[R-sig-phylo] fitContinuous in geiger: positive log-likelihoods when trait values 1

2011-03-07 Thread Nick Matzke

Hi all,

It seems to be a popular week for questions!

I am running fitContinuous on a variety of continuous trait 
data.  I am noticing that when the traits are in units where 
the max is less than 1 (these are not ratio data, though), 
many of the various models produce log-likelihoods that are 
positive, which ought to be impossible.


If I rescale the trait values, e.g. by multiplying them by 
100, the problem goes away and all log-likelihoods are 
negative, and come out somewhat similar to each other 
between the BM, OU, etc. models, as one would expect.


Any hint about why this might be?

Cheers,
Nick


--

Nicholas J. Matzke
Ph.D. Candidate, Graduate Student Researcher

Huelsenbeck Lab
Center for Theoretical Evolutionary Genomics
4151 VLSB (Valley Life Sciences Building)
Department of Integrative Biology
University of California, Berkeley

Graduate Student Instructor, IB200B
Principles of Phylogenetics: Ecology and Evolution
http://ib.berkeley.edu/courses/ib200b/
http://phylo.wikidot.com/


Lab websites:
http://ib.berkeley.edu/people/lab_detail.php?lab=54
http://fisher.berkeley.edu/cteg/hlab.html
Dept. personal page: 
http://ib.berkeley.edu/people/students/person_detail.php?person=370
Lab personal page: 
http://fisher.berkeley.edu/cteg/members/matzke.html

Lab phone: 510-643-6299
Dept. fax: 510-643-6264

Cell phone: 510-301-0179
Email: mat...@berkeley.edu

Mailing address:
Department of Integrative Biology
3060 VLSB #3140
Berkeley, CA 94720-3140

-
[W]hen people thought the earth was flat, they were wrong. 
When people thought the earth was spherical, they were 
wrong. But if you think that thinking the earth is spherical 
is just as wrong as thinking the earth is flat, then your 
view is wronger than both of them put together.


Isaac Asimov (1989). The Relativity of Wrong. The 
Skeptical Inquirer, 14(1), 35-44. Fall 1989.

http://chem.tufts.edu/AnswersInScience/RelativityofWrong.htm

___
R-sig-phylo mailing list
R-sig-phylo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-phylo


Re: [R-sig-phylo] fitContinuous in geiger: positive log-likelihoods when trait values 1

2011-03-07 Thread Nick Matzke
Doh!  Really should have remembered that, 
likelihoods-can-be-greater-than-1 is likelihood 101...


I am still a little puzzled by the dramatically different 
results between rescaling and not, will try to post an 
example in a sec...




On 3/7/11 12:37 PM, Nick Matzke wrote:

Hi all,

It seems to be a popular week for questions!

I am running fitContinuous on a variety of continuous trait
data. I am noticing that when the traits are in units where
the max is less than 1 (these are not ratio data, though),
many of the various models produce log-likelihoods that are
positive, which ought to be impossible.

If I rescale the trait values, e.g. by multiplying them by
100, the problem goes away and all log-likelihoods are
negative, and come out somewhat similar to each other
between the BM, OU, etc. models, as one would expect.

Any hint about why this might be?

Cheers,
Nick




--

Nicholas J. Matzke
Ph.D. Candidate, Graduate Student Researcher

Huelsenbeck Lab
Center for Theoretical Evolutionary Genomics
4151 VLSB (Valley Life Sciences Building)
Department of Integrative Biology
University of California, Berkeley

Graduate Student Instructor, IB200B
Principles of Phylogenetics: Ecology and Evolution
http://ib.berkeley.edu/courses/ib200b/
http://phylo.wikidot.com/


Lab websites:
http://ib.berkeley.edu/people/lab_detail.php?lab=54
http://fisher.berkeley.edu/cteg/hlab.html
Dept. personal page: 
http://ib.berkeley.edu/people/students/person_detail.php?person=370
Lab personal page: 
http://fisher.berkeley.edu/cteg/members/matzke.html

Lab phone: 510-643-6299
Dept. fax: 510-643-6264

Cell phone: 510-301-0179
Email: mat...@berkeley.edu

Mailing address:
Department of Integrative Biology
3060 VLSB #3140
Berkeley, CA 94720-3140

-
[W]hen people thought the earth was flat, they were wrong. 
When people thought the earth was spherical, they were 
wrong. But if you think that thinking the earth is spherical 
is just as wrong as thinking the earth is flat, then your 
view is wronger than both of them put together.


Isaac Asimov (1989). The Relativity of Wrong. The 
Skeptical Inquirer, 14(1), 35-44. Fall 1989.

http://chem.tufts.edu/AnswersInScience/RelativityofWrong.htm

___
R-sig-phylo mailing list
R-sig-phylo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-phylo


Re: [R-sig-phylo] fitContinuous in geiger: positive log-likelihoods when trait values 1

2011-03-07 Thread Dan Rabosky

Hi Nick-

Are you are getting differences in relative AICs between models from simple 
rescaling (multiplying by a constant)? 

The actual values of the traits *might* matter for optimization, depending on 
various parameters associated with optimization (and whatever algorithm is 
being used - this should be L-BFGS-B for fitContinuous, I think). So...if 
relative AICs are different, the first thing I would check is whether some of 
your model AICs reflect local optima. Do lots of optimizations with random 
starting parameters, which is usually sufficient - and failing that, you can 
get into the guts of optim and mess with the actual arguments that control the 
optimization (e.g., parscale etc). 

FYI, this is not immediately transparent in Geiger, as many of the functions 
are hidden. To get at the optimization, look at

geiger:::fitContinuousModel

which does the heavy lifting within fitContinuous, and if you need to, you can 
recode the relevant call to optim to have a bit more flexibility. 

~Dan




On Mar 7, 2011, at 4:04 PM, Nick Matzke wrote:

 Doh!  Really should have remembered that, likelihoods-can-be-greater-than-1 
 is likelihood 101...
 
 I am still a little puzzled by the dramatically different results between 
 rescaling and not, will try to post an example in a sec...
 






[[alternative HTML version deleted]]

___
R-sig-phylo mailing list
R-sig-phylo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-phylo


Re: [R-sig-phylo] fitContinuous in geiger: positive log-likelihoods when trait values 1

2011-03-07 Thread Nick Matzke
Ah, so while re-creating my problem for copy-paste-debug 
goodness on the listserv, I discovered what was confusing me.


Originally, when I ran the various models, I got these 
log-likelihoods for results:


==
  tf2ic2kzkr  turn
BM -9.923018 -9.725328 -9.740485 -44.67030
OU 17.939356 61.492326 43.530827 -42.22548
lambda -9.923018 -9.725328 -9.740485 -42.26222
kappa  -9.923018 -9.725328 -9.740485 -44.45598
delta  18.121709 61.731899 42.452448 -43.09885
EB  9.649302 11.810710 11.612804 -44.67030
white  17.224360 58.832699 43.138356 -42.26222
==

The trait data is roughly normal, the phylogeny is pretty 
standard, so it was damned odd and rather hard to see why OU 
and white noise (!) would be dozens of log-likelihood units 
higher than Brownian motion, for instance.  turn trait 
data were all above 1, but for tf2ic2, kz, and kr, they were 
below 1.  So I was suspecting a bug or something.


As it turns out, back when first experimenting with 
fitContinuous, I had input non-default bounds on the models, 
and then forgot about it.  I think I probably ruled some of 
the optimal parameter values out-of-bounds for the trait 
data 1, and this gave pathological results.


Going back to defaults, we get:


 tf2ic2   kz   kr  turn
BM 17.46596 60.96182 40.75615 -44.67030
OU 17.93936 61.49233 43.53083 -42.22548
lambda 17.46596 60.96182 43.13836 -42.26235
kappa  17.46596 60.96182 41.43779 -44.45598
delta  18.12171 61.73190 42.45245 -43.09885
EB 17.46596 60.96182 40.75615 -44.67030
white  17.22436 58.83270 43.13836 -42.26222


...which seems far more reasonable...


Multiplying the trait data by 100 actually doesn't appear to 
change the subsequent log-likelihoods in this case, in the 
situation where the bounds are defaults rather than my 
screwed-up bounds...



 tf2ic2   kz   kr  turn
BM 17.46596 60.96182 40.75615 -44.67030
OU 17.93936 61.49233 43.53083 -42.22548
lambda 17.46596 60.96182 43.13836 -42.26235
kappa  17.46596 60.96182 41.43779 -44.45598
delta  18.12171 61.73190 42.45245 -43.09885
EB 17.46596 60.96182 40.75615 -44.67030
white  17.22436 58.83270 43.13836 -42.26222


...which is also encouraging.

So, basically, thanks for the help and sorry for the trouble!

Nick


On 3/7/11 4:41 PM, Dan Rabosky wrote:


Hi Nick-

Are you are getting differences in relative AICs between
models from simple rescaling (multiplying by a constant)?

The actual values of the traits *might* matter for
optimization, depending on various parameters associated
with optimization (and whatever algorithm is being used -
this should be L-BFGS-B for fitContinuous, I think). So...if
relative AICs are different, the first thing I would check
is whether some of your model AICs reflect local optima. Do
lots of optimizations with random starting parameters, which
is usually sufficient - and failing that, you can get into
the guts of optim and mess with the actual arguments that
control the optimization (e.g., parscale etc).

FYI, this is not immediately transparent in Geiger, as many
of the functions are hidden. To get at the optimization, look at

geiger:::fitContinuousModel

which does the heavy lifting within fitContinuous, and if
you need to, you can recode the relevant call to optim to
have a bit more flexibility.

~Dan




On Mar 7, 2011, at 4:04 PM, Nick Matzke wrote:


Doh! Really should have remembered that,
likelihoods-can-be-greater-than-1 is likelihood 101...

I am still a little puzzled by the dramatically different
results between rescaling and not, will try to post an
example in a sec...








--

Nicholas J. Matzke
Ph.D. Candidate, Graduate Student Researcher

Huelsenbeck Lab
Center for Theoretical Evolutionary Genomics
4151 VLSB (Valley Life Sciences Building)
Department of Integrative Biology
University of California, Berkeley

Graduate Student Instructor, IB200B
Principles of Phylogenetics: Ecology and Evolution
http://ib.berkeley.edu/courses/ib200b/
http://phylo.wikidot.com/


Lab websites:
http://ib.berkeley.edu/people/lab_detail.php?lab=54
http://fisher.berkeley.edu/cteg/hlab.html
Dept. personal page: 
http://ib.berkeley.edu/people/students/person_detail.php?person=370
Lab personal page: 
http://fisher.berkeley.edu/cteg/members/matzke.html

Lab phone: 510-643-6299
Dept. fax: 510-643-6264

Cell phone: 510-301-0179
Email: mat...@berkeley.edu

Mailing address:
Department of Integrative Biology
3060 VLSB #3140
Berkeley, CA 94720-3140

-
[W]hen people thought the earth was flat, they were wrong. 
When people thought the earth was spherical, they were 
wrong.