[ADMB Users] RE model passing by minimum objective value?

[Tom Wainwright]

Thanks to both Dave and Jim - that clarifies the output and removes my
confusion. I was misinterpreting the two lines printed out each iteration,
one that gives "f =" and "max g =" and the next that gives "inner maxg ="
and "Inner f =" - I was wrongly interpreting the first line as the values
for the full model, not the inner.

  Tom

On Fri, Oct 17, 2014 at 9:02 PM, James Thorson <James.Thorson at noaa.gov>
wrote:

> Tom,
>
> I don't know it it'll be helpful, but attached please find a description
> where we reverse-engineered ADMB-RE for use with Stock Synthesis.  It might
> clarify the difference between inner (joint likelihood) and outer (marginal
> likelihood) optimization.
>
> cheers,
> Jim
>
> On Fri, Oct 17, 2014 at 4:34 PM, Tom Wainwright <
> thomas.wainwright at noaa.gov> wrote:
>
>> This may be  a Friday-afternoon muddle-headed message about a well-known
>> phenomenon, but I'm puzzled by some behavior in the newton-raphson
>> iterations in RE models.
>>
>> I'm implementing a non-linear state-space model, and noticed that the
>> "f=" values scrolling by on the screen were sometimes lower than what was
>> showing up in my report files. It puzzled me enough to test a simple
>> example, and the same thing happens: The n-r process reports intermediate
>> f's that are lower than the final value. This may not be a big deal, but it
>> seems odd that it passes by fits that are "better" than that to which it
>> finally converges.
>>
>> To demonstrate, I used the RE version of the simple.tpl model (ADMB-re
>> manual section 2.3). I've attached my version of the .tpl and the standard
>> output (simple.out), the .dat file is in the distribution.
>>
>> When run, the standard output shows a minimum f of 20.07 (line 74 of
>> simple.out), but the final statistics show a value of 21.74 (line 116),
>> which is also the value in the .par file.
>>
>> I'm guessing this is because both values are within the convergence
>> tolerances, so there's little difference in the result. But, its a bit
>> disconcerting to see lower values discarded along the way.
>>
>> --
>>
>> Tom Wainwright
>>
>> Research Fisheries Biologist
>>
>> Newport Research Station
>>
>> Northwest Fisheries Science Center
>>
>> National Oceanic and Atmospheric Administration
>>
>> thomas.wainwright at noaa.gov
>>
>> www.nwfsc.noaa.gov
>> <http://www.nwfsc.noaa.gov/research/divisions/fed/climatechange.cfm>
>> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>> The contents of this message are mine personally and do not
>> necessarily reflect any position of the Government or the
>> National Oceanic and Atmospheric Administration.
>> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>>
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>>
>>
>


-- 

Tom Wainwright

Research Fisheries Biologist

Newport Research Station

Northwest Fisheries Science Center

National Oceanic and Atmospheric Administration

www.nwfsc.noaa.gov
<http://www.nwfsc.noaa.gov/research/divisions/fed/climatechange.cfm>
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
The contents of this message are mine personally and do not
necessarily reflect any position of the Government or the
National Oceanic and Atmospheric Administration.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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