[ADMB Users] Problem with negative log likelihoods?

Steve Martell SteveM at iphc.int
Thu Oct 2 11:06:05 PDT 2014

All the functions in statsLib return the negative log likelihood. ADMB minimizes the negative loglikelihoods.  It does not maximize a function. So for me it seemed obvious that the functions should return the negative loglikelihood.  But that was a choice I made.  If someone wants to change it, the open source platform allows you to do just that.  But if you do change it, please warn all others who use these functions to reverse the sign in their objective functions.

There was a bug in the vectorized version of dpois, so I fixed it.  I very much appreciate Carlos pointing the bug out. I guess this is how open source software is supposed to work.

Grumpy Steve

On Oct 2, 2014, at 10:56 AM, bigA <jaguar.smart at gmail.com<mailto:jaguar.smart at gmail.com>> wrote:

If I am not mistaken, in Iceland, there was substantial discussion amongst  developers about what functions returned log-likelihood and which functions returned negative log-likelihood.
If I am not mistaken this hasn't been standardized; it is often different from R.

The difference between the two versions of 00075 appears to simply be a negative sign?
Is this a documentation failure or a bug?

nll -= -k(i)*log<http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341>(lambda(i))+lambda(i)+gammln<http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995>(k(i)+1.);

 nll -= k(i)*log<http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341>(lambda(i))+lambda(i)+gammln<http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995>(k(i)+1.);

On Tue, Sep 30, 2014 at 6:57 PM, Carlos Martorell <martorell at ciencias.unam.mx<mailto:martorell at ciencias.unam.mx>> wrote:
After checking the output of an ADMB run I believe that I have found a problem in (at least) a couple of the functions used to calculate the negative log-likelihoods in dpois and dnbinom functions in the statsLib.h library. When a vector of parameters (lambdas in the Poisson case) is provided, the code for the log-likelihood is

00067 dvariable<http://admb-project.org/documentation/api/classdvariable.html> dpois<http://admb-project.org/documentation/api/dpois_8cpp.html#a64d2001c40c90f8295bd86ea88ff6979>(const dvector<http://admb-project.org/documentation/api/classdvector.html>& k, const dvar_vector<http://admb-project.org/documentation/api/classdvar__vector.html>& lambda)
00068 {
00069   RETURN_ARRAYS_INCREMENT<http://admb-project.org/documentation/api/group__RA.html#ga9616d0c80845da3942a30acbb1dbbfa9>();
00070   int i;
00071   int n = size_count<http://admb-project.org/documentation/api/dsize_8cpp.html#aa42ba747b253f027435b478a7d747f52>(k);
00072   dvariable<http://admb-project.org/documentation/api/classdvariable.html> nll=0;
00073   for(i = 1; i <= n; i++)
00074   {
00075     nll -= k(i)*log<http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341>(lambda(i))+lambda(i)+gammln<http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995>(k(i)+1.);
00076   }
00077   RETURN_ARRAYS_DECREMENT<http://admb-project.org/documentation/api/group__RA.html#ga780ea9f1c9038a5116c28140166d6e7e>();
00078   return nll;
00079 }

I believe that the correct code for line 00075 should be

nll -= -k(i)*log<http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341>(lambda(i))+lambda(i)+gammln<http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995>(k(i)+1.);

This is evident in the same function when lambda is constant, e.g.,

00035<http://admb-project.org/documentation/api/statsLib_8h.html#a64d2001c40c90f8295bd86ea88ff6979> dvariable<http://admb-project.org/documentation/api/classdvariable.html> dpois<http://admb-project.org/documentation/api/dpois_8cpp.html#a64d2001c40c90f8295bd86ea88ff6979>(const double& k, const prevariable<http://admb-project.org/documentation/api/classprevariable.html>& lambda)
00036 {
00037   RETURN_ARRAYS_INCREMENT<http://admb-project.org/documentation/api/group__RA.html#ga9616d0c80845da3942a30acbb1dbbfa9>();
00038   dvariable<http://admb-project.org/documentation/api/classdvariable.html> tmp = -k*log<http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341>(lambda)+lambda + gammln<http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995>(k+1.);
00039   RETURN_ARRAYS_DECREMENT<http://admb-project.org/documentation/api/group__RA.html#ga780ea9f1c9038a5116c28140166d6e7e>();
00040   return tmp;
00041 }

I found these codes both in the ADMB version that I downloaded and in the package documentation (http://admb-project.org/documentation/api/dpois_8cpp_source.html). After making the correction that I propose above and re-running ADMB, the program reports the correct log-likelihoods. The same problem can be found in dnbinom and maybe in other functions.
Given that the functions provided for the estimation of negative log-likelihoods are widely used, it would be important to check that their outputs are correct.

      I think [the island's] unusually sterile character gives it a grandeur
      which more vegetation might have spoiled.
                                                   ----Ch. Darwin. El diario del Beagle

Dr. Carlos Martorell

Departamento de Ecología y Recursos Naturales
Facultad de Ciencias-UNAM
Circuito Exterior S/N, Cd. Universitaria
04510 México D.F.
Tel.  (55) 5622 4835 Fax (55) 5622 4828

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