sklearn error ValueError: Input contains NaN, infinity or a value too large for dtype('float64') | valueerror: input contains nan, infinity or a value too large for dtype('float64').
This might happen inside scikit, and it depends on what you're doing. I recommend reading the documentation for the functions you're using. You might be using one which depends e.g. on your matrix being positive definite and not fulfilling that criteria.
EDIT: How could I miss that:
np.isnan(mat.any()) #and gets False
np.isfinite(mat.all()) #and gets True
is obviously wrong. Right would be:
np.any(np.isnan(mat))
and
np.all(np.isfinite(mat))