Python statsmodel.api fit()引发溢出错误
我使用Logistic回归进行Mnist数字分类,并使用statsmodel.api库拟合参数,但Logit.fit()仍会抛出溢出警告。下面是我在Windows10、python 2.7上使用从下载的库时遇到的错误Python statsmodel.api fit()引发溢出错误,python,logistic-regression,statsmodels,mnist,hessian-matrix,Python,Logistic Regression,Statsmodels,Mnist,Hessian Matrix,我使用Logistic回归进行Mnist数字分类,并使用statsmodel.api库拟合参数,但Logit.fit()仍会抛出溢出警告。下面是我在Windows10、python 2.7上使用从下载的库时遇到的错误 C:\Python27\lib\site packages\statsmodels\discrete\discrete_model.py:1213:RuntimeWarning:exp-return 1/(1+np.exp(-X))中遇到溢出C:\Python27\lib\site
C:\Python27\lib\site packages\statsmodels\discrete\discrete_model.py:1213:RuntimeWarning:exp-return 1/(1+np.exp(-X))中遇到溢出C:\Python27\lib\site packages\statsmodels\discrete\discrete_model.py:1263:RuntimeWarning:在日志返回np.sum(np.log(self.cdf(q*np.dot(X,params))中遇到零)警告:已超过最大迭代次数。
当前函数值:inf
迭代次数:35次回溯(最后一次调用):文件“code.py”,第44行,在
result1=logit1.fit()文件“C:\Python27\lib\site packages\statsmodels\discrete\discrete\u model.py”,第1376行,在fit中
disp=disp,callback=callback,**kwargs)文件“C:\Python27\lib\site packages\statsmodels\discrete\discrete_model.py”,第203行
disp=disp,callback=callback,**kwargs)文件“C:\Python27\lib\site packages\statsmodels\base\model.py”,第434行,在fit中
Hinv=np.linalg.inv(-retvals['Hessian'])/nobs文件“C:\Python27\lib\site packages\numpy\linalg\linalg.py”,第526行,inv
ainv=\u umath\u linalg.inv(a,signature=signature,extrobj=extrobj)文件“C:\Python27\lib\site packages\numpy\linalg\linalg.py”,第90行,单数
raise LinAlgError(“奇异矩阵”)numpy.linalg.linalg.linalgeror:奇异矩阵
请提供您的代码和数据。(请参阅)问题不是溢出,而是“奇异矩阵”,请参阅此答案,请提供您的代码和数据。(参见)问题不是溢出,而是“奇异矩阵”,请参见此答案
C:\Python27\lib\site-packages\statsmodels\discrete\discrete_model.py:1213: RuntimeWarning: overflow encountered in exp return 1/(1+np.exp(-X)) C:\Python27\lib\site-packages\statsmodels\discrete\discrete_model.py:1263: RuntimeWarning: divide by zero encountered in log return np.sum(np.log(self.cdf(q*np.dot(X,params)))) Warning: Maximum number of iterations has been exceeded.
Current function value: inf
Iterations: 35 Traceback (most recent call last): File "code.py", line 44, in <module>
result1 = logit1.fit() File "C:\Python27\lib\site-packages\statsmodels\discrete\discrete_model.py", line 1376, in fit
disp=disp, callback=callback, **kwargs) File "C:\Python27\lib\site-packages\statsmodels\discrete\discrete_model.py", line 203, in fit
disp=disp, callback=callback, **kwargs) File "C:\Python27\lib\site-packages\statsmodels\base\model.py", line 434, in fit
Hinv = np.linalg.inv(-retvals['Hessian']) / nobs File "C:\Python27\lib\site-packages\numpy\linalg\linalg.py", line 526, in inv
ainv = _umath_linalg.inv(a, signature=signature, extobj=extobj) File "C:\Python27\lib\site-packages\numpy\linalg\linalg.py", line 90, in _raise_linalgerror_singular
raise LinAlgError("Singular matrix") numpy.linalg.linalg.LinAlgError: Singular matrix