Fix powell optimizer overflows and underflows#381
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Hyperparameters (alpha and beta) do not flow to very small values (close to 0) or to inf. This allows A (posterior precision matrix) to be inverted and the posterior distribution to be computed
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After discussion with @amarquand i am going to implement: In case of crashing I will give NaN to the powell optimizer to see if it can find a better hyp[0] that wont lead to overflows |
restart the optimizer or fall back to l-bfgs-b if necessary
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Tested it with Enric's data and it ran without errors