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r - lme4 glmer 中的缩放预测变量不会解决特征值警告;替代优化也没有

转载 作者:行者123 更新时间:2023-12-02 20:09:57 25 4
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我正在使用 R 中的 lme4glmer 函数分析数据(包括在下面)。我正在构建的模型包含一个泊松分布响应变量 (obs)、一个随机因子 (area)、一个连续偏移量 (duration ), 五个连续固定效应 (can_perc, can_n, time, temp, cloud_cover) 和一个二项式固定效应因子 (burnt)。在拟合模型之前,我检查了共线性并删除了所有共线性变量。

初始模型为:

q1 = glmer(obs ~ can_perc + can_n  + time * temp + 
cloud_cover + factor(burnt) + (1|area) + offset(dat$duration),
data=dat, family=poisson, na.action = na.fail)

(注意:我需要将 na.action 指定为“na.fail”,因为我稍后想 dredge() 模型,这是必需的.)

运行模型会给出以下警告:

"Hessian is numerically singular: parameters are not uniquely determined"

在模型的类似变体中,我也收到了警告:

"In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv, : Model is nearly unidentifiable: large eigenvalue ratio - Rescale variables?"

根据我对此处建议的有限理解https://rdrr.io/cran/lme4/man/troubleshooting.html在其他地方,这两个警告都反射(reflect)了一个类似的问题,即 Hessian(逆曲率矩阵)具有较大的特征值,表明(在数值公差范围内)表面在某个方向上是完全平坦的。根据警告和链接中的建议,我使用 scale() 重新调整了所有连续预测变量。我还缩放了偏移量变量(我尝试了缩放和不缩放这个变量)。具有缩放预测变量的模型在这里:

q2 = glmer(obs ~ s.can_perc + s.can_n  + s.time * s.temp + 
s.cloud_cover + factor(burnt) + (1|area) +
offset(dat$s.duration),
data=dat, family=poisson, na.action = na.fail)

但是我还没有逃脱特征值!缩放模型给出了两个警告:

"unable to evaluate scaled gradient"
"Model failed to converge: degenerate Hessian with 1 negative eigenvalues"

我在网上搜索了很多,除了检查模型没有被错误指定之外,找不到其他案例/解决方案来处理预测变量缩放后的特征值问题。

尝试解决警告/改进优化:

基于这些页面/文档: https://cran.r-project.org/web/packages/lme4/lme4.pdf

https://stats.stackexchange.com/questions/164457/r-glmer-warnings-model-fails-to-converge-model-is-nearly-unidentifiable

https://rdrr.io/cran/lme4/man/isSingular.html

https://stats.stackexchange.com/questions/242109/model-failed-to-converge-warning-in-lmer

和其他人,

我有:

  1. 检查了模型规范和数据是否有错误(我没有看到任何错误 - 我是否遗漏了什么?)

  2. 使用 is_singular(x, tol = 1e-05) 检查奇点(此函数调用不知何故从 isSingular() 演变为当前形式?):所有模型都给出 FALSE。

  3. 使用 converge_ok(q2, tolerance = 0.001) 检查收敛性度量:所有模型都给出 FALSE,除非我大幅增加容差;然而,它们在收敛措施上确实存在很大差异。

  4. 尝试了如下不同的优化器/模型估计方法:

    • a) glmerControl(optimizer = "bobyqa") 和 glmerControl(optimizer ="Nelder_Mead")
    • b) glmerControl(optimizer ='optimx', optCtrl=list(method='nlminb'))
    • c) bobyqa、Nelder_Mead、optimx.nlminb、optimx.L-BFGS-B、nloptwrap.NLOPT_LN_NELDERMEAD、nloptwrap.NLOPT_LN_BOBYQA 和 nmkbw 优化器,使用 optimx 包中的 all_fit() 函数。

代码如下:

# singularity and convergence for first two models:
is_singular(s1, tol = 1e-05) # FALSE (a good thing?)
converge_ok(s1, tol = 1e-05) # FALSE (a bad thing?) 0.0259109730912352

is_singular(s2, tol = 1e-05) # FALSE (a good thing?)
converge_ok(s2, tol = 1e-05) # FALSE (a bad thing?) 0.0023434329028163
# I looked at singularity and converge measures for the others below, but omitted for brevity.

# Alternate optimisations for q1:
q1.bobyqa = glmer(obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1|area) + offset(dat$duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer = "bobyqa", optCtrl = list(maxfun = 2e5)))
# Warning 1: unable to evaluate scaled gradient
# Warning 2: Model failed to converge: degenerate Hessian with 1 negative eigenvalues

q1.neldermead = glmer(obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1|area) + offset(dat$duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer ="Nelder_Mead", optCtrl = list(maxfun = 2e5)))
# Warning: unable to evaluate scaled gradient Hessian is numerically singular: parameters are not uniquely determined

q1.nlminb = glmer(obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1|area) + offset(dat$duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer ='optimx', optCtrl=list(method='nlminb')))
# Warning: Parameters or bounds appear to have different scalings. This can cause poor performance in optimization.
# It is important for derivative free methods like BOBYQA, UOBYQA, NEWUOA.convergence code 9999 from optimxError in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, : (maxstephalfit) PIRLS step-halvings failed to reduce deviance in pwrssUpdate

all_fit(q1)

# Alternate optimisations for q2:
q2.bobyqa = glmer(obs ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover + factor(burnt) + (1|area) + offset(dat$s.duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer = "bobyqa", optCtrl = list(maxfun = 2e5)))
# Warning 1: unable to evaluate scaled gradient
# Warning 2: Model failed to converge: degenerate Hessian with 1 negative eigenvalues

q2.neldermead = glmer(obs ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover + factor(burnt) + (1|area) + offset(dat$s.duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer ="Nelder_Mead", optCtrl = list(maxfun = 2e5)))
# Warning: unable to evaluate scaled gradient Hessian is numerically singular: parameters are not uniquely determined

q2.nlminb = glmer(obs ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover + factor(burnt) + (1|area) + offset(dat$s.duration), data=dat, family=poisson, na.action = na.fail, control = glmerControl(optimizer ='optimx', optCtrl=list(method='nlminb')))
# Warning: Model is nearly unidentifiable: large eigenvalue ratio - Rescale variables?

all_fit(q2)

上述代码的输出,对于未缩放模型 (q1):

is_singular(s1, tol = 1e-05) # FALSE (a good thing?)
[1] FALSE
converge_ok(s1, tol = 1e-05) # FALSE (a bad thing?) 0.0259109730912352
0.0259109730912352
FALSE
is_singular(s2, tol = 1e-05) # FALSE (a good thing?)
[1] FALSE
alternate optimisations for original model:
q1.bobyqa = glmer(obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1|area) + offset(dat$duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer = "bobyqa", optCtrl = list(maxfun = 2e5)))
unable to evaluate scaled gradientModel failed to converge: degenerate Hessian with 1 negative eigenvalues

alternate optimisations for original model:
q1.bobyqa = glmer(obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1|area) + offset(dat$duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer = "bobyqa", optCtrl = list(maxfun = 2e5)))
unable to evaluate scaled gradientModel failed to converge: degenerate Hessian with 1 negative eigenvalues
q1.neldermead = glmer(obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1|area) + offset(dat$duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer ="Nelder_Mead", optCtrl = list(maxfun = 2e5)))
unable to evaluate scaled gradient Hessian is numerically singular: parameters are not uniquely determined

all_fit(q1)
bobyqa. : unable to evaluate scaled gradientModel failed to converge: degenerate Hessian with 1 negative eigenvalues[OK]
Nelder_Mead. : unable to evaluate scaled gradient Hessian is numerically singular: parameters are not uniquely determined[OK]
optimx.nlminb : Parameters or bounds appear to have different scalings.
This can cause poor performance in optimization.
It is important for derivative free methods like BOBYQA, UOBYQA, NEWUOA.convergence code 9999 from optimxParameters or bounds appear to have different scalings.
This can cause poor performance in optimization.
It is important for derivative free methods like BOBYQA, UOBYQA, NEWUOA.convergence code 9999 from optimx[ERROR]
optimx.L-BFGS-B : Parameters or bounds appear to have different scalings.
This can cause poor performance in optimization.
It is important for derivative free methods like BOBYQA, UOBYQA, NEWUOA.convergence code 9999 from optimxParameters or bounds appear to have different scalings.
This can cause poor performance in optimization.
It is important for derivative free methods like BOBYQA, UOBYQA, NEWUOA.convergence code 9999 from optimx[ERROR]
nloptwrap.NLOPT_LN_NELDERMEAD : [ERROR]
nloptwrap.NLOPT_LN_BOBYQA : [ERROR]
nmkbw. : [ERROR]

$`bobyqa.`
Generalized linear mixed model fit by maximum likelihood (Laplace Approximation) ['glmerMod']
Family: poisson ( log )
Formula: obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1 | area) + offset(dat$duration)
Data: dat
AIC BIC logLik deviance df.resid
311.0473 330.3356 -146.5237 293.0473 54
Random effects:
Groups Name Std.Dev.
area (Intercept) 1.992
Number of obs: 63, groups: area, 8
Fixed Effects:
(Intercept) can_perc can_n time temp
-67.4998 -1.3180 0.0239 4.8025 1.7793
cloud_cover factor(burnt)unburnt time:temp
-0.3813 18.5676 -0.1748
convergence code 0; 2 optimizer warnings; 0 lme4 warnings

$Nelder_Mead.
Generalized linear mixed model fit by maximum likelihood (Laplace Approximation) ['glmerMod']
Family: poisson ( log )
Formula: obs ~ can_perc + can_n + time * temp + cloud_cover + factor(burnt) + (1 | area) + offset(dat$duration)
Data: dat
AIC BIC logLik deviance df.resid
311.0473 330.3356 -146.5237 293.0473 54
Random effects:
Groups Name Std.Dev.
area (Intercept) 1.992
Number of obs: 63, groups: area, 8
Fixed Effects:
(Intercept)
can_perc can_n time temp
-67.48057 -1.31791 0.02389 4.80463 1.78012
cloud_cover factor(burnt)unburnt time:temp
-0.38118 18.52637 -0.17483
convergence code 0; 2 optimizer warnings; 0 lme4 warnings

$optimx.nlminb
<std::runtime_error in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): (maxstephalfit) PIRLS step-halvings failed to reduce deviance in pwrssUpdate>

$`optimx.L-BFGS-B`
<std::runtime_error in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): (maxstephalfit) PIRLS step-halvings failed to reduce deviance in pwrssUpdate>

$nloptwrap.NLOPT_LN_NELDERMEAD
<simpleError in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): Downdated VtV is not positive definite>

$nloptwrap.NLOPT_LN_BOBYQA
<simpleError in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): Downdated VtV is not positive definite>

$nmkbw.
<std::runtime_error in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): (maxstephalfit) PIRLS step-halvings failed to reduce deviance in pwrssUpdate>

上述代码的输出,对于缩放模型 (q2):

alternate optimisations for q2:
q2.bobyqa = glmer(obs ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover + factor(burnt) + (1|area) + offset(dat$s.duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer = "bobyqa", optCtrl = list(maxfun = 2e5)))
Model is nearly unidentifiable: large eigenvalue ratio - Rescale variables?
q2.neldermead = glmer(obs ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover + factor(burnt) + (1|area) + offset(dat$s.duration), data=dat, family=poisson, na.action = na.fail, glmerControl(optimizer ="Nelder_Mead", optCtrl = list(maxfun = 2e5)))
unable to evaluate scaled gradientModel failed to converge: degenerate Hessian with 1 negative eigenvalues

all_fit(q2)
bobyqa. : Model is nearly unidentifiable: large eigenvalue ratio
- Rescale variables?[OK]
Nelder_Mead. : unable to evaluate scaled gradientModel failed to converge: degenerate Hessian with 1 negative eigenvalues[OK]
optimx.nlminb : Model is nearly unidentifiable: large eigenvalue ratio
- Rescale variables?[OK]
optimx.L-BFGS-B : unable to evaluate scaled gradientModel failed to converge: degenerate Hessian with 1 negative eigenvalues[OK]
nloptwrap.NLOPT_LN_NELDERMEAD : [ERROR]
nloptwrap.NLOPT_LN_BOBYQA : [ERROR]
nmkbw. : [ERROR]
$`bobyqa.`
Generalized linear mixed model fit by maximum likelihood (Laplace Approximation) ['glmerMod']
Family: poisson ( log )
Formula: n_shreiberi ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover +
factor(burnt) + (1 | area) + offset(dat$s.duration)
Data: dat
AIC BIC logLik deviance df.resid
316.8412 336.1294 -149.4206 298.8412 54
Random effects:
Groups Name Std.Dev.
area (Intercept) 2.523
Number of obs: 63, groups: area, 8
Fixed Effects:
(Intercept) s.can_perc s.can_n s.time s.temp
-18.19816 -0.22152 0.45839 0.05239 -0.24983
s.cloud_cover factor(burnt)unburnt s.time:s.temp
-0.19691 17.92390 -0.13948
convergence code 0; 1 optimizer warnings; 0 lme4 warnings

$Nelder_Mead.
Generalized linear mixed model fit by maximum likelihood (Laplace Approximation) ['glmerMod']
Family: poisson ( log )
Formula: n_shreiberi ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover +
factor(burnt) + (1 | area) + offset(dat$s.duration)
Data: dat
AIC BIC logLik deviance df.resid
316.8408 336.1290 -149.4204 298.8408 54
Random effects:
Groups Name Std.Dev.
area (Intercept) 2.524
Number of obs: 63, groups: area, 8
Fixed Effects:
(Intercept) s.can_perc s.can_n s.time s.temp
-19.29632 -0.22153 0.45840 0.05241 -0.24990
s.cloud_cover factor(burnt)unburnt s.time:s.temp
-0.19692 19.02091 -0.13949
convergence code 0; 2 optimizer warnings; 0 lme4 warnings

$optimx.nlminb
Generalized linear mixed model fit by maximum likelihood (Laplace Approximation) ['glmerMod']
Family: poisson ( log )
Formula: n_shreiberi ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover +
factor(burnt) + (1 | area) + offset(dat$s.duration)
Data: dat
AIC BIC logLik deviance df.resid
316.8412 336.1294 -149.4206 298.8412 54
Random effects:
Groups Name Std.Dev.
area (Intercept) 2.523
Number of obs: 63, groups: area, 8
Fixed Effects:
(Intercept) s.can_perc s.can_n s.time s.temp
-18.23626 -0.22152 0.45839 0.05239 -0.24983
s.cloud_cover factor(burnt)unburnt s.time:s.temp
-0.19691 17.96199 -0.13948
convergence code 0; 1 optimizer warnings; 0 lme4 warnings

$`optimx.L-BFGS-B`
Generalized linear mixed model fit by maximum likelihood (Laplace Approximation) ['glmerMod']
Family: poisson ( log )
Formula: n_shreiberi ~ s.can_perc + s.can_n + s.time * s.temp + s.cloud_cover +
factor(burnt) + (1 | area) + offset(dat$s.duration)
Data: dat
AIC BIC logLik deviance df.resid
316.8412 336.1294 -149.4206 298.8412 54
Random effects:
Groups Name Std.Dev.
area (Intercept) 2.524
Number of obs: 63, groups: area, 8
Fixed Effects:
(Intercept) s.can_perc s.can_n s.time s.temp
-18.23581 -0.22155 0.45841 0.05242 -0.24997
s.cloud_cover factor(burnt)unburnt s.time:s.temp
-0.19694 17.96246 -0.13943
convergence code 0; 2 optimizer warnings; 0 lme4 warnings

$nloptwrap.NLOPT_LN_NELDERMEAD
<simpleError in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): Downdated VtV is not positive definite>

$nloptwrap.NLOPT_LN_BOBYQA
<simpleError in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): Downdated VtV is not positive definite>

$nmkbw.
<simpleError in pwrssUpdate(pp, resp, tol = tolPwrss, GQmat = GQmat, compDev = compDev, grpFac = fac, maxit = maxit, verbose = verbose): Downdated VtV is not positive definite>

数据:

数据集可在此链接获得: https://www.dropbox.com/s/ud50uatztjq4bh9/20181217%20Surveys%20simplified%20data%20for%20stackX.xlsx?dl=0

结论与要求:

在我看来,这些替代优化方法都没有成功;事实上,其中一些似乎引发了其他警告/错误,这会让我陷入另一个困境。

任何人都可以建议我如何在拟合这些模型方面取得进展吗?我的目的不是让这些成为最终模型,而是挖掘它们,然后从不同的替代子集模型中选择最优/顶级模型。

最佳答案

tl;dr 这看起来像是完全分离的情况;在你的“烧伤”状态下,你根本没有积极的结果。您不一定需要担心这一点 - AIC 比较应该仍然相当稳健 - 但您可能想在继续之前了解发生了什么。 GLMM FAQ 的相关部分讨论了这个问题(和补救措施) (在 CrossValidated 上有各种相关问题/答案)。

我怎么知道?以下是系数:

  (Intercept)       s.can_perc               s.can_n                s.time                s.temp  
-19.29632 -0.22153 0.45840 0.05241 -0.24990
s.cloud_cover factor(burnt)unburnt s.time:s.temp
-0.19692 19.02091 -0.13949

任何时候(二项式或泊松式)GLM 中的系数(绝对值)大于 8-10,您都必须担心(除非您正在查看以非常大的方式测量的数值协变量的系数单位,例如,如果您以十亿吨为单位查看后院的碳量)。这意味着预测变量的一个单位变化会导致对数赔率(例如)10 个单位的变化(对于二项式/logit 链接模型),例如从概率 0.006 (plogis(-5)) 到 0.994 (plogis(5))。在您的情况下,截距为 -19.29,因此当所有预测变量的值都为零时,处于燃烧状态,您得到的概率为 4.2e-9。另一个巨大的系数用于 unburnt (19.02),因此在未燃烧(未燃烧?)条件下所有预测变量的值为零时,您将得到 plogis(-19.29+19.02) = 0.43。

关于r - lme4 glmer 中的缩放预测变量不会解决特征值警告;替代优化也没有,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/53834754/

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