Hi RR!



 RR_1:

RuntimeError: cholesky_cpu: U(135,135) is zero, singular U.



It looks like this is a know bug – see the following two github issues:

  
      github.com/cornellius-gp/gpytorch
  
  
    
  
	  
  

  
    
      [Bug] cholesky singular U 83
    

    
      
        opened 
        
          
        
        Nov 14, 2019
      
      

        
          closed 
        
          
        
        Nov 16, 2019
      
        

      
        
          
          jeffwillette
        
      
    
  



  🐛 Bug
To reproduce
I followed the directions here for a variational GP (https://gpytorch.readthedocs.io/en/latest/examples/05_Scalable_GP_Regression_Multidimensional/SVGP_Regression_CUDA.html#Overview) with the HEAD build of gpytorch and it trains...



    bug
    variational


  
  
    
    
  
  



  
      github.com/pytorch/botorch
  
  
    
  
	  
  

  
    
      Numerical issue with cholesky decomposition (even with normalization) 71
    

    
      
        opened 
        
          
        
        Jun 23, 2019
      
      

        
          closed 
        
          
        
        Jul 3, 2019
      
        

      
        
          
          youngapsmikes
        
      
    
  



  Issue description
I am consistently running into numerical issues when running fit_gpytorch_model(). I am normalizing the inputs and standardizing the outputs (as...





  
  
    
    
  
  


Even though these two issues are marked closed, it’s not clear to me
that the core issue has been addressed.
In any event, it appears that some upstream code is letting a singular
matrix escape to a Cholesky-decomposition routine that expects a
positive-definite matrix.


What can I do?


These two github issues (as well as others) discuss some possible
work-arounds.  You could read through the issue discussions and see
if any of the suggestions work for your use case.
If you’re not running the latest and greatest, you could try upgrading to
the up-to-date version of whatever package you are using and see if
the github issues were, in fact, legitimately closed.
Good luck.
K. Frank