TheoMichelot / hmmTMB

Fit hidden Markov models using Template Model Builder (TMB): flexible state-dependent distributions, transition probability structures, random effects, and smoothing splines.
50 stars 7 forks source link

optimx warning message about parameter scaling #7

Closed TheoMichelot closed 3 years ago

TheoMichelot commented 3 years ago

I have been getting the following warning message when calling HMM$fit:

Warning messages:
1: In optimx.check(par, optcfg$ufn, optcfg$ugr, optcfg$uhess, lower,  :
  Parameters or bounds appear to have different scalings.
  This can cause poor performance in optimization. 
  It is important for derivative free methods like BOBYQA, UOBYQA, NEWUOA.

This occurs for example when running the script driver2.R in inst/.

r-glennie commented 3 years ago

Disabled optimx tests for parameter scaling, gradient/hessian accuracy, and hessian symmetry. These are only disable when user does not specify "control" argument to optimx in $fit.