KDD-OpenSource / DeepADoTS

Repository of the paper "A Systematic Evaluation of Deep Anomaly Detection Methods for Time Series".

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LSTM-AD von Syn Extreme Outliers (mis=0.025)

WGierke opened this issue · comments

2018-06-28 11:03:43 [ERROR] src.evaluation.evaluator: Traceback (most recent call last):
  File "/repo/src/evaluation/evaluator.py", line 72, in evaluate
    score = det.predict(X_test)
  File "/repo/src/algorithms/lstm_ad.py", line 99, in predict
    scores = -multivariate_normal.logpdf(norm, mean=self.mean, cov=self.cov, allow_singular=True)
  File "/usr/local/lib/python3.6/dist-packages/scipy/stats/_multivariate.py", line 487, in logpdf
    psd = _PSD(cov, allow_singular=allow_singular)
  File "/usr/local/lib/python3.6/dist-packages/scipy/stats/_multivariate.py", line 152, in __init__
    s, u = scipy.linalg.eigh(M, lower=lower, check_finite=check_finite)
  File "/usr/local/lib/python3.6/dist-packages/scipy/linalg/decomp.py", line 374, in eigh
    a1 = _asarray_validated(a, check_finite=check_finite)
  File "/usr/local/lib/python3.6/dist-packages/scipy/_lib/_util.py", line 238, in _asarray_validated
    a = toarray(a)
  File "/usr/local/lib/python3.6/dist-packages/numpy/lib/function_base.py", line 1233, in asarray_chkfinite
    "array must not contain infs or NaNs")
ValueError: array must not contain infs or NaNs