Minuit-RooMinimizer interface which synchronizes parameter data and coordinates evaluation of likelihood (gradient) values.

This class provides an interface between RooFit and Minuit. It synchronizes parameter values from Minuit, calls calculator classes to evaluate likelihood and likelihood gradient values and returns them to Minuit. The Wrapper objects do the actual calculations. These are constructed inside the MinuitFcnGrad constructor using the RooAbsL likelihood passed in to the constructor, usually directly from RooMinimizer, with which this class is intimately coupled, being a RooAbsMinimizerFcn implementation. MinuitFcnGrad inherits from ROOT::Math::IMultiGradFunction as well, which allows it to be used as the FCN and GRAD parameters Minuit expects.

Note: The class is not intended for use by end-users. We recommend to either use RooMinimizer with a RooAbsL derived likelihood object, or to use a higher level entry point like RooAbsPdf::fitTo() or RooAbsPdf::createNLL().

Definition at line 33 of file MinuitFcnGrad.h.

Public Member Functions
	MinuitFcnGrad (const std::shared_ptr< RooFit::TestStatistics::RooAbsL > &_likelihood, RooMinimizer *context, std::vector< ROOT::Fit::ParameterSettings > &parameters, LikelihoodMode likelihoodMode, LikelihoodGradientMode likelihoodGradientMode)

ROOT::Math::IMultiGradFunction *	Clone () const override
	Clone a function.

bool	fit (ROOT::Fit::Fitter &fitter) const override

std::string	getFunctionName () const override
	RooMinimizer sometimes needs the name of the minimized function. Implement this in the derived class.

std::string	getFunctionTitle () const override
	RooMinimizer sometimes needs the title of the minimized function. Implement this in the derived class.

ROOT::Math::IMultiGenFunction *	getMultiGenFcn () override

void	Gradient (const double x, double grad) const override
	IMultiGradFunction overrides necessary for Minuit.

void	GradientWithPrevResult (const double x, double grad, double previous_grad, double previous_g2, double *previous_gstep) const override

unsigned int	NDim () const override
	Part of IMultiGradFunction interface, used widely both in Minuit and in RooFit.

bool	returnsInMinuit2ParameterSpace () const override

void	setOffsetting (bool flag) override
	Enable or disable offsetting on the function to be minimized, which enhances numerical precision.

void	setOptimizeConstOnFunction (RooAbsArg::ConstOpCode opcode, bool doAlsoTrackingOpt) override
	This function must be overridden in the derived class to pass on constant term optimization configuration to the function to be minimized.

bool	Synchronize (std::vector< ROOT::Fit::ParameterSettings > &parameter_settings) override
	Overridden from RooAbsMinimizerFcn to include gradient strategy synchronization.

Public Member Functions inherited from ROOT::Math::IGradientFunctionMultiDimTempl< T >
virtual	~IGradientFunctionMultiDimTempl ()
	Virtual Destructor (no operations)

virtual void	FdF (const T x, T &f, T df) const
	Optimized method to evaluate at the same time the function value and derivative at a point x.

virtual void	Gradient (const T x, T grad) const
	Evaluate all the vector of function derivatives (gradient) at a point x.

virtual void	GradientWithPrevResult (const T x, T grad, T previous_grad, T previous_g2, T *previous_gstep) const
	In some cases, the gradient algorithm will use information from the previous step, these can be passed in with this overload.

Public Member Functions inherited from ROOT::Math::IBaseFunctionMultiDimTempl< T >
	IBaseFunctionMultiDimTempl ()

virtual	~IBaseFunctionMultiDimTempl ()
	virtual destructor

T	operator() (const T *x) const
	Evaluate the function at a point x[].

Public Member Functions inherited from ROOT::Math::IGradientMultiDimTempl< T >
virtual	~IGradientMultiDimTempl ()
	virtual destructor

T	Derivative (const T x, unsigned int icoord, T previous_grad, T previous_g2, T previous_gstep) const
	In some cases, the derivative algorithm will use information from the previous step, these can be passed in with this overload.

T	Derivative (const T *x, unsigned int icoord=0) const
	Return the partial derivative with respect to the passed coordinate.

Public Member Functions inherited from RooAbsMinimizerFcn
	RooAbsMinimizerFcn (const RooAbsMinimizerFcn &other)

	RooAbsMinimizerFcn (RooArgList paramList, RooMinimizer *context)

virtual	~RooAbsMinimizerFcn ()=default

void	ApplyCovarianceMatrix (TMatrixDSym &V)
	Set different external covariance matrix.

void	BackProp (const ROOT::Fit::FitResult &results)
	Put Minuit results back into RooFit objects.

RooMinimizer::Config const &	cfg () const

Int_t	evalCounter () const

RooArgList *	GetConstParamList ()

RooArgList *	GetFloatParamList ()

RooArgList *	GetInitConstParamList ()

RooArgList *	GetInitFloatParamList ()

std::ofstream *	GetLogFile ()

double &	GetMaxFCN ()

unsigned int	getNDim () const

Int_t	GetNumInvalidNLL () const

double	getOffset () const
	Return a possible offset that's applied to the function to separate invalid function values from valid ones.

std::vector< double >	getParameterValues () const

unsigned int	NDim () const

bool	SetLogFile (const char *inLogfile)
	Change the file name for logging of a RooMinimizer of all MINUIT steppings through the parameter space.

void	setOptimizeConst (Int_t flag)

bool	SetPdfParamVal (int index, double value) const
	Set value of parameter i.

bool	synchronizeParameterSettings (std::vector< ROOT::Fit::ParameterSettings > &parameters, bool optConst)
	Informs Minuit through its parameter_settings vector of RooFit parameter properties.

void	zeroEvalCount ()

Public Attributes
std::shared_ptr< WrapperCalculationCleanFlags >	calculation_is_clean

bool	minuit_internal_roofit_x_mismatch_ = false

Private Member Functions
double	DoDerivative (const double *x, unsigned int icoord) const override
	This override should not be used in this class, so it throws.

double	DoEval (const double *x) const override
	IMultiGradFunction override necessary for Minuit.

bool	syncParameterValuesFromMinuitCalls (const double *x, bool minuit_internal) const
	Minuit calls (via FcnAdapters etc) DoEval or Gradient with a set of parameters x.

Private Attributes
bool	calculating_gradient_ = false

std::shared_ptr< LikelihoodGradientWrapper >	gradient

std::shared_ptr< LikelihoodWrapper >	likelihood

std::shared_ptr< LikelihoodWrapper >	likelihood_in_gradient

std::vector< double >	minuit_external_x_

std::vector< double >	minuit_internal_x_

Additional Inherited Members
Public Types inherited from ROOT::Math::IGradientFunctionMultiDimTempl< T >
typedef IBaseFunctionMultiDimTempl< T >	BaseFunc

typedef IGradientMultiDimTempl< T >	BaseGrad

Public Types inherited from ROOT::Math::IBaseFunctionMultiDimTempl< T >
typedef T	BackendType

typedef IBaseFunctionMultiDimTempl< T >	BaseFunc

Protected Member Functions inherited from RooAbsMinimizerFcn
void	ClearPdfParamAsymErr (Int_t index)
	Modify PDF parameter error by ordinal index (needed by MINUIT)

void	finishDoEval () const

void	optimizeConstantTerms (bool constStatChange, bool constValChange)

void	printEvalErrors () const
	Print information about why evaluation failed.

void	SetPdfParamErr (Int_t index, double loVal, double hiVal)
	Modify PDF parameter error by ordinal index (needed by MINUIT)

void	SetPdfParamErr (Int_t index, double value)
	Modify PDF parameter error by ordinal index (needed by MINUIT)

Protected Attributes inherited from RooAbsMinimizerFcn
std::unique_ptr< RooArgList >	_constParamList

RooMinimizer *	_context

int	_evalCounter {0}

std::unique_ptr< RooArgList >	_floatParamList

double	_funcOffset {0.}

std::unique_ptr< RooArgList >	_initConstParamList

std::unique_ptr< RooArgList >	_initFloatParamList

std::ofstream *	_logfile = nullptr

double	_maxFCN = -std::numeric_limits<double>::infinity()

unsigned int	_nDim = 0

int	_numBadNLL = 0

bool	_optConst = false

#include </home/sftnight/build/workspace/root-makedoc-v628/rootspi/rdoc/src/v6-28-00-patches/roofit/roofitcore/src/TestStatistics/MinuitFcnGrad.h>

Inheritance diagram for RooFit::TestStatistics::MinuitFcnGrad:

[legend]

Constructor & Destructor Documentation

◆ MinuitFcnGrad()

RooFit::TestStatistics::MinuitFcnGrad::MinuitFcnGrad	(	const std::shared_ptr< RooFit::TestStatistics::RooAbsL > &	_likelihood,
		RooMinimizer *	context,
		std::vector< ROOT::Fit::ParameterSettings > &	parameters,
		LikelihoodMode	likelihoodMode,
		LikelihoodGradientMode	likelihoodGradientMode
	)

Parameters

[in]	_likelihood	L
[in]	context	RooMinimizer that creates and owns this class.
[in]	parameters	The vector of ParameterSettings objects that describe the parameters used in the Minuit
[in]	likelihoodMode	Lmode
[in]	likelihoodGradientMode	Lgrad
[in]	verbose	true for verbose output Fitter. Note that these must match the set used in the Fitter used by `context!` It can be passed in from RooMinimizer with fitter()->Config().ParamsSettings().

Definition at line 48 of file MinuitFcnGrad.cxx.

Member Function Documentation

◆ Clone()

ROOT::Math::IMultiGradFunction * RooFit::TestStatistics::MinuitFcnGrad::Clone ( ) const

inlineoverridevirtual

Clone a function.

Each derived class must implement their version of the Clone method

Implements ROOT::Math::IBaseFunctionMultiDimTempl< T >.

Definition at line 39 of file MinuitFcnGrad.h.

◆ DoDerivative()

double RooFit::TestStatistics::MinuitFcnGrad::DoDerivative	(	const double *	x,
		unsigned int	icoord
	)		const

overrideprivate

This override should not be used in this class, so it throws.

Definition at line 259 of file MinuitFcnGrad.cxx.

◆ DoEval()

double RooFit::TestStatistics::MinuitFcnGrad::DoEval ( const double * x ) const

overrideprivate

IMultiGradFunction override necessary for Minuit.

Definition at line 82 of file MinuitFcnGrad.cxx.

◆ fit()

bool RooFit::TestStatistics::MinuitFcnGrad::fit ( ROOT::Fit::Fitter & fitter ) const

inlineoverridevirtual

Implements RooAbsMinimizerFcn.

Definition at line 55 of file MinuitFcnGrad.h.

◆ getFunctionName()

std::string RooFit::TestStatistics::MinuitFcnGrad::getFunctionName ( ) const

inlineoverridevirtual

RooMinimizer sometimes needs the name of the minimized function. Implement this in the derived class.

Implements RooAbsMinimizerFcn.

Definition at line 71 of file MinuitFcnGrad.h.

◆ getFunctionTitle()

std::string RooFit::TestStatistics::MinuitFcnGrad::getFunctionTitle ( ) const

inlineoverridevirtual

RooMinimizer sometimes needs the title of the minimized function. Implement this in the derived class.

Implements RooAbsMinimizerFcn.

Definition at line 73 of file MinuitFcnGrad.h.

◆ getMultiGenFcn()

ROOT::Math::IMultiGenFunction * RooFit::TestStatistics::MinuitFcnGrad::getMultiGenFcn ( )

inlineoverridevirtual

Implements RooAbsMinimizerFcn.

Definition at line 56 of file MinuitFcnGrad.h.

◆ Gradient()

void RooFit::TestStatistics::MinuitFcnGrad::Gradient	(	const double *	x,
		double *	grad
	)		const

override

IMultiGradFunction overrides necessary for Minuit.

Definition at line 242 of file MinuitFcnGrad.cxx.

◆ GradientWithPrevResult()

void RooFit::TestStatistics::MinuitFcnGrad::GradientWithPrevResult	(	const double *	x,
		double *	grad,
		double *	previous_grad,
		double *	previous_g2,
		double *	previous_gstep
	)		const

override

Definition at line 250 of file MinuitFcnGrad.cxx.

◆ NDim()

unsigned int RooFit::TestStatistics::MinuitFcnGrad::NDim ( ) const

inlineoverridevirtual

Part of IMultiGradFunction interface, used widely both in Minuit and in RooFit.

Reimplemented from ROOT::Math::IGradientFunctionMultiDimTempl< T >.

Definition at line 69 of file MinuitFcnGrad.h.

◆ returnsInMinuit2ParameterSpace()

bool RooFit::TestStatistics::MinuitFcnGrad::returnsInMinuit2ParameterSpace ( ) const

inlineoverridevirtual

Reimplemented from ROOT::Math::IGradientFunctionMultiDimTempl< T >.

Definition at line 45 of file MinuitFcnGrad.h.

◆ setOffsetting()

void RooFit::TestStatistics::MinuitFcnGrad::setOffsetting ( bool flag )

inlineoverridevirtual

Enable or disable offsetting on the function to be minimized, which enhances numerical precision.

Implements RooAbsMinimizerFcn.

Definition at line 75 of file MinuitFcnGrad.h.

◆ setOptimizeConstOnFunction()

void RooFit::TestStatistics::MinuitFcnGrad::setOptimizeConstOnFunction	(	RooAbsArg::ConstOpCode	opcode,
		bool	doAlsoTrackingOpt
	)

inlineoverridevirtual

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.

Implements RooAbsMinimizerFcn.

Definition at line 47 of file MinuitFcnGrad.h.

◆ Synchronize()

bool RooFit::TestStatistics::MinuitFcnGrad::Synchronize ( std::vector< ROOT::Fit::ParameterSettings > & parameter_settings )

overridevirtual

Overridden from RooAbsMinimizerFcn to include gradient strategy synchronization.

Reimplemented from RooAbsMinimizerFcn.

Definition at line 264 of file MinuitFcnGrad.cxx.

◆ syncParameterValuesFromMinuitCalls()

bool RooFit::TestStatistics::MinuitFcnGrad::syncParameterValuesFromMinuitCalls	(	const double *	x,
		bool	minuit_internal
	)		const

private

Minuit calls (via FcnAdapters etc) DoEval or Gradient with a set of parameters x.

This function syncs these values to the proper places in RooFit.

The first twist, and reason this function is more complicated than one may imagine, is that Minuit internally uses a transformed parameter space to account for parameter boundaries. Whether we receive these Minuit "internal" parameter values or "regular"/untransformed RooFit parameter space values depends on the situation.

The values that arrive here via DoEval are always "normal" parameter values, since Minuit transforms these back into regular space before passing to DoEval (see MnUserFcn::operator() which wraps the Fcn(Gradient)Base in ModularFunctionMinimizer::Minimize and is used for direct function calls from that point on in the minimizer). These can thus always be safely synced with this function's RooFit parameters using SetPdfParamVal.
The values that arrive here via Gradient will be in internal coordinates if that is what this class expects, and indeed this is the case for MinuitFcnGrad's current implementation. This is communicated to Minuit via MinuitFcnGrad::returnsInMinuit2ParameterSpace. Inside Minuit, that function determines whether this class's gradient calculator is wrapped inside a AnalyticalGradientCalculator, to which Minuit passes "external" parameter values, or as an ExternalInternalGradientCalculator, which gets "internal" parameter values. Long story short: when MinuitFcnGrad::returnsInMinuit2ParameterSpace() returns true, Minuit will pass "internal" values to Gradient. These cannot be synced with this function's RooFit parameters using SetPdfParamVal, unless a manual transformation step is performed in advance. However, they do need to be passed on to the gradient calculator, since indeed we expect values there to be in "internal" space. However, this is calculator dependent. Note that in the current MinuitFcnGrad implementation we do not actually allow for calculators in "external" (i.e. regular RooFit parameter space) values, since MinuitFcnGrad::returnsInMinuit2ParameterSpace is hardcoded to true. This should in a future version be changed so that the calculator (the wrapper) is queried for this information. Because some gradient calculators may also use the regular RooFit parameters (e.g. for calculating the likelihood's value itself), this information is also passed on to the gradient wrapper. Vice versa, when updated "internal" parameters are passed to Gradient, the likelihood may be affected as well. Even though a transformation from internal to "external" may be necessary before the values can be used, the likelihood can at least log that its parameter values are possibly no longer in sync with those of the gradient.

The second twist is that the Minuit external parameters may still be different from the ones used in RooFit. This happens when Minuit tries out values that lay outside the RooFit parameter's range(s). RooFit's setVal (called inside SetPdfParamVal) then clips the RooAbsArg's value to one of the range limits, instead of setting it to the value Minuit intended. When this happens, i.e. syncParameterValuesFromMinuitCalls is called with minuit_internal = false and the values do not match the previous values stored in minuit_internal_x_ but the values after SetPdfParamVal did not get set to the intended value, the minuit_internal_roofit_x_mismatch_ flag is set. This information can be used by calculators, if desired, for instance when a calculator does not want to make use of the range information in the RooAbsArg parameters.

Definition at line 186 of file MinuitFcnGrad.cxx.

Member Data Documentation

◆ calculating_gradient_

bool RooFit::TestStatistics::MinuitFcnGrad::calculating_gradient_ = false

mutableprivate

Definition at line 93 of file MinuitFcnGrad.h.

◆ calculation_is_clean

std::shared_ptr<WrapperCalculationCleanFlags> RooFit::TestStatistics::MinuitFcnGrad::calculation_is_clean

mutable

Definition at line 96 of file MinuitFcnGrad.h.

◆ gradient

std::shared_ptr<LikelihoodGradientWrapper> RooFit::TestStatistics::MinuitFcnGrad::gradient

private

Definition at line 92 of file MinuitFcnGrad.h.

◆ likelihood

std::shared_ptr<LikelihoodWrapper> RooFit::TestStatistics::MinuitFcnGrad::likelihood

private

Definition at line 90 of file MinuitFcnGrad.h.

◆ likelihood_in_gradient

std::shared_ptr<LikelihoodWrapper> RooFit::TestStatistics::MinuitFcnGrad::likelihood_in_gradient

private

Definition at line 91 of file MinuitFcnGrad.h.

◆ minuit_external_x_

std::vector<double> RooFit::TestStatistics::MinuitFcnGrad::minuit_external_x_

mutableprivate

Definition at line 100 of file MinuitFcnGrad.h.

◆ minuit_internal_roofit_x_mismatch_

bool RooFit::TestStatistics::MinuitFcnGrad::minuit_internal_roofit_x_mismatch_ = false

mutable

Definition at line 103 of file MinuitFcnGrad.h.

◆ minuit_internal_x_

std::vector<double> RooFit::TestStatistics::MinuitFcnGrad::minuit_internal_x_

mutableprivate

Definition at line 99 of file MinuitFcnGrad.h.

roofit/roofitcore/src/TestStatistics/MinuitFcnGrad.h

roofit/roofitcore/src/TestStatistics/MinuitFcnGrad.cxx

Public Member Functions

Public Attributes

Private Member Functions

Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ MinuitFcnGrad()

Member Function Documentation

◆ Clone()

◆ DoDerivative()

◆ DoEval()

◆ fit()

◆ getFunctionName()

◆ getFunctionTitle()

◆ getMultiGenFcn()

◆ Gradient()

◆ GradientWithPrevResult()

◆ NDim()

◆ returnsInMinuit2ParameterSpace()

◆ setOffsetting()

◆ setOptimizeConstOnFunction()

◆ Synchronize()

◆ syncParameterValuesFromMinuitCalls()

Member Data Documentation

◆ calculating_gradient_

◆ calculation_is_clean

◆ gradient

◆ likelihood

◆ likelihood_in_gradient

◆ minuit_external_x_

◆ minuit_internal_roofit_x_mismatch_

◆ minuit_internal_x_