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KDD-OpenSource / DeepADoTS

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

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LSTMED: numpy.linalg.linalg.LinAlgError: singular matrix

WGierke opened this issue · comments

commented 
  File "/repo/src/evaluation/evaluator.py", line 75, in evaluate
    score = det.predict(X_test)
  File "/repo/src/algorithms/lstm_enc_dec_axl.py", line 95, in predict
    score = -multivariate_normal.logpdf(error.view(1, -1).data.cpu().numpy(), mean=self.mean, cov=self.cov)
  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 159, in __init__
    raise np.linalg.LinAlgError('singular matrix')
numpy.linalg.linalg.LinAlgError: singular matrix