Skip to content

GammaReg Family not running to completion #33

Open

Description

I have been able to perform many large runs through many datasets using the Gaussian and Binomial families for, however I am unable to perform the same test using the GammaReg Family in order to predict continous positive response.
I originaly received an error message through debugging mode, saying that I should decrease the size of the learning-rate, nu (hence the pretty small number in the screenshots below) because the negative gradient that was calculated was infinite. There should likely be redundancy built into the code for such cases - hence why I believe this is a bug.

Here are the error messages that I have been able to extract from Rstudio:
bereichsaufnahme 6

The first shows the function that is encountering the error. As the source is not available, it leads me to think the problem may lie within the C-code that underlies much many models. The second is similar, from the Traceback:
bereichsaufnahme 5

This doesn't tell me much, but maybe it helps someone else...
The last is the message given at the console upon crashing:

bereichsaufnahme 7

The warnings() are all the same, namely:

Warnmeldungen:
1: In optimize(riskS, interval = nuirange, y = y, fit = f, ... :
NA/Inf durch größte positive Zahl ersetzt

[For those who don't speak German: "Error message: ...code... NA/Inf was replaced by the largest postive number"]

I have tested my code on that runs over many data sets, only performing the first iteration (of ~700) in each case, which works fine and saves a file to disk after each data subset has been modelled, as expected.

I am not sure if there are special considerations to be made regarding any of the model paramters, but the error that is given appears to be more of a bug in the code.

Activity

  1. hofnerb commented on Apr 3, 2016

    @hofnerb
    Member

    This shouldn't be a bug in C code but in the mboost_fit function. What might be the case is that the nuirange (which is needed in optimize) is to small? Could you try to increase the nuirange in GammaReg(nuirange = ...)?

    Furthermore, do you have a minimal working example to reproduce the error? That would be very heplful.

  2. Nicholas-Autio-Mitchell commented on Sep 21, 2016

    @Nicholas-Autio-Mitchell
    Author

    Apologies from not coming back to this sooner (original post 6 months ago!). This is just a quick update, but I will try to create a minimal reproducible example.

    @hofnerb - you're suggestion that nuirange is too small, I believe, is not the cause. Back then, I had played around with fair few ranges, some small and some large [eg: nuirange = c(0, 200)]. The default in the package is 0:100 as far as I can remember. I had also tried smaller ranges and even ranges within negative numbers, e.g. -100:100.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

Labels

No labels
No labels

Type

No type

Projects

No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions