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Force non-zero step size for general optimization after boundary fit in fast=true #201

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Force non-zero step size for general optimization after boundary fit in fast=true #201

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199d56e
force non-zero step size for general optimization after boundary fit …
palday Sep 27, 2019
b653631
add test for non-zero step size correction in glmm boundary fits
palday Sep 27, 2019
4b277e5
don't use exact comparison for floating point vals
palday Sep 28, 2019
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2 changes: 2 additions & 0 deletions src/MixedModels.jl
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Expand Up @@ -40,6 +40,7 @@ export @formula,
Gamma,
GeneralizedLinearMixedModel,
HelmertCoding,
IdentityLink,
InverseGaussian,
InverseLink,
LinearMixedModel,
Expand All @@ -52,6 +53,7 @@ export @formula,
RaggedArray,
RandomEffectsTerm,
ReMat,
SqrtLink,
UniformBlockDiagonal,
VarCorr,
aic,
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3 changes: 3 additions & 0 deletions src/generalizedlinearmixedmodel.jl
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Expand Up @@ -166,6 +166,9 @@ function fit!(m::GeneralizedLinearMixedModel{T};
optsum.initial = vcat(β, m.θ)
optsum.final = copy(optsum.initial)
optsum.initial_step = vcat(stderror(m) ./ 3, min.(T(0.05), m.θ ./ 4))
# force a non-zero step
ss = optsum.initial_step
optsum.initial_step[ss .== 0] .= min(ss[ss .≠ 0]...)
end
setpar! = fast ? setθ! : setβθ!
feval = 0
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15 changes: 15 additions & 0 deletions test/pirls.jl
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Expand Up @@ -76,3 +76,18 @@ end
#@test isapprox(sum(x -> sum(abs2, x), gm4.u), 196.8695297987013, atol=0.1)
#@test isapprox(sum(gm4.resp.devresid), 220.92685781326136, atol=0.1)
end

@testset "lexdec" begin
lexdec = load(joinpath(dirname(pathof(MixedModels)), "..", "test", "lexdec.rds"))
gmldγ = fit(MixedModel, @formula(RT_raw ~ 1 + Class * NativeLanguage + (1|Subject) + (1|Word)),
lexdec, Gamma(), IdentityLink(), fast=false)
@test all(gmldγ.optsum.initial_step .> 0)
@test first(gmldγ.θ) ≈ 0 atol=0.001

# don't know how much sense this model makes, but it's a boundary fit on two
# boundaries and it uses InverseGaussian()
gmldig = fit(MixedModel, @formula(RT_raw ~ 1 + Class * NativeLanguage + (1|Subject) + (1|Word)),
lexdec, InverseGaussian(), IdentityLink(), fast=false)
@test all(gmldγ.optsum.initial_step .> 0)
@test all(isapprox.(gmldig.θ, 0, atol=0.001))
end