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trace in uniroot() ?

3 messages · William Dunlap, John C Nash

Original
William Dunlap
# 
I tend to avoid the the trace/verbose arguments for the various root
finders and optimizers and instead use the trace function or otherwise
modify the function handed to the operator.  You can print or plot the
arguments or save them.  E.g.,
[1] "ff"
x=0
x=10
x=0.0678365490630423
x=5.03391827453152
x=0.490045026724842
x=2.76198165062818
x=1.09760394309444
x=1.92979279686131
x=1.34802524899502
x=1.38677998493585
x=1.3862897003949
x=1.38635073555115
x=1.3862897003949

or
[1] "ff"
[1]  0.00000000 10.00000000  0.06783655
 [4]  5.03391827  0.49004503  2.76198165
 [7]  1.09760394  1.92979280  1.34802525
[10]  1.38677998  1.38628970  1.38635074
[13]  1.38628970

This will not tell you why the objective function is being called (e.g. in
a line search
or in derivative estimation), but some plotting or other postprocessing can
ususally figure that out.


Bill Dunlap
TIBCO Software
wdunlap tibco.com
On Mon, Jul 30, 2018 at 11:35 AM, J C Nash <profjcnash at gmail.com> wrote:

            

      
      
      
    

        

      
      
    

        

  
  


  


    

    

      
      

        


  

        

      John C Nash
    

    

      
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Despite my years with R, I didn't know about trace(). Thanks.

However, my decades in the minimization and root finding game make me like having
a trace that gives some info on the operation, the argument and the current function value.
I've usually found glitches are a result of things like >= rather than > in tests etc., and
knowing what was done is the quickest way to get there.

This is, of course, the numerical software developer view. I know "users" (a far too vague
term) don't like such output. I've sometimes been tempted with my svd or optimization codes to
have a return message in bold-caps "YOUR ANSWER IS WRONG AND THERE'S A LAWYER WAITING TO
MAKE YOU PAY", but I usually just satisfy myself with "Not at a minimum/root".

Best, JN

        
On 2018-08-13 06:00 PM, William Dunlap wrote:

            

      
      
      
    

        

      
      
    

  
  


  


      

    

    

      
      

        


  

        

      William Dunlap
    

    

      
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To record the value of the function as well as the arguments, you can use
the following

instrumentObjectiveFunction <- function(FUN) {
    newFUN <- local({
        INFO <- list()
        function(...) {
            value <- FUN(...)
            INFO[[length(INFO)+1]] <<- list(args=list(...), value=value)
            value
        }
    })
    newFUN
}

E.g.,

            

      
      
      
    

        
10))

            

      
      
      
    

        
List of 13
 $ :List of 2
  ..$ args :List of 1
  .. ..$ : num 0
  ..$ value: num -1
 $ :List of 2
  ..$ args :List of 1
  .. ..$ : num 10
  ..$ value: num 146
 $ :List of 2
  ..$ args :List of 1
  .. ..$ : num 0.0678
  ..$ value: num -0.965
 $ :List of 2
  ..$ args :List of 1
  .. ..$ : num 5.03
  ..$ value: num 10.4
 $ :List of 2
  ..$ args :List of 1
  .. ..$ : num 0.49
  ..$ value: num -0.722
...


Bill Dunlap
TIBCO Software
wdunlap tibco.com

        
On Mon, Aug 13, 2018 at 3:44 PM, J C Nash <profjcnash at gmail.com> wrote: