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estimate model using alternative routines #324

Open pfjulio opened 2 years ago

pfjulio commented 2 years ago

Hi,

How do I estimate a model using 'pso' or 'irismin' routines, in the most recent IRIS version? What is the specific syntax for this?

These routines are in the "myoptimize.m" file, but I cannot properly call them from within the 'estimate' comand.

Many thanks

jaromir-benes commented 2 years ago

Hi - the PSO estimator was (temporarily) disabled as it needs a rewrite to comply with some internal changes in IrisT. Out of curiosity - why do you need PSO? Is the Optim Tbx really failing you?

On Wed, Jun 22, 2022 at 2:56 PM pfjulio @.***> wrote:

Hi,

How do I estimate a model using 'pso' or 'irismin' routines, in the most recent IRIS version? What is the specific syntax for this?

These routines are in the "myoptimize.m" file, but I cannot properly call them from within the 'estimate' comand.

Many thanks

— Reply to this email directly, view it on GitHub https://github.com/IRIS-Solutions-Team/IRIS-Toolbox/issues/324, or unsubscribe https://github.com/notifications/unsubscribe-auth/AGCVKKQEDSRZEUEVHP3DJ5TVQMEQFANCNFSM5ZQEBTDQ . You are receiving this because you are subscribed to this thread.Message ID: @.***>

pfjulio commented 2 years ago

Hi,

I have some models running in previous versions of IRIS with the PSO, and I found out that the PSO can be more effective in some cases (though more time consuming). For instance, I have several cases where the Optim toolbox is not able to find the minimum of -LH and the PSO with the right options is.

On Wed, Jun 22, 2022 at 3:06 PM Jaromír Beneš @.***> wrote:

Hi - the PSO estimator was (temporarily) disabled as it needs a rewrite to comply with some internal changes in IrisT. Out of curiosity - why do you need PSO? Is the Optim Tbx really failing you?

On Wed, Jun 22, 2022 at 2:56 PM pfjulio @.***> wrote:

Hi,

How do I estimate a model using 'pso' or 'irismin' routines, in the most recent IRIS version? What is the specific syntax for this?

These routines are in the "myoptimize.m" file, but I cannot properly call them from within the 'estimate' comand.

Many thanks

— Reply to this email directly, view it on GitHub https://github.com/IRIS-Solutions-Team/IRIS-Toolbox/issues/324, or unsubscribe < https://github.com/notifications/unsubscribe-auth/AGCVKKQEDSRZEUEVHP3DJ5TVQMEQFANCNFSM5ZQEBTDQ

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Paulo Júlio

jaromir-benes commented 2 years ago

Did you also try the fminsearch optimizer which is included in standard Matlab (no toolbox needed) and is a derivative-free simplex method? For certain models, it proves more powerful than Newton based methods albeit much slower.

On Thu, Jun 23, 2022 at 8:44 AM pfjulio @.***> wrote:

Hi,

I have some models running in previous versions of IRIS with the PSO, and I found out that the PSO can be more effective in some cases (though more time consuming). For instance, I have several cases where the Optim toolbox is not able to find the minimum of -LH and the PSO with the right options is.

On Wed, Jun 22, 2022 at 3:06 PM Jaromír Beneš @.***> wrote:

Hi - the PSO estimator was (temporarily) disabled as it needs a rewrite to comply with some internal changes in IrisT. Out of curiosity - why do you need PSO? Is the Optim Tbx really failing you?

On Wed, Jun 22, 2022 at 2:56 PM pfjulio @.***> wrote:

Hi,

How do I estimate a model using 'pso' or 'irismin' routines, in the most recent IRIS version? What is the specific syntax for this?

These routines are in the "myoptimize.m" file, but I cannot properly call them from within the 'estimate' comand.

Many thanks

— Reply to this email directly, view it on GitHub https://github.com/IRIS-Solutions-Team/IRIS-Toolbox/issues/324, or unsubscribe <

https://github.com/notifications/unsubscribe-auth/AGCVKKQEDSRZEUEVHP3DJ5TVQMEQFANCNFSM5ZQEBTDQ

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Paulo Júlio

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pfjulio commented 2 years ago

Ñot yet, I will try that. Many thanks.

From: Jaromír Beneš @.> Sent: 23 de junho de 2022 07:59 To: IRIS-Solutions-Team/IRIS-Toolbox @.> Cc: pfjulio @.>; Author @.> Subject: Re: [IRIS-Solutions-Team/IRIS-Toolbox] estimate model using alternative routines (Issue #324)

Did you also try the fminsearch optimizer which is included in standard Matlab (no toolbox needed) and is a derivative-free simplex method? For certain models, it proves more powerful than Newton based methods albeit much slower.

On Thu, Jun 23, 2022 at 8:44 AM pfjulio @. <mailto:@.> > wrote:

Hi,

I have some models running in previous versions of IRIS with the PSO, and I found out that the PSO can be more effective in some cases (though more time consuming). For instance, I have several cases where the Optim toolbox is not able to find the minimum of -LH and the PSO with the right options is.

On Wed, Jun 22, 2022 at 3:06 PM Jaromír Beneš @. <mailto:@.> > wrote:

Hi - the PSO estimator was (temporarily) disabled as it needs a rewrite to comply with some internal changes in IrisT. Out of curiosity - why do you need PSO? Is the Optim Tbx really failing you?

On Wed, Jun 22, 2022 at 2:56 PM pfjulio @. <mailto:@.> > wrote:

Hi,

How do I estimate a model using 'pso' or 'irismin' routines, in the most recent IRIS version? What is the specific syntax for this?

These routines are in the "myoptimize.m" file, but I cannot properly call them from within the 'estimate' comand.

Many thanks

— Reply to this email directly, view it on GitHub https://github.com/IRIS-Solutions-Team/IRIS-Toolbox/issues/324, or unsubscribe <

https://github.com/notifications/unsubscribe-auth/AGCVKKQEDSRZEUEVHP3DJ5TVQMEQFANCNFSM5ZQEBTDQ

. You are receiving this because you are subscribed to this thread.Message ID: @. <mailto:@.> >

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Paulo Júlio

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pfjulio commented 2 years ago

Hi,

I have just tried the fminsearch and I observed no improvement.

Best

From: Jaromír Beneš @.> Sent: 23 de junho de 2022 07:59 To: IRIS-Solutions-Team/IRIS-Toolbox @.> Cc: pfjulio @.>; Author @.> Subject: Re: [IRIS-Solutions-Team/IRIS-Toolbox] estimate model using alternative routines (Issue #324)

Did you also try the fminsearch optimizer which is included in standard Matlab (no toolbox needed) and is a derivative-free simplex method? For certain models, it proves more powerful than Newton based methods albeit much slower.

On Thu, Jun 23, 2022 at 8:44 AM pfjulio @. <mailto:@.> > wrote:

Hi,

I have some models running in previous versions of IRIS with the PSO, and I found out that the PSO can be more effective in some cases (though more time consuming). For instance, I have several cases where the Optim toolbox is not able to find the minimum of -LH and the PSO with the right options is.

On Wed, Jun 22, 2022 at 3:06 PM Jaromír Beneš @. <mailto:@.> > wrote:

Hi - the PSO estimator was (temporarily) disabled as it needs a rewrite to comply with some internal changes in IrisT. Out of curiosity - why do you need PSO? Is the Optim Tbx really failing you?

On Wed, Jun 22, 2022 at 2:56 PM pfjulio @. <mailto:@.> > wrote:

Hi,

How do I estimate a model using 'pso' or 'irismin' routines, in the most recent IRIS version? What is the specific syntax for this?

These routines are in the "myoptimize.m" file, but I cannot properly call them from within the 'estimate' comand.

Many thanks

— Reply to this email directly, view it on GitHub https://github.com/IRIS-Solutions-Team/IRIS-Toolbox/issues/324, or unsubscribe <

https://github.com/notifications/unsubscribe-auth/AGCVKKQEDSRZEUEVHP3DJ5TVQMEQFANCNFSM5ZQEBTDQ

. You are receiving this because you are subscribed to this thread.Message ID: @. <mailto:@.> >

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Paulo Júlio

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