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I notice "minimize" can easily get stuck in a local minimum if the theory model is complicated even with the covmat provided by MCMC chains.
One piece of evidence is that if I run "minimize" again with exactly the same setting (rhoend=0.01), but the starting point from the last minimum, it can return a better result (sometimes chi2 improvement can be more than 1).
I found one way to improve it is to use the iterative minimizer routine: repeat "minimize" by setting the starting point as the last minimum until the chi2 difference between the current and last round is less than a certain threshold, e.g. 0.1. This iterative routine can significantly improve the result, sometimes by Dchi2~3 (e.g. in Class Early Dark Energy scalar field model).
The text was updated successfully, but these errors were encountered:
If you run with MPI it should try multiple random points are report the lowest, with a warning if it doesn't look well converged. You can of course also play with the accuracy parameters
If you run with MPI it should try multiple random points are report the lowest, with a warning if it doesn't look well converged. You can of course also play with the accuracy parameters
Thanks for your reply, Antony. My tests are always with MPI (np=6) in a single minimize round, and it can still finish successfully without any warning, although the result is definitely not good enough (since I found a better one using the iterative routine).
cmbant
changed the title
using iterative minimizer routine to imporve getting stuck in a local minimum
using iterative minimizer routine to improve getting stuck in a local minimum
Oct 18, 2023
I notice "minimize" can easily get stuck in a local minimum if the theory model is complicated even with the covmat provided by MCMC chains.
One piece of evidence is that if I run "minimize" again with exactly the same setting (rhoend=0.01), but the starting point from the last minimum, it can return a better result (sometimes chi2 improvement can be more than 1).
I found one way to improve it is to use the iterative minimizer routine: repeat "minimize" by setting the starting point as the last minimum until the chi2 difference between the current and last round is less than a certain threshold, e.g. 0.1. This iterative routine can significantly improve the result, sometimes by Dchi2~3 (e.g. in Class Early Dark Energy scalar field model).
The text was updated successfully, but these errors were encountered: