Dear R Users
I would like to use optim function to optimize a function. I read help but I
couldn't find what I need: is it possible to get information after each
iteration, for example as there is in MATLAB:
Gradient's
Iteration Func-count f(x) Step-size infinity-norm
0 24 388.976 14
1 72 385.67 0.0292637 16.8
2 96 383.54 1 4.15
3 120 383.412 1 0.108
4 144 383.412 1 0.002
5 168 383.412 1 0.00149
6 192 383.412 1 6.23e-005
7 216 383.412 1 1.01e-005
It is useful when iteration takes long time - I know what's happen
I would appreciate any suggestion
Robert
iteration history
4 messages · Robert, Gabor Grothendieck, Marco Geraci +1 more
Check out: https://www.stat.math.ethz.ch/pipermail/r-devel/2006-January/036034.html
On 2/6/06, Robert Mcfadden <robert-mcfadden at o2.pl> wrote:
Dear R Users
I would like to use optim function to optimize a function. I read help but I
couldn't find what I need: is it possible to get information after each
iteration, for example as there is in MATLAB:
Gradient's
Iteration Func-count f(x) Step-size infinity-norm
0 24 388.976 14
1 72 385.67 0.0292637 16.8
2 96 383.54 1 4.15
3 120 383.412 1 0.108
4 144 383.412 1 0.002
5 168 383.412 1 0.00149
6 192 383.412 1 6.23e-005
7 216 383.412 1 1.01e-005
It is useful when iteration takes long time - I know what's happen
I would appreciate any suggestion
Robert
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Hi, I never used the function 'optim' so I took a look
at ?optim.
you'll find the following
The 'control' argument is a list that can supply any
of the following components:
'trace' Non-negative integer. If positive,
tracing information on the progress of the
optimization is produced. Higher values may produce
more tracing information: for method '"L-BFGS-B"'
there are six levels of tracing
so the usage for 'trace' is
optim(..., control=list(trace = k))
where k is >= 0. You might want to "play" with different methods and values for 'trace' and see if you can get what you want. hope this helps, Marco Geraci
--- Robert Mcfadden <robert-mcfadden at o2.pl> wrote:
Dear R Users
I would like to use optim function to optimize a
function. I read help but I
couldn't find what I need: is it possible to get
information after each
iteration, for example as there is in MATLAB:
Gradient's
Iteration Func-count f(x) Step-size
infinity-norm
0 24 388.976
14
1 72 385.67 0.0292637
16.8
2 96 383.54 1
4.15
3 120 383.412 1
0.108
4 144 383.412 1
0.002
5 168 383.412 1
0.00149
6 192 383.412 1
6.23e-005
7 216 383.412 1
1.01e-005
It is useful when iteration takes long time - I know
what's happen
I would appreciate any suggestion
Robert
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
2 days later
Hi Bob ! It possible See the first element of controle argument set it to a positive integer ! --- Robert Mcfadden <robert-mcfadden at o2.pl> a ??crit??:
Dear R Users
I would like to use optim function to optimize a
function. I read help but I
couldn't find what I need: is it possible to get
information after each
iteration, for example as there is in MATLAB:
Gradient's
Iteration Func-count f(x) Step-size
infinity-norm
0 24 388.976
14
1 72 385.67 0.0292637
16.8
2 96 383.54 1
4.15
3 120 383.412 1
0.108
4 144 383.412 1
0.002
5 168 383.412 1
0.00149
6 192 383.412 1
6.23e-005
7 216 383.412 1
1.01e-005
It is useful when iteration takes long time - I know
what's happen
I would appreciate any suggestion
Robert
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html