Ginger Holt

09/29/2022, 5:17 PM
I am running: Y_hat_df = Y_hat_df.reset_index().set_index('unique_id') Y_fitted_merged_df = Y_fitted_merged_df.reset_index().set_index('unique_id') reconcilers = [ BottomUp(), MinTrace(method='mint_shrink'), MinTrace(method='ols') ] hrec = HierarchicalReconciliation(reconcilers=reconcilers) Y_rec_df = hrec.reconcile(Y_hat_df, Y_fitted_merged_df, S, tags) and getting this error: LinAlgError: Array must not contain infs or NaNs There are no infs or NaNs in the data. I am getting "False" for all of these checks: np.isinf(Y_fitted_merged_df).any() np.isinf(Y_hat_df).any() np.isnan(Y_fitted_merged_df).any() np.isnan(Y_hat_df).any() Data size is ~40K rows. So it may be a matrix computation issue at that scale. Have others gotten this working at the same scale?