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Backtrack on non-finite deviance values #577

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Nov 21, 2024
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Backtrack on non-finite deviance values #577

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Backtrack on non-finite deviance values
andreasnoack Nov 20, 2024
9e1729c
Update test/runtests.jl
andreasnoack Nov 21, 2024
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5 changes: 4 additions & 1 deletion src/glmfit.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -383,6 +383,9 @@ function _fit!(m::AbstractGLM, verbose::Bool, maxiter::Integer, minstepfac::Real
updateμ!(r, lp)
end
devold = deviance(m)
if !isfinite(devold)
throw(DomainError(devold, "initial deviance was not finite. Try alternative starting values or model formulation"))
end

for i = 1:maxiter
f = 1.0 # line search factor
Expand All @@ -402,7 +405,7 @@ function _fit!(m::AbstractGLM, verbose::Bool, maxiter::Integer, minstepfac::Real
## If the deviance isn't declining then half the step size
## The rtol*dev term is to avoid failure when deviance
## is unchanged except for rouding errors.
while dev > devold + rtol*dev
while !isfinite(dev) || dev > devold + rtol*dev
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f /= 2
f > minstepfac || error("step-halving failed at beta0 = $(p.beta0)")
try
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13 changes: 12 additions & 1 deletion test/runtests.jl
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Expand Up @@ -2032,4 +2032,15 @@ end
f2 = lm(X, filip_data_df.y, dropcollinear = false, method = :qr, wts = ones(length(filip_data_df.y)))
@test coef(f2) ≈ filip_estimates_df.estimate rtol = 1e-7
@test stderror(f2) ≈ filip_estimates_df.se rtol = 1e-7
end
end

@testset "Non-finite deviance. Issue 417" begin
X_fn = Downloads.download("https://github.com/JuliaStats/GLM.jl/files/6279630/x.txt")
y_fn = Downloads.download("https://github.com/JuliaStats/GLM.jl/files/6279632/y.txt")
X_df = CSV.read(X_fn, DataFrame, header = false)
y_df = CSV.read(y_fn, DataFrame, header = false)
df = hcat(y_df, select(X_df, Not("Column1")))
ft = glm(@formula(Column1 ~ Column2 + Column3 + Column4), df, Gamma(), LogLink())
@test coef(ft) ≈ [9.648767705301294, -0.11274823562143056, 0.1907889126252095, -0.8123086879222496]
@test_throws DomainError glm(@formula(Column1 ~ Column2 + Column3 + Column4), df, Gamma(), LogLink(), start = fill(NaN, 4))
end
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