Hi,
When using BFGS from Optim.jl I occasionally get the following error message:
ERROR: LoadError: MethodError: no method matching _init_identity_matrix(::ComponentVector{Float32, Vector{Float32}, Tuple{Axis{…}}}, ::Float64)
What I don’t understand is why I am getting this error message when running BFGS when the function, _init_identity_matrix(...) exists in Optim.jl and why am I only sometimes getting this error message and not all the time.
Do you have a reproducible example?
It looks like it might be related to mixing Float32 and Float64 number types.
I don’t really have a reproducible example to share since the error only occurs occasionally, I get the error maybe 1 in 200 simulations.
It’s strange that it would have to do with the floating point format since I don’t change the floating point formats. Why do you think it has to do with that?
Do you have the full error message and stack trace?
I’m guessing this is a bug in Optim, and that it points to:
It probably needs to be _init_identity_matrix(state.x, T(initial_scale)), but your error message will confirm it.
It make sense why it only occasionally happens: because this code is run only when the search direction fails for some reason.
Is there a way to fix this bug?
A fix will require a PR and a new release.
In the mean time, to work around the issue, use Float64 as your data type. It looks like your x is a ComponentVector with Float32 elements?
A fix will require a PR and a new release.
See Fix _init_identity_matrix in bfgs.jl by odow · Pull Request #1089 · JuliaNLSolvers/Optim.jl · GitHub
I have the latest updates of all my packages that I am using and I’m still getting the same error. Did you say that the bug was fixed?
Did you say that the bug was fixed?
Nope: Fix _init_identity_matrix in bfgs.jl by odow · Pull Request #1089 · JuliaNLSolvers/Optim.jl · GitHub
