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Fall back to Newton optimizer if LBFGS fails

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bl 2017-07-04 00:06:53 -07:00
parent 3ebedb1110
commit f7becb0942
1 changed files with 8 additions and 1 deletions
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9
python/fbprophet/forecaster.py
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@ -539,7 +539,14 @@ class Prophet(object):
self.params[par] = stan_fit[par]
else:
params = model.optimizing(dat, init=stan_init, iter=1e4, **kwargs)
try:
params = model.optimizing(
dat, init=stan_init, iter=1e4, **kwargs)
except RuntimeError:
params = model.optimizing(
dat, init=stan_init, iter=1e4, algorithm='Newton',
**kwargs
)
for par in params:
self.params[par] = params[par].reshape((1, -1))