SAEM Problem without Convergence Reports OFV

From: Bill Denney Date: August 06, 2016 technical Source: mail-archive.com
Hi, I have a challenging PD model that I recently completed working on. In some of the runs, I got a likelihood value when I think NONMEM should have aborted without providing the likelihood. The complete story is below. I was using SAEM, and during some of the runs, I got the following error at the bottom of the .lst file: 0PROGRAM TERMINATED BY FNLETA 0PRED EXIT CODE = 1 0INDIVIDUAL NO. 1 ID= 1.00000000000000E+00 (WITHIN-INDIVIDUAL) DATA REC NO. 2 THETA= NaN NaN 4.75E+00 -3.91E+00 -3.30E+00 -3.30E+00 NaN 3.00E-01 -1.00E+00 0.00E+00 NaN NaN NaN -2.00E+00 0.00E+00 NaN NaN NaN -2.00E+00 0.00E+00 NaN 0.00E+00 0.00E+00 0.00E+00 0.00E+00 OCCURS DURING SEARCH FOR ETA AT INITIAL VALUE, ETA=0 F OR DERIVATIVE RETURNED BY PRED IS INFINITE (INF) OR NOT A NUMBER (NAN). 0PROGRAM TERMINATED BY FNLETA MESSAGE ISSUED FROM TABLE STEP #CPUT: Total CPU Time in Seconds, 4091.372 Stop Time: Fri Jul 1 21:32:38 UTC 2016 This is expected due to the model convergence properties. At the point I ran this model during model development, I was still developing my parameter and calculation protections. But, the issues is that NONMEM kept running to the end of the model through all SAEM burn-in and accumulation iterations: Stochastic/Burn-in Mode iteration -1000 SAEMOBJ= 11412.435172982327 iteration -999 SAEMOBJ= 0.0000000000000000 iteration -998 SAEMOBJ= 0.0000000000000000 (etc.) The continued run could potentially be expected because my $ESTIMATION record specified NOABORT: $ESTIMATION SIGL=9 NSIG=3 NOABORT METHOD=SAEM INTERACTION LAPLACIAN NBURN=1000 CTYPE=3 GRD=TS(1-2) NITER=10000 IACCEPT=0.2 ISAMPLE=5 PRINT=1 NOPRIOR=1 SEED=5 MSFO=run15.msf $COVARIANCE PRINT=E But the real issue is that I got a SAEM final value of the likelihood function which should have been NAN if reported at all: ************************************************************************************************************************ ******************** ******************** ******************** STOCHASTIC APPROXIMATION EXPECTATION-MAXIMIZATION (NO PRIOR) ******************** #OBJT:************** FINAL VALUE OF LIKELIHOOD FUNCTION ******************** ******************** ******************** ************************************************************************************************************************ #OBJV:******************************************** 0.000 ************************************************** What are peoples' thoughts? Is this expected because of the NOABORT (or another reason) or should it be updated in a future NONMEM version? Thanks, Bill ------------------------------------------------------------------------ Human Predictions Logo < http://www.humanpredictions.com >*William S. Denney, PhD* Chief Scientist, Human Predictions LLC +1-617-899-8123 [email protected] This e-mail communication is confidential and is intended only for the individual(s) or entity named above and others who have been specifically authorized to receive it. If you are not the intended recipient, please do not read, copy, use or disclose the contents of this communication to others. Please notify the sender that you have received this e-mail in error by replying to the e-mail or by calling +1-617-899-8123. Please then delete the e-mail and any copies of it. Thank you.