FIMIX algorithm not converging

Questions about the implementation and application of the PLS-SEM method, that are not related to the usage of the SmartPLS software.
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janschreier
PLS Expert User
Posts: 116
Joined: Fri Sep 12, 2014 2:12 pm
Real name and title: Jan Schreier

FIMIX algorithm not converging

Post by janschreier »

In my data set is sometimes happens that regardless of how large I set the maximum iterations (I stopped when 150000 was not sufficient), the maximum iterations is reached. When I ran the algorithm ten times, only one time I ended up with a hit on that maximum but this run was the run with the best values and thus presented to me. From the LnL Development report it all looks normal for the first few hundred iterations but then the delta starts to switch from negative to positive randomly.

Is this normal behavior that can happen with moderately correlated data? If necessary I can provide the final report.

Thanks for your help!
Jan
jmbecker
SmartPLS Developer
Posts: 1284
Joined: Tue Mar 28, 2006 11:09 am
Real name and title: Dr. Jan-Michael Becker

Re: FIMIX algorithm not converging

Post by jmbecker »

You should not use those results from a run that did not converge correctly. The process sometimes does that and jumps between two local optima. Usually those results are conceptually inferior to other converged solutions.
Dr. Jan-Michael Becker, BI Norwegian Business School, SmartPLS Developer
Researchgate: https://www.researchgate.net/profile/Jan_Michael_Becker
GoogleScholar: http://scholar.google.de/citations?user ... AAAJ&hl=de
janschreier
PLS Expert User
Posts: 116
Joined: Fri Sep 12, 2014 2:12 pm
Real name and title: Jan Schreier

Re: FIMIX algorithm not converging

Post by janschreier »

Thank you for your help, Michael!
janschreier
PLS Expert User
Posts: 116
Joined: Fri Sep 12, 2014 2:12 pm
Real name and title: Jan Schreier

Re: FIMIX algorithm not converging

Post by janschreier »

Dear Jan,

sorry for reviving this thread. In my case the lnL-Values are often way better if I get stuck in a local optimum (e. g. lnL=8.000) compared to those cases where the algorithm converts as expected (e. g. lnL= -20.000). Would you still discard the local optimum solution?

Thanks for your help!
Jan
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