[R] Tracing gradient during optimization

[Greg Snow]

It looks like you found a solution, but if you find yourself in this situation again using optim, then one approach is to modify your function that you are optimizing (or write a wrapper for it) to produce the tracing information for you.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Shimrit Abraham
> Sent: Tuesday, February 24, 2009 7:00 AM
> To: r-help at r-project.org
> Subject: [R] Tracing gradient during optimization
> 
> Hi everyone,
> 
> I am currently using the function optim() to maximize/minimize
> functions and
> I would like to see more output of the optimization procedure, in
> particular
> the numerical gradient of the parameter vector during each iteration.
> The documentation of optim() describes that the trace parameter should
> allow
> one to trace the progress of the optimization.
> I use the following command:
> 
> optim(par = vPar,
>          fn = calcLogLik,
>          method = "BFGS",
>          control = list(trace = TRUE, fnscale = -1, maxit = 2000));
> 
> which gives very little information:
> 
> initial  value 3.056998
> final  value 2.978351
> converged
> 
> Specifying trace >1, for instance trace = 20, does not result in more
> information. Is there a way to view more details of the progress
> perhaps by
> using another optimizer?
> 
> Thanks,
> 
> Shimrit Abraham
> 
> 	[[alternative HTML version deleted]]
> 
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