Hi all, I am trying to configure PyMC3 Polynomial kernel with the following hyperpriors; with pm.Model() as self.model: l = pm.Gamma("l", alpha=2, beta=1) offset = pm.Gamma("offset", alpha=2, beta=1) nu = pm.HalfCauchy("nu", beta=1) d = pm.HalfNormal("d", sd=5) cov …

%-th leading minor of the array is not positive definite

jayani September 24, 2021, 1:36pm 6

Hi,
I am having the same issue in some cases. Is there a solution other than hardcoding the hyperparameters?

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