non_posdef_objective()

Author: Alexey Stukalov

src/loss/ML/FIML.jl

@@ -144,7 +144,7 @@ function evaluate!(objective, gradient, hessian, loss::SemFIML, params)
     Σ_chol = cholesky!(Symmetric(loss.imp_inv); check = false)
 
     if !isposdef(Σ_chol)
-        isnothing(objective) || (objective = non_posdef_return(params))
+        isnothing(objective) || (objective = non_posdef_objective(params))
         isnothing(gradient) || fill!(gradient, 1)
         return objective
     end

src/loss/ML/ML.jl

@@ -113,7 +113,7 @@ function evaluate!(
     Σ_chol = cholesky!(Symmetric(Σ⁻¹); check = false)
     if !isposdef(Σ_chol)
         #@warn "∑⁻¹ is not positive definite"
-        isnothing(objective) || (objective = non_posdef_return(par))
+        isnothing(objective) || (objective = non_posdef_objective(par))
         isnothing(gradient) || fill!(gradient, 1)
         isnothing(hessian) || copyto!(hessian, I)
         return objective
@@ -180,7 +180,7 @@ function evaluate!(objective, gradient, hessian, ml::SemML, par)
     Σ_chol = cholesky!(Symmetric(Σ⁻¹); check = false)
     if !isposdef(Σ_chol)
         #@warn "Σ⁻¹ is not positive definite"
-        isnothing(objective) || (objective = non_posdef_return(par))
+        isnothing(objective) || (objective = non_posdef_objective(par))
         isnothing(gradient) || fill!(gradient, 1)
         isnothing(hessian) || copyto!(hessian, I)
         return objective
@@ -243,18 +243,6 @@ function evaluate!(objective, gradient, hessian, ml::SemML, par)
     return objective
 end
 
-############################################################################################
-### additional functions
-############################################################################################
-
-function non_posdef_return(par)
-    if eltype(par) <: AbstractFloat
-        return floatmax(eltype(par))
-    else
-        return typemax(eltype(par))
-    end
-end
-
 ############################################################################################
 ### recommended methods
 ############################################################################################

src/loss/ML/abstract.jl

@@ -40,3 +40,12 @@ function check_observed_vars(observed::SemObserved, implied::SemImplied)
 end
 
 check_observed_vars(sem::SemLoss) = check_observed_vars(observed(sem), implied(sem))
+
+# returned objective if the implied Σ(par) matrix is not positive definite
+function non_posdef_objective(par::AbstractVector)
+    if eltype(par) <: AbstractFloat
+        return floatmax(eltype(par))
+    else
+        return typemax(eltype(par))
+    end
+end