Introduction to

parameter optimization

Sabine Beulke, Central Science Laboratory, York, UK

Kinetic Evaluation according to Recommendations by the FOCUS

Work Group on Degradation Kinetics

Washington, January 2006

 Curve fitting

100
measured
80
Concentration

60

40

20

0 100
0 10 20 30 40 measured SFO
Time 80

Concentration
60

40

20

0
0 10 20 30 40
Time
Optimization

Least squares method:

Minimizes the sum of squared residuals (RSS)

12
10 Measured
datapoint
8
6 Calculated line
4 Residual =
2 deviation between
calculated and
0
measured data
0 2 4 6 8 10 12
Optimization

Initial guess 12
(starting value) 10
8
6
4
2
Calculate
0
curve
0 2 4 6 8 10 12

Calculate
12
RSS
10
8
6
4
Modify 2
parameter 0
0 2 4 6 8 10 12
Automatic optimization

Stops when:

 Convergence criteria are met

Comparison between RSS for actual and
previous runs. Convergence reached if
difference is smaller than user-specified
difference
 Termination criteria are met
For example, when maximum number of runs
has been carried out (user-specified)

Good fit not guaranteed!

Non-uniqueness

100

measured FOMC
80
M0 92.48 DT50 7.2
Concentration

60 alpha 957.220 DT90 24.1

beta 10004.3
40
139.277 Residual Sum of Squares
20

0
0 10 20 30 40
Time

100

measured FOMC
80
M0 92.47 DT50 7.2
Concentration

60 alpha 6696.536 DT90 24.1

beta 70030.3
40

139.120 Residual Sum of Squares

20

0
0 10 20 30 40
Time
Non-uniqueness

Parameter correlation
Parameters strongly related
Effects on RSS of changes in one parameter
can be compensated by changes in another
parameter

Inadequate model
For example, selection of bi-phasic model not
warranted if data follow SFO
Global versus local minimum
RSS as a function of
changes in 2
parameters

From
: http:
/ /w w
w .s s
g-su
rfer.c
o m/

The optimisation may find a local “valley” in the RSS surface,

but not the absolute, global minimum.
Different parameter combinations may be returned for different
starting values.
Good fit not guaranteed!
FOCUS recommendations

 Always evaluate the visual fit

 Avoid over-parameterisation
 Aim at finding reasonable starting values
 Always use different starting values
 Constrain parameter ranges if appropriate
 Plausibility checks for parameters and endpoints
 Stepwise fitting where necessary
 Be aware of differences between software packages
 Goodness of fit - visual assessment
Concentration vs. time plot
100

80

Concentration
60
measured
40 SFO

20
Residual plot
0
25
0 20 40 60 80 100
20
Time
15
10
Concentration

5
0 SFO
0 20 40 60 80 100
-5
-10
-15
-20
-25
Time
Goodness of fit - statistical criteria
 2 test
 
2 ( C  O )2
err  100  2
1

C  O
2

2 χ
(err / 100 x O ) tabulated O2
where
C = calculated value
O = observed value
 = mean of all observed values
err = measurement error percentage

If calculated 2 > tabulated 2 then the model is not

appropriate at the chosen level of significance

Error percentage unknown

 Calculate error level at which 2 test is passed
Goodness of fit - statistical criteria

 Confidence in parameter estimates

âi estimate of parameter i
t 
i s tan dard error of parameter i

Calculate e.g. from ModelMaker output

A parameter is significantly different from zero if p (t) < alpha

 Others (e.g. model efficiency, F-test)

FOCUS optimization procedure
Enter measured
data

Select kinetic model

& parameters

Change model, fix parameters?

Eliminate outliers, weighting?

Initial guess
(starting values)

Change starting values

Evaluate:
Visual fit
Optimize Statistics
Parameters
Endpoints