mailRe: AICc


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Posted by Edward d'Auvergne on October 08, 2009 - 17:01:
Hi,

Firstly I would prefer to throw a relax warning along the lines of:

RelaxWarning:  Using single field strength data is bad - very, very
BAD!  Go read the literature to find out why, and don't even think
about publishing the resultant nonsense!

if someone does something like this :P  Seriously though, I am
considering something along those lines but maybe not so harsh.  For
those that continue to insist, I can catch these issues for people
using AICc.  I would recommend throwing a RelaxError in this case as
it is 100% fatal for model selection.  What do you think?

Regards,

Edward



2009/10/8 Sébastien Morin <sebastien.morin.1@xxxxxxxxx>:
Hi,

I recently used the script 'palmer.py' with a single magnetic field
dataset (n=3) and tested AICc model selection (during stage 2).

I faced a problem of division by zero for models with two parameters
(such as models 'm2' and 'm3') since:
   AICc = chi2 + 2.0*k + 2.0*k*(k + 1.0) / (n - k - 1.0)

Also, when models had 3 parameters, the division was by -1, which
yielded negative AICc scores that relax ranked very well based on their
very small number...

The errors appeared as follows:

=================================
Model-free model of spin ':28&:GLU'.
Data pipe            Num_params_(k)       Num_data_sets_(n)
Chi2                 Criterion
m5                   3                    3
2.16490              -15.83510
m4                   3                    3
2.27420              -15.72580
m1                   1                    3
2.27420              8.27420
Traceback (most recent call last):
 File "/home/semor/pse-4/collaborations/relax/relax-1.3.4/relax", line
418, in <module>
   Relax()
 File "/home/semor/pse-4/collaborations/relax/relax-1.3.4/relax", line
127, in __init__
   self.interpreter.run(self.script_file)
 File
"/home/semor/pse-4/collaborations/relax/relax-1.3.4/prompt/interpreter.py",
line 276, in run
   return run_script(intro=self.__intro_string, local=self.local,
script_file=script_file, quit=self.__quit_flag,
show_script=self.__show_script, raise_relax_error=self.__raise_relax_error)
 File
"/home/semor/pse-4/collaborations/relax/relax-1.3.4/prompt/interpreter.py",
line 537, in run_script
   return console.interact(intro, local, script_file, quit,
show_script=show_script, raise_relax_error=raise_relax_error)
 File
"/home/semor/pse-4/collaborations/relax/relax-1.3.4/prompt/interpreter.py",
line 433, in interact_script
   execfile(script_file, local)
 File "./palmer.py", line 166, in <module>
 File "./palmer.py", line 118, in exec_stage_2
 File
"/home/semor/pse-4/collaborations/relax/relax-1.3.4/prompt/model_selection.py",
line 132, in model_selection
   model_selection.select(method=method, modsel_pipe=modsel_pipe,
pipes=pipes)
 File
"/home/semor/pse-4/collaborations/relax/relax-1.3.4/generic_fns/model_selection.py",
line 273, in select
   crit = formula(chi2, float(k), float(n))
 File
"/home/semor/pse-4/collaborations/relax/relax-1.3.4/generic_fns/model_selection.py",
line 76, in aicc
   return chi2 + 2.0*k + 2.0*k*(k + 1.0) / (n - k - 1.0)
ZeroDivisionError: float division
=================================

I think it might be useful if there could be a warning message telling
when overfitting happens (division by 0 or by a negative number).

Also, if a division by zero occurs, the AICc score should be marked
something as 'NA (0)'. Moreover, when the division is by a negative
number, the AICc score should be marked something as 'NA (1)', with the
number in parentheses indicating the actual overfitting fold... Of
course, any 'NA' score should be prevented from serving as a model
selector, i.e. no models should be selected using such a score...

These improvements could be useful to people living on the edge of
overfitting (single field data, for example), but could also serve when
multiple field data was acquired bu a few residues have only data at one
field (due to magnetic field dependent peak overlapping, for example)...

What do you think ?


Séb  :)

--
Sébastien Morin
PhD Student
S. Gagné NMR Laboratory
Université Laval & PROTEO
Québec, Canada



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