Convergence error for development version of lme4
29,567
tl;dr this looks like a false positive -- I don't see any particularly important differences among the fits with a variety of different optimizers, although it does look as though the outliers are the built-in Nelder-Mead optimizer and nlminb; built-in bobyqa, and bobyqa and Nelder-Mead from the nloptr package, give extremely close answers, and no warnings.
My general advice in these cases would be to try re-fitting with control=glmerControl(optimizer="bobyqa"); we are considering switching to using bobyqa as the default (this question increases the weight of evidence in its favour).
I put the dput output in a separate file:
source("convdat.R")
Run the whole gamut of possible optimizers: built-in N-M and bobyqa; nlminb and L-BFGS-B from base R, via the optimx package; and the nloptr versions of N-M and bobyqa.
library(lme4)
g0.bobyqa <- glmer(resp ~ months.c * similarity * percSem +
(similarity | subj),
family = binomial, data = myData,
control=glmerControl(optimizer="bobyqa"))
g0.NM <- update(g0.bobyqa,control=glmerControl(optimizer="Nelder_Mead"))
library(optimx)
g0.nlminb <- update(g0.bobyqa,control=glmerControl(optimizer="optimx",
optCtrl=list(method="nlminb")))
g0.LBFGSB <- update(g0.bobyqa,control=glmerControl(optimizer="optimx",
optCtrl=list(method="L-BFGS-B")))
library(nloptr)
## from https://github.com/lme4/lme4/issues/98:
defaultControl <- list(algorithm="NLOPT_LN_BOBYQA",xtol_rel=1e-6,maxeval=1e5)
nloptwrap2 <- function(fn,par,lower,upper,control=list(),...) {
for (n in names(defaultControl))
if (is.null(control[[n]])) control[[n]] <- defaultControl[[n]]
res <- nloptr(x0=par,eval_f=fn,lb=lower,ub=upper,opts=control,...)
with(res,list(par=solution,
fval=objective,
feval=iterations,
conv=if (status>0) 0 else status,
message=message))
}
g0.bobyqa2 <- update(g0.bobyqa,control=glmerControl(optimizer=nloptwrap2))
g0.NM2 <- update(g0.bobyqa,control=glmerControl(optimizer=nloptwrap2,
optCtrl=list(algorithm="NLOPT_LN_NELDERMEAD")))
Summarize results. We get warnings from nlminb, L-BFGS-B, and Nelder-Mead (but the size of the max abs gradient is largest from Nelder-Mead)
getpar <- function(x) c(getME(x,c("theta")),fixef(x))
modList <- list(bobyqa=g0.bobyqa,NM=g0.NM,nlminb=g0.nlminb,
bobyqa2=g0.bobyqa2,NM2=g0.NM2,LBFGSB=g0.LBFGSB)
ctab <- sapply(modList,getpar)
library(reshape2)
mtab <- melt(ctab)
library(ggplot2)
theme_set(theme_bw())
ggplot(mtab,aes(x=Var2,y=value,colour=Var2))+
geom_point()+facet_wrap(~Var1,scale="free")
Just the 'good' fits:
ggplot(subset(mtab,Var2 %in% c("NM2","bobyqa","bobyqa2")),
aes(x=Var2,y=value,colour=Var2))+
geom_point()+facet_wrap(~Var1,scale="free")
Coefficient of variation of estimates among optimizers:
summary(cvvec <- apply(ctab,1,function(x) sd(x)/mean(x)))
The highest CV is for months.c, which is still only about 4% ...
The log-likelihoods don't differ very much: NM2 gives the max log-likelihood, and all the 'good' ones are very close (even the 'bad' ones are at most 1% different)
likList <- sapply(modList,logLik)
round(log10(max(likList)-likList),1)
## bobyqa NM nlminb bobyqa2 NM2 LBFGSB
## -8.5 -2.9 -2.0 -11.4 -Inf -5.0
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Convergence error for development version of lme4 - R
Author by
dmartin
Updated on July 09, 2022Comments
-
dmartin almost 2 years
I am attempting to do a power analysis for a mixed-effects model using the development version of lme4 and this tutorial. I notice in the tutorial that lme4 throws a convergence error:
## Warning: Model failed to converge with max|grad| = 0.00187101 (tol = ## 0.001)The same warning comes up when I run the code for my dataset, with:
## Warning message: In checkConv(attr(opt, "derivs"), opt$par, checkCtrl = control$checkConv, : Model failed to converge with max|grad| = 0.774131 (tol = 0.001)The estimates from a regular glmer call with this updated version are also slightly different from when I was using the updated CRAN version (no warnings in that case). Any idea as to why this might be happening?
EDIT
The model I tried to specify was:
glmer(resp ~ months.c * similarity * percSem + (similarity | subj), family = binomial, data = myData)The dataset I have has one between-subjects (age, centered), and two within-subjects variables (similarity: 2 levels, percSem: 3 levels) predicting a binary outcome (false memory/guess). Additionally, each within-subjects cell has 3 repeated measures. Thus, there exists a total of 2 x 3 x 3 = 18 binary responses for each individual and 38 participants total.
structure(list(subj = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 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3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 1L, 1L, 1L), .Label = c("Both", "Perc", "Sem"), class = "factor"), resp = structure(c(2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 1L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 2L, 2L, 2L, 1L, 1L, 2L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 1L, 2L, 1L, 1L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 1L, 1L, 2L, 2L, 1L, 1L, 2L, 1L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 1L, 1L, 2L, 2L, 1L, 2L, 2L, 1L, 2L, 1L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 2L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 1L, 2L, 2L, 1L, 1L, 2L, 1L, 2L, 1L, 1L, 2L, 1L, 1L, 1L, 2L, 2L, 1L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 1L, 1L, 1L, 2L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 1L, 2L, 1L, 2L, 1L, 1L, 2L, 1L, 1L, 1L, 2L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 1L, 2L, 2L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 1L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 1L, 1L, 2L, 2L, 2L, 1L, 2L, 2L, 1L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 2L, 1L, 1L, 2L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 2L, 1L, 2L, 1L, 1L, 2L, 1L, 2L, 2L, 1L, 2L, 2L, 1L, 2L, 2L, 1L, 2L, 1L, 1L, 1L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 1L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 2L, 2L, 1L, 2L, 1L, 2L, 2L, 2L, 1L), .Label = c("false memory", "guess"), class = "factor")), .Names = c("subj", "months.c", "similarity", "percSem", "resp"), row.names = c(NA, -684L), class = "data.frame")-
Ben Bolker over 10 yearsWe are still working on refining the convergence checks, which were added fairly recently. A couple of questions: (1) can you please give a pointer to the tutorial you're following? (2) is the model you've fitted (with the much larger max grad) singular, i.e. if you run with
control=lmerControl(check.conv.singular="warning")does it give you a warning (alternatively, do you have zero variance estimates or +/- 1.0 correlation estimates)? A reproducible example would be extremely helpful for development purposes ... -
dmartin over 10 years(1) The tutorial is one you authored on Rpubs. It should(?) be hyperlinked in the question. (2) No warnings with that code were given, and the model had no estimated zero variance or correlation estimated. I included the complete dataset in the question (I apologize for the length) for development and help purposes.
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Ben Bolker over 10 yearsMy only further comment is that it would probably be good to state that these are warnings -- in the R world there's a clear distinction between errors (which are considered severe and cause th program to stop without giving an answer) and warnings (which are considered advisory, and do produce an answer)
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djhocking over 10 years@Ben - For what it's worth, I had the same problem with my data and NM produced a warning and very different estimates. LBFGSB had warning and small differences. The others produced no warnings and had nearly identical estimates for all parameters. Thanks!
