[R-sig-ME] bug in identical()? [Was: Failure to load lme4 on Mac]
jochen laubrock
jochen.laubrock at gmail.com
Mon Jul 19 17:44:27 CEST 2010
Hi,
talking about deterministic behavior, what puzzles me even more is why a call to identical sometimes seems to the eliminate the (small) numerical differences between coefficients, and why this depends on the order in which identical and coef/ranef are called. See example (and lengthy output, will probably differ each time called) below.
In TEST1 and TEST2, the difference is always zero although identical often returns FALSE. TEST3, which should do exactly the same as TEST2 up to the second call of identical often produces a difference larger than zero, as does TEST4, in which identical is called after the computation of the difference in coefficients. This does not seem to depend on the order in which TEST1 to TEST4 are performed (not shown).
Well, at least identical never returns TRUE when the difference is not in zero…
This is running in 32-bit mode on Mac OS X, R -arch=i386; no worries if run in 64-bit mode.
cheers, jochen
# script
library(lme4)
y <- (1:20)*pi
x <- (1:20)^2
group<- gl(2,10)
ntestsPerRun <- 10
cat("\n--------TEST1--------\n")
for (i in 1:ntestsPerRun) {
cat(paste("--", "run", i, "--\n"))
M1 <- lmer (y ~ x + (x | group))
M2 <- lmer (y ~ x + (x | group))
print(identical(ranef(M1),ranef(M2)))
print(identical(coef(M1),coef(M2)))
print(ranef(M1)$group - ranef(M1)$group)
print(coef(M1)$group - coef(M1)$group)
}
cat("\n--------TEST2--------\n")
for (i in 1:ntestsPerRun) {
cat(paste("--", "run", i, "--\n"))
M1 <- lmer (y ~ x + (x | group))
M2 <- lmer (y ~ x + (x | group))
print(identical(ranef(M1),ranef(M2)))
print(ranef(M1)$group - ranef(M1)$group)
print(identical(coef(M1),coef(M2)))
print(coef(M1)$group - coef(M1)$group)
}
cat("\n--------TEST3--------\n")
for (i in 1:ntestsPerRun) {
cat(paste("--", "run", i, "--\n"))
M1<- lmer (y ~ x + ( x | group))
M2<- lmer (y ~ x + ( x | group))
print(identical(ranef(M1),ranef(M2)))
print(ranef(M1)$group-ranef(M2)$group)
}
cat("\n--------TEST4--------\n")
for (i in 1:ntestsPerRun) {
cat(paste("--", "run", i, "--\n"))
M1 <- lmer (y ~ x + (x | group))
M2 <- lmer (y ~ x + (x | group))
print(ranef(M1)$group - ranef(M2)$group)
print(coef(M1)$group - coef(M2)$group)
print(identical(ranef(M1),ranef(M2)))
print(identical(coef(M1),ranef(M2)))
}
# output
--------TEST1--------
-- run 1 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 2 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 3 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 4 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 5 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 6 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 7 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 8 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 9 --
[1] TRUE
[1] TRUE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
-- run 10 --
[1] FALSE
[1] FALSE
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
--------TEST2--------
-- run 1 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 2 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 3 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 4 --
[1] FALSE
(Intercept) x
1 0 0
2 0 0
[1] FALSE
(Intercept) x
1 0 0
2 0 0
-- run 5 --
[1] FALSE
(Intercept) x
1 0 0
2 0 0
[1] FALSE
(Intercept) x
1 0 0
2 0 0
-- run 6 --
[1] FALSE
(Intercept) x
1 0 0
2 0 0
[1] FALSE
(Intercept) x
1 0 0
2 0 0
-- run 7 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 8 --
[1] FALSE
(Intercept) x
1 0 0
2 0 0
[1] FALSE
(Intercept) x
1 0 0
2 0 0
-- run 9 --
[1] FALSE
(Intercept) x
1 0 0
2 0 0
[1] FALSE
(Intercept) x
1 0 0
2 0 0
-- run 10 --
[1] FALSE
(Intercept) x
1 0 0
2 0 0
[1] FALSE
(Intercept) x
1 0 0
2 0 0
--------TEST3--------
-- run 1 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 2 --
[1] FALSE
(Intercept) x
1 6.613450e-06 -6.898626e-08
2 -6.613462e-06 6.898637e-08
-- run 3 --
[1] FALSE
(Intercept) x
1 6.613450e-06 -6.898626e-08
2 -6.613462e-06 6.898637e-08
-- run 4 --
[1] FALSE
(Intercept) x
1 6.613450e-06 -6.898626e-08
2 -6.613462e-06 6.898637e-08
-- run 5 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 6 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 7 --
[1] TRUE
(Intercept) x
1 0 0
2 0 0
-- run 8 --
[1] FALSE
(Intercept) x
1 6.613450e-06 -6.898626e-08
2 -6.613462e-06 6.898637e-08
-- run 9 --
[1] FALSE
(Intercept) x
1 6.613450e-06 -6.898626e-08
2 -6.613462e-06 6.898637e-08
-- run 10 --
[1] FALSE
(Intercept) x
1 6.613450e-06 -6.898626e-08
2 -6.613462e-06 6.898637e-08
--------TEST4--------
-- run 1 --
(Intercept) x
1 -6.613450e-06 6.898626e-08
2 6.613462e-06 -6.898637e-08
(Intercept) x
1 3.719195e-06 -4.640498e-08
2 1.694611e-05 -1.843776e-07
[1] FALSE
[1] FALSE
-- run 2 --
(Intercept) x
1 -6.613450e-06 6.898626e-08
2 6.613462e-06 -6.898637e-08
(Intercept) x
1 3.719195e-06 -4.640498e-08
2 1.694611e-05 -1.843776e-07
[1] FALSE
[1] FALSE
-- run 3 --
(Intercept) x
1 -6.613450e-06 6.898626e-08
2 6.613462e-06 -6.898637e-08
(Intercept) x
1 3.719195e-06 -4.640498e-08
2 1.694611e-05 -1.843776e-07
[1] FALSE
[1] FALSE
-- run 4 --
(Intercept) x
1 -6.613450e-06 6.898626e-08
2 6.613462e-06 -6.898637e-08
(Intercept) x
1 3.719195e-06 -4.640498e-08
2 1.694611e-05 -1.843776e-07
[1] FALSE
[1] FALSE
-- run 5 --
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
[1] TRUE
[1] FALSE
-- run 6 --
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
[1] TRUE
[1] FALSE
-- run 7 --
(Intercept) x
1 -6.613450e-06 6.898626e-08
2 6.613462e-06 -6.898637e-08
(Intercept) x
1 3.719195e-06 -4.640498e-08
2 1.694611e-05 -1.843776e-07
[1] FALSE
[1] FALSE
-- run 8 --
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
[1] TRUE
[1] FALSE
-- run 9 --
(Intercept) x
1 -6.613450e-06 6.898626e-08
2 6.613462e-06 -6.898637e-08
(Intercept) x
1 3.719195e-06 -4.640498e-08
2 1.694611e-05 -1.843776e-07
[1] FALSE
[1] FALSE
-- run 10 --
(Intercept) x
1 0 0
2 0 0
(Intercept) x
1 0 0
2 0 0
[1] TRUE
[1] FALSE
> sessionInfo()
R version 2.11.1 Patched (2010-06-14 r52281)
i386-apple-darwin9.8.0
locale:
[1] de_DE.UTF-8/de_DE.UTF-8/C/C/de_DE.UTF-8/de_DE.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] lme4_0.999375-33 Matrix_0.999375-40 lattice_0.18-8
loaded via a namespace (and not attached):
[1] grid_2.11.1 nlme_3.1-96 tools_2.11.1
On Jul 18, 2010, at 13:20 , Reinhold Kliegl wrote:
> Actually, what makes a difference on my machine for this test example
> is switching to
> `R --arch x86_64'
>
> After this switch linking either R BLAS and vecLIB BLAS checked out
> fine--at least for 100 tests of the example.
> ( I think ...).
>
> Reinhold Kliegl
>
> On Sun, Jul 18, 2010 at 12:28 PM, Reinhold Kliegl
> <reinhold.kliegl at gmail.com> wrote:
>> First of all, I really appreciate these efforts.
>>
>> Changing to R BLAS did not do the trick for me on Mac OS X (10.5.8).
>> Here is the protocol.
>>
>> ###
>> Last login: Sun Jul 18 12:04:10 on ttys000
>> Reinhold:~ kliegl$ bash
>>
>> ~ > cd /Library/Frameworks/R.framework/Resources/lib
>> /Library/Frameworks/R.framework/Resources/lib > ls
>> i386 libRblas.vecLib.dylib libreadline.5.2.dylib
>> libR.dylib libRlapack.dylib libreadline.dylib
>> libRblas.0.dylib libgcc_s.1.dylib ppc
>> libRblas.dylib libgfortran.2.dylib x86_64
>>
>> /Library/Frameworks/R.framework/Resources/lib > ln -sf
>> libRblas.0.dylib libRblas.dylib
>> /Library/Frameworks/R.framework/Resources/lib > R
>>
>> R version 2.11.1 Patched (2010-07-16 r52550)
>> Copyright (C) 2010 The R Foundation for Statistical Computing
>> ISBN 3-900051-07-0
>>
>> < clipped>
>>
>>> library(lme4)
>>
>> <clipped>
>>
>>> y <- (1:6)*pi # 3.14
>>> x <- (1:6)^2
>>> group <- gl(2,3)
>>> for (i in 1:10) {
>> + M1 <- lmer (y ~ x + (x | group))
>> + M2 <- lmer (y ~ x + (x | group))
>> + print(identical(ranef(M1),ranef(M2)))
>> + print(identical(coef(M1),coef(M2)))
>> + }
>> [1] TRUE
>> [1] TRUE
>> [1] TRUE
>> [1] TRUE
>> [1] FALSE
>> [1] FALSE
>> [1] TRUE
>> [1] TRUE
>> [1] FALSE
>> [1] FALSE
>> [1] FALSE
>> [1] FALSE
>> [1] TRUE
>> [1] TRUE
>> [1] FALSE
>> [1] FALSE
>> [1] TRUE
>> [1] TRUE
>> [1] TRUE
>> [1] TRUE
>>
>>> sessionInfo()
>> R version 2.11.1 Patched (2010-07-16 r52550)
>> i386-apple-darwin9.8.0
>>
>> locale:
>> [1] de_DE/de_DE/C/C/de_DE/de_DE
>>
>> attached base packages:
>> [1] stats graphics grDevices utils datasets methods base
>>
>> other attached packages:
>> [1] lme4_0.999375-34 Matrix_0.999375-41 lattice_0.18-8
>>
>> loaded via a namespace (and not attached):
>> [1] grid_2.11.1 nlme_3.1-96 stats4_2.11.1
>>>
>> #####
>>
>> Did I do something wrong in getting the correct library? Is there a
>> command to check whether R BLAS is used?
>>
>> Using require(lme4) instead of library(lme4) did not make a difference either.
>>
>> Many thanks again,
>> Reinhold Kliegl
>>
>>
>> On Sun, Jul 18, 2010 at 11:35 AM, Daniel Myall <daniel.lists at zeno.co.nz> wrote:
>>> Hi Simon,
>>>
>>> The Apple vecLib BLAS appears to be the cause of the strangeness (at
>>> least on my machine).
>>>
>>> Following:
>>> http://cran.r-project.org/bin/macosx/RMacOSX-FAQ.html#Which-BLAS-is-used-and-how-can-it-be-changed_003f
>>>
>>>
>>> I changed to the R BLAS and everything now works as it should (i.e., for
>>> certain source data, lme4 now gives the same solution on multiple runs
>>> instead of randomly giving one of two different "solutions" on each
>>> run). The FAQ does note in relation to vecLib BLAS " Although fast, it
>>> is not under our control and may possibly deliver inaccurate results."
>>> which appears to be true, at least with lme4.
>>>
>>> What BLAS does the CRAN build machine use? If it does use the vecLib
>>> BLAS is there a case for changing to R BLAS (maybe only when
>>> building/checking lme4)?
>>>
>>> Cheers,
>>> Daniel
>>>
>>> On 18/07/10 9:50 AM, Daniel Myall wrote:
>>>> Hi Simon,
>>>>
>>>> Unfortunately I don't think is the full story (there are actual small
>>>> differences in the fits).
>>>>
>>>> To match the lme4 tests the example should actually be:
>>>>
>>>> library(lme4)
>>>> y<- (1:20)*pi
>>>> x<- (1:20)^2
>>>> group<- gl(2,10)
>>>> for (i in 1:10) {
>>>> M1<- lmer (y ~ x + ( x | group))
>>>> M2<- lmer (y ~ x + ( x | group))
>>>> print(identical(ranef(M1),ranef(M2)))
>>>> print(ranef(M1)$group-ranef(M2)$group)
>>>> }
>>>>
>>>> Which gives me (the number of TRUE/FALSE and the order change on each
>>>> run, even if restarting R):
>>>>
>>>> [1] FALSE
>>>> (Intercept) x
>>>> 1 6.613450e-06 -6.898626e-08
>>>> 2 -6.613462e-06 6.898637e-08
>>>> [1] TRUE
>>>> (Intercept) x
>>>> 1 0 0
>>>> 2 0 0
>>>> [1] FALSE
>>>> (Intercept) x
>>>> 1 -6.613450e-06 6.898626e-08
>>>> 2 6.613462e-06 -6.898637e-08
>>>> [1] FALSE
>>>> (Intercept) x
>>>> 1 6.613450e-06 -6.898626e-08
>>>> 2 -6.613462e-06 6.898637e-08
>>>> [1] TRUE
>>>> (Intercept) x
>>>> 1 0 0
>>>> 2 0 0
>>>> [1] FALSE
>>>> (Intercept) x
>>>> 1 -6.613450e-06 6.898626e-08
>>>> 2 6.613462e-06 -6.898637e-08
>>>> [1] FALSE
>>>> (Intercept) x
>>>> 1 -6.613450e-06 6.898626e-08
>>>> 2 6.613462e-06 -6.898637e-08
>>>> [1] FALSE
>>>> (Intercept) x
>>>> 1 -6.613450e-06 6.898626e-08
>>>> 2 6.613462e-06 -6.898637e-08
>>>> [1] TRUE
>>>> (Intercept) x
>>>> 1 0 0
>>>> 2 0 0
>>>> [1] TRUE
>>>> (Intercept) x
>>>> 1 0 0
>>>> 2 0 0
>>>>
>>>>
>>>> Although only small differences, I assume lme4 should be deterministic?
>>>>
>>>> Cheers,
>>>> Daniel
>>>>
>>>>
>>>>
>>>>
>>>> On 18/07/10 8:23 AM, Simon Urbanek wrote:
>>>>> Ok, I think I found the issue. I'm not sure why this varies by
>>>>> platform but the mismatch is due to the @env slot. Two environments
>>>>> are only identical if it is *the* same environment (i.e. the same
>>>>> pointer). However, M1 and M2 have different environments. The content
>>>>> of those environments is identical, but that is irrelevant as it's
>>>>> not the same pointer. Hence identical(M1, M2) fails (and serialize
>>>>> comparison succeeds as it cares only about the content).
>>>>>
>>>>> So the short story is don't use identical() to compare the models
>>>>> (unless you remove @env first). The long story raises the question
>>>>> whether identical() should really return FALSE for environments like
>>>>>> identical(new.env(),new.env())
>>>>> [1] FALSE
>>>>> I can see arguments both ways but for the purposes of comparing
>>>>> values there should be an option that the above is TRUE.
>>>>>
>>>>> To be honest I don't see why this has not shown up on other platforms
>>>>> as that is a global issue... (I hope this is the full story - I
>>>>> didn't try all the combinations to see if setting @env to the same
>>>>> environment will appease identical() for all the models)
>>>>>
>>>>> Cheers,
>>>>> Simon
>>>>>
>>>>>
>>>>> On Jul 17, 2010, at 3:49 PM, Simon Urbanek wrote:
>>>>>
>>>>>> Daniel,
>>>>>>
>>>>>> thanks for the test case. I did run it in valgrind but nothing
>>>>>> showed up, however ...
>>>>>>
>>>>>> I'm starting to have a suspicion that this has something to do with
>>>>>> identical() - look at this:
>>>>>>
>>>>>>> identical(M1,M2)
>>>>>> [1] FALSE
>>>>>>> all(serialize(M1,NULL)==serialize(M2,NULL))
>>>>>> [1] TRUE
>>>>>>> identical(unserialize(serialize(M1,NULL)),unserialize(serialize(M2,NULL)))
>>>>>>>
>>>>>> [1] FALSE
>>>>>>> identical(unserialize(serialize(M1,NULL)),unserialize(serialize(M1,NULL)))
>>>>>>>
>>>>>> [1] FALSE
>>>>>>
>>>>>> So I think this may be a bug in identical() mainly because of the
>>>>>> last one. I'll need to take identical() apart to see where it fails
>>>>>> ... I'm CCing this to R-devel as the current issue seems more like
>>>>>> an R issue so more eyes can have a look ...
>>>>>>
>>>>>> Cheers,
>>>>>> Simon
>>>>>>
>>>>>>
>>>>>> [FWIW this is tested in today's R-devel (with valgrind level 2) on
>>>>>> x86_64 OS X 10.6.4 with lme4 from CRAN and Matrix form R-devel
>>>>>> Recommended]
>>>>>>
>>>>>>
>>>>>> On Jul 17, 2010, at 4:50 AM, Daniel Myall wrote:
>>>>>>
>>>>>>> I've done some further testing (R 2.11.1) and the issue is not
>>>>>>> limited to Leopard.
>>>>>>>
>>>>>>> Using the test:
>>>>>>>
>>>>>>> library(lme4)
>>>>>>> y<- (1:20)*pi
>>>>>>> x<- (1:20)^2
>>>>>>> group<- gl(2,10)
>>>>>>> for (i in 1:10) {
>>>>>>> M1<- lmer (y ~ x + ( x | group))
>>>>>>> M2<- lmer (y ~ x + ( x | group))
>>>>>>> print(identical(M1,M2))
>>>>>>> }
>>>>>>>
>>>>>>> For CRAN lme4 and Matrix:
>>>>>>>
>>>>>>> 32 bit on Leopard: R CMD check fails; different results (on most runs)
>>>>>>> 32 bit on Snow Leopard: R CMD check passes; different results (on
>>>>>>> some runs).
>>>>>>> 64 bit on Snow Leopard: R CMD check passes; identical results
>>>>>>>
>>>>>>> For SVN version of Matrix with CRAN lme4:
>>>>>>>
>>>>>>> 32 bit on Snow Leopard: different results (on all runs).
>>>>>>> 64 bit on Snow Leopard: different results (on all runs)
>>>>>>>
>>>>>>> For SVN version of Matrix with SVN lme4a:
>>>>>>>
>>>>>>> 32 bit on Snow Leopard: different results (on all runs).
>>>>>>> 64 bit on Snow Leopard: identical results
>>>>>>>
>>>>>>> I couldn't reproduce on Linux 32/64bit. Is it time to jump into
>>>>>>> valgrind to try and find the cause?
>>>>>>>
>>>>>>> Cheers,
>>>>>>> Daniel
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>> On 17/07/10 5:51 PM, John Maindonald wrote:
>>>>>>>> In principle, maybe a Snow Leopard version might be posted
>>>>>>>> as an alternative, if someone can provide one. But I take it
>>>>>>>> that the issue is now a bit wider than tests that fail on Leopard
>>>>>>>> vs passing on Snow Leopard?
>>>>>>>>
>>>>>>>
>>>>>
>>>>
>>>> _______________________________________________
>>>> R-sig-mixed-models at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>>
>>>
>>> [[alternative HTML version deleted]]
>>>
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>>>
>>
>
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