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# scipy.maxentropy.model.dual

`model.``dual`(params=None, ignorepenalty=False, ignoretest=False)

  Computes the Lagrangian dual L(theta) of the entropy of the model, for the given vector theta=params. Minimizing this function (without constraints) should fit the maximum entropy model subject to the given constraints. These constraints are specified as the desired (target) values self.K for the expectations of the feature statistic.

  This function is computed as:
    L(theta) = log(Z) - theta^T . K

  For ‘bigmodel’ objects, it estimates the entropy dual without actually computing p_theta. This is important if the sample space is continuous or innumerable in practice. We approximate the norm constant Z using importance sampling as in [Rosenfeld01whole]. This estimator is deterministic for any given sample. Note that the gradient of this estimator is equal to the importance sampling ratio estimator of the gradient of the entropy dual [see my thesis], justifying the use of this estimator in conjunction with grad() in optimization methods that use both the function and gradient. Note, however, that convergence guarantees break down for most optimization algorithms in the presence of stochastic error.

  Note that, for ‘bigmodel’ objects, the dual estimate is deterministic for any given sample. It is given as:

  > L_est = log Z_est - sum_i{theta_i K_i}

  where
    Z_est = 1/m sum_{x in sample S_0} p_dot(x) / aux_dist(x),

  and m = # observations in sample S_0, and K_i = the empirical expectation E_p_tilde f_i (X) = sum_x {p(x) f_i(x)}.

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