Test failing when building KDE with kombine (sometimes)

[duncanmmacleod]

Some of the time one of the unit tests fails, related to constructing a KDE with kombine:

$ python setup.py test
...
test/test_results.py::test_construct_kde[True] FAILED                                      [ 77%]
...

The test function is:

gwin/test/test_results.py

Lines 95 to 110 in 0d50dca

	@pytest.mark.parametrize('kombine', [
	None, # test ImportError
	False,
	pytest.param(True, marks=skip_no_kombine),
	])
	def test_construct_kde(kombine):
	samples = numpy.random.rand(5, 5)
	if kombine is None:
	with mock.patch.dict('sys.modules', {'kombine': None}):
	with pytest.raises(ImportError):
	scatter_histograms.construct_kde(samples, use_kombine=True)
	return
	kde = scatter_histograms.construct_kde(samples, use_kombine=kombine)
	assert isinstance(kde, kde_types)

The target code (being tested) is:

gwin/gwin/results/scatter_histograms.py

Lines 146 to 159 in 0d50dca

	def construct_kde(samples_array, use_kombine=False):
	"""Constructs a KDE from the given samples.
	"""
	if use_kombine:
	try:
	import kombine
	except ImportError:
	raise ImportError("kombine is not installed.")
	# construct the kde
	if use_kombine:
	kde = kombine.clustered_kde.KDE(samples_array)
	else:
	kde = scipy.stats.gaussian_kde(samples_array.T)
	return kde

explicitly with use_kombine=True. The pytest output for that failure is as follows:

____________________________________ test_construct_kde[True] ____________________________________

kombine = True

    @pytest.mark.parametrize('kombine', [
        None,  # test ImportError
        False,
        pytest.param(True, marks=skip_no_kombine),
    ])
    def test_construct_kde(kombine):
        samples = numpy.random.rand(5, 5)

        if kombine is None:
            with mock.patch.dict('sys.modules', {'kombine': None}):
                with pytest.raises(ImportError):
                    scatter_histograms.construct_kde(samples, use_kombine=True)
            return

>       kde = scatter_histograms.construct_kde(samples, use_kombine=kombine)

test/test_results.py:109:
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
gwin/results/scatter_histograms.py:156: in construct_kde
    kde = kombine.clustered_kde.KDE(samples_array)
../../opt/gwin-2.7/lib/python2.7/site-packages/kombine/clustered_kde.py:245: in __init__
    self._set_bandwidth()
../../opt/gwin-2.7/lib/python2.7/site-packages/kombine/clustered_kde.py:272: in _set_bandwidth
    self._cho_factor = la.cho_factor(self._kernel_cov)
../../opt/gwin-2.7/lib/python2.7/site-packages/scipy/linalg/decomp_cholesky.py:142: in cho_factor
    check_finite=check_finite)
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

a = array([[ 0.06329217, -0.00541257,  0.02746434, -0.0176992 , -0.00789024],
    ...47],
       [-0.00789024, -0.05523657, -0.02178179,  0.00170347,  0.11439074]])
lower = False, overwrite_a = False, clean = False, check_finite = True

    def _cholesky(a, lower=False, overwrite_a=False, clean=True,
                  check_finite=True):
        """Common code for cholesky() and cho_factor()."""

        a1 = asarray_chkfinite(a) if check_finite else asarray(a)
        a1 = atleast_2d(a1)

        # Dimension check
        if a1.ndim != 2:
            raise ValueError('Input array needs to be 2 dimensional but received '
                             'a {}d-array.'.format(a1.ndim))
        # Squareness check
        if a1.shape[0] != a1.shape[1]:
            raise ValueError('Input array is expected to be square but has '
                             'the shape: {}.'.format(a1.shape))

        # Quick return for square empty array
        if a1.size == 0:
            return a1.copy(), lower

        overwrite_a = overwrite_a or _datacopied(a1, a)
        potrf, = get_lapack_funcs(('potrf',), (a1,))
        c, info = potrf(a1, lower=lower, overwrite_a=overwrite_a, clean=clean)
        if info > 0:
            raise LinAlgError("%d-th leading minor of the array is not positive "
>                             "definite" % info)
E           LinAlgError: 5-th leading minor of the array is not positive definite

../../opt/gwin-2.7/lib/python2.7/site-packages/scipy/linalg/decomp_cholesky.py:40: LinAlgError

This is not reproducable 100% of the time, which suggests some issue with random numbers, but it could also be that using a simple 5x5 array of samples created by numpy isn't good enough to actually perform this test.

This test was only designed to make sure that gwin.results.scatter_histogram.construct_kde is doing something sensible, and not to test kombine.clustered_kde.KDE, so as long as we can create a KDE, I'm happy.

All that said, I'm not sure the best way to fix the issue, but it probably requires some combination of @cdcapano and @bfarr working out what is a good enough array of samples to successfully construct a KDE in order to test this code properly.