nlmixr2 optim defaults

Usage

optimControl(
  method = c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", "Brent"),
  trace = 0,
  fnscale = 1,
  parscale = 1,
  ndeps = 0.001,
  maxit = 10000,
  abstol = 1e-08,
  reltol = 1e-08,
  alpha = 1,
  beta = 0.5,
  gamma = 2,
  REPORT = NULL,
  warn.1d.NelderMead = TRUE,
  type = NULL,
  lmm = 5,
  factr = 1e+07,
  pgtol = 0,
  temp = 10,
  tmax = 10,
  stickyRecalcN = 4,
  maxOdeRecalc = 5,
  odeRecalcFactor = 10^(0.5),
  eventType = c("central", "forward"),
  shiErr = (.Machine$double.eps)^(1/3),
  shi21maxFD = 20L,
  solveType = c("grad", "fun"),
  useColor = crayon::has_color(),
  printNcol = floor((getOption("width") - 23)/12),
  print = 1L,
  normType = c("rescale2", "mean", "rescale", "std", "len", "constant"),
  scaleType = c("nlmixr2", "norm", "mult", "multAdd"),
  scaleCmax = 1e+05,
  scaleCmin = 1e-05,
  scaleC = NULL,
  scaleTo = 1,
  gradTo = 1,
  rxControl = NULL,
  optExpression = TRUE,
  sumProd = FALSE,
  literalFix = TRUE,
  returnOptim = FALSE,
  addProp = c("combined2", "combined1"),
  calcTables = TRUE,
  compress = TRUE,
  covMethod = c("r", "optim", ""),
  adjObf = TRUE,
  ci = 0.95,
  sigdig = 4,
  sigdigTable = NULL,
  ...
)

Arguments

method

The method to be used. See ‘Details’. Can be abbreviated.

trace

Non-negative integer. If positive, tracing information on the progress of the optimization is produced. Higher values may produce more tracing information: for method `"L-BFGS-B"`, there are six levels of tracing. See `optim()` for more information

fnscale

An overall scaling to be applied to the value of `fn` and `gr` during optimization. If negative, turns the problem into a maximization problem. Optimization is performed on `fn(par)/fnscale`

parscale

A vector of scaling values for the parameters. Optimization is performed on `par/parscale` and these should be comparable in the sense that a unit change in any element produces about a unit change in the scaled value. Not used (nor needed) for `method = "Brent"`

ndeps

A vector of step sizes for the finite-difference approximation to the gradient, on `par/parscale` scale. Defaults to `1e-3`

maxit

The maximum number of iterations. Defaults to `100` for the derivative-based methods, and `500` for `"Nelder-Mead"`.

abstol

The absolute convergence tolerance. Only useful for non-negative functions, as a tolerance for reaching zero.

reltol

Relative convergence tolerance. The algorithm stops if it is unable to reduce the value by a factor of `reltol * (abs(val) + reltol)` at a step

alpha

Reflection factor for the `"Nelder-Mead"` method.

beta

Contraction factor for the `"Nelder-Mead"` method

gamma

Expansion factor for the `"Nelder-Mead"` method

REPORT

The frequency of reports for the `"BFGS"`, `"L-BFGS-B"` and `"SANN"` methods if `control$trace` is positive. Defaults to every 10 iterations for `"BFGS"` and `"L-BFGS-B"`, or every 100 temperatures for `"SANN"`

warn.1d.NelderMead

a logical indicating if the (default) `"Nelder-Mead"` method should signal a warning when used for one-dimensional minimization. As the warning is sometimes inappropriate, you can suppress it by setting this option to `FALSE`

type

for the conjugate-gradients method. Takes value `1` for the Fletcher-Reeves update, `2` for Polak-Ribiere and `3` for Beale-Sorenson.

lmm

is an integer giving the number of BFGS updates retained in the `"L-BFGS-B"` method, It defaults to `5`

factr

controls the convergence of the `"L-BFGS-B"` method. Convergence occurs when the reduction in the objective is within this factor of the machine tolerance. Default is `1e7`, that is a tolerance of about `1e-8`.

pgtol

helps control the convergence of the ‘"L-BFGS-B"’ method. It is a tolerance on the projected gradient in the current search direction. This defaults to zero, when the check is suppressed

temp

controls the `"SANN"` method. It is the starting temperature for the cooling schedule. Defaults to `10`.

tmax

is the number of function evaluations at each temperature for the `"SANN"` method. Defaults to `10`.

stickyRecalcN

The number of bad ODE solves before reducing the atol/rtol for the rest of the problem.

maxOdeRecalc

Maximum number of times to reduce the ODE tolerances and try to resolve the system if there was a bad ODE solve.

odeRecalcFactor

The ODE recalculation factor when ODE solving goes bad, this is the factor the rtol/atol is reduced

eventType

Event gradient type for dosing events; Can be "central" or "forward"

shiErr

This represents the epsilon when optimizing the ideal step size for numeric differentiation using the Shi2021 method

shi21maxFD

The maximum number of steps for the optimization of the forward difference step size when using dosing events (lag time, modeled duration/rate and bioavailability)

solveType

tells if `optim` will use nlmixr2's analytical gradients when available (finite differences will be used for event-related parameters like parameters controlling lag time, duration/rate of infusion, and modeled bioavailability). This can be:

- `"gradient"` which will use the gradient and let `optim` calculate the finite difference hessian

- `"fun"` where optim will calculate both the finite difference gradient and the finite difference Hessian

When using nlmixr2's finite differences, the "ideal" step size for either central or forward differences are optimized for with the Shi2021 method which may give more accurate derivatives

These are only applied in the gradient based methods: "BFGS", "CG", "L-BFGS-B"

useColor

Boolean indicating if focei can use ASCII color codes

printNcol

Number of columns to printout before wrapping parameter estimates/gradient

print

Integer representing when the outer step is printed. When this is 0 or do not print the iterations. 1 is print every function evaluation (default), 5 is print every 5 evaluations.

normType

This is the type of parameter normalization/scaling used to get the scaled initial values for nlmixr2. These are used with scaleType of.

With the exception of rescale2, these come from Feature Scaling. The rescale2 The rescaling is the same type described in the OptdesX software manual.

In general, all all scaling formula can be described by:

$$v_{scaled}$$ = ($$v_{unscaled}-C_{1}$$)/$$C_{2}$$

Where

The other data normalization approaches follow the following formula

$$v_{scaled}$$ = ($$v_{unscaled}-C_{1}$$)/$$C_{2}$$

rescale2 This scales all parameters from (-1 to 1). The relative differences between the parameters are preserved with this approach and the constants are:

$$C_{1}$$ = (max(all unscaled values)+min(all unscaled values))/2

$$C_{2}$$ = (max(all unscaled values) - min(all unscaled values))/2
rescale or min-max normalization. This rescales all parameters from (0 to 1). As in the rescale2 the relative differences are preserved. In this approach:

$$C_{1}$$ = min(all unscaled values)

$$C_{2}$$ = max(all unscaled values) - min(all unscaled values)
mean or mean normalization. This rescales to center the parameters around the mean but the parameters are from 0 to 1. In this approach:

$$C_{1}$$ = mean(all unscaled values)

$$C_{2}$$ = max(all unscaled values) - min(all unscaled values)
std or standardization. This standardizes by the mean and standard deviation. In this approach:

$$C_{1}$$ = mean(all unscaled values)

$$C_{2}$$ = sd(all unscaled values)
len or unit length scaling. This scales the parameters to the unit length. For this approach we use the Euclidean length, that is:

$$C_{1}$$ = 0

$$C_{2}$$ = $$\sqrt(v_1^2 + v_2^2 + \cdots + v_n^2)$$
constant which does not perform data normalization. That is

$$C_{1}$$ = 0

$$C_{2}$$ = 1

scaleType

The scaling scheme for nlmixr2. The supported types are:

nlmixr2 In this approach the scaling is performed by the following equation:

$$v_{scaled}$$ = ($$v_{current} - v_{init}$$)*scaleC[i] + scaleTo

The scaleTo parameter is specified by the normType, and the scales are specified by scaleC.
norm This approach uses the simple scaling provided by the normType argument.
mult This approach does not use the data normalization provided by normType, but rather uses multiplicative scaling to a constant provided by the scaleTo argument.

In this case:

$$v_{scaled}$$ = $$v_{current}$$/$$v_{init}$$*scaleTo
multAdd This approach changes the scaling based on the parameter being specified. If a parameter is defined in an exponential block (ie exp(theta)), then it is scaled on a linearly, that is:

$$v_{scaled}$$ = ($$v_{current}-v_{init}$$) + scaleTo

Otherwise the parameter is scaled multiplicatively.

$$v_{scaled}$$ = $$v_{current}$$/$$v_{init}$$*scaleTo

scaleCmax

Maximum value of the scaleC to prevent overflow.

scaleCmin

Minimum value of the scaleC to prevent underflow.

scaleC

The scaling constant used with scaleType=nlmixr2. When not specified, it is based on the type of parameter that is estimated. The idea is to keep the derivatives similar on a log scale to have similar gradient sizes. Hence parameters like log(exp(theta)) would have a scaling factor of 1 and log(theta) would have a scaling factor of ini_value (to scale by 1/value; ie d/dt(log(ini_value)) = 1/ini_value or scaleC=ini_value)

For parameters in an exponential (ie exp(theta)) or parameters specifying powers, boxCox or yeoJohnson transformations , this is 1.
For additive, proportional, lognormal error structures, these are given by 0.5*abs(initial_estimate)
Factorials are scaled by abs(1/digamma(initial_estimate+1))
parameters in a log scale (ie log(theta)) are transformed by log(abs(initial_estimate))*abs(initial_estimate)

These parameter scaling coefficients are chose to try to keep similar slopes among parameters. That is they all follow the slopes approximately on a log-scale.

While these are chosen in a logical manner, they may not always apply. You can specify each parameters scaling factor by this parameter if you wish.

scaleTo

Scale the initial parameter estimate to this value. By default this is 1. When zero or below, no scaling is performed.

gradTo

this is the factor that the gradient is scaled to before optimizing. This only works with scaleType="nlmixr2".

rxControl

`rxode2` ODE solving options during fitting, created with `rxControl()`

optExpression

Optimize the rxode2 expression to speed up calculation. By default this is turned on.

sumProd

Is a boolean indicating if the model should change multiplication to high precision multiplication and sums to high precision sums using the PreciseSums package. By default this is FALSE.

literalFix

boolean, substitute fixed population values as literals and re-adjust ui and parameter estimates after optimization; Default is `TRUE`.

returnOptim

logical; when TRUE this will return the optim list instead of the nlmixr2 fit object

addProp

specifies the type of additive plus proportional errors, the one where standard deviations add (combined1) or the type where the variances add (combined2).

The combined1 error type can be described by the following equation:

$$y = f + (a + b\times f^c) \times \varepsilon$$

The combined2 error model can be described by the following equation:

$$y = f + \sqrt{a^2 + b^2\times f^{2\times c}} \times \varepsilon$$

Where:

- y represents the observed value

- f represents the predicted value

- a is the additive standard deviation

- b is the proportional/power standard deviation

- c is the power exponent (in the proportional case c=1)

calcTables

This boolean is to determine if the foceiFit will calculate tables. By default this is TRUE

compress

Should the object have compressed items

covMethod

allows selection of "r", which uses nlmixr2's `nlmixr2Hess()` for the hessian calculation or "optim" which uses the hessian from `stats::optim(.., hessian=TRUE)`

adjObf

is a boolean to indicate if the objective function should be adjusted to be closer to NONMEM's default objective function. By default this is TRUE

ci

Confidence level for some tables. By default this is 0.95 or 95% confidence.

sigdig

Optimization significant digits. This controls:

The tolerance of the inner and outer optimization is 10^-sigdig
The tolerance of the ODE solvers is 0.5*10^(-sigdig-2); For the sensitivity equations and steady-state solutions the default is 0.5*10^(-sigdig-1.5) (sensitivity changes only applicable for liblsoda)
The tolerance of the boundary check is 5 * 10 ^ (-sigdig + 1)

sigdigTable

Significant digits in the final output table. If not specified, then it matches the significant digits in the `sigdig` optimization algorithm. If `sigdig` is NULL, use 3.

...

Additional arguments passed to nlmixr2est::optimControl().

Value

optimControl object for nlmixr2

Author

Matthew L. Fidler

Examples

# \donttest{
# A logit regression example with emax model

dsn <- data.frame(i=1:1000)
dsn$time <- exp(rnorm(1000))
dsn$DV=rbinom(1000,1,exp(-1+dsn$time)/(1+exp(-1+dsn$time)))

mod <- function() {
 ini({
   E0 <- 0.5
   Em <- 0.5
   E50 <- 2
   g <- fix(2)
 })
 model({
   v <- E0+Em*time^g/(E50^g+time^g)
   ll(bin) ~ DV * v - log(1 + exp(v))
 })
}

fit2 <- nlmixr(mod, dsn, est="optim", optimControl(method="BFGS"))
#>  
#>  
#>  
#>  
#> ℹ parameter labels from comments are typically ignored in non-interactive mode
#> ℹ Need to run with the source intact to parse comments
#> → loading into symengine environment...
#> → pruning branches (`if`/`else`) of population log-likelihood model...
#> ✔ done
#> → calculate jacobian
#> → calculate ∂(f)/∂(θ)
#> → finding duplicate expressions in nlm llik gradient...
#> → optimizing duplicate expressions in nlm llik gradient...
#> → finding duplicate expressions in nlm pred-only...
#> → optimizing duplicate expressions in nlm pred-only...
#>  
#>  
#>  
#>  
#> → calculating covariance
#> ✔ done
#> → loading into symengine environment...
#> → pruning branches (`if`/`else`) of full model...
#> ✔ done
#> → finding duplicate expressions in EBE model...
#> → optimizing duplicate expressions in EBE model...
#> → compiling EBE model...
#>  
#>  
#> ✔ done
#> → Calculating residuals/tables
#> ✔ done
#> → compress origData in nlmixr2 object, save 9096
#> → compress parHistData in nlmixr2 object, save 7448
fit2
#> ── nlmixr² log-likelihood optim with BFGS method ──
#> 
#>           OBJF      AIC      BIC Log-likelihood Condition#(Cov) Condition#(Cor)
#> lPop -702.7458 1141.131 1155.855      -567.5656        1658.552        149.2544
#> 
#> ── Time (sec value$time): ──
#> 
#>            setup table compress    other
#> elapsed 0.002978 0.029    0.009 2.197022
#> 
#> ── (value$parFixed or value$parFixedDf): ──
#> 
#>        Est.     SE  %RSE   Back-transformed(95%CI) BSV(SD) Shrink(SD)%
#> E0  -0.7055 0.2412 34.19 -0.7055 (-1.178, -0.2327)                    
#> Em    7.231  5.142 71.11     7.231 (-2.847, 17.31)                    
#> E50   3.481   2.03 58.32    3.481 (-0.4982, 7.461)                    
#> g         2  FIXED FIXED                         2                    
#>  
#>   Covariance Type (value$covMethod): r
#>   Censoring (value$censInformation): No censoring
#> 
#> ── Fit Data (object value is a modified tibble): ──
#> # A tibble: 1,000 × 5
#>   ID      TIME    DV  IPRED      v
#>   <fct>  <dbl> <dbl>  <dbl>  <dbl>
#> 1 1     0.0304     0 -0.402 -0.705
#> 2 1     0.0320     1 -1.11  -0.705
#> 3 1     0.0681     0 -0.402 -0.703
#> # ℹ 997 more rows
# }