Re: RE: method=ITS, OPTIMIZATION NOT TESTED (?!)
Hello Robert,
As you suggested, I changed the options. The job converged much faster, but
the objective function was "quasioptimal", i.e. the final objective function
was equal to 10264.899631336189 (see below) while a lower objective function of
10222.499515685291 was observed during the interations when the default options
were applied. I used the parameters resulting in the objective function of
10222.499515685291 as a starting point and run method=1 with interaction. The
starting objective function was equal to 10226.5427056802. I find method=imp
very useful for validation of the results. Is there a way to force it to
select the best parameters and the objective function?
Importance Sampling
MONITORING OF SEARCH:
iteration 0 OBJ= 10231.982923426112
iteration 1 OBJ= 10299.863138426574
iteration 2 OBJ= 10364.772068665749
iteration 3 OBJ= 10308.739048014546
iteration 4 OBJ= 10257.381411982740
iteration 5 OBJ= 10265.245304914670
iteration 6 OBJ= 10251.006105651519
iteration 7 OBJ= 10236.430245954567
iteration 8 OBJ= 10234.353761873708
iteration 9 OBJ= 10242.798081619065
iteration 10 OBJ= 10235.389009976587
iteration 11 OBJ= 10229.486328373108
iteration 12 OBJ= 10226.968499926681
iteration 13 OBJ= 10227.283866001104
iteration 14 OBJ= 10229.010908067567
iteration 15 OBJ= 10229.094607380130
iteration 16 OBJ= 10230.010670330952
iteration 17 OBJ= 10230.204979821499
iteration 18 OBJ= 10264.365519362043
iteration 19 OBJ= 10298.266732255344
Convergence achieved: ending mode
Elapsed estimation time in seconds: 13157.00
Evaluating one more iteration for Variance assessment:
iteration 19 OBJ= 10264.899631336189
OPTIMIZATION COMPLETED
Elapsed covariance time in seconds: 15766.53
Thank you,
Pavel
Quoted reply history
----- Original Message -----
From: "Bauer, Robert"
Date: Sunday, October 25, 2009 11:56 pm
Subject: RE: [NMusers] method=ITS, OPTIMIZATION NOT TESTED (?!)
To: [email protected], [email protected]
> Pavel:
> The objective function progress looks good. You should expect some
> Monte Carlo fluctuations. You should also run more iterations
> (perhapsNITER=200), and set CTYPE=3, which turns on the
> termination tester. To
> resume where you left off, rename your new control stream file,
> and put
> in the following lines.
>
> $EST METHOD=CHAIN NSAMPLE=0 ISAMPLE=50
> FILE=my_old_control_stream_file.ext
> $EST METHOD=IMP NITER=200 CTYPE=3 FILE=my_new_control_stream_file.ext
>
> Make sure you are linear MU referencing to get the greatest
> efficiency.
>
>
> Robert J. Bauer, Ph.D.
> Vice President, Pharmacometrics
> ICON Development Solutions
>
> Tel: (215) 616-6428
> Mob: (925) 286-0769
> Email: [email protected]
> Web: www.icondevsolutions.com
>
>
>
>
>
>
>
>
> ________________________________
>
> From: [email protected] [mailto:owner-
> [email protected]]on Behalf Of [email protected]
> Sent: Saturday, October 24, 2009 8:03 PM
> To: [email protected]
> Subject: [NMusers] method=ITS, OPTIMIZATION NOT TESTED (?!)
>
>
>
> Hello NONMEM Team,
>
> I found method=imp useful when there are local maxima.
> Nevertheless, at
> the end of optimization it prints a message, which makes me feel
> somewhat uncomfortable: OPTIMIZATION NOT TESTED. Also, the final
> objective function is not always the lowest one. An example is below.
> How do we interpret the results in this case?
>
> THETAS THAT ARE SIGMA-LIKE:
> MONITORING OF SEARCH:
>
> iteration 0 OBJ= 10625.663135214874
> iteration 1 OBJ= 10601.188754983375
> iteration 2 OBJ= 10537.895114114934
> iteration 3 OBJ= 10471.674625518765
> iteration 4 OBJ= 10430.297437731866
> iteration 5 OBJ= 10461.973668565577
> iteration 6 OBJ= 10462.638834406265
> iteration 7 OBJ= 10423.464983371641
> iteration 8 OBJ= 10417.959956991735
> iteration 9 OBJ= 10417.594007447198
> iteration 10 OBJ= 10414.708468642830
> iteration 11 OBJ= 10427.810693855947
> iteration 12 OBJ= 10412.889081059604
> iteration 13 OBJ= 10411.980622268416
> iteration 14 OBJ= 10424.501127174915
> iteration 15 OBJ= 10416.332869468861
> iteration 16 OBJ= 10416.622580251338
> iteration 17 OBJ= 10412.401585537709
> iteration 18 OBJ= 10415.117257355550
> iteration 19 OBJ= 10415.302370961055
> iteration 20 OBJ= 10409.066188189252
> iteration 21 OBJ= 10413.780620468329
> iteration 22 OBJ= 10410.787496174480
> iteration 23 OBJ= 10410.633582415931
> iteration 24 OBJ= 10409.970257443048
> iteration 25 OBJ= 10409.702420124611
> iteration 26 OBJ= 10409.213115058612
> iteration 27 OBJ= 10409.690639357370
> iteration 28 OBJ= 10410.016047785200
> iteration 29 OBJ= 10408.157468814226
> iteration 30 OBJ= 10407.779614704938
> iteration 31 OBJ= 10410.164563157052
> iteration 32 OBJ= 10408.364552302961
> iteration 33 OBJ= 10407.431920727997
> iteration 34 OBJ= 10408.286189641487
> iteration 35 OBJ= 10407.907347050501
> iteration 36 OBJ= 10407.451608770069
> iteration 37 OBJ= 10407.189482360372
> iteration 38 OBJ= 10406.484357336147
> iteration 39 OBJ= 10409.167125968375
> iteration 40 OBJ= 10406.840873883246
> iteration 41 OBJ= 10407.679485561714
> iteration 42 OBJ= 10405.341101045238
> iteration 43 OBJ= 10404.704382334516
> iteration 44 OBJ= 10405.348023082915
> iteration 45 OBJ= 10405.347406984720
> iteration 46 OBJ= 10401.873473651774
> iteration 47 OBJ= 10404.036204419035
> iteration 48 OBJ= 10405.072916975221
> iteration 49 OBJ= 10402.976628923887
> Elapsed estimation time in seconds: 30420.73
> iteration 50 OBJ= 10403.285958168881
>
> #TERM:
> OPTIMIZATION NOT TESTED
>
> Thanks,
>
> Pavel
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