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Boryeu Mao

2002-Jun-04 20:24 UTC

[R] machine dependency [polr()/optim()]

Dear R experts:

I am running some calculations using polr() in MASS library, and found some
differences in results obtained on two different machines (IRIX 6.5, and
Linux RH 7.1).  It is not clear to me whether this is due to some error in
my programming the calculation and how to resolve the differences, if
possible.

The polr() call is the following:

reg<-polr(dep~.,data=mm,start=c(1:(length(mm)-1+length(levels(dep))-1))/10.0
,Hess=TRUE)

where mm, with 827 rows, has one column of dependent variable ("dep"),
and
29 columns of independent variables; there are 6 levels for "dep",
0-5.  For
a particular "mm", the following results (1st three coefficients) are
produced on both machines:

-0.07879468  0.05200974  0.57545475

But for a different "mm", the coefficients are:

-0.050742489 -0.006628615  0.537587536 [on IRIX]
-0.050634191 -0.007433505  0.541055510 [on Linux]

The only source for the difference (that I can find) is in
"reg$niter":
256 (f.evals.function) and 100 (g.evals.function) [IRIX]
261 (f.evals.function) and 100 (g.evals.function) [Linux]

This somewhat dismissed my initial worry that some errors in my programs
caused the different values for the coefficients; but if the differences are
indeed due to machine differences, I am wondering if it is possible to
program the calculations (eg. to somehow force the number of iterations ?)
so that the results are reproduced for all cases.  Another observations is
that polr() produces identical results more exclusively if the number of
columns is smaller.

(A few more details: For the IRIX, the R binary was built with "-O2
-64" for
all compilers (f77 included), and on Linux, "-O2".)

Help and suggestions/hints for further narrowing the sources are
appreciated.  Thanks in Advance.

Boryeu Mao
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ripley@stats.ox.ac.uk

2002-Jun-04 20:50 UTC

head link

[R] machine dependency [polr()/optim()]

On Tue, 4 Jun 2002, Boryeu Mao wrote:
> Dear R experts:
>
> I am running some calculations using polr() in MASS library, and found some
> differences in results obtained on two different machines (IRIX 6.5, and
> Linux RH 7.1).  It is not clear to me whether this is due to some error in
> my programming the calculation and how to resolve the differences, if
> possible.
>
> The polr() call is the following:
>
>
reg<-polr(dep~.,data=mm,start=c(1:(length(mm)-1+length(levels(dep))-1))/10.0
> ,Hess=TRUE)
>
> where mm, with 827 rows, has one column of dependent variable
("dep"), and
> 29 columns of independent variables; there are 6 levels for
"dep", 0-5.  For
> a particular "mm", the following results (1st three coefficients)
are
> produced on both machines:
>
> -0.07879468  0.05200974  0.57545475
>
> But for a different "mm", the coefficients are:
>
> -0.050742489 -0.006628615  0.537587536 [on IRIX]
> -0.050634191 -0.007433505  0.541055510 [on Linux]
>
> The only source for the difference (that I can find) is in
"reg$niter":
> 256 (f.evals.function) and 100 (g.evals.function) [IRIX]
> 261 (f.evals.function) and 100 (g.evals.function) [Linux]
What did the convergence component of the fitted object say?
[Hint: your fits have not converged.]
> This somewhat dismissed my initial worry that some errors in my programs
> caused the different values for the coefficients; but if the differences
are
> indeed due to machine differences, I am wondering if it is possible to
> program the calculations (eg. to somehow force the number of iterations ?)
> so that the results are reproduced for all cases.  Another observations is
> that polr() produces identical results more exclusively if the number of
> columns is smaller.
I've been lazy porting polr to R.  Add ... to the optim call in polr, and
pass it a control argument (see ?optim).
> (A few more details: For the IRIX, the R binary was built with "-O2
-64" for
> all compilers (f77 included), and on Linux, "-O2".)
>
> Help and suggestions/hints for further narrowing the sources are
> appreciated.  Thanks in Advance.
>
> Boryeu Mao
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
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Boryeu Mao

2002-Jun-04 22:00 UTC

head link

[R] machine dependency [polr()/optim()]

Thanks so much for the hints.  So I failed to monitor the convergence.  Once
optim() gets "control=list(maxit=N)" from polr(), the results for the
second
"mm" array are:

-0.049989871 -0.006739967  0.539374483 [IRIX]
-0.049996443 -0.006740587  0.539364033 [Linux]

with convergence code of 0, and the following iteration numbers,

289(f) 111(g) [IRIX]
289(f) 113(g) [Linux]

(Since the numbers for the 1st mm array are reproduced to all printed
digits, perhaps there are still other controls that can reduce the
difference -- I'll try to look up the functions some more).

THANKS!  


-----Original Message-----
From: ripley at stats.ox.ac.uk [mailto:ripley at stats.ox.ac.uk]
Sent: Tuesday, June 04, 2002 1:51 PM
To: Boryeu Mao
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] machine dependency [polr()/optim()]


On Tue, 4 Jun 2002, Boryeu Mao wrote:
> Dear R experts:
>
> I am running some calculations using polr() in MASS library, and found
some> differences in results obtained on two different machines (IRIX 6.5, and
> Linux RH 7.1).  It is not clear to me whether this is due to some error in
> my programming the calculation and how to resolve the differences, if
> possible.
>
> The polr() call is the following:
>
>
reg<-polr(dep~.,data=mm,start=c(1:(length(mm)-1+length(levels(dep))-1))/10.0> ,Hess=TRUE)
>
> where mm, with 827 rows, has one column of dependent variable
("dep"), and
> 29 columns of independent variables; there are 6 levels for
"dep", 0-5.
For> a particular "mm", the following results (1st three coefficients)
are
> produced on both machines:
>
> -0.07879468  0.05200974  0.57545475
>
> But for a different "mm", the coefficients are:
>
> -0.050742489 -0.006628615  0.537587536 [on IRIX]
> -0.050634191 -0.007433505  0.541055510 [on Linux]
>
> The only source for the difference (that I can find) is in
"reg$niter":
> 256 (f.evals.function) and 100 (g.evals.function) [IRIX]
> 261 (f.evals.function) and 100 (g.evals.function) [Linux]
What did the convergence component of the fitted object say?
[Hint: your fits have not converged.]
> This somewhat dismissed my initial worry that some errors in my programs
> caused the different values for the coefficients; but if the differences
are> indeed due to machine differences, I am wondering if it is possible to
> program the calculations (eg. to somehow force the number of iterations ?)
> so that the results are reproduced for all cases.  Another observations is
> that polr() produces identical results more exclusively if the number of
> columns is smaller.
I've been lazy porting polr to R.  Add ... to the optim call in polr, and
pass it a control argument (see ?optim).
> (A few more details: For the IRIX, the R binary was built with "-O2
-64"
for> all compilers (f77 included), and on Linux, "-O2".)
>
> Help and suggestions/hints for further narrowing the sources are
> appreciated.  Thanks in Advance.
>
> Boryeu Mao
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

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