problems of implementing the cost function with covariance diagonal matrix

[attitudechunfeng]

It's really an excellent work which helps me a lot. Recently, i'd like to implement a cost function with covariance diagonal matrix, which has been told not necessary in the original paper. However, i just want to try that. During the process, i've met a problem that the |∑| always leads to inf when the dimension of output features increase, which leads the model can't converge. Any ideas about that? @axelbrando