nlm optimisation for faster initialisation

nicholasjclark · Jun 17, 2024 · 9c3030b · 9c3030b
1 parent b347e15
commit 9c3030b
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Showing 3 changed files with 14 additions and 6 deletions.
diff --git a/R/mvgam_setup.R b/R/mvgam_setup.R
@@ -15,9 +15,13 @@ mvgam_setup <- function(formula,
     suppressWarnings(mgcv::gam(formula(formula),
                                data = dat,
                                family = family,
-                               control = list(maxit = maxit,
-                                              epsilon = 5,
-                                              newton = list(conv.tol = 5)),
+                               optimizer = c('outer', 'nlm'),
+                               control = list(maxit = 1,
+                                              epsilon = 1e20,
+                                              rank.tol = 1,
+                                              mgcv.tol = 1e20,
+                                              mgcv.half = 1,
+                                              nlm = list(iterlim = 1)),
                                drop.unused.levels = FALSE,
                                na.action = na.fail,
                                select = TRUE))
@@ -26,9 +30,13 @@ mvgam_setup <- function(formula,
                                data = dat,
                                family = family,
                                knots = knots,
-                               control = list(maxit = maxit,
-                                              epsilon = 5,
-                                              newton = list(conv.tol = 5)),
+                               optimizer = c('outer', 'nlm'),
+                               control = list(maxit = 1,
+                                              epsilon = 1e20,
+                                              rank.tol = 1,
+                                              mgcv.tol = 1e20,
+                                              mgcv.half = 1,
+                                              nlm = list(iterlim = 1)),
                                drop.unused.levels = FALSE,
                                na.action = na.fail,
                                select = TRUE))

diff --git a/src/mvgam.dll b/src/mvgam.dll
diff --git a/tests/testthat/Rplots.pdf b/tests/testthat/Rplots.pdf