NONMEM Users Network Archive

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RE: OFV from different algorithms

From: Immanuel Freedman <drfreedman>
Date: Thu, 24 Sep 2020 01:52:18 -0400 (EDT)
Colleagues,

In principle, the log likelihood can be used for such comparisons, however an L2 or peak Signal to Noise ratio or cross entropy is widely used in the signal processing literature for such comparisons.

In NONNEM, the problem relates to numerical stability and accuracy of the approximations by which the OFV is estimated.  The closed form exact derivative often results in far less numerical noise.  This is also true for ADVAN6 when analytic derivatives (not numerical) are utilized.

The signal processing and machine learning fields have evolved methods to handle this and these questions of comparing structures and covariance matrix have good practical solutions.

It would be interesting to make the same comparisons in e.g., torsten, nlmixr or Pumas.

Regards,

Immanuel
On September 23, 2020 8:49 PM Steven L Shafer <steven.shafer


Dear Dennis:

 

Gosh, that is super interesting. I would guess it was the differences in the first derivative between the methods. ADVAN4 will be closed form, and ADVAN6 will be (I believe) numerically calculated.

 

Steve

 

From: owner-nmusers


Mark


I posed a variant of this question to Stu Beal (Sheiner's statistician) > 20 years ago.  He answered that one cannot compare ADVAN's, e.g., between ADVAN4 and ADVAN6 for the identical model.  

I verified this today when I ran a model with those two ADVAN's -- both converged, they yielded quite similar parameter estimates, but the OF differed by 60 units.


I will be interested to hear Bob Bauer's reply to this issue.


Dennis


Dennis Fisher MD
P < (The "P Less Than" Company)
Phone / Fax: 1-866-PLessThan (1-866-753-7784)
www.PLessThan.com

 



Received on Thu Sep 24 2020 - 01:52:18 EDT

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