Commit dfa4497
Lower bound noise in SaasPyroModel (#1586)
Summary:
Pull Request resolved: #1586
X-link: facebook/Ax#1338
Inspecting some models where we get the Cholesky errors, I found that the noise is around 1e-14 - 1e-15, which is very small. Adding a lower bound to the noise seems to let the model fit without errors.
Reviewed By: dme65
Differential Revision: D42177954
fbshipit-source-id: 77c7280ad8f0619f40eacb33f62c5c9fe75a76a81 parent ab28cc4 commit dfa4497
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