RooAbsMinimizerFcn.h

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/*****************************************************************************
 * Project: RooFit                                                           *
 * Package: RooFitCore                                                       *
 * @(#)root/roofitcore:$Id$
 * Authors:                                                                  *
 *   AL, Alfio Lazzaro,   INFN Milan,        alfio.lazzaro@mi.infn.it        *
 *   PB, Patrick Bos, Netherlands eScience Center, p.bos@esciencecenter.nl   *
 *                                                                           *
 *                                                                           *
 * Redistribution and use in source and binary forms,                        *
 * with or without modification, are permitted according to the terms        *
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)             *
 *****************************************************************************/
 
#ifndef ROO_ABS_MINIMIZER_FCN
#define ROO_ABS_MINIMIZER_FCN
 
#include "Math/IFunction.h"
#include "Fit/ParameterSettings.h"
#include "Fit/FitResult.h"
 
#include "TMatrixDSym.h"
 
#include "RooAbsReal.h"
#include "RooArgList.h"
#include "RooRealVar.h"
 
#include <iostream>
#include <fstream>
#include <string>
#include <memory>  // unique_ptr
 
// forward declaration
class RooMinimizer;
 
class RooAbsMinimizerFcn {
 
public:
   RooAbsMinimizerFcn(RooArgList paramList, RooMinimizer *context, bool verbose = false);
   RooAbsMinimizerFcn(const RooAbsMinimizerFcn &other);
   virtual ~RooAbsMinimizerFcn() = default;
 
   /// Informs Minuit through its parameter_settings vector of RooFit parameter properties.
   Bool_t synchronizeParameterSettings(std::vector<ROOT::Fit::ParameterSettings> &parameters, Bool_t optConst, Bool_t verbose);
   /// Like synchronizeParameterSettings, Synchronize informs Minuit through its parameter_settings vector of RooFit parameter properties,
   /// but Synchronize can be overridden to e.g. also include gradient strategy synchronization in subclasses.
   virtual Bool_t Synchronize(std::vector<ROOT::Fit::ParameterSettings> &parameters, Bool_t optConst, Bool_t verbose);
 
   RooArgList *GetFloatParamList();
   RooArgList *GetConstParamList();
   RooArgList *GetInitFloatParamList();
   RooArgList *GetInitConstParamList();
   Int_t GetNumInvalidNLL() const;
 
   // need access from Minimizer:
   void SetEvalErrorWall(Bool_t flag);
   /// Try to recover from invalid function values. When invalid function values are encountered,
   /// a penalty term is returned to the minimiser to make it back off. This sets the strength of this penalty.
   /// \note A strength of zero is equivalent to a constant penalty (= the gradient vanishes, ROOT < 6.24).
   /// Positive values lead to a gradient pointing away from the undefined regions. Use ~10 to force the minimiser
   /// away from invalid function values.
   void SetRecoverFromNaNStrength(double strength) { _recoverFromNaNStrength = strength; }
   void SetPrintEvalErrors(Int_t numEvalErrors);
   Double_t &GetMaxFCN();
   Int_t evalCounter() const;
   void zeroEvalCount();
   /// Return a possible offset that's applied to the function to separate invalid function values from valid ones.
   double getOffset() const { return _funcOffset; }
   void SetVerbose(Bool_t flag = kTRUE);
 
   /// Put Minuit results back into RooFit objects.
   void BackProp(const ROOT::Fit::FitResult &results);
 
   /// RooMinimizer sometimes needs the name of the minimized function. Implement this in the derived class.
   virtual std::string getFunctionName() const = 0;
   /// RooMinimizer sometimes needs the title of the minimized function. Implement this in the derived class.
   virtual std::string getFunctionTitle() const = 0;
 
   /// Set different external covariance matrix
   void ApplyCovarianceMatrix(TMatrixDSym &V);
 
   Bool_t SetLogFile(const char *inLogfile);
   std::ofstream *GetLogFile() { return _logfile; }
 
   unsigned int getNDim() const { return _nDim; }
 
   // In the past, the `getNDim` function was called just `NDim`. The funciton
   // was renamed to match the code convention (lower case for funciton names),
   // but we have to keep an overload with the old name to not break existing
   // user code.
   inline unsigned int NDim() const { return getNDim(); }
 
   void setOptimizeConst(Int_t flag);
 
   bool getOptConst();
   std::vector<double> getParameterValues() const;
 
   Bool_t SetPdfParamVal(int index, double value) const;
 
   /// Enable or disable offsetting on the function to be minimized, which enhances numerical precision.
   virtual void setOffsetting(Bool_t flag) = 0;
 
protected:
   void optimizeConstantTerms(bool constStatChange, bool constValChange);
   /// This function must be overridden in the derived class to pass on constant term optimization configuration
   /// to the function to be minimized. For a RooAbsArg, this would be RooAbsArg::constOptimizeTestStatistic.
   virtual void setOptimizeConstOnFunction(RooAbsArg::ConstOpCode opcode, Bool_t doAlsoTrackingOpt) = 0;
 
   // used in BackProp (Minuit results -> RooFit) and ApplyCovarianceMatrix
   void SetPdfParamErr(Int_t index, Double_t value);
   void ClearPdfParamAsymErr(Int_t index);
   void SetPdfParamErr(Int_t index, Double_t loVal, Double_t hiVal);
 
   void printEvalErrors() const;
 
   // members
   RooMinimizer *_context;
 
   // the following four are mutable because DoEval is const (in child classes)
   // Reset the *largest* negative log-likelihood value we have seen so far:
   mutable double _maxFCN = -std::numeric_limits<double>::infinity();
   mutable double _funcOffset{0.};
   double _recoverFromNaNStrength{10.};
   mutable int _numBadNLL = 0;
   mutable int _printEvalErrors = 10;
   mutable int _evalCounter{0};
 
   unsigned int _nDim = 0;
 
   Bool_t _optConst = kFALSE;
 
   std::unique_ptr<RooArgList> _floatParamList;
   std::unique_ptr<RooArgList> _constParamList;
   std::unique_ptr<RooArgList> _initFloatParamList;
   std::unique_ptr<RooArgList> _initConstParamList;
 
   std::ofstream *_logfile = nullptr;
   bool _doEvalErrorWall{true};
   bool _verbose;
};
 
#endif