Re: [R] Very slow optim(): solved
Calculate fewer of them? If you don't setup your code to save intermediate results, then you cannot see intermediate results. On March 11, 2021 8:32:17 PM PST, "毕芳妮 via R-help" wrote: >Dear list, >I am using optim() to estimate over 60 thousans of parameters, and use >the server to run the program.But it took me 5 hours and there was just >no result coming out.How could I do to show some results that have been >calculated by optim()? >__ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. -- Sent from my phone. Please excuse my brevity. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Very slow optim(): solved
Dear list, I am using optim() to estimate over 60 thousans of parameters, and use the server to run the program.But it took me 5 hours and there was just no result coming out.How could I do to show some results that have been calculated by optim()? __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Very slow optim(): solved
After Googling and trial and errors, the major cause of optimization was not functions, but data setting. Originally, I was using data.frame for likelihood calculation. Then, I changed data.frame to vector and matrix for the same likelihood calculation. Now convergence takes ~ 14 sec instead of 25 min. Certainly, I didn't know this simple change makes huge computational difference. Toshihide Hamachan Hamazaki, 濱崎俊秀PhD Alaska Department of Fish and Game: アラスカ州漁業野生動物課 Diivision of Commercial Fisheries: 商業漁業部 333 Raspberry Rd. Anchorage, AK 99518 Phone: (907)267-2158 Cell: (907)440-9934 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Ben Bolker Sent: Wednesday, July 13, 2011 12:21 PM To: r-h...@stat.math.ethz.ch Subject: Re: [R] Very slow optim() Hamazaki, Hamachan (DFG toshihide.hamazaki at alaska.gov writes: Dear list, I am using optim() function to MLE ~55 parameters, but it is very slow to converge (~ 25 min), whereas I can do the same in ~1 sec. using ADMB, and ~10 sec using MS EXCEL Solver. Are there any tricks to speed up? Are there better optimization functions? There's absolutely no way to tell without knowing more about your code. You might try method=CG: Method ‘CG’ is a conjugate gradients method based on that by Fletcher and Reeves (1964) (but with the option of Polak-Ribiere or Beale-Sorenson updates). Conjugate gradient methods will generally be more fragile than the BFGS method, but as they do not store a matrix they may be successful in much larger optimization problems. If ADMB works better, why not use it? You can use the R2admb package (on R forge) to wrap your ADMB calls in R code, if you prefer that workflow. Ben __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Very slow optim(): solved
Date: Thu, 14 Jul 2011 12:44:18 -0800 From: toshihide.hamaz...@alaska.gov To: r-h...@stat.math.ethz.ch Subject: Re: [R] Very slow optim(): solved After Googling and trial and errors, the major cause of optimization was not functions, but data setting. Originally, I was using data.frame for likelihood calculation. Then, I changed data.frame to vector and matrix for the same likelihood calculation. Now convergence takes ~ 14 sec instead of 25 min. Certainly, I didn't know this simple change makes huge computational difference. Thanks, can you pass along any additional details like google links you found or comment on the resulting limitation( were you CPU limited converting data formats or did this cause memory problems leading to VM thrashing?)? I've often had c++ code that turns out to be IO limited when I expected I was doing real complicated computations, it never hurts to go beyond the usual suspects LOL. Toshihide Hamachan Hamazaki, 濱崎俊秀PhD Alaska Department of Fish and Game: アラスカ州漁業野生動物課 Diivision of Commercial Fisheries: 商業漁業部 333 Raspberry Rd. Anchorage, AK 99518 Phone: (907)267-2158 Cell: (907)440-9934 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Ben Bolker Sent: Wednesday, July 13, 2011 12:21 PM To: r-h...@stat.math.ethz.ch Subject: Re: [R] Very slow optim() Hamazaki, Hamachan (DFG toshihide.hamazaki at alaska.gov writes: Dear list, I am using optim() function to MLE ~55 parameters, but it is very slow to converge (~ 25 min), whereas I can do the same in ~1 sec. using ADMB, and ~10 sec using MS EXCEL Solver. Are there any tricks to speed up? Are there better optimization functions? There's absolutely no way to tell without knowing more about your code. You might try method=CG: Method ‘CG’ is a conjugate gradients method based on that by Fletcher and Reeves (1964) (but with the option of Polak-Ribiere or Beale-Sorenson updates). Conjugate gradient methods will generally be more fragile than the BFGS method, but as they do not store a matrix they may be successful in much larger optimization problems. If ADMB works better, why not use it? You can use the R2admb package (on R forge) to wrap your ADMB calls in R code, if you prefer that workflow. Ben __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
