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rf903_numintcache.C File Reference

Detailed Description

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Numeric algorithm tuning: caching of slow numeric integrals and parameterization of slow numeric integrals

RooFit v3.60 -- Developed by Wouter Verkerke and David Kirkby
Copyright (C) 2000-2013 NIKHEF, University of California & Stanford University
All rights reserved, please read http://roofit.sourceforge.net/license.txt
[#1] INFO:ObjectHandling -- RooWorkspace::exportToCint(w) INFO: references to all objects in this workspace will be created in CINT in 'namespace w'
[#1] INFO:NumericIntegration -- RooRealIntegral::init(model_Int[x,y,z]) using numeric integrator RooAdaptiveIntegratorND to calculate Int(x,y,z)
[#1] INFO:Minization -- createNLL: caching constraint set under name CONSTR_OF_PDF_model_FOR_OBS_x:y:z with 0 entries
[#1] INFO:Minization -- RooMinimizer::optimizeConst: activating const optimization
[#0] WARNING:Minization -- RooMinimizerFcn::synchronize: WARNING: no initial error estimate available for a: using 1
**********
** 1 **SET PRINT 1
**********
**********
** 2 **SET NOGRAD
**********
PARAMETER DEFINITIONS:
NO. NAME VALUE STEP SIZE LIMITS
1 a 0.00000e+00 1.00000e+00 -5.00000e+00 5.00000e+00
**********
** 3 **SET ERR 0.5
**********
**********
** 4 **SET PRINT 1
**********
**********
** 5 **SET STR 1
**********
NOW USING STRATEGY 1: TRY TO BALANCE SPEED AGAINST RELIABILITY
**********
** 6 **MIGRAD 500 1
**********
FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4.
prevFCN = 1659.930708 START MIGRAD MINIMIZATION. STRATEGY 1. CONVERGENCE WHEN EDM .LT. 1.00e-03
a=0.02003, [#1] INFO:NumericIntegration -- RooRealIntegral::init(model_Int[x,y,z]) using numeric integrator RooAdaptiveIntegratorND to calculate Int(x,y,z)
prevFCN = 1668.090831 a=-0.02003,
prevFCN = 1666.341378 a=0.002003,
prevFCN = 1660.094465 a=-0.002003,
prevFCN = 1659.913535 FCN=1659.93 FROM MIGRAD STATUS=INITIATE 4 CALLS 5 TOTAL
EDM= unknown STRATEGY= 1 NO ERROR MATRIX
EXT PARAMETER CURRENT GUESS STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 a 0.00000e+00 1.00000e+00 2.01358e-01 2.25805e+02
ERR DEF= 0.5
a=-0.001236,
prevFCN = 1659.902781 a=-0.001036,
prevFCN = 1659.903514 a=-0.001437,
prevFCN = 1659.903515 a=-0.001089,
prevFCN = 1659.903177 a=-0.001383,
prevFCN = 1659.903178 MIGRAD MINIMIZATION HAS CONVERGED.
MIGRAD WILL VERIFY CONVERGENCE AND ERROR MATRIX.
a=-0.001236,
prevFCN = 1659.902781 a=-0.001089,
prevFCN = 1659.903177 a=-0.001383,
prevFCN = 1659.903178 a=-0.001207,
prevFCN = 1659.902797 a=-0.001266,
prevFCN = 1659.902797 COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=1659.9 FROM MIGRAD STATUS=CONVERGED 14 CALLS 15 TOTAL
EDM=2.26676e-10 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 a -1.23627e-03 5.23021e-03 2.94345e-05 -1.43931e-02
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 1 ERR DEF=0.5
2.736e-05
[#1] INFO:Minization -- Command timer: Real time 0:00:03, CP time 3.090
[#1] INFO:Minization -- Session timer: Real time 0:00:03, CP time 3.090
a=-0.001236, **********
** 7 **SET ERR 0.5
**********
**********
** 8 **SET PRINT 1
**********
**********
** 9 **HESSE 500
**********
prevFCN = 1659.902781 a=-0.001207,
prevFCN = 1659.902797 a=-0.001266,
prevFCN = 1659.902797 a=-0.00123,
prevFCN = 1659.902782 a=-0.001242,
prevFCN = 1659.902782 COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=1659.9 FROM HESSE STATUS=OK 5 CALLS 20 TOTAL
EDM=2.26062e-10 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 a -1.23627e-03 5.23023e-03 5.88690e-06 -2.47254e-04
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 1 ERR DEF=0.5
2.736e-05
[#1] INFO:Minization -- Command timer: Real time 0:00:01, CP time 1.090
[#1] INFO:Minization -- Session timer: Real time 0:00:04, CP time 4.180, 2 slices
a=-0.001236, [#1] INFO:Minization -- RooMinimizer::optimizeConst: deactivating const optimization
[#0] WARNING:NumericIntegration -- RooAdaptiveIntegratorND::dtor(model) WARNING: Number of suppressed warningings about integral evaluations where target precision was not reached is 20
[#1] INFO:Plotting -- RooAbsReal::plotOn(model) plot on x integrates over variables (y,z)
[#1] INFO:NumericIntegration -- RooRealIntegral::init(model_Int[y,z]_Norm[x,y,z]) using numeric integrator RooAdaptiveIntegratorND to calculate Int(y,z)
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooDataHist.h"
#include "RooGaussian.h"
#include "RooConstVar.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "RooPlot.h"
#include "RooWorkspace.h"
#include "TFile.h"
#include "TH1.h"
using namespace RooFit;
RooWorkspace *getWorkspace(Int_t mode);
void rf903_numintcache(Int_t mode = 0)
{
// Mode = 0 : Run plain fit (slow)
// Mode = 1 : Generate workspace with pre-calculated integral and store it on file (prepare for accelerated running)
// Mode = 2 : Run fit from previously stored workspace including cached integrals (fast, requires run in mode=1
// first)
// C r e a t e , s a v e o r l o a d w o r k s p a c e w i t h p . d . f .
// -----------------------------------------------------------------------------------
// Make/load workspace, exit here in mode 1
RooWorkspace *w1 = getWorkspace(mode);
if (mode == 1) {
// Show workspace that was created
w1->Print();
// Show plot of cached integral values
if (hhcache) {
new TCanvas("rf903_numintcache", "rf903_numintcache", 600, 600);
hhcache->createHistogram("a")->Draw();
} else {
Error("rf903_numintcache", "Cached histogram is not existing in workspace");
}
return;
}
// U s e p . d . f . f r o m w o r k s p a c e f o r g e n e r a t i o n a n d f i t t i n g
// -----------------------------------------------------------------------------------
// This is always slow (need to find maximum function value empirically in 3D space)
RooDataSet *d = w1->pdf("model")->generate(RooArgSet(*w1->var("x"), *w1->var("y"), *w1->var("z")), 1000);
// This is slow in mode 0, but fast in mode 1
w1->pdf("model")->fitTo(*d, Verbose(kTRUE), Timer(kTRUE));
// Projection on x (always slow as 2D integral over Y,Z at fitted value of a is not cached)
RooPlot *framex = w1->var("x")->frame(Title("Projection of 3D model on X"));
d->plotOn(framex);
w1->pdf("model")->plotOn(framex);
// Draw x projection on canvas
auto canv = new TCanvas("rf903_numintcache", "rf903_numintcache", 600, 600);
framex->Draw();
canv->Draw();
// Make workspace available on command line after macro finishes
gDirectory->Add(w1);
}
RooWorkspace *getWorkspace(Int_t mode)
{
// C r e a t e , s a v e o r l o a d w o r k s p a c e w i t h p . d . f .
// -----------------------------------------------------------------------------------
//
// Mode = 0 : Create workspace for plain running (no integral caching)
// Mode = 1 : Generate workspace with pre-calculated integral and store it on file
// Mode = 2 : Load previously stored workspace from file
RooWorkspace *w(0);
if (mode != 2) {
// Create empty workspace workspace
w = new RooWorkspace("w", 1);
// Make a difficult to normalize p.d.f. in 3 dimensions that is integrated numerically.
w->factory("EXPR::model('1/((x-a)*(x-a)+0.01)+1/((y-a)*(y-a)+0.01)+1/"
"((z-a)*(z-a)+0.01)',x[-1,1],y[-1,1],z[-1,1],a[-5,5])");
}
if (mode == 1) {
// Instruct model to pre-calculate normalization integral that integrate at least
// two dimensions numerically. In this specific case the integral value for
// all values of parameter 'a' are stored in a histogram and available for use
// in subsequent fitting and plotting operations (interpolation is applied)
// w->pdf("model")->setNormValueCaching(3) ;
w->pdf("model")->setStringAttribute("CACHEPARMINT", "x:y:z");
// Evaluate p.d.f. once to trigger filling of cache
RooArgSet normSet(*w->var("x"), *w->var("y"), *w->var("z"));
w->pdf("model")->getVal(&normSet);
w->writeToFile("rf903_numintcache.root");
}
if (mode == 2) {
// Load preexisting workspace from file in mode==2
TFile *f = new TFile("rf903_numintcache.root");
w = (RooWorkspace *)f->Get("w");
}
// Return created or loaded workspace
return w;
}
Date
07/2008
Author
Wouter Verkerke

Definition in file rf903_numintcache.C.

RooAbsRealLValue::frame
RooPlot * frame(const RooCmdArg &arg1, const RooCmdArg &arg2=RooCmdArg::none(), const RooCmdArg &arg3=RooCmdArg::none(), const RooCmdArg &arg4=RooCmdArg::none(), const RooCmdArg &arg5=RooCmdArg::none(), const RooCmdArg &arg6=RooCmdArg::none(), const RooCmdArg &arg7=RooCmdArg::none(), const RooCmdArg &arg8=RooCmdArg::none()) const
Create a new RooPlot on the heap with a drawing frame initialized for this object,...
Definition: RooAbsRealLValue.cxx:199
RooWorkspace.h
RooPlot::Draw
virtual void Draw(Option_t *options=0)
Draw this plot and all of the elements it contains.
Definition: RooPlot.cxx:691
kTRUE
const Bool_t kTRUE
Definition: RtypesCore.h:91
f
#define f(i)
Definition: RSha256.hxx:122
RooWorkspace::writeToFile
Bool_t writeToFile(const char *fileName, Bool_t recreate=kTRUE)
Save this current workspace into given file.
Definition: RooWorkspace.cxx:2154
RooGaussian.h
RooAbsReal::getVal
Double_t getVal(const RooArgSet *normalisationSet=nullptr) const
Evaluate object.
Definition: RooAbsReal.h:91
TCanvas.h
rf903_numintcache
Definition: rf903_numintcache.py:1
RooDataSet.h
TFile.h
RooAbsPdf::plotOn
virtual RooPlot * plotOn(RooPlot *frame, const RooCmdArg &arg1=RooCmdArg::none(), const RooCmdArg &arg2=RooCmdArg::none(), const RooCmdArg &arg3=RooCmdArg::none(), const RooCmdArg &arg4=RooCmdArg::none(), const RooCmdArg &arg5=RooCmdArg::none(), const RooCmdArg &arg6=RooCmdArg::none(), const RooCmdArg &arg7=RooCmdArg::none(), const RooCmdArg &arg8=RooCmdArg::none(), const RooCmdArg &arg9=RooCmdArg::none(), const RooCmdArg &arg10=RooCmdArg::none()) const
Helper calling plotOn(RooPlot*, RooLinkedList&) const.
Definition: RooAbsPdf.h:118
RooWorkspace::factory
RooFactoryWSTool & factory()
Return instance to factory tool.
Definition: RooWorkspace.cxx:2166
TCanvas::Draw
virtual void Draw(Option_t *option="")
Draw a canvas.
Definition: TCanvas.cxx:841
RooWorkspace::expensiveObjectCache
RooExpensiveObjectCache & expensiveObjectCache()
Definition: RooWorkspace.h:165
RooAbsArg::setStringAttribute
void setStringAttribute(const Text_t *key, const Text_t *value)
Associate string 'value' to this object under key 'key'.
Definition: RooAbsArg.cxx:291
RooDataHist
Definition: RooDataHist.h:39
RooWorkspace::Print
void Print(Option_t *opts=0) const
Print contents of the workspace.
Definition: RooWorkspace.cxx:2194
RooFit
Definition: RooCFunction1Binding.h:29
RooFit::Verbose
RooCmdArg Verbose(Bool_t flag=kTRUE)
Definition: RooGlobalFunc.cxx:186
RooDataHist.h
RooAbsData::createHistogram
TH1 * createHistogram(const char *name, const RooAbsRealLValue &xvar, const RooCmdArg &arg1=RooCmdArg::none(), const RooCmdArg &arg2=RooCmdArg::none(), const RooCmdArg &arg3=RooCmdArg::none(), const RooCmdArg &arg4=RooCmdArg::none(), const RooCmdArg &arg5=RooCmdArg::none(), const RooCmdArg &arg6=RooCmdArg::none(), const RooCmdArg &arg7=RooCmdArg::none(), const RooCmdArg &arg8=RooCmdArg::none()) const
Calls createHistogram(const char *name, const RooAbsRealLValue& xvar, const RooLinkedList& argList) c...
Definition: RooAbsData.cxx:629
RooPlot.h
gDirectory
#define gDirectory
Definition: TDirectory.h:236
RooPlot
Definition: RooPlot.h:44
RooWorkspace::pdf
RooAbsPdf * pdf(const char *name) const
Retrieve p.d.f (RooAbsPdf) with given name. A null pointer is returned if not found.
Definition: RooWorkspace.cxx:1277
RooRealVar.h
TFile
Definition: TFile.h:54
RooExpensiveObjectCache.h
RooConstVar.h
RooWorkspace
Definition: RooWorkspace.h:43
TCanvas
Definition: TCanvas.h:23
RooAbsPdf::generate
RooDataSet * generate(const RooArgSet &whatVars, Int_t nEvents, const RooCmdArg &arg1, const RooCmdArg &arg2=RooCmdArg::none(), const RooCmdArg &arg3=RooCmdArg::none(), const RooCmdArg &arg4=RooCmdArg::none(), const RooCmdArg &arg5=RooCmdArg::none())
See RooAbsPdf::generate(const RooArgSet&,const RooCmdArg&,const RooCmdArg&,const RooCmdArg&,...
Definition: RooAbsPdf.h:55
TAxis.h
d
#define d(i)
Definition: RSha256.hxx:120
RooWorkspace::var
RooRealVar * var(const char *name) const
Retrieve real-valued variable (RooRealVar) with given name. A null pointer is returned if not found.
Definition: RooWorkspace.cxx:1295
RooDataSet
Definition: RooDataSet.h:33
RooExpensiveObjectCache::getObj
const TObject * getObj(Int_t uniqueID)
Retrieve payload object of cache element with given unique ID
Definition: RooExpensiveObjectCache.cxx:154
TH1.h
RooFit::Title
RooCmdArg Title(const char *name)
Definition: RooGlobalFunc.cxx:173
RooArgSet
Definition: RooArgSet.h:28
int
TH1::Draw
virtual void Draw(Option_t *option="")
Draw this histogram with options.
Definition: TH1.cxx:2997
RooFit::Timer
RooCmdArg Timer(Bool_t flag=kTRUE)
Definition: RooGlobalFunc.cxx:188
Error
void Error(const char *location, const char *msgfmt,...)
Use this function in case an error occurred.
Definition: TError.cxx:188
RooAbsPdf::fitTo
virtual RooFitResult * fitTo(RooAbsData &data, const RooCmdArg &arg1=RooCmdArg::none(), const RooCmdArg &arg2=RooCmdArg::none(), const RooCmdArg &arg3=RooCmdArg::none(), const RooCmdArg &arg4=RooCmdArg::none(), const RooCmdArg &arg5=RooCmdArg::none(), const RooCmdArg &arg6=RooCmdArg::none(), const RooCmdArg &arg7=RooCmdArg::none(), const RooCmdArg &arg8=RooCmdArg::none())
Fit PDF to given dataset.
Definition: RooAbsPdf.cxx:1261