[R] error: optim(rho, n2ll.rho, method = method, control = control, beta = parm$beta, : initial value in 'vmmin' is not finite

[Ravi Varadhan]

Hi Brandy,

The `vmmin' refers to a variable metric algorithm, which is a quasi-Newton
method for optimization.  This algorithm is used when `method="BFGS"' in the
optim() call.  The quasi-Newton methods iteratively build an approopriate
Hessian matrix, which is of dimension p x p, where p is the problem size.
In your case the hessian matrix is 4000 x 4000, which "BFGS" isi unable to
handle.  

If the code for the function lnam() and dependent functions is entirely in
R, you can try a different algorithm than BFGS.  For example, you can try
"CG", which can handle high-dimensional optimization.  However, before doing
that I would make sure that "CG" works well and gives same answer as "BFGS"
on smaller problems.  If "CG" doesn't cut it, then I would try the spg()
function in the "BB" package.

If the code for lnam() is not in R, then I would contact the package author
to help you out with incorporating other optimizers for your
high-dimensional problem.

Hope this helps,
Ravi.


----------------------------------------------------------------------------
-------

Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
tml

 

----------------------------------------------------------------------------
--------


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Brandy Lee Aven
Sent: Thursday, July 09, 2009 11:11 PM
To: r-help at r-project.org
Subject: [R] error: optim(rho, n2ll.rho, method = method, control = control,
beta = parm$beta, : initial value in 'vmmin' is not finite

I am trying to use the lnam autocorrelation model from the SNA package. I
have it running for smaller adjacency matrices (<1,500) it works just fine
but when my matrices are bigger 4000+. I get the error: 

> lnam1_01.adj<- lnam(data01$adopt,x01,ec2001.csr)
Error in optim(rho, n2ll.rho, method = method, control = control, beta =
parm$beta,  : 
  initial value in 'vmmin' is not finite


I have looked at the lnam code and cant even figure out what vmmin is. 
Is there anyway around this? Am I doing something wrong? What makes me think
that its about the size of the adjacency matrix is that I can run the same
command on similar objects that are just smaller and it works fine. 

please help!

>sessionInfo()
R version 2.9.1 (2009-06-26)
x86_64-pc-linux-gnu 

locale:
C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] numDeriv_2009.2-1 sna_2.0-1        

loaded via a namespace (and not attached):
[1] tools_2.9.1

> class(data01$adopt) #This is the response vector y
[1] "integer"

>data01$adopt[1:10] # Its just a binary outcome for all vertices
[1] 0 0 0 0 0 0 0 0 0 0 ......until 4,003

> class(x01) #X01 is a matrix of my six covariates for all vertices

[1] "matrix"

#here is the an example of the data
>x01[1:10,1:6]
	on01 indegree outdegree	between eigen numalters01
1	1	0	0	0	1	1
19	1	0	1	0	0	1
123	1	0	1	0	0	1
140	1	0	1	0	0	1
169	1	0	1	0	0	1
189	1	0	1	0	0	1
195	1	0	1	0	0	2
204	1	0	1	0	0	1
231	1	0	2	0	0	1
252	1	0	3	0	0	4

# this is the adjacency matrix (in Sparse matrix format) that causes the
error. I have another that is 10,500 and does the same thing.
>dim(ec2001.csr)
[1] 4003 4003

>class(ec2001.csr)
[1] "matrix.csr"
attr(,"package")
[1] "SparseM"

>ec2001.csr[1:10,1:10] #here is what it looks like
    1 19 123 140 169 189 195 204 231 252
1   1  0   0   0   0   0   0   0   0   0
19  0  0   0   1   0   0   0   0   0   0
123 0  0   0   0   0   0   0   0   0   0
140 0  0   0   0   0   0   0   0   0   0
169 0  0   0   0   0   0   0   0   0   0
189 0  0   1   0   0   0   0   0   0   0
195 0  0   0   0   0   0   0   0   0   0
204 0  0   0   0   0   0   0   0   0   0
231 0  0   0   0   0   0   0   0   0   0
252 0  0   0   0   0   0   0   0   0   0


#There are also no infinite values in the objects. 
>is.infinite(x01)
[1] FALSE ..... N

>is.infinite(data01$adopt)
[1] FALSE .....N

>is.infinite(ec2001.csr)
[1] FALSE

______________________________________________
R-help at 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.