[ADMB Users] RE model passing by minimum objective value?
thomas.wainwright at noaa.gov
Mon Oct 20 08:54:18 PDT 2014
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.
On Fri, Oct 17, 2014 at 9:02 PM, James Thorson <James.Thorson at noaa.gov>
> 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.
> 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
>> 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.
>> Users mailing list
>> Users at admb-project.org
Research Fisheries Biologist
Newport Research Station
Northwest Fisheries Science Center
National Oceanic and Atmospheric Administration
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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