sklearn的PLSRegression:"ValueError:数组不得包含infs或NaN". [英] sklearn's PLSRegression: "ValueError: array must not contain infs or NaNs"

问题描述

使用 sklearn.cross_decomposition.PLSRegression :

import numpy as np
import sklearn.cross_decomposition

pls2 = sklearn.cross_decomposition.PLSRegression()
xx = np.random.random((5,5))
yy = np.zeros((5,5) ) 

yy[0,:] = [0,1,0,0,0]
yy[1,:] = [0,0,0,1,0]
yy[2,:] = [0,0,0,0,1]
#yy[3,:] = [1,0,0,0,0] # Uncommenting this line solves the issue

pls2.fit(xx, yy)

我得到:

C:\Anaconda\lib\site-packages\sklearn\cross_decomposition\pls_.py:44: RuntimeWarning: invalid value encountered in divide
  x_weights = np.dot(X.T, y_score) / np.dot(y_score.T, y_score)
C:\Anaconda\lib\site-packages\sklearn\cross_decomposition\pls_.py:64: RuntimeWarning: invalid value encountered in less
  if np.dot(x_weights_diff.T, x_weights_diff) < tol or Y.shape[1] == 1:
C:\Anaconda\lib\site-packages\sklearn\cross_decomposition\pls_.py:67: UserWarning: Maximum number of iterations reached
  warnings.warn('Maximum number of iterations reached')
C:\Anaconda\lib\site-packages\sklearn\cross_decomposition\pls_.py:297: RuntimeWarning: invalid value encountered in less
  if np.dot(x_scores.T, x_scores) < np.finfo(np.double).eps:
C:\Anaconda\lib\site-packages\sklearn\cross_decomposition\pls_.py:275: RuntimeWarning: invalid value encountered in less
  if np.all(np.dot(Yk.T, Yk) < np.finfo(np.double).eps):
Traceback (most recent call last):
  File "C:\svn\hw4\code\test_plsr2.py", line 8, in <module>
    pls2.fit(xx, yy)
  File "C:\Anaconda\lib\site-packages\sklearn\cross_decomposition\pls_.py", line 335, in fit
    linalg.pinv(np.dot(self.x_loadings_.T, self.x_weights_)))
  File "C:\Anaconda\lib\site-packages\scipy\linalg\basic.py", line 889, in pinv
    a = _asarray_validated(a, check_finite=check_finite)
  File "C:\Anaconda\lib\site-packages\scipy\_lib\_util.py", line 135, in _asarray_validated
    a = np.asarray_chkfinite(a)
  File "C:\Anaconda\lib\site-packages\numpy\lib\function_base.py", line 613, in asarray_chkfinite
    "array must not contain infs or NaNs")
ValueError: array must not contain infs or NaNs

可能是什么问题?

我知道 scikit-learn GitHub第2089版，但是由于我使用scikit-learn 0.16.1(在Python 2.7.10 x64中)，因此应该解决此问题(在GitHub问题中提到的代码段可以正常工作).

I am aware of scikit-learn GitHub issue #2089, but since I use scikit-learn 0.16.1 (with Python 2.7.10 x64) this problem should be solved (the code snippets mentioned in the GitHub issue work fine).

推荐答案

问题是由scikit-learn中的错误引起的.我在GitHub上进行了报告: https://github.com/scikit -learn/scikit-learn/issues/2089#issuecomment-152753095

The issue is caused by a bug in scikit-learn. I reported it on GitHub: https://github.com/scikit-learn/scikit-learn/issues/2089#issuecomment-152753095

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