Fixed linalg error

sb-ai-lab · Oct 9, 2023 · 43b1733 · 43b1733
1 parent 7b8e49e
commit 43b1733
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/lightautoml/addons/hypex/algorithms/faiss_matcher.py b/lightautoml/addons/hypex/algorithms/faiss_matcher.py
@@ -719,8 +719,8 @@ def _transform_to_np(treated: pd.DataFrame, untreated: pd.DataFrame, weights: di
 
     cov = conditional_covariance(xc, xt)
 
-    epsilon = 1e-5
-    cov[cov <= epsilon] = epsilon
+    epsilon = 1e-3
+    cov = cov + np.eye(cov.shape[0]) * epsilon
 
     L = np.linalg.cholesky(cov)
     mahalanobis_transform = np.linalg.inv(L)