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Fix various issues in initializing nimOptim, plus use of Laplace updateSettings #1581

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Merged
paciorek merged 3 commits into from
Jul 28, 2025
Merged

Fix various issues in initializing nimOptim, plus use of Laplace updateSettings #1581

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849ebaa
Revise formatting of new addSampler allowData messaging.
paciorek Jul 26, 2025
1027b55
Fix merge conflict.
paciorek Jul 26, 2025
28d7c39
Fix nimOptimDefaultControl default types.
paciorek Jul 26, 2025
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2 changes: 2 additions & 0 deletions packages/nimble/R/Laplace.R
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Expand Up @@ -323,6 +323,7 @@ buildOneAGHQuad1D <- nimbleFunction(
## transMethod <<- gridType
## }
if(replace_optimControl) {
optimControl$fnscale <- -1
optimControl_ <<- optimControl
}
},
Expand Down Expand Up @@ -1163,6 +1164,7 @@ buildOneAGHQuad <- nimbleFunction(
transMethod <<- gridType
}
if(replace_optimControl) {
optimControl$fnscale <- -1
optimControl_ <<- optimControl
}
},
Expand Down
8 changes: 4 additions & 4 deletions packages/nimble/R/MCMC_configuration.R
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Expand Up @@ -788,16 +788,16 @@ For internal use only
'
if(!allowData && !allowData_global) {
if(all(model$isData(targetOne))) {
messageIfVerbose(paste0(' [Note] Samplers not added to data node: ', paste0(targetOne, collapse = ', '), '.'))
messageIfVerbose(paste0(' Provide argument allowData = TRUE to addSampler method, to force sampler assignment.'))
messageIfVerbose(' [Note] Samplers not added to data node: `', paste0(targetOne, collapse = '`, `'), '`.\n',
' Provide argument `allowData = TRUE` to `addSampler` method, to force sampler assignment.')
return()
}
if(any(model$isData(targetOne))) {
targetWithSomeData <- model$expandNodeNames(targetOne)
targetOne <- filterOutDataNodes(targetOne) ## this is the salient step of this entire block
targetDataComponents <- setdiff(targetWithSomeData, targetOne)
messageIfVerbose(paste0(' [Note] Samplers not added to data node: ', paste0(targetDataComponents, collapse = ', '), '.'))
messageIfVerbose(paste0(' Provide argument allowData = TRUE to addSampler method, to force sampler assignment.'))
messageIfVerbose(' [Note] Samplers not added to data node: `', paste0(targetDataComponents, collapse = '`, `'), '`.\n',
' Provide argument `allowData = TRUE` to `addSampler` method, to force sampler assignment.')
}
}
newInd <- length(samplerConfs) + 1
Expand Down
8 changes: 4 additions & 4 deletions packages/nimble/R/nimbleFunction_Rexecution.R
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Expand Up @@ -1497,15 +1497,15 @@ nimOptimDefaultControl <- function() {
control <- optimControlNimbleList$new()
control$trace <- 0
control$fnscale <- 1
control$parscale <- NA # Must be filled in to length of par
control$ndeps <- NA # Ditto
control$maxit <- NA ## The default value depends on method.
control$parscale <- as.numeric(NA) # Must be filled in to length of par
control$ndeps <- as.numeric(NA) # Ditto
control$maxit <- as.integer(NA) ## The default value depends on method.
control$abstol = -Inf
control$reltol <- sqrt(.Machine$double.eps)
control$alpha <- 1.0
control$beta <- 0.5
control$gamma <- 2.0
control$REPORT <- NA # Method dependent and not used in compiled version
control$REPORT <- as.integer(NA) # Method dependent and not used in compiled version
control$type <- 1
control$lmm <- 5
control$factr <- 1e7
Expand Down
4 changes: 2 additions & 2 deletions packages/nimble/inst/CppCode/nimOptim.cpp
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Expand Up @@ -185,6 +185,7 @@ nimSmartPtr<OptimResultNimbleList> NimOptimProblem::solve(
result->hessian.initialize(NA_REAL, true, n, n);
}


// Parameters common to all methods.
double* dpar = par.getPtr();
double* X = result->par.getPtr();
Expand Down Expand Up @@ -248,7 +249,7 @@ nimSmartPtr<OptimResultNimbleList> NimOptimProblem::solve(
SEXP Scontrol = PROTECT(Rf_allocVector(VECSXP, 6));
SET_VECTOR_ELT(Scontrol, 0, PROTECT(double_2_SEXP(control_->abstol)));
SET_VECTOR_ELT(Scontrol, 1, PROTECT(double_2_SEXP(control_->reltol)));
SET_VECTOR_ELT(Scontrol, 2, PROTECT(int_2_SEXP(control_->maxit)));
SET_VECTOR_ELT(Scontrol, 2, PROTECT(int_2_SEXP(working_maxit)));
SET_VECTOR_ELT(Scontrol, 3, PROTECT(NimArr_2_SEXP<1>(working_parscale)));
SET_VECTOR_ELT(Scontrol, 4, PROTECT(double_2_SEXP(control_->fnscale)));
SET_VECTOR_ELT(Scontrol, 5, PROTECT(int_2_SEXP(control_->trace)));
Expand Down Expand Up @@ -321,7 +322,6 @@ nimSmartPtr<OptimResultNimbleList> NimOptimProblem::solve(
// NIMERROR("Unknown method_: %s", method_.c_str());
//}
result->value *= control_->fnscale;

// Compute Hessian.
// Parameters are still on the optimization scale,
// i.e. divided by parscale
Expand Down
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