The geometry of nonlinear least squares with applications to sloppy models and optimization

Parameter estimation by nonlinear least squares minimization is a common problem with an elegant geometric interpretation: the possible parameter values of a model induce a manifold in the space of data predictions. The minimization problem is then to find the point on the manifold closest to the data. We show that the model manifolds of a large class of models, known as sloppy models, have many universal features; they are characterized by a geometric series of widths, extrinsic curvatures, and parameter-effects curvatures. A number of common difficulties in optimizing least squares problems are due to this common structure. First, algorithms tend to run into the boundaries of the model manifold, causing parameters to diverge or become unphysical. We introduce the model graph as an extension of the model manifold to remedy this problem. We argue that appropriate priors can remove the boundaries and improve convergence rates. We show that typical fits will have many evaporated parameters. Second, bare model parameters are usually ill-suited to describing model behavior; cost contours in parameter space tend to form hierarchies of plateaus and canyons. Geometrically, we understand this inconvenient parametrization as an extremely skewed coordinate basis and show that it induces a large parameter-effects curvature on the manifold. Using coordinates based on geodesic motion, these narrow canyons are transformed in many cases into a single quadratic, isotropic basin. We interpret the modified Gauss-Newton and Levenberg-Marquardt fitting algorithms as an Euler approximation to geodesic motion in these natural coordinates on the model manifold and the model graph respectively. By adding a geodesic acceleration adjustment to these algorithms, we alleviate the difficulties from parameter-effects curvature, improving both efficiency and success rates at finding good fits.Comment: 40 pages, 29 Figure

Optimal experiment selection for parameter estimation in biological differential equation models

<p>Abstract</p> <p>Background</p> <p>Parameter estimation in biological models is a common yet challenging problem. In this work we explore the problem for gene regulatory networks modeled by differential equations with unknown parameters, such as decay rates, reaction rates, Michaelis-Menten constants, and Hill coefficients. We explore the question to what extent parameters can be efficiently estimated by appropriate experimental selection.</p> <p>Results</p> <p>A minimization formulation is used to find the parameter values that best fit the experiment data. When the data is insufficient, the minimization problem often has many local minima that fit the data reasonably well. We show that selecting a new experiment based on the local Fisher Information of one local minimum generates additional data that allows one to successfully discriminate among the many local minima. The parameters can be estimated to high accuracy by iteratively performing minimization and experiment selection. We show that the experiment choices are roughly independent of which local minima is used to calculate the local Fisher Information.</p> <p>Conclusions</p> <p>We show that by an appropriate choice of experiments, one can, in principle, efficiently and accurately estimate all the parameters of gene regulatory network. In addition, we demonstrate that appropriate experiment selection can also allow one to restrict model predictions without constraining the parameters using many fewer experiments. We suggest that predicting model behaviors and inferring parameters represent two different approaches to model calibration with different requirements on data and experimental cost.</p