56#ifdef ROOFIT_MULTIPROCESS
93#ifdef ROOFIT_MULTIPROCESS
97 coutI(InputArguments) <<
"Modular likelihood detected and likelihood parallelization requested, "
98 <<
"also setting parallel gradient calculation mode." << std::endl;
107 _fcn = std::make_unique<RooFit::TestStatistics::MinuitFcnGrad>(
110 static_cast<RooFit::TestStatistics::LikelihoodMode>(int(_cfg.enableParallelDescent))},
113 throw std::logic_error(
114 "Parallel minimization requested, but ROOT was not compiled with multiprocessing enabled, "
115 "please recompile with -Droofit_multiprocess=ON for parallel evaluation");
118 coutW(InputArguments)
119 <<
"Requested modular likelihood without gradient parallelization, some features such as offsetting "
120 <<
"may not work yet. Non-modular likelihoods are more reliable without parallelization." << std::endl;
126 _fcn = std::make_unique<RooMinimizerFcn>(&function,
this);
130 throw std::logic_error(
"In RooMinimizer constructor: Selected likelihood evaluation but a "
131 "non-modular likelihood was given. Please supply ModularL(true) as an "
132 "argument to createNLL for modular likelihoods to use likelihood "
133 "or gradient parallelization.");
135 _fcn = std::make_unique<RooMinimizerFcn>(&function,
this);
143 RooSentinel::activate();
251 std::stringstream
ss;
252 ss <<
"In RooMinimizer::setMinimizerType: only Minuit2 is supported when not using classic function mode!";
254 ss <<
"\nPlease set it as your default minimizer via "
255 "ROOT::Math::MinimizerOptions::SetDefaultMinimizer(\"Minuit2\").";
257 throw std::invalid_argument(
ss.str());
268 coutE(Minimization) <<
"RooMinimizer: all function calls during minimization gave invalid NLL values!"
284#ifdef ROOFIT_MULTIPROCESS
287 throw std::logic_error(
"ProcessTimer, but ROOT was not compiled with multiprocessing enabled, "
288 "please recompile with -Droofit_multiprocess=ON for logging with the "
320 return exec(
"migrad",
"MIGRAD");
362 coutW(Minimization) <<
"RooMinimizer::hesse: Error, run Migrad before Hesse!" << std::endl;
367 return exec(
"hesse",
"HESSE");
379 coutW(Minimization) <<
"RooMinimizer::minos: Error, run Migrad before Minos!" << std::endl;
384 return exec(
"minos",
"MINOS");
396 coutW(Minimization) <<
"RooMinimizer::minos: Error, run Migrad before Minos!" << std::endl;
444 return exec(
"seek",
"SEEK");
455 return exec(
"simplex",
"SIMPLEX");
466 return exec(
"migradimproved",
"IMPROVE");
505 coutW(Minimization) <<
"RooMinimizer::save: Error, run minimization before!" << std::endl;
511 auto fitRes = std::make_unique<RooFitResult>(
name, title);
516 fitRes->setNumInvalidNLL(
_fcn->GetNumInvalidNLL());
524 fitRes->setInitParList(
_fcn->initFloatParams());
541double covMatrix(std::vector<double>
const &
covMat,
unsigned int i,
unsigned int j)
549double correlation(std::vector<double>
const &
covMat,
unsigned int i,
unsigned int j)
601 coutE(Minimization) <<
"RooMinimizer::contour(" <<
GetName() <<
") ERROR: " <<
var1.GetName()
602 <<
" is not a floating parameter of " <<
_fcn->getFunctionName() << std::endl;
608 coutE(Minimization) <<
"RooMinimizer::contour(" <<
GetName() <<
") ERROR: " <<
var2.GetName()
609 <<
" is not a floating parameter of PDF " <<
_fcn->getFunctionName() << std::endl;
623 coutW(Minimization) <<
"RooMinimizer::contour: Error, run Migrad before contours!" << std::endl;
638 for (
int ic = 0;
ic < 6;
ic++) {
650 coutE(Minimization) <<
"RooMinimizer::contour(" <<
GetName()
651 <<
") ERROR: MINUIT did not return a contour graph for n=" <<
n[
ic] << std::endl;
657 graph->SetName(
Form(
"contour_%s_n%f",
_fcn->getFunctionName().c_str(),
n[
ic]));
659 graph->SetLineWidth(2);
680#ifdef ROOFIT_MULTIPROCESS
691 coutI(Minimization) <<
"Not adding parameters to processtimer because multiprocessing is not enabled." << std::endl;
715 coutI(Minimization) <<
"Command timer: ";
717 coutI(Minimization) <<
"Session timer: ";
724 return _fcn->getMultiGenFcn();
744 oocoutE(
nullptr, InputArguments) <<
"RooMinimizer::save: Error, run minimization before!" << std::endl;
748 auto res = std::make_unique<RooFitResult>(
"lastMinuitFit",
"Last MINUIT fit");
757 for (
unsigned int i = 0; i <
_fcn->getNDim(); ++i) {
767 std::unique_ptr<RooRealVar> var;
784 res->setConstParList(constPars);
789 res->setCovQual(
_minimizer->CovMatrixStatus());
790 res->setStatus(
_result->fStatus);
815 return _fcn->evalCounter();
819 _fcn->zeroEvalCount();
824 return _fcn->getNDim();
829 return _fcn->GetLogFile();
833 return _fcn->GetMaxFCN();
837 return _fcn->getOffset();
847 return std::make_unique<RooAbsReal::EvalErrorContext>(
m);
854 unsigned int npar =
fcn.NDim();
856 coutE(Minimization) <<
"RooMinimizer::fitFCN(): FCN function has zero parameters" << std::endl;
869 _result = std::make_unique<FitResult>();
887 coutE(Minimization) <<
"RooMinimizer::calculateHessErrors() Error re-initializing the minimizer" << std::endl;
894 coutE(Minimization) <<
"RooMinimizer::calculateHessErrors() Error when calculating Hessian" << std::endl;
921 coutE(Minimization) <<
"RooMinimizer::calculateHessErrors() Error re-initializing the minimizer" << std::endl;
935 coutI(Minimization) <<
"RooMinimizer::calculateMinosErrors() Run again Minos for some parameters because a "
936 "new Minimum has been found"
939 for (
int i = 0; i <
iparMax; ++i) {
957 <<
"RooMinimizer::calculateMinosErrors() Minos error calculation failed for all the selected parameters"
975 std::vector<double>
v;
976 for (std::size_t i = 0; i <
_fcn->getNDim(); ++i) {
995 coutI(Minimization) <<
"RooMinimizer::updateMinimizerOptions(): " <<
msg << std::endl;
998 std::string
msg =
"Cannot change minimizer. Continue using " +
_result->fMinimType;
999 coutW(Minimization) <<
"RooMinimizer::updateMinimizerOptions() " <<
msg << std::endl;
1018 for (
unsigned int i = 0; i <
_config.
NPar(); ++i) {
1039 if ((
fMinimType.find(
"Fumili") == std::string::npos) && (
fMinimType.find(
"GSLMultiFit") == std::string::npos)) {
1040 if (!
fconfig.MinimizerAlgoType().empty())
1045 for (
unsigned int i = 0; i <
fconfig.NPar(); ++i) {
1062 _result->fStatus = min.Status();
1063 _result->fCovStatus = min.CovMatrixStatus();
1064 _result->fVal = min.MinValue();
1069 const unsigned int npar = min.NDim();
1074 _result->fParams = std::vector<double>(min.X(), min.X() +
npar);
1078 for (
unsigned int i = 0; i <
npar; ++i) {
1084 for (
unsigned int ipar = 0; ipar <
npar; ++ipar) {
1085 if (
fconfig.ParSettings(ipar).IsFixed())
1086 _result->fFixedParams[ipar] =
true;
1095 if (min.Errors() !=
nullptr) {
1115 _result->fVal = min.MinValue();
1117 _result->fStatus = min.Status();
1118 _result->fCovStatus = min.CovMatrixStatus();
1123 if (min.Errors() !=
nullptr) {
1137 if (
_result->fCovStatus != 0) {
1143 for (
unsigned int i = 0; i <
npar; ++i) {
1144 for (
unsigned int j = 0;
j <= i; ++
j)
1145 _result->fCovMatrix[
l++] = min.CovMatrix(i,
j);
1152 for (
unsigned int i = 0; i <
npar; ++i) {
1153 double globcc = min.GlobalCC(i);
1166 auto itr = fMinosErrors.find(i);
1167 return (
itr != fMinosErrors.
end()) ?
itr->second.first : error(i);
1174 auto itr = fMinosErrors.find(i);
1175 return (
itr != fMinosErrors.
end()) ?
itr->second.second : error(i);
1180 return fFixedParams.find(ipar) != fFixedParams.end();
1185 const size_t nParams = fParams.size();
ROOT::Detail::TRangeCast< T, true > TRangeDynCast
TRangeDynCast is an adapter class that allows the typed iteration through a TCollection.
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t r
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t index
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t Int_t Int_t Window_t TString Int_t GCValues_t GetPrimarySelectionOwner GetDisplay GetScreen GetColormap GetNativeEvent const char const char dpyName wid window const char font_name cursor keysym reg const char only_if_exist regb h Point_t winding char text const char depth char const char Int_t count const char ColorStruct_t color const char Pixmap_t Pixmap_t PictureAttributes_t attr const char char ret_data h unsigned char height h Atom_t Int_t ULong_t ULong_t unsigned char prop_list Atom_t Atom_t Atom_t Time_t type
char * Form(const char *fmt,...)
Formats a string in a circular formatting buffer.
Class describing the configuration of the fit, options and parameter settings using the ROOT::Fit::Pa...
const std::vector< unsigned int > & MinosParams() const
return vector of parameter indices for which the Minos Error will be computed
void SetMinimizer(const char *type, const char *algo=nullptr)
set minimizer type
void SetMinosErrors(bool on=true)
set Minos errors computation to be performed after fitting
unsigned int NPar() const
number of parameters settings
std::string MinimizerName() const
return Minimizer full name (type / algorithm)
const std::vector< ROOT::Fit::ParameterSettings > & ParamsSettings() const
get the vector of parameter settings (const method)
ROOT::Math::Minimizer * CreateMinimizer()
create a new minimizer according to chosen configuration
const ParameterSettings & ParSettings(unsigned int i) const
get the parameter settings for the i-th parameter (const method)
ROOT::Math::MinimizerOptions & MinimizerOptions()
access to the minimizer control parameter (non const method)
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
bool IsFixed() const
check if is fixed
void SetValue(double val)
set the value
double LowerLimit() const
return lower limit value
void SetStepSize(double err)
set the step size
double Value() const
return parameter value
double StepSize() const
return step size
double UpperLimit() const
return upper limit value
Documentation for the abstract class IBaseFunctionMultiDim.
void SetMaxFunctionCalls(unsigned int maxfcn)
set maximum of function calls
void SetStrategy(int stra)
set the strategy
void SetMaxIterations(unsigned int maxiter)
set maximum iterations (one iteration can have many function calls)
static const std::string & DefaultMinimizerType()
int PrintLevel() const
non-static methods for retrieving options
void SetErrorDef(double err)
set error def
void SetPrintLevel(int level)
set print level
void SetTolerance(double tol)
set the tolerance
Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2,...
const_iterator begin() const
const_iterator end() const
Common abstract base class for objects that represent a value and a "shape" in RooFit.
bool isConstant() const
Check if the "Constant" attribute is set.
RooAbsCollection * snapshot(bool deepCopy=true) const
Take a snap shot of current collection contents.
Int_t index(const RooAbsArg *arg) const
Returns index of given arg, or -1 if arg is not in the collection.
void assign(const RooAbsCollection &other) const
Sets the value, cache and constant attribute of any argument in our set that also appears in the othe...
virtual bool addOwned(RooAbsArg &var, bool silent=false)
Add an argument and transfer the ownership to the collection.
RooAbsArg * find(const char *name) const
Find object with given name in list.
Abstract base class for objects that represent a real value and implements functionality common to al...
static void clearEvalErrorLog()
Clear the stack of evaluation error messages.
RooArgList is a container object that can hold multiple RooAbsArg objects.
RooArgSet is a container object that can hold multiple RooAbsArg objects.
RooFitResult is a container class to hold the input and output of a PDF fit to a dataset.
static void setDefaultNWorkers(unsigned int N_workers)
static void setTimingAnalysis(bool timingAnalysis)
static void add_metadata(json data)
RooAbsReal that wraps RooAbsL likelihoods for use in RooFit outside of the RooMinimizer context.
Wrapper class around ROOT::Math::Minimizer that provides a seamless interface between the minimizer f...
void setRecoverFromNaNStrength(double strength)
Try to recover from invalid function values.
int getPrintLevel()
Get the MINUIT internal printing level.
void optimizeConst(int flag)
If flag is true, perform constant term optimization on function being minimized.
void initMinimizerFirstPart()
Initialize the part of the minimizer that is independent of the function to be minimized.
std::ofstream * logfile()
int simplex()
Execute SIMPLEX.
std::unique_ptr< TMatrixDSym > _extV
void setMinimizerType(std::string const &type)
Choose the minimizer algorithm.
RooFit::OwningPtr< RooFitResult > save(const char *name=nullptr, const char *title=nullptr)
Save and return a RooFitResult snapshot of current minimizer status.
std::vector< std::pair< std::string, int > > _statusHistory
void profileStart()
Start profiling timer.
RooPlot * contour(RooRealVar &var1, RooRealVar &var2, double n1=1.0, double n2=2.0, double n3=0.0, double n4=0.0, double n5=0.0, double n6=0.0, unsigned int npoints=50)
Create and draw a TH2 with the error contours in the parameters var1 and var2.
std::unique_ptr< ROOT::Math::Minimizer > _minimizer
! pointer to used minimizer
bool setLogFile(const char *logf=nullptr)
void initMinimizerFcnDependentPart(double defaultErrorLevel)
Initialize the part of the minimizer that is dependent on the function to be minimized.
void fillCorrMatrix(RooFitResult &fitRes)
double & fcnOffset() const
ROOT::Fit::FitConfig _config
fitter configuration (options and parameter settings)
void profileStop()
Stop profiling timer and report results of last session.
int minos()
Execute MINOS.
bool calculateHessErrors()
int hesse()
Execute HESSE.
bool calculateMinosErrors()
void setErrorLevel(double level)
Set the level for MINUIT error analysis to the given value.
void determineStatus(bool fitterReturnValue)
int migrad()
Execute MIGRAD.
bool update(bool isValid)
bool updateMinimizerOptions(bool canDifferentMinim=true)
void setEps(double eps)
Change MINUIT epsilon.
void setPrintLevel(int newLevel)
Change the MINUIT internal printing level.
void fillResult(bool isValid)
int exec(std::string const &algoName, std::string const &statusName)
int improve()
Execute IMPROVE.
void setOffsetting(bool flag)
Enable internal likelihood offsetting for enhanced numeric precision.
RooMinimizer::Config _cfg
bool fitFCN(const ROOT::Math::IMultiGenFunction &fcn)
std::unique_ptr< FitResult > _result
! pointer to the object containing the result of the fit
RooFit::OwningPtr< RooFitResult > lastMinuitFit()
void saveStatus(const char *label, int status)
~RooMinimizer() override
Destructor.
int minimize(const char *type, const char *alg=nullptr)
Minimise the function passed in the constructor.
ROOT::Math::IMultiGenFunction * getMultiGenFcn() const
std::unique_ptr< RooAbsReal::EvalErrorContext > makeEvalErrorContext() const
RooMinimizer(RooAbsReal &function, Config const &cfg={})
Construct MINUIT interface to given function.
void setMaxFunctionCalls(int n)
Change maximum number of likelihood function class from MINUIT (RooMinimizer default 500 * #parameter...
void setStrategy(int istrat)
Change MINUIT strategy to istrat.
void setMaxIterations(int n)
Change maximum number of MINUIT iterations (RooMinimizer default 500 * #parameters)
void addParamsToProcessTimer()
Add parameters in metadata field to process timer.
std::unique_ptr< RooAbsMinimizerFcn > _fcn
void applyCovarianceMatrix(TMatrixDSym const &V)
Apply results of given external covariance matrix.
static RooMsgService & instance()
Return reference to singleton instance.
Plot frame and a container for graphics objects within that frame.
void addObject(TObject *obj, Option_t *drawOptions="", bool invisible=false)
Add a generic object to this plot.
Variable that can be changed from the outside.
A TGraph is an object made of two arrays X and Y with npoints each.
virtual const char * GetName() const
Returns name of object.
void Start(Bool_t reset=kTRUE)
Start the stopwatch.
void Stop()
Stop the stopwatch.
void Print(Option_t *option="") const override
Print the real and cpu time passed between the start and stop events.
T * OwningPtr
An alias for raw pointers for indicating that the return type of a RooFit function is an owning point...
OwningPtr< T > makeOwningPtr(std::unique_ptr< T > &&ptr)
Internal helper to turn a std::unique_ptr<T> into an OwningPtr.
Config argument to RooMinimizer constructor.
bool setInitialCovariance
std::string minimizerType
bool enableParallelGradient
double upperError(unsigned int i) const
std::string fMinimType
string indicating type of minimizer
std::vector< double > fErrors
errors
std::vector< double > fParams
parameter values. Size is total number of parameters
void GetCovarianceMatrix(TMatrixDSym &cov) const
std::map< unsigned int, bool > fFixedParams
list of fixed parameters
bool isParameterFixed(unsigned int ipar) const
double lowerError(unsigned int i) const