From f7becb0942cd0a005d72ae307aefee431fa962d7 Mon Sep 17 00:00:00 2001 From: bl Date: Tue, 4 Jul 2017 00:06:53 -0700 Subject: [PATCH] Fall back to Newton optimizer if LBFGS fails --- python/fbprophet/forecaster.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/python/fbprophet/forecaster.py b/python/fbprophet/forecaster.py index a928bd1..c4fa17e 100644 --- a/python/fbprophet/forecaster.py +++ b/python/fbprophet/forecaster.py @@ -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))