as I expect.

Do you have any suggestions on what I can do to fix this/why this is occurring?

Log:

iter: 240 | bound: 4751 | nc: 9029 | ncall: 75620621 | eff(%):  0.074 | loglstar:   -inf < 444.498 <    inf | logz: 387.452 +/-  0.334 | dlogz: 24.269 >  0.100
Traceback (most recent call last):
File ".../dynesty/sampler.py", line 758, in sample
    bound = self.update(pointvol)
  File ".../dynesty/nestedsamplers.py", line 563, in update
    self.mell.update(self.live_u, pointvol=pointvol,
  File ".../dynesty/bounding.py", line 585, in update
    firstell = bounding_ellipsoid(points, pointvol=pointvol)
  File ".../dynesty/bounding.py", line 1363, in bounding_ellipsoid
    ell = Ellipsoid(ctr, covar)
  File ".../dynesty/bounding.py", line 167, in __init__
    raise ValueError("The input precision matrix defining the "
ValueError: The input precision matrix defining the ellipsoid [[ 5.44460605e-01 -5.22670567e-01  3.38535964e-02 ...
  -1.04452810e-01 -2.10864114e-01 -8.41583546e-03]
 [-5.22670567e-01  6.67798562e-01 -3.14566202e-02 ...
   7.06915312e-02  2.50822602e-01  6.12927860e-02]
 [ 3.38535964e-02 -3.14566202e-02  4.04920284e-02 ...
   1.19447102e-04  6.64165148e-02  1.48188593e-02]
 ...
 [-1.04452810e-01  7.06915312e-02  1.19447102e-04 ...
   1.03527397e+01 -2.46520013e+00  1.62143818e-01]
 [-2.10864114e-01  2.50822602e-01  6.64165148e-02 ...
  -2.46520013e+00  1.14738177e+01  7.92134188e-01]
 [-8.41583546e-03  6.12927860e-02  1.48188593e-02 ...
   1.62143818e-01  7.92134188e-01  1.19170562e+01]] is apparently singular with l=[-2.28968375e-16  2.61651311e-03  7.93601157e-03  1.44734533e-02
  1.92516498e-02  2.14616588e-02  3.06895283e-02  7.97934630e-02
  1.72730854e-01  9.19063255e-01  1.11993017e+00  1.18071905e+00
  1.33215788e+00  1.46450039e+00  1.52924449e+00  1.60002024e+00
  1.74740901e+00  1.79362944e+00  2.04280503e+00  2.13408879e+00
  2.34955496e+00  2.41646459e+00  2.52219412e+00  2.69821301e+00
  2.97798414e+00  3.03565758e+00  3.14751178e+00  3.24311260e+00
  3.51034376e+00  3.70786280e+00  3.78130359e+00  3.96765545e+00
  4.13538938e+00  4.23155957e+00  4.44012104e+00  5.08575725e+00
  5.20697423e+00  5.21915306e+00  5.61504954e+00  6.09067237e+00
  6.35950744e+00  6.71635966e+00  6.90352742e+00  7.40920065e+00
  8.04650341e+00  8.23499162e+00  8.40623073e+00  8.82804984e+00
  9.36207431e+00  1.00209993e+01  1.02732144e+01  1.09209183e+01
  1.14866380e+01  1.18307499e+01  1.24935441e+01  1.41347673e+01
  1.43461926e+01  1.48118603e+01  1.61633121e+01  1.70809327e+01
  1.77822304e+01  1.85041993e+01  1.92255734e+01  1.97266928e+01
  2.16520516e+01  2.39721201e+01  2.47636263e+01  2.71647047e+01
  2.95539816e+01  3.02122597e+01  3.21289824e+01  3.57445535e+01
  3.66929785e+01  4.66838583e+01] and v=[[ 4.75712027e-09 -1.03861389e-02  2.75284476e-01 ...
   4.53672016e-03 -4.09578463e-04  7.14084242e-03]
 [-1.87283162e-09 -5.43256727e-03  3.35851851e-01 ...
  -7.67818256e-03  1.19443187e-02 -1.09906269e-02]
 [ 6.66402774e-08  5.98613070e-02 -3.67415346e-01 ...
   2.26643158e-03  5.68162066e-03  5.98596844e-03]
 ...
 [-1.31672595e-09 -3.82691079e-04 -3.07665968e-03 ...
  -1.37936713e-01  1.38346604e-01 -6.68008711e-02]
 [ 2.27021106e-09 -1.05174861e-03 -4.10365519e-03 ...
   8.53351431e-02 -1.53878028e-01  2.40203416e-01]
 [-4.15225552e-10  1.14135621e-04 -1.40005369e-03 ...
   9.54136426e-02  2.57804284e-02  3.75397255e-03]].

joshspeagle commented 4 years ago

Could you pull from the main Github branch and check whether this error still occurs? This usually only happens when the remaining likelihood is an extremely small fraction of the input prior volume (i.e. the ellipsoid gets really really small). I have some features added in the dev branch that hopefully might fix this.

joshspeagle commented 4 years ago

Closing this for now.

sourestdeeds commented 3 years ago

This happens to me 50% of all runs i make. Not sure how best to prevent or minimise it.

joshspeagle commented 3 years ago

Could you send a bit more info on what exactly is happening? It'd be great to get a better handle on the problem if it's happening really often.

sourestdeeds commented 3 years ago

Im not sure if the code I'm using to run dynesty is helpful, if it is I'll send that too. I can run some extra tests if you think that would help pinpoint the issue.


File "/data/anaconda3/lib/python3.7/site-packages/dynesty/sampler.py", line 928, in run_nested
    add_live=add_live)):
  File "/data/anaconda3/lib/python3.7/site-packages/dynesty/sampler.py", line 758, in sample
    bound = self.update(pointvol)
  File "/data/anaconda3/lib/python3.7/site-packages/dynesty/nestedsamplers.py", line 566, in update
    pool=pool)
  File "/data/anaconda3/lib/python3.7/site-packages/dynesty/bounding.py", line 585, in update
    firstell = bounding_ellipsoid(points, pointvol=pointvol)
  File "/data/anaconda3/lib/python3.7/site-packages/dynesty/bounding.py", line 1363, in bounding_ellipsoid
    ell = Ellipsoid(ctr, covar)
  File "/data/anaconda3/lib/python3.7/site-packages/dynesty/bounding.py", line 169, in __init__
    "l={1} and v={2}.".format(self.cov, l, v))
ValueError: The input precision matrix defining the ellipsoid [[ 1.81406104e+00 -1.41129045e+00  3.53070929e-11 -5.07655558e-02
  -2.06653377e-02 -1.43154270e-01  1.33824248e-01 -1.08635006e-01
   3.02435586e-02  1.83334832e-02 -6.16757998e-03 -1.09512666e-01
   5.38048247e-02 -4.37950189e-02  2.25933786e-02  1.82356966e-02
  -4.54196352e-03 -9.86290376e-02  2.02532477e-02 -1.10615219e-01
   9.68618637e-03 -9.98792859e-02 -8.03395696e-02  3.54725526e-02
  -6.39176022e-02]
 [-1.41129045e+00  1.12739292e+00 -2.14219641e-11  4.00735611e-03
   1.96817750e-02  1.16750841e-01 -1.08428137e-01  9.03749996e-02
  -2.52624393e-02 -9.54371159e-03  3.64202331e-03  8.37421213e-02
  -4.13862535e-02  3.30486185e-02 -1.70848345e-02 -1.55488760e-02
   3.88082698e-03  7.23165082e-02 -1.46679654e-02  8.22484797e-02
  -6.95062950e-03  7.16129984e-02  5.88797553e-02 -2.95507107e-02
   4.92284580e-02]
 [ 3.53070929e-11 -2.14219641e-11  4.21723072e-21 -8.98852145e-12
   3.55488014e-13 -1.57888584e-12  1.66420413e-12 -8.51576821e-13
   2.15174098e-13  1.37130383e-12 -3.69389649e-13 -2.44587050e-12
   1.14776285e-12 -1.05430549e-12  5.39013153e-13  7.42529948e-14
  -1.64138880e-14 -2.86522617e-12  6.26732812e-13 -2.96481592e-12
   3.33680400e-13 -3.31372257e-12 -2.32846459e-12  2.60236976e-13
  -1.35534385e-12]
 [-5.07655558e-02  4.00735611e-03 -8.98852145e-12  4.85581627e-02
  -3.76828368e-03 -2.77259046e-03  1.79702248e-03 -4.10231220e-03
   1.26242100e-03 -5.93753419e-03  1.51124583e-03  4.73047340e-03
  -2.03676623e-03  2.28668317e-03 -1.15042429e-03  1.22708484e-03
  -3.23845264e-04  7.92461542e-03 -1.83745652e-03  7.65998238e-03
  -1.13308312e-03  1.00111195e-02  6.34056742e-03  1.63799149e-03
   2.43382692e-03]
 [-2.06653377e-02  1.96817750e-02  3.55488014e-13 -3.76828368e-03
   6.78847489e-04  2.29650734e-03 -2.05451841e-03  1.96030499e-03
  -5.58451490e-04  3.78232925e-04 -7.34978099e-05  1.06613244e-03
  -5.54075859e-04  3.71148969e-04 -1.95838069e-04 -3.73208049e-04
   9.38340871e-05  5.76019613e-04 -9.57040382e-05  7.90733801e-04
  -3.86532390e-05  3.75989328e-04  4.64063256e-04 -6.41538202e-04
   6.67250279e-04]
 [-1.43154270e-01  1.16750841e-01 -1.57888584e-12 -2.77259046e-03
   2.29650734e-03  1.23217453e-02 -1.13767430e-02  9.66608356e-03
  -2.71006937e-03 -5.71804534e-04  2.71950083e-04  8.37166661e-03
  -4.15887185e-03  3.27224118e-03 -1.69380622e-03 -1.69021244e-03
   4.22666271e-04  6.96392649e-03 -1.39643270e-03  8.02438572e-03
  -6.46938373e-04  6.72533775e-03  5.67129940e-03 -3.16880339e-03
   4.95020088e-03]
 [ 1.33824248e-01 -1.08428137e-01  1.66420413e-12  1.79702248e-03
  -2.05451841e-03 -1.13767430e-02  1.05359104e-02 -8.88241890e-03
   2.48771796e-03  6.78218588e-04 -2.89060912e-04 -7.87084524e-03
   3.90250837e-03 -3.09193098e-03  1.59943529e-03  1.55289294e-03
  -3.88565829e-04 -6.63779577e-03  1.33691730e-03 -7.60311833e-03
   6.15994420e-04 -6.47700339e-03 -5.41269604e-03  2.92368396e-03
  -4.63912470e-03]
 [-1.08635006e-01  9.03749996e-02 -8.51576821e-13 -4.10231220e-03
   1.96030499e-03  9.66608356e-03 -8.88241890e-03  7.68690460e-03
  -2.16076165e-03 -1.39422554e-04  1.34549826e-04  6.26173707e-03
  -3.12610048e-03  2.41565405e-03 -1.25310155e-03 -1.36150836e-03
   3.40588822e-04  5.01244058e-03 -9.92483338e-04  5.85825277e-03
  -4.60652217e-04  4.73056533e-03  4.07561387e-03 -2.51339092e-03
   3.72784044e-03]
 [ 3.02435586e-02 -2.52624393e-02  2.15174098e-13  1.26242100e-03
  -5.58451490e-04 -2.71006937e-03  2.48771796e-03 -2.16076165e-03
   6.07699190e-04  2.14392345e-05 -3.32145869e-05 -1.73785566e-03
   8.68540160e-04 -6.68616880e-04  3.46986252e-04  3.83597997e-04
  -9.59670350e-05 -1.37939151e-03  2.72343231e-04 -1.61739038e-03
   1.26323229e-04 -1.29436559e-03 -1.12120135e-03  7.06163809e-04
  -1.03612467e-03]
 [ 1.83334832e-02 -9.54371159e-03  1.37130383e-12 -5.93753419e-03
   3.78232925e-04 -5.71804534e-04  6.78218588e-04 -1.39422554e-04
   2.14392345e-05  1.00264946e-03 -2.61610721e-04 -1.36043630e-03
   6.26648881e-04 -6.28030038e-04  3.17498505e-04 -2.11264783e-05
   5.52763632e-06 -1.74716705e-03  3.89851023e-04 -1.74559544e-03
   1.81636543e-04 -2.06750745e-03 -1.44448686e-03  7.05654449e-05
  -7.23058133e-04]
 [-6.16757998e-03  3.64202331e-03 -3.69389649e-13  1.51124583e-03
  -7.34978099e-05  2.71950083e-04 -2.89060912e-04  1.34549826e-04
  -3.32145869e-05 -2.61610721e-04  6.95782544e-05  4.34151769e-04
  -2.03108419e-04  1.93852796e-04 -9.84446357e-05 -1.13961345e-05
   2.75014644e-06  5.18537350e-04 -1.14061653e-04  5.29665450e-04
  -5.38030975e-05  5.97896970e-04  4.27209192e-04 -4.93766021e-05
   2.36296726e-04]
 [-1.09512666e-01  8.37421213e-02 -2.44587050e-12  4.73047340e-03
   1.06613244e-03  8.37166661e-03 -7.87084524e-03  6.26173707e-03
  -1.73785566e-03 -1.36043630e-03  4.34151769e-04  6.69007985e-03
  -3.27393429e-03  2.70183554e-03 -1.39178974e-03 -1.03765695e-03
   2.58396066e-04  6.18680837e-03 -1.28009150e-03  6.87190117e-03
  -6.10491178e-04  6.35825474e-03  5.04661148e-03 -2.05334868e-03
   3.88237098e-03]
 [ 5.38048247e-02 -4.13862535e-02  1.14776285e-12 -2.03676623e-03
  -5.54075859e-04 -4.15887185e-03  3.90250837e-03 -3.12610048e-03
   8.68540160e-04  6.26648881e-04 -2.03108419e-04 -3.27393429e-03
   1.60430011e-03 -1.31812433e-03  6.79311093e-04  5.20571699e-04
  -1.29659616e-04 -3.00115742e-03  6.19429559e-04 -3.34390765e-03
   2.95298806e-04 -3.06926963e-03 -2.44722525e-03  1.02411700e-03
  -1.90340113e-03]
 [-4.37950189e-02  3.30486185e-02 -1.05430549e-12  2.28668317e-03
   3.71148969e-04  3.27224118e-03 -3.09193098e-03  2.41565405e-03
  -6.68616880e-04 -6.28030038e-04  1.93852796e-04  2.70183554e-03
  -1.31812433e-03  1.10293493e-03 -5.67154469e-04 -3.98069116e-04
   9.93361074e-05  2.54920714e-03 -5.30524459e-04  2.80760807e-03
  -2.48165576e-04  2.64733938e-03  2.08562022e-03 -8.01664299e-04
   1.55850749e-03]
 [ 2.25933786e-02 -1.70848345e-02  5.39013153e-13 -1.15042429e-03
  -1.95838069e-04 -1.69380622e-03  1.59943529e-03 -1.25310155e-03
   3.46986252e-04  3.17498505e-04 -9.84446357e-05 -1.39178974e-03
   6.79311093e-04 -5.67154469e-04  2.91734609e-04  2.06751294e-04
  -5.15755246e-05 -1.30926549e-03  2.72240160e-04 -1.44375621e-03
   1.27763777e-04 -1.35786049e-03 -1.07065489e-03  4.15045841e-04
  -8.03569573e-04]
 [ 1.82356966e-02 -1.55488760e-02  7.42529948e-14  1.22708484e-03
  -3.73208049e-04 -1.69021244e-03  1.55289294e-03 -1.36150836e-03
   3.83597997e-04 -2.11264783e-05 -1.13961345e-05 -1.03765695e-03
   5.20571699e-04 -3.98069116e-04  2.06751294e-04  2.49791020e-04
  -6.28511887e-05 -7.95715917e-04  1.55369951e-04 -9.38856577e-04
   6.65517427e-05 -7.36012828e-04 -6.51208718e-04  4.54258852e-04
  -6.18560682e-04]
 [-4.54196352e-03  3.88082698e-03 -1.64138880e-14 -3.23845264e-04
   9.38340871e-05  4.22666271e-04 -3.88565829e-04  3.40588822e-04
  -9.59670350e-05  5.52763632e-06  2.75014644e-06  2.58396066e-04
  -1.29659616e-04  9.93361074e-05 -5.15755246e-05 -6.28511887e-05
   1.58374344e-05  1.97669951e-04 -3.85752669e-05  2.33025292e-04
  -1.61069776e-05  1.82760365e-04  1.62152341e-04 -1.14314925e-04
   1.53838422e-04]
 [-9.86290376e-02  7.23165082e-02 -2.86522617e-12  7.92461542e-03
   5.76019613e-04  6.96392649e-03 -6.63779577e-03  5.01244058e-03
  -1.37939151e-03 -1.74716705e-03  5.18537350e-04  6.18680837e-03
  -3.00115742e-03  2.54920714e-03 -1.30926549e-03 -7.95715917e-04
   1.97669951e-04  6.05482572e-03 -1.27198098e-03  6.59759304e-03
  -6.08521502e-04  6.40388047e-03  4.94759280e-03 -1.65202710e-03
   3.54812385e-03]
 [ 2.02532477e-02 -1.46679654e-02  6.26732812e-13 -1.83745652e-03
  -9.57040382e-05 -1.39643270e-03  1.33691730e-03 -9.92483338e-04
   2.72343231e-04  3.89851023e-04 -1.14061653e-04 -1.28009150e-03
   6.19429559e-04 -5.30524459e-04  2.72240160e-04  1.55369951e-04
  -3.85752669e-05 -1.27198098e-03  2.68265455e-04 -1.37886424e-03
   1.28240817e-04 -1.35521273e-03 -1.04004473e-03  3.28008703e-04
  -7.31575125e-04]
 [-1.10615219e-01  8.22484797e-02 -2.96481592e-12  7.65998238e-03
   7.90733801e-04  8.02438572e-03 -7.60311833e-03  5.85825277e-03
  -1.61739038e-03 -1.74559544e-03  5.29665450e-04  6.87190117e-03
  -3.34390765e-03  2.80760807e-03 -1.44375621e-03 -9.38856577e-04
   2.33025292e-04  6.59759304e-03 -1.37886424e-03  7.24331210e-03
  -6.65372244e-04  6.90466595e-03  5.38112288e-03 -1.91490723e-03
   3.96174077e-03]
 [ 9.68618637e-03 -6.95062950e-03  3.33680400e-13 -1.13308312e-03
  -3.86532390e-05 -6.46938373e-04  6.15994420e-04 -4.60652217e-04
   1.26323229e-04  1.81636543e-04 -5.38030975e-05 -6.10491178e-04
   2.95298806e-04 -2.48165576e-04  1.27763777e-04  6.65517427e-05
  -1.61069776e-05 -6.08521502e-04  1.28240817e-04 -6.65372244e-04
   6.92363379e-05 -6.49351813e-04 -4.90932398e-04  1.40654490e-04
  -3.52833264e-04]
 [-9.98792859e-02  7.16129984e-02 -3.31372257e-12  1.00111195e-02
   3.75989328e-04  6.72533775e-03 -6.47700339e-03  4.73056533e-03
  -1.29436559e-03 -2.06750745e-03  5.97896970e-04  6.35825474e-03
  -3.06926963e-03  2.64733938e-03 -1.35786049e-03 -7.36012828e-04
   1.82760365e-04  6.40388047e-03 -1.35521273e-03  6.90466595e-03
  -6.49351813e-04  6.88790683e-03  5.24058304e-03 -1.57136785e-03
   3.62058155e-03]
 [-8.03395696e-02  5.88797553e-02 -2.32846459e-12  6.34056742e-03
   4.64063256e-04  5.67129940e-03 -5.41269604e-03  4.07561387e-03
  -1.12120135e-03 -1.44448686e-03  4.27209192e-04  5.04661148e-03
  -2.44722525e-03  2.08562022e-03 -1.07065489e-03 -6.51208718e-04
   1.62152341e-04  4.94759280e-03 -1.04004473e-03  5.38112288e-03
  -4.90932398e-04  5.24058304e-03  4.04964959e-03 -1.35488523e-03
   2.88893563e-03]
 [ 3.54725526e-02 -2.95507107e-02  2.60236976e-13  1.63799149e-03
  -6.41538202e-04 -3.16880339e-03  2.92368396e-03 -2.51339092e-03
   7.06163809e-04  7.05654449e-05 -4.93766021e-05 -2.05334868e-03
   1.02411700e-03 -8.01664299e-04  4.15045841e-04  4.54258852e-04
  -1.14314925e-04 -1.65202710e-03  3.28008703e-04 -1.91490723e-03
   1.40654490e-04 -1.57136785e-03 -1.35488523e-03  8.42424856e-04
  -1.21393463e-03]
 [-6.39176022e-02  4.92284580e-02 -1.35534385e-12  2.43382692e-03
   6.67250279e-04  4.95020088e-03 -4.63912470e-03  3.72784044e-03
  -1.03612467e-03 -7.23058133e-04  2.36296726e-04  3.88237098e-03
  -1.90340113e-03  1.55850749e-03 -8.03569573e-04 -6.18560682e-04
   1.53838422e-04  3.54812385e-03 -7.31575125e-04  3.96174077e-03
  -3.52833264e-04  3.62058155e-03  2.88893563e-03 -1.21393463e-03
   2.26108319e-03]] is apparently singular with l=[-7.82178997e-19  6.58074430e-19  2.34702216e-18  8.68476981e-18
  1.88512493e-16  1.98729404e-16  2.58500340e-16  5.82379437e-15
  1.27136119e-14  3.13209486e-14  6.56821760e-14  2.04385274e-13
  6.68201265e-13  9.70886038e-13  7.90409058e-12  5.70259583e-11
  7.70881554e-11  4.57153614e-09  9.96203908e-08  9.34955576e-07
  6.34858402e-06  1.91513858e-04  1.79947560e-03  7.21626841e-02
  2.98638578e+00] and v=[[ 0.00000000e+00  0.00000000e+00  0.00000000e+00  0.00000000e+00
   8.02648590e-03  0.00000000e+00  0.00000000e+00 -2.86657456e-02
  -2.23838723e-02 -7.56106817e-03  7.46296159e-04 -2.42956082e-02
  -3.09115358e-04 -2.14722494e-02  2.80568758e-02 -2.09126418e-02
   7.87137559e-02 -1.44239357e-01  2.35856585e-02 -1.06740815e-01
  -8.16300891e-02 -3.71068580e-01 -3.50868404e-01 -2.90769266e-01
   7.78021614e-01]
 [-1.23835470e-04 -6.21346035e-04  5.57533597e-04  1.45795998e-03
   5.01751170e-04 -7.42302180e-04 -6.69194287e-04  1.14647014e-02
  -8.30261320e-03 -1.87620980e-02 -1.62136087e-02  2.95206325e-03
   1.60943466e-02 -1.70866846e-02 -2.60309828e-02  3.84888380e-02
  -1.31716599e-02 -1.37467994e-01 -4.69055332e-02 -9.41831936e-02
   2.01600237e-02 -4.33641678e-01 -4.95364656e-01 -3.98714490e-01
  -6.11154218e-01]
 [ 9.51899978e-01 -2.04646467e-02  3.02263883e-01 -4.58175829e-02
   8.38807687e-04  1.71817782e-03 -1.10019121e-03  2.39122416e-04
   5.77201706e-06 -2.85265705e-05 -1.96732251e-05 -2.35379804e-06
   1.73086791e-06  4.24178170e-07 -1.76804609e-08  1.89060167e-08
   7.31878869e-08  9.49658943e-09  4.75039123e-10  4.37313412e-09
   2.08610790e-09  8.86659256e-10  1.69320208e-11 -1.42759256e-10
   1.39389811e-11]
 [ 7.03552121e-05  2.12072547e-03  9.55271389e-05  1.21150745e-03
  -3.23961247e-04  1.11454681e-04 -1.61367965e-03  7.16892646e-03
   8.02321199e-03  3.19873303e-03  1.88724659e-02 -2.27299840e-02
   1.02911934e-02  3.13096714e-03  3.63660895e-02 -5.63681907e-02
  -4.64378837e-03 -7.80292381e-02  5.29151839e-02  1.97699773e-02
  -9.49905327e-02 -8.25663521e-02 -5.59348308e-01  8.10030386e-01
  -1.46883649e-02]
 [-5.74083569e-03 -1.04345526e-02  2.18762319e-02  3.15525815e-02
   6.28405123e-02 -5.75467834e-03 -4.06478163e-02 -6.12424501e-02
  -3.10710570e-01 -3.55303765e-01 -2.03392407e-01  2.29261994e-01
  -1.41916718e-01  1.05001133e-02  4.71797596e-01 -3.54549900e-01
  -2.82779292e-01  4.16924467e-01  1.61308173e-01 -4.43243275e-02
  -8.26835128e-02  1.94227616e-02 -9.63499459e-02 -7.33109101e-02
  -9.58182054e-03]
 [-1.52323045e-03 -1.42815504e-02  3.17578001e-03 -5.17228747e-03
   4.56871749e-03  5.60140992e-03  2.15336891e-02 -9.88506289e-02
   6.67234495e-04  1.88392983e-01 -7.35220253e-03 -1.50814563e-02
  -1.62828248e-01  3.25001331e-01  4.94134095e-01  2.29093773e-01
   8.71408568e-02 -4.59332173e-01  3.75093246e-01 -1.02748357e-01
  -2.38708054e-01  2.89798965e-01 -3.48091672e-02 -9.48337916e-02
  -6.24692758e-02]
 [-1.05336107e-03 -1.85587862e-02  2.94047639e-03  5.72814612e-03
   8.58400478e-03 -1.67821555e-02 -5.26515715e-03  4.17018536e-02
   8.37033369e-02  6.15424487e-02 -1.94192030e-01 -3.10758086e-02
  -1.31736233e-01  5.51872595e-02  4.36620216e-01  1.09983531e-01
   5.09277699e-02 -8.08488730e-02 -3.26118007e-01  1.20355511e-02
   7.72978504e-01 -4.68982483e-02 -2.63455981e-02  7.40011391e-02
   5.82565172e-02]
 [ 3.47257770e-02  1.61746129e-01 -1.14495207e-01 -1.07665295e-01
  -1.36310524e-01  1.23423222e-03 -2.64424682e-02  2.81768427e-02
   1.18955702e-01 -9.26968495e-02 -1.36127720e-01 -7.81344465e-02
  -2.21785330e-01 -1.18133801e-01  6.38712102e-02 -3.54465947e-01
   6.59936714e-01  1.76897555e-02 -5.08009602e-02  4.30621928e-01
  -1.03411931e-01  1.55313963e-01 -1.22399101e-01 -1.08087217e-01
  -4.77600710e-02]
 [ 1.30809808e-01  5.27169040e-01 -4.42197328e-01 -4.42717891e-01
  -4.45764518e-01 -6.10905590e-02 -1.20026583e-01 -3.17087180e-02
  -1.35840186e-01 -5.80716025e-02  6.68672032e-03 -5.16338955e-02
   1.37826551e-02  5.57901416e-02 -1.30160818e-03  1.15301532e-01
  -1.90316863e-01 -1.48290562e-02  9.64295612e-03 -1.07992314e-01
   3.49607618e-02 -4.85037477e-02  3.83745093e-02  3.22379692e-02
   1.33166133e-02]
 [-4.24627323e-02 -8.12926517e-02  1.01492372e-01 -1.79103499e-01
   2.83085918e-02 -1.50953327e-02  1.20348275e-02 -4.39542806e-01
  -2.88263215e-01  1.37509728e-01  8.35593441e-02 -3.02781769e-01
   1.27420201e-01 -2.32411853e-01 -1.40212035e-01  4.90415998e-02
   8.71144519e-02  1.92259360e-01  3.68675739e-01 -1.65570621e-02
   3.50270556e-01  2.93266728e-01 -2.49495504e-01 -1.00594006e-01
   6.92336267e-03]
 [-1.86834727e-01 -3.58431739e-01  4.57270305e-01 -7.14403785e-01
  -2.20443490e-01 -1.36746300e-01  3.59870280e-02  8.77253620e-02
   5.09387293e-02 -7.68700159e-02 -2.15265202e-02  5.48309396e-02
  -4.30965007e-02  3.93408011e-02  3.25229507e-02 -1.79617321e-02
  -1.45207272e-02 -4.28067805e-02 -8.13523776e-02  3.73195797e-03
  -8.12498147e-02 -6.96405791e-02  5.78571903e-02  2.50179532e-02
  -2.41496135e-03]
 [-2.28484977e-02  3.43142026e-02  8.84462022e-02  8.89412882e-02
  -2.82689471e-01  2.10315557e-01  2.03695061e-01 -3.79956230e-01
  -4.45800455e-02  2.88978075e-01  3.89658293e-01  9.28276943e-02
  -1.25715549e-01  5.68333673e-02  9.34986354e-02 -4.28198122e-01
   9.80786609e-02 -1.02085951e-03 -2.62109694e-01 -3.40149077e-01
  -1.89166213e-02 -8.09358367e-02  1.00545255e-01  4.76073261e-02
  -4.66784266e-02]
 [-6.58473409e-02 -5.06940677e-04  2.57070979e-01  3.23518438e-01
  -6.42735570e-01  3.53174901e-01  2.90885920e-01  1.38451306e-01
  -3.68724097e-03 -1.60775884e-01 -1.85610206e-01 -1.64112109e-01
  -3.31405706e-02 -8.70190996e-02 -1.66103652e-02  1.99938954e-01
  -1.01782916e-01  3.11302011e-02  1.38230474e-01  1.16972975e-01
   1.36591749e-02  2.00126592e-02 -3.94018982e-02 -1.82707197e-02
   2.29819870e-02]
 [-6.95979872e-03  1.11717241e-01  2.32141864e-02 -4.51863140e-02
   8.11963533e-02 -5.40257116e-02  2.63358143e-01  6.14734335e-01
  -3.36745397e-01  1.64161316e-01  8.36007943e-02  1.39056821e-04
  -3.31268810e-02 -1.26830970e-01 -6.52766622e-02 -3.42535604e-01
   5.24013089e-02 -2.21693899e-01  3.29842632e-01 -1.41566873e-01
   2.16750583e-01 -5.24304927e-02  1.02374304e-01  2.69277895e-02
  -1.85795139e-02]
 [-1.20460481e-02  3.18955100e-01  2.85465542e-02 -2.13158900e-01
   3.74294204e-01  8.66812657e-02  7.67647148e-01 -1.02275252e-01
   1.09387799e-01 -1.39496261e-01 -1.48584136e-02 -8.68217631e-02
  -5.43801793e-02  6.12946311e-02  1.95727897e-02  1.41047473e-01
  -5.20949930e-02  9.63787567e-02 -1.24026676e-01  4.58909024e-02
  -7.39286687e-02  2.97785289e-02 -4.72354610e-02 -1.32888670e-02
   9.59202229e-03]
 [-4.99460906e-02  1.61724155e-01  1.77642104e-01  6.48146695e-02
   5.06463895e-02 -2.92174782e-02 -1.37013623e-01 -1.08192594e-01
   1.36201594e-01 -5.66816924e-01  2.44872941e-01  1.69987839e-01
  -4.43860702e-01  9.51646462e-02 -2.99351623e-01  2.23103979e-02
   5.66398605e-02 -2.01410719e-01  1.76012472e-01 -1.91096355e-01
   2.42323373e-01  7.75069674e-02 -5.72225370e-03  2.69905215e-02
   8.09307186e-03]
 [-1.73579123e-01  6.36588757e-01  6.05636169e-01  1.04626738e-01
   5.80006891e-02 -1.89549436e-01 -2.47497185e-01 -8.41644977e-03
  -6.74137786e-03  1.99186945e-01 -7.59908731e-02 -1.51458928e-02
   1.54378446e-01  7.39239994e-03  7.25814065e-02 -4.34049741e-03
  -8.26856998e-03  4.72563819e-02 -4.90152812e-02  4.97204023e-02
  -5.98441447e-02 -2.31222184e-02  4.50115704e-03 -6.98343668e-03
  -2.01737769e-03]
 [-2.54562288e-03 -7.71944902e-02  2.11438316e-02  1.12632464e-01
   3.37673496e-02 -2.04752197e-01  2.51604101e-02 -1.99623565e-01
  -3.66517295e-01 -1.88045105e-01 -3.71075772e-01 -5.20367738e-01
  -4.17690119e-02  3.24235504e-01 -1.50176637e-01 -1.40917672e-01
   9.04795317e-02 -1.83453166e-01 -1.32368167e-01 -1.00562354e-01
  -7.25879463e-02 -1.91792970e-01  2.12055995e-01  1.08085723e-01
  -4.14211444e-02]
 [ 3.11226461e-02 -7.13132949e-02 -6.06375987e-02  2.34136902e-01
  -2.68620320e-01 -8.43094652e-01  3.06863557e-01 -6.59309900e-02
   1.09506688e-01  2.85305892e-03  9.46920681e-02  1.23258067e-01
   7.18378532e-03 -7.65828725e-02  3.24216887e-02  2.84468804e-02
  -1.77956098e-02  5.02424391e-02  2.81416197e-02  2.43618262e-02
   8.98760362e-03  4.72224422e-02 -5.24591309e-02 -2.59690222e-02
   8.46947296e-03]
 [ 4.75933203e-03  2.38613949e-02 -1.66347896e-02 -2.09063075e-02
   5.88917395e-02 -2.54723644e-02 -2.68066176e-02 -5.76577222e-02
   1.40755688e-01  6.75458147e-03 -3.38029016e-01 -4.93408316e-02
  -1.86921248e-01 -6.65933572e-01  9.99667636e-02  1.41788243e-01
   1.44631213e-01 -2.49151012e-02  6.86481623e-03 -5.12453105e-01
  -1.66233789e-01 -4.51624031e-02  1.40503001e-01  9.84172438e-02
  -4.66821912e-02]
 [-8.07835022e-03 -1.22789723e-02  2.93393928e-02  3.23669223e-02
   6.89562956e-02 -3.20206906e-02 -6.27509701e-02 -4.80431495e-02
  -3.40961288e-01 -6.62878021e-02  3.45933649e-01 -1.73243837e-01
  -2.66584427e-01 -4.28080120e-01  1.49812890e-01  8.73329090e-02
  -2.89678089e-01 -3.17564899e-01 -2.76017992e-01  3.91396263e-01
  -1.23012887e-01  1.54739279e-02  3.67920237e-02 -1.57181300e-02
   4.03735447e-03]
 [ 8.71288129e-04 -1.90785559e-03 -4.31716595e-03 -9.83585271e-03
   3.48783566e-02 -9.17609280e-03 -4.97691071e-03 -1.03583678e-01
  -1.92998173e-02  1.63784679e-01  1.57947853e-01 -1.35135759e-02
  -3.05925406e-01  4.40568472e-02  9.62812869e-02  2.44055847e-01
   1.72317825e-01  3.02119254e-01  3.72728497e-01  2.41787355e-01
   2.51576148e-02 -5.94547479e-01  2.75697937e-01  1.44615843e-01
  -4.16243332e-02]
 [ 1.62648938e-03  3.22262068e-02 -4.98819413e-03 -1.45116791e-02
  -4.79203052e-03  7.29864593e-02  9.33218872e-02 -3.09195937e-01
   2.43821083e-02 -2.81296386e-01 -4.72060610e-02  2.78977473e-01
   5.60994834e-01 -1.89130511e-01  1.38525620e-01 -1.16796558e-01
   8.87443329e-02 -3.85698261e-01  1.90174962e-01  1.84625678e-01
   1.06632704e-01 -2.14819118e-01  2.29870357e-01  8.70565617e-02
  -3.37352562e-02]
 [-6.66618741e-03 -1.79752819e-03  2.40839722e-02  1.95081614e-02
  -2.74007942e-02  2.69164687e-02  7.79453024e-02 -4.62898027e-02
  -5.66280491e-01  8.80542246e-02 -1.83682424e-01  5.71488810e-01
  -6.79673304e-02  4.37110113e-02 -1.88750889e-01  3.43481116e-01
   2.93705448e-01 -2.40404338e-03 -2.07095734e-01  7.53433926e-03
  -3.17202920e-02  7.22445315e-02 -5.66520807e-02  3.87752244e-02
   1.56040186e-02]
 [-5.99926981e-03 -1.29363152e-02  2.44028120e-02  4.38240539e-02
  -7.52882948e-03 -1.63462243e-02 -4.76367492e-02  2.43037619e-01
  -1.65921773e-01 -3.56426487e-01  4.39865477e-01 -2.15474369e-01
   3.24999583e-01  2.70586896e-02  2.93847529e-01  2.49593493e-01
   3.97541108e-01  2.08883459e-01 -1.35139778e-01 -2.44257035e-01
  -7.04833190e-02  1.67281003e-02  9.78843362e-03  2.13121358e-02
  -2.73139031e-02]].```

sourestdeeds commented 3 years ago

I think i've solved this! One of the gaussian errors in my priors was too large.

I haven't been able to reproduce this error when the error is less than 5% of the value.

Might be worth adding in the error message to check the bounds on the users priors.

Thanks again!

sourestdeeds commented 3 years ago

Actually, it does seem to happen every now and again. Would it be something to do with the amount of walks and slices? Im using the defaults currently, ill try reducing those.

joshspeagle commented 3 years ago

Usually this problem occurs when the ellipsoid becomes sufficiently small (relative to the unit cube). Note that the eigenvalues l=[-7.82178997e-19 6.58074430e-19 2.34702216e-18 8.68476981e-18 1.88512493e-16 1.98729404e-16 2.58500340e-16 5.82379437e-15 1.27136119e-14 3.13209486e-14 6.56821760e-14 2.04385274e-13 6.68201265e-13 9.70886038e-13 7.90409058e-12 5.70259583e-11 7.70881554e-11 4.57153614e-09 9.96203908e-08 9.34955576e-07 6.34858402e-06 1.91513858e-04 1.79947560e-03 7.21626841e-02 2.98638578e+00] end up spanning ~19 orders of magnitude, which is probably the main culprit here. I keep trying to introduce ways to regularize the ellipsoid so this stops happening on the dev branch but it doesn't seem to quite work all the time. I'd see whether you might be able to either change the relative size of the prior (so the ellipsoid is less tiny) or reparameterize the problem (so the eigenvalues are a bit more similar in amplitude).

joshspeagle commented 3 years ago

A very late follow-up to this, but I believe the recent improvements to the stability and behaviour of the bounding distributions (#219 and others) should now resolve this and other similar issues, so I'm tentatively closing this.

joshspeagle / dynesty