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 31 of file MinuitFcnGrad.h.
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| | MinuitFcnGrad (const std::shared_ptr< RooFit::TestStatistics::RooAbsL > &absL, RooMinimizer *context, std::vector< ROOT::Fit::ParameterSettings > ¶meters, LikelihoodMode likelihoodMode, LikelihoodGradientMode likelihoodGradientMode) |
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| std::string | getFunctionName () const override |
| | RooMinimizer sometimes needs the name of the minimized function. Implement this in the derived class.
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| std::string | getFunctionTitle () const override |
| | RooMinimizer sometimes needs the title of the minimized function. Implement this in the derived class.
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| ROOT::Math::IMultiGenFunction * | getMultiGenFcn () override |
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| void | Gradient (const double *x, double *grad) const |
| | IMultiGradFunction overrides necessary for Minuit.
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| void | GradientWithPrevResult (const double *x, double *grad, double *previous_grad, double *previous_g2, double *previous_gstep) const |
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| double | operator() (const double *x) const |
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| bool | returnsInMinuit2ParameterSpace () const |
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| void | setOffsetting (bool flag) override |
| | Enable or disable offsetting on the function to be minimized, which enhances numerical precision.
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| 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.
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| bool | Synchronize (std::vector< ROOT::Fit::ParameterSettings > ¶meter_settings) override |
| | Overridden from RooAbsMinimizerFcn to include gradient strategy synchronization.
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| | RooAbsMinimizerFcn (const RooAbsMinimizerFcn &other) |
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| | RooAbsMinimizerFcn (RooArgList paramList, RooMinimizer *context) |
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| virtual | ~RooAbsMinimizerFcn ()=default |
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| void | ApplyCovarianceMatrix (TMatrixDSym &V) |
| | Set different external covariance matrix.
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| void | BackProp (const ROOT::Fit::FitResult &results) |
| | Put Minuit results back into RooFit objects.
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| RooMinimizer::Config const & | cfg () const |
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| Int_t | evalCounter () const |
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| RooArgList * | GetConstParamList () |
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| RooArgList * | GetFloatParamList () |
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| RooArgList * | GetInitConstParamList () |
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| RooArgList * | GetInitFloatParamList () |
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| std::ofstream * | GetLogFile () |
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| double & | GetMaxFCN () |
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| unsigned int | getNDim () const |
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| Int_t | GetNumInvalidNLL () const |
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| double & | getOffset () const |
| | Return a possible offset that's applied to the function to separate invalid function values from valid ones.
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| std::vector< double > | getParameterValues () const |
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| unsigned int | NDim () const |
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| bool | SetLogFile (const char *inLogfile) |
| | Change the file name for logging of a RooMinimizer of all MINUIT steppings through the parameter space.
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| void | setOptimizeConst (Int_t flag) |
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| bool | SetPdfParamVal (int index, double value) const |
| | Set value of parameter i.
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| bool | synchronizeParameterSettings (std::vector< ROOT::Fit::ParameterSettings > ¶meters, bool optConst) |
| | Informs Minuit through its parameter_settings vector of RooFit parameter properties.
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| void | zeroEvalCount () |
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| bool RooFit::TestStatistics::MinuitFcnGrad::syncParameterValuesFromMinuitCalls |
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const double * |
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minuit_internal |
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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 _minuitInternalX but the values after SetPdfParamVal did not get set to the intended value, the _minuitInternalRooFitXMismatch 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 197 of file MinuitFcnGrad.cxx.
Public Member Functions inherited from RooAbsMinimizerFcn