The Nonlinear platform takes symbolic derivatives for formulas with most common operations. This section shows what type of derivative expressions result.
If you open the Negative Exponential.jmp nonlinear sample data example, the actual formula for the Nonlinear column looks something like this:
Parameter({b0=0.5, b1=0.5}, b0*(1-Exp(-b1*X)))
The Parameter block in the formula is hidden if you use the formula editor. That is how it is stored in the column and how it appears in the Nonlinear Launch dialog. Two parameters named b0 and b1 are given initial values and used in the formula to be fit.
The Nonlinear platform makes a separate copy of the formula, and edits it to extract the parameters from the expression. Then it maps the references to them to the place where they are estimated. Nonlinear takes the analytic derivatives of the prediction formula with respect to the parameters. If you use the Show Derivatives command, you get the resulting formulas listed in the log, like this:
Prediction Model:
b0 * First(T#1=1-(T#2=Exp(-b1*X)), T#3=-(-1*T#2*X))
The Derivative of Model with respect to the parameters is:
{T#1, T#3*b0}
The derivative facility works like this:
• In order to avoid calculating subexpressions repeatedly, the prediction model is threaded with assignments to store the values of subexpressions that it needs for derivative calculations. The assignments are made to names like T#1, T#2, and so on.
• When the prediction model needs additional subexpressions evaluated, it uses the First function, which returns the value of the first argument expression, and also evaluates the other arguments. In this case additional assignments are needed for derivatives.
• The derivative table itself is a list of expressions, one expression for each parameter to be fit. For example, the derivative of the model with respect to b0 is T#1; its thread in the prediction model is 1–(Exp(-b1*X)). The derivative with respect to b1 is T#3*b0, which is –(–1*Exp(-b1*X)*X)*b0 if you substitute in the assignments above. Although many optimizations are made, it does not always combine the operations optimally. You can see this by the expression for T#3, which does not remove a double negation.
If you specify a loss function, then the formula editor takes derivatives with respect to parameters, if it has any. And it takes first and second derivatives with respect to the model, if there is one.
If the derivative mechanism does not know how to take the analytic derivative of a function, then it takes numerical derivatives, using the NumDeriv function. If this occurs, the platform shows the delta that it used to evaluate the change in the function with respect to a delta change in the arguments. You might need to experiment with different delta settings to obtain good numerical derivatives.
There are always many ways to represent a given model, and some ways behave much better than other forms. Ratkowsky (1990) covers alternative forms in his text.
If you have repeated subexpressions that occur several places in a formula, then it is better to make an assignment to a temporary variable. Then refer to it later in the formula. For example, one of the model formulas above was this:
If(Y==0, Log(1/(1+Exp(model))), Log(1 - 1/(1 + Exp(model))));
This could be simplified by factoring out an expression and assigning it to a local variable:
temp=1/(1+Exp(model));
If(Y==0, Log(temp), Log(1-temp));
The derivative facility can track derivatives across assignments and conditionals.