GaussianProcessClassifier errors with "N-th leading minor is not positive definite"

[bcyphers]

Appears to only happen when kernel == 'exp_sine_squared'. Does not happen every time. More investigation needed.

Error testing classifier: datarun=<ID = 24, dataset ID = 10, strategy = gp__bestk, budget = classifier (100), status: running>
Traceback (most recent call last):
  File "/home/bcyphers/work/fl/atm/atm/worker.py", line 401, in run_classifier
    model, performance = self.test_classifier(hyperpartition.method, params)
  File "/home/bcyphers/work/fl/atm/atm/worker.py", line 339, in test_classifier
    test_path=test_path)
  File "/home/bcyphers/work/fl/atm/atm/model.py", line 195, in train_test
    cv_scores = self.cross_validate(X_train, y_train)
  File "/home/bcyphers/work/fl/atm/atm/model.py", line 132, in cross_validate
    n_folds=self.N_FOLDS)
  File "/home/bcyphers/work/fl/atm/atm/metrics.py", line 194, in cross_validate_pipeline
    pipeline.fit(X[train_index], y[train_index])
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/pipeline.py", line 270, in fit
    self._final_estimator.fit(Xt, y, **fit_params)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/gaussian_process/gpc.py", line 610, in fit
    self.base_estimator_.fit(X, y)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/multiclass.py", line 216, in fit
    for i, column in enumerate(columns))
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 758, in __call__
    while self.dispatch_one_batch(iterator):
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 608, in dispatch_one_batch
    self._dispatch(tasks)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 571, in _dispatch
    job = self._backend.apply_async(batch, callback=cb)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/externals/joblib/_parallel_backends.py", line 109, in apply_async
    result = ImmediateResult(func)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/externals/joblib/_parallel_backends.py", line 326, in __init__
    self.results = batch()
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 131, in __call__
    return [func(*args, **kwargs) for func, args, kwargs in self.items]
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/multiclass.py", line 80, in _fit_binary
    estimator.fit(X, y)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/gaussian_process/gpc.py", line 208, in fit
    self.kernel_.bounds)]
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/gaussian_process/gpc.py", line 426, in _constrained_optimization
    fmin_l_bfgs_b(obj_func, initial_theta, bounds=bounds)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/scipy/optimize/lbfgsb.py", line 193, in fmin_l_bfgs_b
    **opts)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/scipy/optimize/lbfgsb.py", line 328, in _minimize_lbfgsb
    f, g = func_and_grad(x)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/scipy/optimize/lbfgsb.py", line 278, in func_and_grad
    f = fun(x, *args)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/scipy/optimize/optimize.py", line 292, in function_wrapper
    return function(*(wrapper_args + args))
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/scipy/optimize/optimize.py", line 63, in __call__
    fg = self.fun(x, *args)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/gaussian_process/gpc.py", line 200, in obj_func
    theta, eval_gradient=True)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/gaussian_process/gpc.py", line 344, in log_marginal_likelihood
    self._posterior_mode(K, return_temporaries=True)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/sklearn/gaussian_process/gpc.py", line 397, in _posterior_mode
    L = cholesky(B, lower=True)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/scipy/linalg/decomp_cholesky.py", line 81, in cholesky
    check_finite=check_finite)
  File "/home/bcyphers/work/fl/atm/venv/lib/python2.7/site-packages/scipy/linalg/decomp_cholesky.py", line 30, in _cholesky
    raise LinAlgError("%d-th leading minor not positive definite" % info)
LinAlgError: 31-th leading minor not positive definite

[micahjsmith]

Can anyone reproduce this and provide a minimal working example?