[ADMB Users] Non-matching analytic and numeric derivatives

[Jeff Laake]

> I want to follow up on this subject to summarize further discussions.
> The problem I was having was NOT the choice of the increment to avoid
> log(0). Possibly Dave ran into this because I forgot to include the
> .pin file when I sent him the files. The problem was due to having
> -gbs too small.  I'm guessing that if -gbs is too small the code can't
> properly compute the analytic derivatives and the code fails to make
> any progress, Once I increased -gbs the code worked properly and
> converged.  That said, what Dave stated here isn't exactly what he
> did.  You have to be careful with the size of the epsilon you add to
> avoid log(0). I followed literally what he said here and he and I came
> up with substantially different log-likelihood values (-74 units).
> You need to use a value that is very small relative to the actual
> quantity. In my case they are probabilities that can be very small
> because it is a 27 year capture history.
>
> As it turns out, Dave started with 1e-8 and then switched to 1e-12 in
> the second phase.  He implemented that by creating a dummy parameter
> (kkludge) that simply forced a second phase but which had value 0 and
> didn't affect  the resulting value. Without showing entire tpl file,
> this shows the changes he made which added kkludge (set to 0 in pin)
> and shows how eps was changed at second phase.
>
>   init_number kkludge(2)
> ... (calls function to compute f)
> ...
>      f+=100.*square(kkludge);
> ...
> ... (in function to compute f)
>     double myeps=1.e-12;
>     if (current_phase()==1)
>       myeps=1.e-8;
>     f-= log(pch+myeps);                                // sum
> log-likelihood log(pr(ch))
>
>
> Note that currently -gbs is limited to about 2gb on windows machines
> even for the 64 bit version.  This is something that Johnoel is
> working on presently.
>
> regards --jeff
>
>
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