diff --git a/lightautoml/addons/hypex/algorithms/faiss_matcher.py b/lightautoml/addons/hypex/algorithms/faiss_matcher.py index 95937e23..f6320307 100644 --- 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)