From d2c1ab854491ff047135fa8377400a68499e72de Mon Sep 17 00:00:00 2001 From: Johannes Ranke Date: Thu, 17 Jul 2014 12:53:30 +0200 Subject: Handle non-convergence and maximum number of iterations For details see NEWS.md --- DESCRIPTION | 2 +- NEWS.md | 30 +++++++++++-- R/mkinfit.R | 117 +++++++++++++++++++++++++++++++++--------------- man/mkinfit.Rd | 18 ++++++-- vignettes/FOCUS_L.html | 118 ++++++++++++++++++++++++++++--------------------- vignettes/FOCUS_Z.pdf | Bin 212996 -> 214130 bytes vignettes/mkin.pdf | Bin 160326 -> 160326 bytes 7 files changed, 190 insertions(+), 95 deletions(-) diff --git a/DESCRIPTION b/DESCRIPTION index 833acd8e..fb32b807 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -3,7 +3,7 @@ Type: Package Title: Routines for fitting kinetic models with one or more state variables to chemical degradation data Version: 0.9-32 -Date: 2014-07-14 +Date: 2014-07-17 Authors@R: c(person("Johannes", "Ranke", role = c("aut", "cre", "cph"), email = "jranke@uni-bremen.de"), person("Katrin", "Lindenberger", role = "ctb"), diff --git a/NEWS.md b/NEWS.md index 3c0d72de..031ae954 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,11 +1,33 @@ +# CHANGES in mkin VERSION 0.9-32 + +## NEW FEATURES + +- Optimisation method, number of model evaluations and time elapsed during optimisation are given in the summary of mkinfit objects. + +- The maximum number of iterations in the optimisation algorithm can be specified using the argument `maxit.modFit` to the mkinfit function. + +- mkinfit gives a warning when the fit does not converge (does not apply to SANN method). This warning is included in the summary. + +## BUG FIXES + +- Initial values for formation fractions were not set in all cases. + +- No warning was given when the fit did not converge when a method other than the default Levenberg-Marquardt method `Marq` was used. + +## MINOR CHANGES + +- Vignettes were rebuilt to reflect the changes in the summary method. + +- Algorithm `Pseudo` was excluded because it needs user-defined parameter limits which are not supported. + +- Algorithm `Newton` was excluded because of its different way to specify the maximum number of iterations and because it does not appear to provide additional benefits. + # CHANGES in mkin VERSION 0.9-31 ## BUG FIXES - The internal renaming of optimised parameters in Version 0.9-30 led to errors in the determination of the degrees of freedom for the chi2 error level calulations in `mkinerrmin()` used by the summary function. -- Initial values for formation fractions were not set in all cases - # CHANGES in mkin VERSION 0.9-30 ## NEW FEATURES @@ -16,13 +38,13 @@ - The original and the transformed parameters now have different names (e.g. `k_parent` and `log_k_parent`. They also differ in how many they are when we have formation fractions but no pathway to sink. -- The order of some of the information blocks in `print.summary.mkinfit.R()` has been ordered in a more logical way +- The order of some of the information blocks in `print.summary.mkinfit.R()` has been ordered in a more logical way. ## MINOR CHANGES - The vignette FOCUS_Z has been simplified to use formation fractions with turning off the sink, and slightly amended to use the new versions of DT50 values calculated since mkin 0.9-29. -- All vignettes have been rebuilt so they reflect all changes +- All vignettes have been rebuilt so they reflect all changes. - The ChangeLog was renamed to NEWS.md and the entries were converted to markdown syntax compatible with the `tools::news()` function built into R. diff --git a/R/mkinfit.R b/R/mkinfit.R index c6e13b97..d591c42a 100644 --- a/R/mkinfit.R +++ b/R/mkinfit.R @@ -28,7 +28,8 @@ mkinfit <- function(mkinmod, observed, fixed_initials = names(mkinmod$diffs)[-1], solution_type = "auto", method.ode = "lsoda", - method.modFit = "Marq", + method.modFit = c("Marq", "Port", "SANN", "Nelder-Mead", "BFSG", "CG", "L-BFGS-B"), + maxit.modFit = "auto", control.modFit = list(), transform_rates = TRUE, transform_fractions = TRUE, @@ -40,6 +41,16 @@ mkinfit <- function(mkinmod, observed, trace_parms = FALSE, ...) { + # Check optimisation method and set maximum number of iterations if specified + method.modFit = match.arg(method.modFit) + if (maxit.modFit != "auto") { + if (method.modFit == "Marq") control.modFit$maxiter = maxit.modFit + if (method.modFit == "Port") control.modFit$iter.max = maxit.modFit + if (method.modFit %in% c("SANN", "Nelder-Mead", "BFGS", "CG", "L-BFGS-B")) { + control.modFit$maxit = maxit.modFit + } + } + # Get the names of the state variables in the model mod_vars <- names(mkinmod$diffs) @@ -281,48 +292,76 @@ mkinfit <- function(mkinmod, observed, upper[other_fraction_parms] <- 1 } - fit <- modFit(cost, c(state.ini.optim, transparms.optim), - method = method.modFit, control = control.modFit, - lower = lower, upper = upper, ...) - - # Reiterate the fit until convergence of the variance components (IRLS) - # if requested by the user - weight.ini = weight - if (!is.null(err)) weight.ini = "manual" - - if (!is.null(reweight.method)) { - if (reweight.method != "obs") stop("Only reweighting method 'obs' is implemented") - if(!quiet) { - cat("IRLS based on variance estimates for each observed variable\n") - } - if (!quiet) { - cat("Initial variance estimates are:\n") - print(signif(fit$var_ms_unweighted, 8)) - } - reweight.diff = 1 - n.iter <- 0 - if (!is.null(err)) observed$err.ini <- observed[[err]] - err = "err.irls" - while (reweight.diff > reweight.tol & n.iter < reweight.max.iter) { - n.iter <- n.iter + 1 - sigma.old <- sqrt(fit$var_ms_unweighted) - observed[err] <- sqrt(fit$var_ms_unweighted)[as.character(observed$name)] - fit <- modFit(cost, fit$par, method = method.modFit, - control = control.modFit, lower = lower, upper = upper, ...) - reweight.diff = sum((sqrt(fit$var_ms_unweighted) - sigma.old)^2) + # Do the fit and take the time + fit_time <- system.time({ + fit <- modFit(cost, c(state.ini.optim, transparms.optim), + method = method.modFit, control = control.modFit, + lower = lower, upper = upper, ...) + + # Reiterate the fit until convergence of the variance components (IRLS) + # if requested by the user + weight.ini = weight + if (!is.null(err)) weight.ini = "manual" + + if (!is.null(reweight.method)) { + if (reweight.method != "obs") stop("Only reweighting method 'obs' is implemented") + if(!quiet) { + cat("IRLS based on variance estimates for each observed variable\n") + } if (!quiet) { - cat("Iteration", n.iter, "yields variance estimates:\n") + cat("Initial variance estimates are:\n") print(signif(fit$var_ms_unweighted, 8)) - cat("Sum of squared differences to last variance estimates:", - signif(reweight.diff, 2), "\n") + } + reweight.diff = 1 + n.iter <- 0 + if (!is.null(err)) observed$err.ini <- observed[[err]] + err = "err.irls" + while (reweight.diff > reweight.tol & n.iter < reweight.max.iter) { + n.iter <- n.iter + 1 + sigma.old <- sqrt(fit$var_ms_unweighted) + observed[err] <- sqrt(fit$var_ms_unweighted)[as.character(observed$name)] + fit <- modFit(cost, fit$par, method = method.modFit, + control = control.modFit, lower = lower, upper = upper, ...) + reweight.diff = sum((sqrt(fit$var_ms_unweighted) - sigma.old)^2) + if (!quiet) { + cat("Iteration", n.iter, "yields variance estimates:\n") + print(signif(fit$var_ms_unweighted, 8)) + cat("Sum of squared differences to last variance estimates:", + signif(reweight.diff, 2), "\n") + } } } + }) + + # Check for convergence + if (method.modFit == "Marq") { + if (!fit$info %in% c(1, 2, 3)) { + fit$warning = paste0("Optimisation by method ", method.modFit, + " did not converge.\n", + "The message returned by nls.lm is:\n", + fit$message) + warning(fit$warning) + } + } + if (method.modFit %in% c("Port", "SANN", "Nelder-Mead", "BFGS", "CG", "L-BFGS-B")) { + if (fit$convergence != 0) { + fit$warning = paste0("Optimisation by method ", method.modFit, + " did not converge.\n", + "Convergence code is ", fit$convergence, + ifelse(is.null(fit$message), "", + paste0("\nMessage is ", fit$message))) + warning(fit$warning) + } } # We need to return some more data for summary and plotting fit$solution_type <- solution_type fit$transform_rates <- transform_rates fit$transform_fractions <- transform_fractions + fit$method.modFit <- method.modFit + fit$maxit.modFit <- maxit.modFit + fit$calls <- calls + fit$time <- fit_time # We also need the model for summary and plotting fit$mkinmod <- mkinmod @@ -449,6 +488,8 @@ summary.mkinfit <- function(object, data = TRUE, distimes = TRUE, alpha = 0.05, date.fit = object$date, date.summary = date(), solution_type = object$solution_type, + method.modFit = object$method.modFit, + warning = object$warning, use_of_ff = object$mkinmod$use_of_ff, weight.ini = object$weight.ini, reweight.method = object$reweight.method, @@ -461,6 +502,8 @@ summary.mkinfit <- function(object, data = TRUE, distimes = TRUE, alpha = 0.05, cov.scaled = covar * resvar, info = object$info, niter = object$iterations, + calls = object$calls, + time = object$time, stopmess = message, par = param, bpar = bparam) @@ -491,13 +534,17 @@ print.summary.mkinfit <- function(x, digits = max(3, getOption("digits") - 3), . cat("Date of fit: ", x$date.fit, "\n") cat("Date of summary:", x$date.summary, "\n") + if (!is.null(x$warning)) cat("\n\nWarning:", x$warning, "\n\n") + cat("\nEquations:\n") print(noquote(as.character(x[["diffs"]]))) df <- x$df rdf <- df[2] - cat("\nMethod used for solution of differential equation system:\n") - cat(x$solution_type, "\n") + cat("\nModel predictions using solution type", x$solution_type, "\n") + + cat("\nFitted with method", x$method.modFit, + "using", x$calls, "model solutions performed in", x$time[["elapsed"]], "s\n") cat("\nWeighting:", x$weight.ini) if(!is.null(x$reweight.method)) cat(" then iterative reweighting method", diff --git a/man/mkinfit.Rd b/man/mkinfit.Rd index bd7f73b7..c99e146c 100644 --- a/man/mkinfit.Rd +++ b/man/mkinfit.Rd @@ -21,7 +21,8 @@ mkinfit(mkinmod, observed, fixed_parms = NULL, fixed_initials = names(mkinmod$diffs)[-1], solution_type = "auto", method.ode = "lsoda", - method.modFit = "Marq", + method.modFit = c("Marq", "Port", "SANN", "Nelder-Mead", "BFSG", "CG", "L-BFGS-B"), + maxit.modFit = "auto", control.modFit = list(), transform_rates = TRUE, transform_fractions = TRUE, @@ -102,12 +103,21 @@ mkinfit(mkinmod, observed, recommended as it is less prone to get trapped in local minima and depends less on starting values for parameters. However, it needs more iterations. - When using "Pseudo", "upper" and "lower" need to be specified for the - transformed parameters. + The "Pseudo" algorithm is not included because it needs finite parameter bounds + which are currently not supported. + + The "Newton" algorithm is not included because its number of iterations + can not be controlled by \code{control.modFit} and it does not appear + to provide advantages over the other algorithms. + } + \item{maxit.modFit}{ + Maximum number of iterations in the optimisation. If not "auto", this will + be passed to the method called by \code{\link{modFit}}, overriding + what may be specified in the next argument \code{control.modFit}. } \item{control.modFit}{ Additional arguments passed to the optimisation method used by - \code{\link{modFit}}. + \code{\link{modFit}}. } \item{transform_rates}{ Boolean specifying if kinetic rate constants should be transformed in the diff --git a/vignettes/FOCUS_L.html b/vignettes/FOCUS_L.html index bb02ec3e..85fadbfe 100644 --- a/vignettes/FOCUS_L.html +++ b/vignettes/FOCUS_L.html @@ -193,7 +193,13 @@ hr { report, p. 284

library("mkin")
-FOCUS_2006_L1 = data.frame(
+
+ +
## Loading required package: minpack.lm
+## Loading required package: rootSolve
+
+ +
FOCUS_2006_L1 = data.frame(
   t = rep(c(0, 1, 2, 3, 5, 7, 14, 21, 30), each = 2),
   parent = c(88.3, 91.4, 85.6, 84.5, 78.9, 77.6, 
              72.0, 71.9, 50.3, 59.4, 47.0, 45.1,
@@ -223,16 +229,17 @@ FOCUS report.

 summary(m.L1.SFO)
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:20 2014 
-## Date of summary: Mon Jul 14 20:32:20 2014 
+## Date of fit:     Thu Jul 17 12:37:41 2014 
+## Date of summary: Thu Jul 17 12:37:41 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - k_parent_sink * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 14 model solutions performed in 0.087 s
 ## 
 ## Weighting: none
 ## 
@@ -325,16 +332,17 @@ is checked.

 summary(m.L1.FOMC, data = FALSE)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:20 2014 
-## Date of summary: Mon Jul 14 20:32:20 2014 
+## Date of fit:     Thu Jul 17 12:37:42 2014 
+## Date of summary: Thu Jul 17 12:37:42 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - (alpha/beta) * ((time/beta) + 1)^-1 * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 45 model solutions performed in 0.266 s
 ## 
 ## Weighting: none
 ## 
@@ -417,16 +425,17 @@ FOCUS_2006_L2_mkin <- mkin_wide_to_long(FOCUS_2006_L2)
 summary(m.L2.SFO)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:20 2014 
-## Date of summary: Mon Jul 14 20:32:20 2014 
+## Date of fit:     Thu Jul 17 12:37:42 2014 
+## Date of summary: Thu Jul 17 12:37:42 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - k_parent_sink * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 32 model solutions performed in 0.357 s
 ## 
 ## Weighting: none
 ## 
@@ -526,16 +535,17 @@ mkinresplot(m.L2.FOMC)
 
summary(m.L2.FOMC, data = FALSE)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:21 2014 
-## Date of summary: Mon Jul 14 20:32:21 2014 
+## Date of fit:     Thu Jul 17 12:37:43 2014 
+## Date of summary: Thu Jul 17 12:37:43 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - (alpha/beta) * ((time/beta) + 1)^-1 * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 39 model solutions performed in 0.235 s
 ## 
 ## Weighting: none
 ## 
@@ -611,16 +621,17 @@ plot(m.L2.DFOP)
 
summary(m.L2.DFOP, data = FALSE)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:23 2014 
-## Date of summary: Mon Jul 14 20:32:23 2014 
+## Date of fit:     Thu Jul 17 12:37:44 2014 
+## Date of summary: Thu Jul 17 12:37:44 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - ((k1 * g * exp(-k1 * time) + k2 * (1 - g) * exp(-k2 * time)) / (g * exp(-k1 * time) + (1 - g) * exp(-k2 * time))) * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 54 model solutions performed in 0.423 s
 ## 
 ## Weighting: none
 ## 
@@ -697,16 +708,17 @@ plot(m.L3.SFO)
 
summary(m.L3.SFO)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:23 2014 
-## Date of summary: Mon Jul 14 20:32:23 2014 
+## Date of fit:     Thu Jul 17 12:37:45 2014 
+## Date of summary: Thu Jul 17 12:37:45 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - k_parent_sink * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 44 model solutions performed in 0.241 s
 ## 
 ## Weighting: none
 ## 
@@ -782,16 +794,17 @@ plot(m.L3.FOMC)
 
summary(m.L3.FOMC, data = FALSE)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:24 2014 
-## Date of summary: Mon Jul 14 20:32:24 2014 
+## Date of fit:     Thu Jul 17 12:37:45 2014 
+## Date of summary: Thu Jul 17 12:37:45 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - (alpha/beta) * ((time/beta) + 1)^-1 * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 26 model solutions performed in 0.208 s
 ## 
 ## Weighting: none
 ## 
@@ -854,16 +867,17 @@ plot(m.L3.DFOP)
 
summary(m.L3.DFOP, data = FALSE)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:24 2014 
-## Date of summary: Mon Jul 14 20:32:24 2014 
+## Date of fit:     Thu Jul 17 12:37:46 2014 
+## Date of summary: Thu Jul 17 12:37:46 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - ((k1 * g * exp(-k1 * time) + k2 * (1 - g) * exp(-k2 * time)) / (g * exp(-k1 * time) + (1 - g) * exp(-k2 * time))) * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 37 model solutions performed in 0.338 s
 ## 
 ## Weighting: none
 ## 
@@ -944,16 +958,17 @@ plot(m.L4.SFO)
 
summary(m.L4.SFO, data = FALSE)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:27 2014 
-## Date of summary: Mon Jul 14 20:32:27 2014 
+## Date of fit:     Thu Jul 17 12:37:46 2014 
+## Date of summary: Thu Jul 17 12:37:46 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - k_parent_sink * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 20 model solutions performed in 0.127 s
 ## 
 ## Weighting: none
 ## 
@@ -1018,16 +1033,17 @@ plot(m.L4.FOMC)
 
summary(m.L4.FOMC, data = FALSE)
 

 
-
## mkin version:    0.9.31 
+
## mkin version:    0.9.32 
 ## R version:       3.1.1 
-## Date of fit:     Mon Jul 14 20:32:28 2014 
-## Date of summary: Mon Jul 14 20:32:28 2014 
+## Date of fit:     Thu Jul 17 12:37:46 2014 
+## Date of summary: Thu Jul 17 12:37:46 2014 
 ## 
 ## Equations:
 ## [1] d_parent = - (alpha/beta) * ((time/beta) + 1)^-1 * parent
 ## 
-## Method used for solution of differential equation system:
-## analytical 
+## Model predictions using solution type analytical 
+## 
+## Fitted with method Marq using 53 model solutions performed in 0.355 s
 ## 
 ## Weighting: none
 ## 
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