LikelihoodWrapper.h

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/*
 * Project: RooFit
 * Authors:
 *   PB, Patrick Bos, Netherlands eScience Center, p.bos@esciencecenter.nl
 *
 * Copyright (c) 2021, CERN
 *
 * 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 ROOT_ROOFIT_TESTSTATISTICS_LikelihoodWrapper
#define ROOT_ROOFIT_TESTSTATISTICS_LikelihoodWrapper
 
#include "RooArgSet.h"
#include "RooAbsArg.h" // enum ConstOpCode
 
#include <Fit/ParameterSettings.h>
#include "Math/MinimizerOptions.h"
 
#include <memory> // shared_ptr
#include <string>
 
// forward declaration
class RooMinimizer;
 
namespace RooFit {
namespace TestStatistics {
 
// forward declaration
class RooAbsL;
 
/// For communication with wrappers, an instance of this struct must be shared between them and MinuitFcnGrad. It keeps
/// track of what has been evaluated for the current parameter set provided by Minuit.
struct WrapperCalculationCleanFlags {
   // indicate whether that part has been calculated since the last parameter update
   bool likelihood = false;
   bool gradient = false;
 
   void set_all(bool value)
   {
      likelihood = value;
      gradient = value;
   }
};
 
enum class LikelihoodType { unbinned, binned, subsidiary, sum };
 
enum class LikelihoodMode { serial, multiprocess };
 
/// Previously, offsetting was only implemented for RooNLLVar components of a likelihood,
/// not for RooConstraintSum terms. To emulate this behavior, use OffsettingMode::legacy. To
/// also offset the RooSubsidiaryL component (equivalent of RooConstraintSum) of RooSumL
/// likelihoods, use OffsettingMode::full.
enum class OffsettingMode { legacy, full };
 
class LikelihoodWrapper {
public:
   LikelihoodWrapper(std::shared_ptr<RooAbsL> likelihood,
                     std::shared_ptr<WrapperCalculationCleanFlags> calculation_is_clean);
   virtual ~LikelihoodWrapper() = default;
   virtual LikelihoodWrapper *clone() const = 0;
 
   static std::unique_ptr<LikelihoodWrapper> create(LikelihoodMode likelihoodMode, std::shared_ptr<RooAbsL> likelihood,
                                                    std::shared_ptr<WrapperCalculationCleanFlags> calculationIsClean);
 
   /// \brief Triggers (possibly asynchronous) evaluation of the likelihood
   ///
   /// In parallel strategies, it may be advantageous to allow a calling process to continue on with other tasks while
   /// the calculation is offloaded to another process or device, like a GPU. For this reason, evaluate() does not
   /// return the result, this is done in getResult().
   virtual void evaluate() = 0;
   /// \brief Return the latest result of a likelihood evaluation.
   ///
   /// Returns the result that was stored after calling evaluate(). It is up to the implementer to make sure the stored
   /// value represents the most recent evaluation call, e.g. by using a mutex.
   virtual ROOT::Math::KahanSum<double> getResult() const = 0;
 
   /// Synchronize minimizer settings with calculators in child classes
   virtual void synchronizeWithMinimizer(const ROOT::Math::MinimizerOptions &options);
   virtual void synchronizeParameterSettings(const std::vector<ROOT::Fit::ParameterSettings> &parameter_settings);
   /// Minuit passes in parameter values that may not conform to RooFit internal standards (like applying range
   /// clipping), but that the specific calculator does need. This function can be implemented to receive these
   /// Minuit-internal values:
   virtual void updateMinuitInternalParameterValues(const std::vector<double> &minuit_internal_x);
   virtual void updateMinuitExternalParameterValues(const std::vector<double> &minuit_external_x);
 
   // The following functions are necessary from MinuitFcnGrad to reach likelihood properties:
   void constOptimizeTestStatistic(RooAbsArg::ConstOpCode opcode, bool doAlsoTrackingOpt);
   double defaultErrorLevel() const;
   virtual std::string GetName() const;
   virtual std::string GetTitle() const;
   inline virtual bool isOffsetting() const { return do_offset_; }
   virtual void enableOffsetting(bool flag);
   void setOffsettingMode(OffsettingMode mode);
   inline ROOT::Math::KahanSum<double> offset() const { return offset_; }
   void setApplyWeightSquared(bool flag);
 
protected:
   std::shared_ptr<RooAbsL> likelihood_;
   std::shared_ptr<WrapperCalculationCleanFlags> calculation_is_clean_;
 
   bool do_offset_ = false;
   ROOT::Math::KahanSum<double> offset_;
   ROOT::Math::KahanSum<double> offset_save_ {0.}; ///<!
   OffsettingMode offsetting_mode_ = OffsettingMode::legacy;
   ROOT::Math::KahanSum<double> applyOffsetting(ROOT::Math::KahanSum<double> current_value);
   void swapOffsets();
};
 
} // namespace TestStatistics
} // namespace RooFit
 
#endif // ROOT_ROOFIT_TESTSTATISTICS_LikelihoodWrapper