The 'simplex' algorithm undertakes a geometric search for the maximum-likelihood
parameter estimates.
This methodology is also sometimes referred to as a ‘direct
search’.
Such an algorithm or an alternative is necessary for non-linear
models.
The conventional reference to the simplex method is:
Nelder, J. A. and R. Mead, 1965. A simplex method for function
minimization. Comput. J. 7: 308-313. 1965.
However, a very pedagogical reference in the biological world
for this methodology for model fitting is:
Mittertreiner, A.,
and J. Schnute. 1985. Simplex: a manual and software package
for easy nonlinear parameter estimation and interpretation in fishery
research. Canadian Technical Report of Fisheries and Aquatic Science
1384, Ottawa, Ontario, Canada.
Though most of the implementation aspects of this technical report
are out-of-date, perhaps even obsolete, the conceptual descriptions
of the simplex method, algorithm files,
and covariance calculations are
informative.
It is worth noting here that no search algorithm guarantees that
the final fit is the global minimum that is usually desired.
Sometimes the so-called ‘best-fit’ is a local minimum,
or at worst a singularity, which are useless for providing meaningful
estimates for the parameter values.
As such, practitioners may wish to choose different sets of starting
parameter values and judge whether the final estimates are consistent
among several fitting attempts.
Therefore it is always best to choose parameter values for which
you have an a priori suspicion of the final estimate.
It is with this concern in mind that, where possible, models are
parameterized using biologically meaningful and interpretable parameters
- for example, the values of polynomial coefficients usually have
no practical biological interpretation value.
Another approach to assuring the final fit is the desired fit is
to perform a systematic grid search for parameter values prior to
undertaking a simplex search.
One model offered on this website [Species
richness] is coded with this possibility.
The multidimensional grid will methodically select sets of parameter
values, usually by changing their values in proportional increments
within a reasonable (user chosen) parameter space.
The best set of parameters discovered can then be used as starting
values in a simplex search or Marquardt's
derivative-based search.
You can appreciate that such grid searches can be time consuming,
but they can mitigate the frustration of having to begin an estimation
with naïve parameter values.
Once SmartStats © converges on a putative ‘best-fit’,
it attempts to confirm that fit by conducting a so-called axial
search.
If this axial search (which systematically moves parameter values
away from their value at the putative minimum) discovers an improvement
in fit greater than the tolerance for convergence, the putative
fit is rejected and the search for the ‘best-fit’ continues.
|