[Developers] your post about admb convergence
Ian Taylor
ian.taylor at noaa.gov
Mon Oct 22 13:07:55 PDT 2012
I added the idea of a text output of gradients as Issue
#109<http://www.admb-project.org/redmine/issues/109>,
but don't have time or skill to figure out how to do this myself.
On Sun, Oct 21, 2012 at 9:40 PM, Mark Maunder <mmaunder at iattc.org> wrote:
> See below****
>
> ** **
>
> *From:* Liz Brooks [mailto:liz.brooks at noaa.gov]
> *Sent:* Thursday, October 11, 2012 11:19 AM
> *To:* Mark Maunder
> *Subject:* Re: your post about admb convergence****
>
> ** **
>
> hi mark,
>
> thanks for the reply to my question. it was motivated by a more generic
> question about whether one can simply look at the gradient and assert that
> a model has or hasn't converged. even if the magnitude is not 1e+18 (as in
> the example online), but say rather that 98% of the parameters have a final
> gradient between 0.1 and 10, i would argue that one can conclude the model
> has not converged, particularly when the additional screen info indicates
> the model cannot improve and is exceeding the number of iterations, and the
> user-defined convergence criteria is 1e-5. you may or may not want to
> weigh in on this more general question, but feel free to.
>
> related to this point, i have a pretty brute force way of saving the final
> matrix of gradients by saving a screen dump in R and then parsing all of
> that saved text into a matrix. who would i have to make a request to at
> 'ADMB Headquarters' to have the final gradient information printed to a
> text file?
>
> cheers, and thanks again,
> liz
>
> ****
>
> On Thu, Oct 11, 2012 at 1:35 PM, Mark Maunder <mmaunder at iattc.org> wrote:*
> ***
>
> Liz,****
>
> ****
>
> That model has definitely not converged due to the high gradient. This
> type of very high gradient is usually caused by using the += sign to
> assign something to the objective function without setting the objective
> function (or some other parameter, i.e. something used in the posfun
> function) to zero at the start of the procedure section.****
>
> ****
>
> Regards,****
>
> ****
>
> Mark****
>
> ****
>
> *From:* Liz Brooks [mailto:liz.brooks at noaa.gov]
> *Sent:* Thursday, October 11, 2012 6:58 AM
> *To:* Mark Maunder
> *Subject:* your post about admb convergence****
>
> ****
>
> hi mark,
>
> i was reading through some of the replies to questions on the ADMB website
> pages, and saw this one that both you and dave had replied to. not sure if
> you remember it. i noticed that the convergence criterion specified was 1
> e-12, yet all of the gradients are enormous (5.7e+18 is the largest, 1e+6
> is the smallest). the minimization obviously stopped because it exceeded
> the number of function evaluations and wasn't making progress:
> ic > imax in fminim is answer attained ?
>
> however, if one notes the magnitudes of the gradients, wouldn't you
> conclude that the model had not attained a minimum? i've pasted the screed
> dump from the original question below (and the weblink). i'm curious how
> the gradients can be so large yet, as i understand the thread, the
> parameter estimates were at the "true" solution values. seems
> paradoxical. do you have any insights?
>
> thanks
> liz
>
>
> https://groups.google.com/forum/?fromgroups=#!topic/admb-users/74AA16IWQNk
> Sylvain Bonhommeau
>
> 25 variables; iteration 740; function evaluation 907
> Function value -2.7878808e+05; maximum gradient component mag 5.7352e+18
> Var Value Gradient |Var Value Gradient |Var Value
> Gradient
> 1-36.23879 4.58537e+02 | 2 0.00190 -3.50573e+18 | 3 1.30460
> 2.70468e+16
> 4 1.37629 7.65838e+15 | 5 0.01472 5.73518e+18 | 6 0.00288
> 1.15859e+18
> 7 -0.03205 1.47477e+17 | 8 -0.52865 -4.26941e+14 | 9 -0.52865
> 1.04332e+15
> 10 -1.47135 -6.57274e+14 | 11 0.12112 -1.61428e+16 | 12 0.16213
> -2.80633e+16
> 13 0.08573 -1.75030e+16 | 14 -0.00369 -1.96681e+16 | 15 -0.21428
> 7.12243e+15
> 16-11.81483 1.82708e+14 | 17 4.18517 2.72772e+14 | 18 1.81483
> 3.84233e+13
> 19 0.21166 3.25505e+13 | 20 0.09244 1.03861e+16 | 21 0.05250
> 1.08502e+15
> 22 0.26054 2.77481e+15 | 23 0.78956 -9.50897e+13 | 24 210.1177
> 2.82176e+09
> 25 227.8695 -9.76063e+06 |
> ic > imax in fminim is answer attained ?
> Var Value Gradient |Var Value Gradient |Var Value
> Gradient
> 1-36.23882 4.58537e+02 | 2 0.00190 -3.50573e+18 | 3 1.30460
> 2.70468e+16
> 4 1.37629 7.65838e+15 | 5 0.01472 5.73518e+18 | 6 0.00288
> 1.15859e+18
> 7 -0.03205 1.47477e+17 | 8 -0.52865 -4.26941e+14 | 9 -0.52865
> 1.04332e+15
> 10 -1.47135 -6.57274e+14 | 11 0.12112 -1.61428e+16 | 12 0.16213
> -2.80633e+16
> 13 0.08573 -1.75030e+16 | 14 -0.00369 -1.96681e+16 | 15 -0.21428
> 7.12243e+15
> 16-11.81483 1.82708e+14 | 17 4.18517 2.72772e+14 | 18 1.81483
> 3.84233e+13
> 19 0.21166 3.25505e+13 | 20 0.09244 1.03861e+16 | 21 0.05250
> 1.08502e+15
> 22 0.26054 2.77481e+15 | 23 0.78956 -9.50897e+13 | 24 210.1177
> 2.82176e+09
> 25 227.8695 -9.76063e+06 |
> Function minimizer not making progress ... is minimum attained?
> Minimprove criterion = 0.0000e+00
>
> - final statistics:
> 25 variables; iteration 741; function evaluation 937
> Function value -2.7879e+05; maximum gradient component mag 5.7352e+18
> Exit code = 1; converg criter 1.0000e-12
> Var Value Gradient |Var Value Gradient |Var Value
> Gradient
> 1-36.23882 4.58537e+02 | 2 0.00190 -3.50573e+18 | 3 1.30460
> 2.70468e+16
> 4 1.37629 7.65838e+15 | 5 0.01472 5.73518e+18 | 6 0.00288
> 1.15859e+18
> 7 -0.03205 1.47477e+17 | 8 -0.52865 -4.26941e+14 | 9 -0.52865
> 1.04332e+15
> 10 -1.47135 -6.57274e+14 | 11 0.12112 -1.61428e+16 | 12 0.16213
> -2.80633e+16
> 13 0.08573 -1.75030e+16 | 14 -0.00369 -1.96681e+16 | 15 -0.21428
> 7.12243e+15
> 16-11.81483 1.82708e+14 | 17 4.18517 2.72772e+14 | 18 1.81483
> 3.84233e+13
> 19 0.21166 3.25505e+13 | 20 0.09244 1.03861e+16 | 21 0.05250
> 1.08502e+15
> 22 0.26054 2.77481e+15 | 23 0.78956 -9.50897e+13 | 24 210.1177
> 2.82176e+09
> 25 227.8695 -9.76063e+06 |
>
> --
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>
> Liz Brooks, PhD
> Operations Research Analyst
> NOAA/NMFS
> Northeast Fisheries Science Center
> 166 Water Street phone: 508.495.2238
> Woods Hole, MA 02543 fax: 508.495.2393
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~****
>
>
>
>
> --
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>
> Liz Brooks, PhD
> Operations Research Analyst
> NOAA/NMFS
> Northeast Fisheries Science Center
> 166 Water Street phone: 508.495.2238
> Woods Hole, MA 02543 fax: 508.495.2393
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~****
>
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