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allow adjustment of finite-difference epsilon for gradient checking? #371
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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. |
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bbolker commentedMar 16, 2016
deriv12(the function we use to compute finite-difference derivative & Hessian for gradient checking) has a defaultdeltavalue of 1e-4. This may be what's messing up our Hessian calculations for large problems, e.g. see 3d set of figures here (mineigNDis calculated with thenumDeriv()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 ...