rf603_multicpu.C File Reference

Detailed Description

Likelihood and minimization: setting up a multi-core parallelized unbinned maximum likelihood fit

 
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooGaussian.h"
#include "RooPolynomial.h"
#include "RooAddPdf.h"
#include "RooProdPdf.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "RooPlot.h"
using namespace RooFit;
 
void rf603_multicpu()
{
 
   // C r e a t e   3 D   p d f   a n d   d a t a
   // -------------------------------------------
 
   // Create observables
   RooRealVar x("x", "x", -5, 5);
   RooRealVar y("y", "y", -5, 5);
   RooRealVar z("z", "z", -5, 5);
 
   // Create signal pdf gauss(x)*gauss(y)*gauss(z)
   RooGaussian gx("gx", "gx", x, 0.0, 1.0);
   RooGaussian gy("gy", "gy", y, 0.0, 1.0);
   RooGaussian gz("gz", "gz", z, 0.0, 1.0);
   RooProdPdf sig("sig", "sig", RooArgSet(gx, gy, gz));
 
   // Create background pdf poly(x)*poly(y)*poly(z)
   RooPolynomial px("px", "px", x, RooArgSet(-0.1, 0.004));
   RooPolynomial py("py", "py", y, RooArgSet(0.1, -0.004));
   RooPolynomial pz("pz", "pz", z);
   RooProdPdf bkg("bkg", "bkg", RooArgSet(px, py, pz));
 
   // Create composite pdf sig+bkg
   RooRealVar fsig("fsig", "signal fraction", 0.1, 0., 1.);
   RooAddPdf model("model", "model", RooArgList(sig, bkg), fsig);
 
   // Generate large dataset
   std::unique_ptr<RooDataSet> data{model.generate({x, y, z}, 200000)};
 
   // P a r a l l e l   f i t t i n g
   // -------------------------------
 
   // In parallel mode the likelihood calculation is split in N pieces,
   // that are calculated in parallel and added a posteriori before passing
   // it back to MINUIT.
 
   // Use four processes and time results both in wall time and CPU time
   model.fitTo(*data, NumCPU(4), Timer(true), PrintLevel(-1));
 
   // P a r a l l e l   M C   p r o j e c t i o n s
   // ----------------------------------------------
 
   // Construct signal, total likelihood projection on (y,z) observables and likelihood ratio
   RooAbsPdf *sigyz = sig.createProjection(x);
   RooAbsPdf *totyz = model.createProjection(x);
   RooFormulaVar llratio_func("llratio", "log10(@0)-log10(@1)", RooArgList(*sigyz, *totyz));
 
   // Calculate likelihood ratio for each event, define subset of events with high signal likelihood
   data->addColumn(llratio_func);
   std::unique_ptr<RooAbsData> dataSel{data->reduce(Cut("llratio>0.7"))};
 
   // Make plot frame and plot data
   RooPlot *frame = x.frame(Title("Projection on X with LLratio(y,z)>0.7"), Bins(40));
   dataSel->plotOn(frame);
 
   // Perform parallel projection using MC integration of pdf using given input dataSet.
   // In this mode the data-weighted average of the pdf is calculated by splitting the
   // input dataset in N equal pieces and calculating in parallel the weighted average
   // one each subset. The N results of those calculations are then weighted into the
   // final result
 
   // Use four processes
   model.plotOn(frame, ProjWData(*dataSel), NumCPU(4));
 
   new TCanvas("rf603_multicpu", "rf603_multicpu", 600, 600);
   gPad->SetLeftMargin(0.15);
   frame->GetYaxis()->SetTitleOffset(1.6);
   frame->Draw();
}

 
[#1] INFO:Fitting -- RooAbsPdf::fitTo(model) fixing normalization set for coefficient determination to observables in data
[#1] INFO:Fitting -- using CPU computation library compiled with -mavx2
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_modelData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization -- Command timer: Real time 0:00:00, CP time 0.150
[#1] INFO:Minimization -- Session timer: Real time 0:00:00, CP time 0.150
[#1] INFO:Minimization -- Command timer: Real time 0:00:00, CP time 0.010
[#1] INFO:Minimization -- Session timer: Real time 0:00:00, CP time 0.160, 2 slices
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
[#1] INFO:Plotting -- RooAbsReal::plotOn(model) plot on x averages using data variables (y,z)
[#1] INFO:Plotting -- RooAbsReal::plotOn(model) only the following components of the projection data will be used: (y,z)

Date

July 2008

Author

Wouter Verkerke

Definition in file rf603_multicpu.C.