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RE: Funny behaviour with MCETA>1 and parallel computation

From: Bauer, Robert <Robert.Bauer>
Date: Tue, 29 Jul 2014 20:45:19 +0000

MCETA=5 is a small number of random samples of etas to test, and when you parallelize, your random seed pattern changes, unless, you include $EST RANMETHOD=P. Yes, sometimes a worse result follows if a lower OBJ is chosen, yet those etas that gave a lower OBJ offered a worse path than when eta=0. I suggest the following:

$EST METHOD=1 INTERACTION MAXEVAL=0 MCETA=1000 RANMETHOD=P ... ; spend a lot of random samples doing a thorough search with MCETA=1000, but it takes time, so do it just for the first iteration.
$EST METHOD=1 INTERACTION MAXEVAL=9999 MCETA=5 RANMETHOD=P ... ; remaining iterations use MCETA more lightly.

Robert J. Bauer, Ph.D.
Vice President, Pharmacometrics, R&D
ICON Development Solutions
7740 Milestone Parkway
Suite 150
Hanover, MD 21076
Tel: (215) 616-6428
Mob: (925) 286-0769
Email: Robert.Bauer

-----Original Message-----
From: owner-nmusers nmusers
Sent: Tuesday, July 29, 2014 3:54 PM
To: nmusers
Subject: [NMusers] Funny behaviour with MCETA>1 and parallel computation

Dear all,
I am working with FOCE-INTERACTION and a PK model with some issues in optimising the individual ETAs.
A couple of subjects in the dataset are very fast absorbers and sometimes NONMEM fails to find the optimal value for their individual ETAs. This results in the OFV randomly jumping up a lot (~100 points) when I restart the model from the final estimates of a previous run. The model may sometimes find its way back to the same minimum, but not always.

So I decided to use the new feature MCETA, which is supposed to address these kinds of issues by trying several randomly generated sets of initial ETAs, increasing the chance of finding the best value of individual ETA for each subject.

I first tested the new feature on a single CPU and everything worked as
expected: using MCETA=0 (the default) the OFV jumps up after restarting with the final values, while with MCETA=5 the problem is solved and the OFV is stable.

I then ran the same test using the parallel computation feature to speed it up, but I noticed that here the OFV was jumping up anyway. Not only, using MCETA=5 was actually giving a WORSE OFV than the default value of MCETA=0, which is indeed giving the same result irrespectively of whether I use the parallel computation or not.
I have retried several times to make sure I hadn't made any mistakes and when I use MCETA>1 and the parallel computation feature, it sometimes perform worse than the default MCETA=0. I tried other values of MCETA too, but same story.
When I say that the OFV goes up, I am referring to the first iteration, so I have replicated these results using MAXEVAL=0.

Any suggestion about what may be going on? My understanding is that using MCETA>1 CANNOT be any worse than the default behaviour (MECTA=0) of just using 0 as initial value. The guide says NONMEM is supposed to try both 0 AND some other values as initial estimates, and choose in every subject the option that minimises the OFV. So in the worst case scenario NONMEM will just use 0 and I will have wasted some electrons.
Am I misunderstanding something?

Sorry for the lengthy email and thanks for any input on this.

Paolo Denti, PhD
Pharmacometrics Group
Division of Clinical Pharmacology
Department of Medicine
University of Cape Town

K45 Old Main Building
Groote Schuur Hospital
Observatory, Cape Town
7925 South Africa
phone: +27 21 404 7719
fax: +27 21 448 1989
email: paolo.denti


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Received on Tue Jul 29 2014 - 16:45:19 EDT

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