RooAddHelpers.cxx

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/*
 * Project: RooFit
 *
 * Copyright (c) 2022, 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)
 */
 
#include "RooAddHelpers.h"
 
#include <RooAbsPdf.h>
#include <RooArgSet.h>
#include <RooNaNPacker.h>
#include <RooRealConstant.h>
#include <RooRealIntegral.h>
#include <RooRealVar.h>
#include <RooRatio.h>
 
////////////////////////////////////////////////////////////////////////////////
/// Create a RooAddPdf cache element for a given normalization set and
/// projection configuration.
 
AddCacheElem::AddCacheElem(RooAbsPdf const &addPdf, RooArgList const &pdfList, RooArgList const &coefList,
                           const RooArgSet *nset, const RooArgSet *iset, RooArgSet const &refCoefNormSet,
                           std::string const &refCoefNormRange, int verboseEval)
{
   // We put the normRange into a std::string to not have to deal with
   // nullptr vs. "" ambiguities
   const std::string normRange = addPdf.normRange() ? addPdf.normRange() : "";
 
   _suppNormList.reserve(pdfList.size());
 
   // *** PART 1 : Create supplemental normalization list ***
 
   // Retrieve the combined set of dependents of this PDF ;
   RooArgSet fullDepList;
   addPdf.getObservables(nset, fullDepList);
   if (iset) {
      fullDepList.remove(*iset, true, true);
   }
 
   bool hasPdfWithCustomRange = false;
 
   // Fill with dummy unit RRVs for now
   for (std::size_t i = 0; i < pdfList.size(); ++i) {
      auto pdf = static_cast<const RooAbsPdf *>(pdfList.at(i));
      auto coef = static_cast<const RooAbsReal *>(coefList.at(i));
 
      hasPdfWithCustomRange |= pdf->normRange() != nullptr;
 
      // Start with full list of dependents
      RooArgSet supNSet(fullDepList);
 
      // Remove PDF dependents
      if (auto pdfDeps = std::unique_ptr<RooArgSet>{pdf->getObservables(nset)}) {
         supNSet.remove(*pdfDeps, true, true);
      }
 
      // Remove coef dependents
      if (auto coefDeps = std::unique_ptr<RooArgSet>{coef ? coef->getObservables(nset) : nullptr}) {
         supNSet.remove(*coefDeps, true, true);
      }
 
      std::unique_ptr<RooAbsReal> snorm;
      auto name = std::string(addPdf.GetName()) + "_" + pdf->GetName() + "_SupNorm";
      if (!supNSet.empty()) {
         snorm = std::make_unique<RooRealIntegral>(name.c_str(), "Supplemental normalization integral",
                                                   RooRealConstant::value(1.0), supNSet);
         oocxcoutD(&addPdf, Caching) << addPdf.ClassName() << " " << addPdf.GetName()
                                     << " making supplemental normalization set " << supNSet << " for pdf component "
                                     << pdf->GetName() << std::endl;
      }
 
      if (!normRange.empty()) {
         auto snormTerm = std::unique_ptr<RooAbsReal>(pdf->createIntegral(*nset, *nset, normRange.c_str()));
         if (snorm) {
            auto oldSnorm = std::move(snorm);
            snorm = std::make_unique<RooProduct>("snorm", "snorm", *oldSnorm.get(), *snormTerm.get());
            snorm->addOwnedComponents(std::move(snormTerm), std::move(oldSnorm));
         } else {
            snorm = std::move(snormTerm);
         }
      }
      _suppNormList.emplace_back(std::move(snorm));
   }
 
   if (verboseEval > 1) {
      oocxcoutD(&addPdf, Caching) << addPdf.ClassName() << "::syncSuppNormList(" << addPdf.GetName()
                                  << ") synching supplemental normalization list for norm"
                                  << (nset ? *nset : RooArgSet()) << std::endl;
   }
 
   // *** PART 2 : Create projection coefficients ***
 
   const bool projectCoefsForRangeReasons = !refCoefNormRange.empty() || !normRange.empty() || hasPdfWithCustomRange;
 
   // If no projections required stop here
   if (refCoefNormSet.empty() && !projectCoefsForRangeReasons) {
      return;
   }
 
   // Reduce iset/nset to actual dependents of this PDF
   RooArgSet nset2;
   if (nset)
      addPdf.getObservables(nset, nset2);
   oocxcoutD(&addPdf, Caching) << addPdf.ClassName() << "(" << addPdf.GetName()
                               << ")::getPC nset = " << (nset ? *nset : RooArgSet()) << " nset2 = " << nset2
                               << std::endl;
 
   if (nset2.empty() && !refCoefNormSet.empty()) {
      // cout << "WVE: evaluating RooAddPdf without normalization, but have reference normalization for coefficient
      // definition" << std::endl ;
 
      nset2.add(refCoefNormSet);
   }
 
   if (!nset2.equals(refCoefNormSet) || projectCoefsForRangeReasons) {
 
      // Recalculate projection integrals of PDFs
      for (auto *pdf : static_range_cast<const RooAbsPdf *>(pdfList)) {
 
         // Calculate projection integral
         std::unique_ptr<RooAbsReal> pdfProj;
         if (!refCoefNormSet.empty() && !nset2.equals(refCoefNormSet)) {
            pdfProj = std::unique_ptr<RooAbsReal>{pdf->createIntegral(nset2, refCoefNormSet, normRange.c_str())};
            pdfProj->setOperMode(addPdf.operMode());
            oocxcoutD(&addPdf, Caching) << addPdf.ClassName() << "(" << addPdf.GetName() << ")::getPC nset2(" << nset2
                                        << ")!=_refCoefNormSet(" << refCoefNormSet
                                        << ") --> pdfProj = " << pdfProj->GetName() << std::endl;
            oocxcoutD(&addPdf, Caching) << " " << addPdf.ClassName() << "::syncCoefProjList(" << addPdf.GetName()
                                        << ") PP = " << pdfProj->GetName() << std::endl;
         }
 
         _projList.emplace_back(std::move(pdfProj));
 
         // Calculation optional supplemental normalization term
         RooArgSet supNormSet(refCoefNormSet);
         auto deps = std::unique_ptr<RooArgSet>{pdf->getParameters(RooArgSet())};
         supNormSet.remove(*deps, true, true);
 
         std::unique_ptr<RooAbsReal> snorm;
         auto name = std::string(addPdf.GetName()) + "_" + pdf->GetName() + "_ProjSupNorm";
         if (!supNormSet.empty() && !nset2.equals(refCoefNormSet)) {
            snorm = std::make_unique<RooRealIntegral>(name.c_str(), "Projection Supplemental normalization integral",
                                                      RooRealConstant::value(1.0), supNormSet);
            oocxcoutD(&addPdf, Caching) << " " << addPdf.ClassName() << "::syncCoefProjList(" << addPdf.GetName()
                                        << ") SN = " << snorm->GetName() << std::endl;
         }
         _suppProjList.emplace_back(std::move(snorm));
 
         // Calculate range adjusted projection integral
         std::unique_ptr<RooAbsReal> rangeProj2;
         if (normRange != refCoefNormRange) {
            RooArgSet tmp;
            pdf->getObservables(refCoefNormSet.empty() ? nset : &refCoefNormSet, tmp);
            auto int1 = std::unique_ptr<RooAbsReal>{pdf->createIntegral(tmp, tmp, normRange.c_str())};
            auto int2 = std::unique_ptr<RooAbsReal>{pdf->createIntegral(tmp, tmp, refCoefNormRange.c_str())};
            rangeProj2 = std::make_unique<RooRatio>("rangeProj", "rangeProj", *int1, *int2);
            rangeProj2->addOwnedComponents(std::move(int1), std::move(int2));
         }
 
         _rangeProjList.emplace_back(std::move(rangeProj2));
      }
   }
}
 
void AddCacheElem::print() const
{
   auto printVector = [](auto const &vec, const char *name) {
      std::cout << "+++ " << name << ":" << std::endl;
      for (auto const &arg : vec) {
         std::cout << "    ";
         if (arg)
            arg->Print();
         else
            std::cout << "nullptr" << std::endl;
      }
   };
 
   printVector(_suppNormList, "_suppNormList");
   printVector(_projList, "_projList");
   printVector(_suppProjList, "_suppProjList");
   printVector(_rangeProjList, "_rangeProjList");
}
 
////////////////////////////////////////////////////////////////////////////////
/// List all RooAbsArg derived contents in this cache element
 
RooArgList AddCacheElem::containedArgs(Action)
{
   RooArgList allNodes;
   // need to iterate manually because _suppProjList can contain nullptr
   for (auto const &arg : _projList) {
      if (arg)
         allNodes.add(*arg);
   }
   for (auto const &arg : _suppProjList) {
      if (arg)
         allNodes.add(*arg);
   }
   for (auto const &arg : _rangeProjList) {
      if (arg)
         allNodes.add(*arg);
   }
 
   return allNodes;
}
 
////////////////////////////////////////////////////////////////////////////////
/// Update the RooAddPdf coefficients for a given normalization set and
/// projection configuration. The `coefCache` argument should have the same
/// size as `pdfList`. It needs to be initialized with the raw values of the
/// coefficients, as obtained from the `_coefList` proxy in the RooAddPdf. If
/// the last coefficient is not given, the initial value of the last element of
/// `_coefCache` does not matter. After this function, the `_coefCache` will be
/// filled with the correctly scaled coefficients for each pdf.
 
void RooAddHelpers::updateCoefficients(RooAbsPdf const &addPdf, std::vector<double> &coefCache,
                                       RooArgList const &pdfList, bool haveLastCoef, AddCacheElem &cache,
                                       const RooArgSet *nset, RooArgSet const &refCoefNormSet, bool allExtendable,
                                       int &coefErrCount)
{
   // Straight coefficients
   if (allExtendable) {
 
      // coef[i] = expectedEvents[i] / SUM(expectedEvents)
      double coefSum(0);
      std::size_t i = 0;
      for (auto arg : pdfList) {
         auto pdf = static_cast<RooAbsPdf *>(arg);
         coefCache[i] = pdf->expectedEvents(!refCoefNormSet.empty() ? &refCoefNormSet : nset);
         coefSum += coefCache[i];
         i++;
      }
 
      if (coefSum == 0.) {
         oocoutW(&addPdf, Eval) << addPdf.ClassName() << "::updateCoefCache(" << addPdf.GetName()
                                << ") WARNING: total number of expected events is 0" << std::endl;
      } else {
         for (std::size_t j = 0; j < pdfList.size(); j++) {
            coefCache[j] /= coefSum;
         }
      }
 
   } else {
      if (haveLastCoef) {
 
         // coef[i] = coef[i] / SUM(coef)
         double coefSum = std::accumulate(coefCache.begin(), coefCache.end(), 0.0);
         if (coefSum == 0.) {
            oocoutW(&addPdf, Eval) << addPdf.ClassName() << "::updateCoefCache(" << addPdf.GetName()
                                   << ") WARNING: sum of coefficients is zero 0" << std::endl;
         } else {
            const double invCoefSum = 1. / coefSum;
            for (std::size_t j = 0; j < coefCache.size(); j++) {
               coefCache[j] *= invCoefSum;
            }
         }
      } else {
 
         // coef[i] = coef[i] ; coef[n] = 1-SUM(coef[0...n-1])
         double lastCoef = 1.0 - std::accumulate(coefCache.begin(), coefCache.end() - 1, 0.0);
         coefCache.back() = lastCoef;
 
         // Treat coefficient degeneration
         const float coefDegen = lastCoef < 0. ? -lastCoef : (lastCoef > 1. ? lastCoef - 1. : 0.);
         if (coefDegen > 1.E-5) {
            coefCache.back() = RooNaNPacker::packFloatIntoNaN(100.f * coefDegen);
 
            std::stringstream msg;
            if (coefErrCount-- > 0) {
               msg << "RooAddPdf::updateCoefCache(" << addPdf.GetName()
                   << " WARNING: sum of PDF coefficients not in range [0-1], value=" << 1 - lastCoef;
               if (coefErrCount == 0) {
                  msg << " (no more will be printed)";
               }
               oocoutW(&addPdf, Eval) << msg.str() << std::endl;
            }
         }
      }
   }
 
   // Stop here if not projection is required or needed
   if (!cache.doProjection()) {
      return;
   }
 
   // Adjust coefficients for given projection
   double coefSum(0);
   {
      RooAbsReal::GlobalSelectComponentRAII compRAII(true);
 
      for (std::size_t i = 0; i < pdfList.size(); i++) {
         coefCache[i] *= cache.projVal(i) / cache.projSuppNormVal(i) * cache.rangeProjScaleFactor(i);
         coefSum += coefCache[i];
      }
   }
 
   if ((RooMsgService::_debugCount > 0) &&
       RooMsgService::instance().isActive(&addPdf, RooFit::Caching, RooFit::DEBUG)) {
      for (std::size_t i = 0; i < pdfList.size(); ++i) {
         ooccoutD(&addPdf, Caching) << " ALEX:   POST-SYNC coef[" << i << "] = " << coefCache[i]
                                    << " ( _coefCache[i]/coefSum = " << coefCache[i] * coefSum << "/" << coefSum
                                    << " ) " << std::endl;
      }
   }
 
   if (coefSum == 0.) {
      oocoutE(&addPdf, Eval) << addPdf.ClassName() << "::updateCoefCache(" << addPdf.GetName()
                             << ") sum of coefficients is zero." << std::endl;
   }
 
   for (std::size_t i = 0; i < pdfList.size(); i++) {
      coefCache[i] /= coefSum;
   }
}