Limit max and min eigenvalues during optimization

aseyboldt · Jun 7, 2022 · c6ad5c5 · c6ad5c5
1 parent 2a8ca6b
commit c6ad5c5
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/covadapt/spd_manifold.py b/covadapt/spd_manifold.py
@@ -422,7 +422,8 @@ def cost(*args):
         else:
             loss = 2 * loss_x
 
-        return loss + reg_diag + reg_vals + reg_vecs
+        loss = loss + reg_diag + reg_vals + reg_vecs
+        return torch.where(((log_vals < -30) | (log_vals > 30)).any(), np.inf, loss)
 
     return pymanopt.Problem(manifold, cost)