Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Already on GitHub? Sign in to your account

allow adjustment of finite-difference epsilon for gradient checking? #371

Open
bbolker opened this Issue Mar 16, 2016 · 1 comment

Comments

Projects
None yet
2 participants
Owner

bbolker commented Mar 16, 2016

deriv12 (the function we use to compute finite-difference derivative & Hessian for gradient checking) has a default delta value of 1e-4. This may be what's messing up our Hessian calculations for large problems, e.g. see 3d set of figures here (mineigND is calculated with the numDeriv() package, i.e. using Richardson extrapolation, which is slow but much more accurate. Switch to Richardson extrapolation for that case, or at least allow an adjustment of the delta ... ?? (Or is this all scraping burned toast?)

I started to do this but got bogged down in the guts of lmer -> optimizeLmer -> optwrap -> deriv12 ... passing the control parameters through appropriately is getting unwieldy ...

Owner

mmaechler commented Mar 29, 2016

still.. I think we should envisage to pass the numDeriv() control/method parameters. How much slower is the Richardson extrapolation? I "wildly" guess that using it may make the 'd'/'delta' less crucial for the achieved accuracy.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment