Questions tagged [convergence]

303 questions
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How can I force r optim to run more iterations?

R Optim stops iterating earlier than I want. I use method="L-BFGS-B" (as I need different bounds for different parameters). I know I can set the maximum of iterations via 'control'>'maxit', but optim does not reach the max. I guess 'control'>'pgtol'…
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checking for convergence in complex hierarchical models JAGS

I have estimated a complex hierarchical model with many random effects, but don't really know what the best approach is to checking for convergend. I have complex longitudinal data from a few hundred individuals and estimate quite a few parameters…
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Determining whether MATLAB fitglm() model fit converged

There are many MATLAB functions that do some kind of statistical model fitting, such as fitglm(). These model fits can fail to converge for various reasons; this question is NOT about what can cause such failures or about how to prevent them. My…
Matt Mizumi
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Why do we need exploitation in RL(Q-Learning) for convergence?

I am implementing Q-learning algorithm and I observed that my Q-values are not converging to optimal Q-values even though the policy seems to be converging. I defined the action selection strategy as epsilon-greedy and epsilon is decreasing by 1/N…
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Why doesn't this simple neural network converge for XOR?

The code for the network below works okay, but it's too slow. This site implies that the network should get 99% accuracy after 100 epochs with a learning rate of 0.2, while my network never gets past 97% even after 1900 epochs. Epoch 0, Inputs [0…
Evan Weissburg
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In Maxima, how to check whether a series converges?

I would like to create a function that returns true precisely if a series diverges to infinity. Unfortunately it seems that Maxima throws an error if a series diverges. I loaded the package simplify_sum and I hoped that…
Jolien
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Coordinate Descent Algorithm in Julia for Least Squares not converging

As a warm-up to writing my own elastic net solver, I'm trying to get a fast enough version of ordinary least squares implemented using coordinate descent. I believe I've implemented the coordinate descent algorithm correctly, but when I use the…
Rory
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chef: how to get a timestamp at *convergence* rather than *compile* time

Please consider this code at the end of my deploy_to_tomcat recipe: unless Chef::Config[:solo] chat_message "Deployed #{artifact_name} `#{Time.new.strftime("%Y-%m-%d %H:%M")}`" end It posts a message to chat: Deployed my-web-app 2016-11-03…
vikingsteve
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Why statsmodels ARMA converge so slowly (or not at all) when Eviews works fine

I'm trying to automate a regression usually performed in Eviews in python's statsmodels. Unfortunately it won't be possible to give reproducible example in this case, but the model is a multivariate regression model with ARMA errors. The number of…
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Catching the convergence or not by glmer in R

I am doing simulations with glmer function. For every simulation I extract estimates,...into a database, but I also want to have a variable that would indicate whether simulated data converged properly or not. (I get warnings,for ex. singular…
Jacob
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nls - convergence error

For this dataset: dat = structure(list(x = c(5L, 5L, 5L, 5L, 10L, 10L, 10L, 10L, 15L, 15L, 15L, 15L, 17L, 17L, 17L, 17L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 22L, 22L, 22L, 22L, 24L, 24L, 24L, 24L, 25L, 25L, 25L, 25L, 27L, 27L, 27L, 27L, 30L,…
Juanchi
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R neuralnet does not converge within stepmax for time series

I'm writing a neural network for prediction of elements in a time series x + sin(x^2) in R, using the neuralnet package. This is how training data is being generated, assuming a window of 4 elements, and that the last one is the one that has to be…
bkpenator
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Out of memory using svmtrain in Matlab

I have a set of data that I am trying to learn using SVM. For context, the data has a dimensionality of 35 and contains approximately 30'000 data-points. I have previously trained decision trees in Matlab with this dataset and it took approximately…
grasswistle
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Extracting the converged? bool of scipy.optimize.newton() result

I'm trying to find the minimum root of a function using scipy.optimize.newton(). The function I'm using is very complicated, and as a result I decided to have a set number of iterations and to keep the final answer even if the precision asked is not…
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numpy get start, exact, end of convergence

I have a numpy array of floats: [..., 50.0, 51.0, 52.2, ..., 59.3, 60.4, 61.3, 62.1, ..., 67.9, 68.1, 69.2, ...] You can see that the numbers are first converging to 60, and then diverging from it. There is a range: from 52.0 to 68.0; in the middle…
acmpo6ou
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