Overflow in GaussianProcess.Predict() when Using Large Dataset about ariadne HOT 3 OPEN

Actually, I think I might have found what I was looking for... Should have a patch to push sometime in the next day or two

from ariadne.

Update, this is in fact an issue with Math.Net.

Specifically, the constructor:

internal DenseColumnMajorMatrixStorage(int rows, int columns)
            : base(rows, columns)
        {
            Data = new T[rows*columns];
        }

in the DenseColumnMajorMatrixStorage.cs fails when multiplying rows*columns.

This cannot be worked around by compiling math.net and Ariadne as 64bit, as the C# int definition (even on 64 bit platforms) is specifically noted as being 32bits.

If the ints in math.net were 64bit and largeObjects were enabled (which LargeObjects is when forcing it to compile as 64bit) than this error would not exist. (Better yet, using BigInteger and Lists would ensure no size limits at all, without the 64bit requirement).

That said, I did write up a patch which swaps out the arrays for F# lists. (With the exception of the hyperparameter arrays.) I couldn't get the tests to run on my machine, but it seems to be running properly. Assuming Math.Net had BigIntegers and Lists over arrays, that patch might be useful. Regardless, if anyone would like me to post the patch, just let me know.

For now, I guess I will have to Guassian process a a set of Gaussian process outputs, or just lazily average them.

from ariadne.

Re-opened. No good reason to close just because this library isn't the root cause of the problem.

from ariadne.