Scipy's fmin sticks only on inf only sometimes

I'm using Scipy's fmin search to compute the log of the likelihood of a distribution's fit to some data. I'm using fmin to search开发者_如何学编程 for the parameters that maximize the log likelihood, like so:

j = fmin(lambda p:-sum(log(likelihood_calculator(data, p))), array([1.5]), full_output=True)

(likelihood_calculator takes data and a parameter and spits out an array of likelihood values for each data point.)

If we start that search with a parameter that yields a likelihood of 0, the loglikelihood is -inf, so the -sum is inf. fmin should run away from the initial parameter, but instead it sticks on that value for the maximum number of calls, then returns it:

In [268]: print j
(array([ 1.5]), inf, 67, 200, 1)

I thought this was perhaps a problem with fmin's handling of infs, but if we remove the likelihood calculator and just hand a 0 directly, we get better behavior:

In [269]: i = fmin(lambda p: -sum(log(p)), array([0]), full_output=1)
Warning: Maximum number of function evaluations has been exceeded.

In [270]: i
Out[270]: (array([  3.16912650e+26]), -61.020668415892501, 100, 200, 1)

This same correct behavior happens if we use an array of zeros, if those zeros are floats, or if we use fmin_bfgs. The same incorrect behavior with the function call continues if we use fmin_bfgs, but fmin works CORRECTLY if we start with a parameter that doesn't yield a 0 likelihood (and thus any infs).

Thoughts? Thanks!

Update:

If there's a broad area of parameters that result in zeros, we can push the parameter value up to the edge. If the parameter is near enough the edge, fmin will get out of zeroland and start searching. Ex. p<1 = Inf, then at p=.99 fmin will work, but not at p=.95

Maybe your update answers the question. Since fmin uses a downhill gradient algorithm, it searches in a neighborhood of the initial guess for the direction of steepest descent. If you are deep enough into a parameter-region where the function always returns inf then the algorithm can not see which direction to go.