I've done some more sleuthing and have concluded that the problem was on my end (a bug in the gradient calculation, as you predicted).
Is an inaccurate gradient the only way someone should encounter this assertion error? I don't know enough about line search methods to have an intuition about that, but if it is the case, maybe the line search routine should throw a more informative error? -Thom On Wednesday, July 30, 2014 3:44:51 PM UTC-5, John Myles White wrote: > > Would be useful to understand exactly what goes wrong if we want to fix > this problem. I’m mostly used to errors caused by inaccurate gradients, so > I don’t have an intuition for the cause of this problem. > > — John > > On Jul 30, 2014, at 10:45 AM, Thomas Covert <[email protected] > <javascript:>> wrote: > > No, I haven't tried that yet - might someday, but I like the idea of > running julia native code all the way... > > However, I did find that manually switching the line search routine to > "backtracking_linesearch!" did the trick, so at least we know the problem > isn't in Optim.jl's implementation of BFGS itself! > > -thom > > On Wednesday, July 30, 2014 12:43:16 PM UTC-5, jbeginner wrote: >> >> This is not really a solution for this problem but have you tried the >> NLopt library? From my experience it produces much more stable results and >> because of problems like the one you describe I have switched to it. I >> think there is an L-BFGS option also. Although I did not get AD to work >> with it. The description for all algorithms can be seen here: >> >> http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms >> >> >> >> On Wednesday, July 30, 2014 12:27:36 PM UTC-4, Thomas Covert wrote: >>> >>> Recently I've encountered line search errors when using Optim.jl with >>> BFGS. Here is an example error message >>> >>> *ERROR: assertion failed: lsr.slope[ib] < 0* >>> >>> * in bisect! at >>> /pathtojulia/.julia/v0.3/Optim/src/linesearch/hz_linesearch.jl:577* >>> >>> * in hz_linesearch! at /**pathtojulia* >>> */.julia/v0.3/Optim/src/linesearch/hz_linesearch.jl:273* >>> >>> * in hz_linesearch! at /**pathtojulia* >>> */.julia/v0.3/Optim/src/linesearch/hz_linesearch.jl:201* >>> >>> * in bfgs at /**pathtojulia**/.julia/v0.3/Optim/src/bfgs.jl:121* >>> >>> * in optimize at /**pathtojulia**/.julia/v0.3/Optim/src/optimize.jl:113* >>> >>> *while loading /pathtocode/code.jl, in expression starting on line 229* >>> >>> >>> I've seen this error message before, and its usually because I have a >>> bug in my code that erroneously generates function values or gradients >>> which are very large (i.e., 1e100). However, in this case I can confirm >>> that the "x" I've passed to the optimizer is totally reasonable (abs value >>> of all points less than 100), the function value at that x is reasonable >>> (on the order of 1e6), the gradients are reasonable (between -100 and >>> +100), and the entries in the approximate inverse Hessian are also >>> reasonable (smallest abs value is about 1e-9, largest is about 7). >>> >>> >>> This isn't a failure on the first or second iteration of BFGS - it >>> happens on the 34th iteration. >>> >>> >>> Unfortunately its pretty hard for me to share my code or data at the >>> moment, so I understand that it might be challenging to solve this problem >>> but any advice you guys can offer is appreciated! >>> >>> >>> -Thom >>> >> >
