restore and save optsum for GLMM (#791)

* start work on restoreoptsum for glmm * unfit! now wipes more state * restore and save optsum for GLMM * NEWS, version bump * Blue Style * undo change to LMM? * news tweak * He's always watching your style Co-authored-by: Alex Arslan <ararslan@comcast.net> * in the dark Co-authored-by: Alex Arslan <ararslan@comcast.net> * tweaks Co-authored-by: Alex Arslan <ararslan@comcast.net> * test update * :Facepalm:
JuliaStats · Nov 8, 2024 · f03c65b · f03c65b · palday · Nov 8, 2024
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diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,8 @@
+MixedModels v4.27.0 Release Notes
+==============================
+- `saveoptsum` and `restoreoptsum!` now support `GeneralizedLinearMixedModel`s [#791]
+- `unfit!(::GeneralizedLinearMixedModel)` (called internally by `refit!`) now does a better job of fully resetting the model state [#791]
+
 MixedModels v4.26.1 Release Notes
 ==============================
 - lower and upper edges of profile confidence intervals for REML-fitted models are no longer flipped [#785]
@@ -569,3 +574,4 @@ Package dependencies
 [#778]: https://github.com/JuliaStats/MixedModels.jl/issues/778
 [#783]: https://github.com/JuliaStats/MixedModels.jl/issues/783
 [#785]: https://github.com/JuliaStats/MixedModels.jl/issues/785
+[#791]: https://github.com/JuliaStats/MixedModels.jl/issues/791
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "MixedModels"
 uuid = "ff71e718-51f3-5ec2-a782-8ffcbfa3c316"
 author = ["Phillip Alday <me@phillipalday.com>", "Douglas Bates <dmbates@gmail.com>", "Jose Bayoan Santiago Calderon <jbs3hp@virginia.edu>"]
-version = "4.26.1"
+version = "4.27.0"
 
 [deps]
 Arrow = "69666777-d1a9-59fb-9406-91d4454c9d45"

diff --git a/src/generalizedlinearmixedmodel.jl b/src/generalizedlinearmixedmodel.jl
@@ -767,19 +767,21 @@ function stderror!(v::AbstractVector{T}, m::GeneralizedLinearMixedModel{T}) wher
 end
 
 function unfit!(model::GeneralizedLinearMixedModel{T}) where {T}
-    deviance!(model, 1)
     reevaluateAend!(model.LMM)
 
     reterms = model.LMM.reterms
     optsum = model.LMM.optsum
     # we need to reset optsum so that it
     # plays nice with the modifications fit!() does
     optsum.lowerbd = mapfoldl(lowerbd, vcat, reterms)
-    optsum.initial = mapfoldl(getθ, vcat, reterms)
+    # for variances (bounded at zero), we have ones, while
+    # for everything else (bounded at -Inf), we have zeros
+    optsum.initial = map(T ∘ iszero, optsum.lowerbd)
     optsum.final = copy(optsum.initial)
     optsum.xtol_abs = fill!(copy(optsum.initial), 1.0e-10)
     optsum.initial_step = T[]
     optsum.feval = -1
+    deviance!(model, 1)
 
     return model
 end

diff --git a/src/optsummary.jl b/src/optsummary.jl
@@ -162,3 +162,9 @@ function _check_nlopt_return(ret, failure_modes=_NLOPT_FAILURE_MODES)
         @warn("NLopt optimization failure: $ret")
     end
 end
+
+function Base.:(==)(o1::OptSummary{T}, o2::OptSummary{T}) where {T}
+    return all(fieldnames(OptSummary)) do fn
+        return getfield(o1, fn) == getfield(o2, fn)
+    end
+end
diff --git a/src/serialization.jl b/src/serialization.jl
@@ -1,15 +1,78 @@
 """
-    restoreoptsum!(m::LinearMixedModel, io::IO; atol::Real=0, rtol::Real=atol>0 ? 0 : √eps)
-    restoreoptsum!(m::LinearMixedModel, filename; atol::Real=0, rtol::Real=atol>0 ? 0 : √eps)
+    restoreoptsum!(m::MixedModel, io::IO; atol::Real=0, rtol::Real=atol>0 ? 0 : √eps)
+    restoreoptsum!(m::MixedModel, filename; atol::Real=0, rtol::Real=atol>0 ? 0 : √eps)
 
 Read, check, and restore the `optsum` field from a JSON stream or filename.
 """
+function restoreoptsum!(m::MixedModel, filename; kwargs...)
+    return open(filename, "r") do io
+        return restoreoptsum!(m, io; kwargs...)
+    end
+end
+
 function restoreoptsum!(
     m::LinearMixedModel{T}, io::IO; atol::Real=zero(T),
     rtol::Real=atol > 0 ? zero(T) : √eps(T),
+) where {T}
+    dict = JSON3.read(io)
+    ops = restoreoptsum!(m.optsum, dict)
+    for (par, obj_at_par) in (:initial => :finitial, :final => :fmin)
+        if !isapprox(
+            objective(updateL!(setθ!(m, getfield(ops, par)))), getfield(ops, obj_at_par);
+            rtol, atol,
+        )
+            throw(
+                ArgumentError(
+                    "model at $par does not match stored $obj_at_par within atol=$atol, rtol=$rtol"
+                ),
+            )
+        end
+    end
+    return m
+end
+
+function restoreoptsum!(
+    m::GeneralizedLinearMixedModel{T}, io::IO; atol::Real=zero(T),
+    rtol::Real=atol > 0 ? zero(T) : √eps(T),
 ) where {T}
     dict = JSON3.read(io)
     ops = m.optsum
+
+    # need to accommodate fast and slow fits
+    resize!(ops.initial, length(dict.initial))
+    resize!(ops.final, length(dict.final))
+
+    theta_beta_len = length(m.θ) + length(m.β)
+    if length(dict.initial) == theta_beta_len # fast=false
+        if length(ops.lowerbd) == length(m.θ)
+            prepend!(ops.lowerbd, fill(-Inf, length(m.β)))
+        end
+        setpar! = setβθ!
+        varyβ = false
+    else # fast=true
+        setpar! = setθ!
+        varyβ = true
+        if length(ops.lowerbd) != length(m.θ)
+            deleteat!(ops.lowerbd, 1:length(m.β))
+        end
+    end
+    restoreoptsum!(ops, dict)
+    for (par, obj_at_par) in (:initial => :finitial, :final => :fmin)
+        if !isapprox(
+            deviance(pirls!(setpar!(m, getfield(ops, par)), varyβ), dict.nAGQ),
+            getfield(ops, obj_at_par); rtol, atol,
+        )
+            throw(
+                ArgumentError(
+                    "model at $par does not match stored $obj_at_par within atol=$atol, rtol=$rtol"
+                ),
+            )
+        end
+    end
+    return m
+end
+
+function restoreoptsum!(ops::OptSummary{T}, dict::AbstractDict) where {T}
     allowed_missing = (
         :lowerbd,       # never saved, -Inf not allowed in JSON
         :xtol_zero_abs, # added in v4.25.0
@@ -27,7 +90,9 @@ function restoreoptsum!(
     if length(setdiff(allowed_missing, keys(dict))) > 1 # 1 because :lowerbd
         @warn "optsum was saved with an older version of MixedModels.jl: consider resaving."
     end
+
     if any(ops.lowerbd .> dict.initial) || any(ops.lowerbd .> dict.final)
+        @debug "" ops.lowerbd dict.initial dict.final
         throw(ArgumentError("initial or final parameters in io do not satisfy lowerbd"))
     end
     for fld in (:feval, :finitial, :fmin, :ftol_rel, :ftol_abs, :maxfeval, :nAGQ, :REML)
@@ -37,13 +102,6 @@ function restoreoptsum!(
     ops.xtol_rel = copy(dict.xtol_rel)
     copyto!(ops.initial, dict.initial)
     copyto!(ops.final, dict.final)
-    for (v, f) in (:initial => :finitial, :final => :fmin)
-        if !isapprox(
-            objective(updateL!(setθ!(m, getfield(ops, v)))), getfield(ops, f); rtol, atol
-        )
-            throw(ArgumentError("model m at $v does not give stored $f"))
-        end
-    end
     ops.optimizer = Symbol(dict.optimizer)
     ops.returnvalue = Symbol(dict.returnvalue)
     # compatibility with fits saved before the introduction of various extensions
@@ -59,30 +117,23 @@ function restoreoptsum!(
     else
         [(convert(Vector{T}, first(entry)), T(last(entry))) for entry in fitlog]
     end
-    return m
-end
-
-function restoreoptsum!(m::LinearMixedModel{T}, filename; kwargs...) where {T}
-    open(filename, "r") do io
-        restoreoptsum!(m, io; kwargs...)
-    end
+    return ops
 end
 
 """
-    saveoptsum(io::IO, m::LinearMixedModel)
-    saveoptsum(filename, m::LinearMixedModel)
+    saveoptsum(io::IO, m::MixedModel)
+    saveoptsum(filename, m::MixedModel)
 
 Save `m.optsum` (w/o the `lowerbd` field) in JSON format to an IO stream or a file
 
 The reason for omitting the `lowerbd` field is because it often contains `-Inf`
 values that are not allowed in JSON.
 """
-saveoptsum(io::IO, m::LinearMixedModel) = JSON3.write(io, m.optsum)
-function saveoptsum(filename, m::LinearMixedModel)
+saveoptsum(io::IO, m::MixedModel) = JSON3.write(io, m.optsum)
+function saveoptsum(filename, m::MixedModel)
     open(filename, "w") do io
         saveoptsum(io, m)
     end
 end
 
-# TODO: write methods for GLMM
 # TODO, maybe: something nice for the MixedModelBootstrap
diff --git a/test/pirls.jl b/test/pirls.jl
@@ -239,3 +239,29 @@ end
     @test isapprox(first(gm5.β), -0.13860166843315044, atol=1.e-3)
     @test isapprox(last(gm5.β), -0.034414458364713504, atol=1.e-3)
 end
+
+@testset "GLMM saveoptsum" begin
+    cbpp = dataset(:cbpp)
+    gm_original = GeneralizedLinearMixedModel(first(gfms[:cbpp]), cbpp, Binomial(); wts=cbpp.hsz)
+    gm_restored = GeneralizedLinearMixedModel(first(gfms[:cbpp]), cbpp, Binomial(); wts=cbpp.hsz)
+    fit!(gm_original; progress=false, nAGQ=1)
+
+    io = IOBuffer()
+
+    saveoptsum(seekstart(io), gm_original)
+    restoreoptsum!(gm_restored, seekstart(io))
+    @test gm_original.optsum == gm_restored.optsum
+    @test deviance(gm_original) ≈ deviance(gm_restored)
+
+    refit!(gm_original; progress=false, nAGQ=3)
+    saveoptsum(seekstart(io), gm_original)
+    restoreoptsum!(gm_restored, seekstart(io))
+    @test gm_original.optsum == gm_restored.optsum
+    @test deviance(gm_original) ≈ deviance(gm_restored)
+
+    refit!(gm_original; progress=false, fast=true)
+    saveoptsum(seekstart(io), gm_original)
+    restoreoptsum!(gm_restored, seekstart(io))
+    @test gm_original.optsum == gm_restored.optsum
+    @test deviance(gm_original) ≈ deviance(gm_restored)
+end
diff --git a/test/pls.jl b/test/pls.jl
@@ -530,8 +530,8 @@ end
         fm_mod = deepcopy(fm)
         fm_mod.optsum.fmin += 1
         saveoptsum(seekstart(io), fm_mod)
-        @test_throws(ArgumentError("model m at final does not give stored fmin"),
-                     restoreoptsum!(m, seekstart(io)))
+        @test_throws(ArgumentError("model at final does not match stored fmin within atol=0.0, rtol=1.0e-8"),
+                     restoreoptsum!(m, seekstart(io); atol=0.0, rtol=1e-8))
         restoreoptsum!(m, seekstart(io); atol=1)
         @test m.optsum.fmin - fm.optsum.fmin ≈ 1