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Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting


Reference:

Wood, S. N., 2001. Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting. Biometrics, 57 (1), pp. 240-244.

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    Official URL:

    http://dx.doi.org/10.1111/j.0006-341X.2001.00240.x

    Abstract

    Objective functions that arise when fitting nonlinear models often contain local minima that are of little significance except for their propensity to trap minimization algorithms. The standard methods for attempting to deal with this problem treat the objective function as fixed and employ stochastic minimization approaches in the hope of randomly jumping out of local minima. This article suggests a simple trick for performing such minimizations that can be employed in conjunction with most conventional nonstochastic fitting methods. The trick is to stochastically perturb the objective function by bootstrapping the data to be fit. Each bootstrap objective shares the large-scale structure of the original objective but has different small-scale structure. Minimizations of bootstrap objective functions are alternated with minimizations of the original objective function starting from the parameter values with which minimization of the previous bootstrap objective terminated. An example is presented, fitting a nonlinear population dynamic model to population dynamic data and including a comparison of the suggested method with simulated annealing. Convergence diagnostics are discussed

    Details

    Item Type Articles
    CreatorsWood, S. N.
    DOI10.1111/j.0006-341X.2001.00240.x
    DepartmentsFaculty of Science > Mathematical Sciences
    Publisher Statementbsfit.pdf: he definitive version is available at onlinelibrary.wiley.com
    RefereedYes
    StatusPublished
    ID Code7435

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