Police say Robert Dewey Hoskins left a state hospital where he had been committed last year.
Officers said that the 54-year-old is “highly psychotic” and can be extremely violent and should not be approached by members of the public.
Hoskins served a 10-year prison sentence for stalking and threatening Madonna, and court records show he was convicted of vandalism in July 2011. The singer testified against him during his 1996 trial.
Police say they have searched areas where Hoskins may try to go, including the city of Long Beach, which is south of Los Angeles.