Comments (4)
I have the same problem when i set y as a constant array
from deep-symbolic-optimization.
I did a bid digging myself and it seems like the issue comes from train.py. Specifically, the code can pick nan value as a threshold for risk seeking policy gradient. It is on lines 365-370 (approx). If one replaces np.quantile() with np.nanquantile(), then the code runs just fine (See below)
else: # Empirical quantile
# IK added 02.03.2023 np.nanquantile
# quantile = np.quantile(r, 1 - epsilon, interpolation="higher")
quantile = np.nanquantile(r, 1 - epsilon, interpolation="higher")
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Oh, this seems to make the code run. but the R value is now nan.
from deep-symbolic-optimization.
Thanks @IgorK7! Yea, we have run into some issues with nan
. Good to know about np.nanquantile
, though it still seems like an issue to have a nan
reward. We have also found nan
reward values sneak in from time to time, which can cause weird behaviors, but we haven't yet been able to nail down why; and it's hard to reproduce as it depends on the dataset... Replacing nan
rewards with some bad negative reward might patch this, but still not a great fix...
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