CascadeMinimizer Class Reference

#include <CascadeMinimizer.h>

Classes
struct	Algo
	compact information about an algorithm More...

Public Types
enum	Mode { Constrained, Unconstrained }

Public Member Functions
	CascadeMinimizer (RooAbsReal &nll, Mode mode, RooRealVar *poi=0, int initialStrategy=0)
bool	improve (int verbose=0, bool cascade=true)
bool	minimize (int verbose=0, bool cascade=true)
RooMinimizerOpt &	minimizer ()
RooFitResult *	save ()
void	setErrorLevel (float errorLevel)
void	setStrategy (int strategy)
void	trivialMinimize (const RooAbsReal &nll, RooRealVar &r, int points=100) const

Static Public Member Functions
static void	applyOptions (const boost::program_options::variables_map &vm)
static void	initOptions ()
static const boost::program_options::options_description &	options ()

Private Member Functions
bool	improveOnce (int verbose)

Private Attributes
RooMinimizerOpt	minimizer_
Mode	mode_
RooAbsReal &	nll_
RooRealVar *	poi_
int	strategy_

Static Private Attributes
static std::vector< Algo >	fallbacks_
	list of algorithms to run if the default one fails More...
static bool	oldFallback_ = true
	don't do old fallback using robustMinimize More...
static boost::program_options::options_description	options_
	options configured from command line More...
static bool	poiOnlyFit_
	do first a fit of only the POI More...
static bool	preScan_
	do a pre-scan More...
static bool	setZeroPoint_ = true
	do first a fit of only the POI More...
static bool	singleNuisFit_
	do first a minimization of each nuisance individually More...

Detailed Description

Definition at line 11 of file CascadeMinimizer.h.

Member Enumeration Documentation

enum CascadeMinimizer::Mode

Enumerator
Constrained
Unconstrained

Definition at line 13 of file CascadeMinimizer.h.

{ Constrained, Unconstrained };

Constructor & Destructor Documentation

CascadeMinimizer::CascadeMinimizer	(	RooAbsReal &	nll,
		Mode	mode,
		RooRealVar *	poi = 0,
		int	initialStrategy = 0
	)

Definition at line 20 of file CascadeMinimizer.cc.

                                                                                                   :
    nll_(nll),
    minimizer_(nll_),
    mode_(mode),
    strategy_(initialStrategy),
    poi_(poi)
{
}

Member Function Documentation

void CascadeMinimizer::applyOptions ( const boost::program_options::variables_map &  vm )

static

Definition at line 118 of file CascadeMinimizer.cc.

References algo, gather_cfg::cout, CascadeMinimizer::Algo::default_strategy(), CascadeMinimizer::Algo::default_tolerance(), fallbacks_, min, poiOnlyFit_, preScan_, setZeroPoint_, and singleNuisFit_.

{
    using namespace std;

    preScan_ = vm.count("cminPreScan");
    poiOnlyFit_ = vm.count("cminPoiOnlyFit");
    singleNuisFit_ = vm.count("cminSingleNuisFit");
    setZeroPoint_  = vm.count("cminSetZeroPoint");
    if (vm.count("cminFallbackAlgo")) {
        vector<string> falls(vm["cminFallbackAlgo"].as<vector<string> >());
        for (vector<string>::const_iterator it = falls.begin(), ed = falls.end(); it != ed; ++it) {
            std::string algo = *it;
            float tolerance = Algo::default_tolerance(); 
            int   strategy = Algo::default_strategy(); 
            string::size_type idx = std::min(algo.find(";"), algo.find(":"));
            if (idx != string::npos && idx < algo.length()) {
                 tolerance = atof(algo.substr(idx+1).c_str());
                 algo      = algo.substr(0,idx); // DON'T SWAP THESE TWO LINES
            }
            idx = algo.find(",");
            if (idx != string::npos && idx < algo.length()) {
                // if after the comma there's a number, then it's a strategy
                if ( '0' <= algo[idx+1] && algo[idx+1] <= '9' ) {
                    strategy = atoi(algo.substr(idx+1).c_str());
                    algo     = algo.substr(0,idx); // DON'T SWAP THESE TWO LINES
                } else {
                // otherwise, it could be Name,subname,strategy
                    idx = algo.find(",",idx+1);
                    if (idx != string::npos && idx < algo.length()) {
                        strategy = atoi(algo.substr(idx+1).c_str());
                        algo     = algo.substr(0,idx); // DON'T SWAP THESE TWO LINES
                    }
                }
            }
            fallbacks_.push_back(Algo(algo, tolerance, strategy));
            std::cout << "Configured fallback algorithm " << fallbacks_.back().algo << 
                            ", strategy " << fallbacks_.back().strategy   << 
                            ", tolerance " << fallbacks_.back().tolerance << std::endl;
        }
    }
    //if (vm.count("cminDefaultIntegratorEpsAbs")) RooAbsReal::defaultIntegratorConfig()->setEpsAbs(vm["cminDefaultIntegratorEpsAbs"].as<double>());
    //if (vm.count("cminDefaultIntegratorEpsRel")) RooAbsReal::defaultIntegratorConfig()->setEpsRel(vm["cminDefaultIntegratorEpsRel"].as<double>());
    //if (vm.count("cminDefaultIntegrator1D")) setDefaultIntegrator(RooAbsReal::defaultIntegratorConfig()->method1D(), vm["cminDefaultIntegrator1D"].as<std::string>());
    //if (vm.count("cminDefaultIntegrator1DOpen")) setDefaultIntegrator(RooAbsReal::defaultIntegratorConfig()->method1DOpen(), vm["cminDefaultIntegrator1DOpen"].as<std::string>());
    //if (vm.count("cminDefaultIntegrator2D")) setDefaultIntegrator(RooAbsReal::defaultIntegratorConfig()->method2D(), vm["cminDefaultIntegrator2D"].as<std::string>());
    //if (vm.count("cminDefaultIntegrator2DOpen")) setDefaultIntegrator(RooAbsReal::defaultIntegratorConfig()->method2DOpen(), vm["cminDefaultIntegrator2DOpen"].as<std::string>());
    //if (vm.count("cminDefaultIntegratorND")) setDefaultIntegrator(RooAbsReal::defaultIntegratorConfig()->methodND(), vm["cminDefaultIntegratorND"].as<std::string>());
    //if (vm.count("cminDefaultIntegratorNDOpen")) setDefaultIntegrator(RooAbsReal::defaultIntegratorConfig()->methodNDOpen(), vm["cminDefaultIntegratorNDOpen"].as<std::string>());
}

bool CascadeMinimizer::improve	(	int	verbose = 0,
		bool	cascade = true
	)

Definition at line 29 of file CascadeMinimizer.cc.

References dtNoiseDBValidation_cfg::cerr, cacheutils::CachingSimNLL::clearZeroPoint(), CascadeMinimizer::Algo::default_strategy(), CascadeMinimizer::Algo::default_tolerance(), fallbacks_, improveOnce(), minimizer_, nll_, setZeroPoint_, and strategy_.

Referenced by FitterAlgoBase::doFit(), FitterAlgoBase::findCrossing(), Asymptotic::findExpectedLimitFromCrossing(), Asymptotic::getCLs(), minimize(), ProfileLikelihood::significanceBruteForce(), and ProfileLikelihood::significanceFromScan().

{
    minimizer_.setPrintLevel(verbose-2);  
    minimizer_.setStrategy(strategy_);
    bool outcome = improveOnce(verbose-2);
    if (cascade && !outcome && !fallbacks_.empty()) {
        std::string nominalType(ROOT::Math::MinimizerOptions::DefaultMinimizerType());
        std::string nominalAlgo(ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo());
        float       nominalTol(ROOT::Math::MinimizerOptions::DefaultTolerance());
        int         nominalStrat(strategy_);
        if (verbose > 0) std::cerr << "Failed minimization with " << nominalType << "," << nominalAlgo << " and tolerance " << nominalTol << std::endl;
        for (std::vector<Algo>::const_iterator it = fallbacks_.begin(), ed = fallbacks_.end(); it != ed; ++it) {
            ProfileLikelihood::MinimizerSentry minimizerConfig(it->algo, it->tolerance != Algo::default_tolerance() ? it->tolerance : nominalTol);
            int myStrategy = it->strategy; if (myStrategy == Algo::default_strategy()) myStrategy = nominalStrat;
            if (nominalType != ROOT::Math::MinimizerOptions::DefaultMinimizerType() ||
                nominalAlgo != ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo() ||
                nominalTol  != ROOT::Math::MinimizerOptions::DefaultTolerance()     ||
                myStrategy  != nominalStrat) {
                if (verbose > 0) std::cerr << "Will fallback to minimization using " << it->algo << ", strategy " << myStrategy << " and tolerance " << it->tolerance << std::endl;
                minimizer_.setStrategy(myStrategy);
                outcome = improveOnce(verbose-2);
                if (outcome) break;
            }
        }
    }
    if (setZeroPoint_) {
        cacheutils::CachingSimNLL *simnll = dynamic_cast<cacheutils::CachingSimNLL *>(&nll_);
        if (simnll) simnll->clearZeroPoint();
    }
    return outcome;
}

bool CascadeMinimizer::improveOnce ( int  verbose )

private

Definition at line 61 of file CascadeMinimizer.cc.

References cacheutils::CachingSimNLL::clearZeroPoint(), minimizer_, nll_, oldFallback_, nllutils::robustMinimize(), cacheutils::CachingSimNLL::setZeroPoint(), setZeroPoint_, and ntuplemaker::status.

Referenced by improve().

{
    std::string myType(ROOT::Math::MinimizerOptions::DefaultMinimizerType());
    std::string myAlgo(ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo());
    if (setZeroPoint_) {
        cacheutils::CachingSimNLL *simnll = dynamic_cast<cacheutils::CachingSimNLL *>(&nll_);
        if (simnll) { 
            simnll->setZeroPoint();
        }
    }
    bool outcome = false;
    if (oldFallback_){
        outcome = nllutils::robustMinimize(nll_, minimizer_, verbose);
    } else {
        int status = minimizer_.minimize(myType.c_str(), myAlgo.c_str());
        outcome = (status == 0);
    }
    if (setZeroPoint_) {
        cacheutils::CachingSimNLL *simnll = dynamic_cast<cacheutils::CachingSimNLL *>(&nll_);
        if (simnll) simnll->clearZeroPoint();
    }
    return outcome;
}

void CascadeMinimizer::initOptions ( )

static

Definition at line 98 of file CascadeMinimizer.cc.

References oldFallback_, options_, setZeroPoint_, and relativeConstraints::value.

{
    options_.add_options()
        ("cminPoiOnlyFit",  "Do first a fit floating only the parameter of interest")
        ("cminPreScan",  "Do a scan before first minimization")
        ("cminSingleNuisFit", "Do first a minimization of each nuisance parameter individually")
        ("cminFallbackAlgo", boost::program_options::value<std::vector<std::string> >(), "Fallback algorithms if the default minimizer fails (can use multiple ones). Syntax is algo[,subalgo][,strategy][:tolerance]")
        ("cminSetZeroPoint", boost::program_options::value<bool>(&setZeroPoint_)->default_value(setZeroPoint_), "Change the reference point of the NLL to be zero during minimization")
        ("cminOldRobustMinimize", boost::program_options::value<bool>(&oldFallback_)->default_value(oldFallback_), "Use the old 'robustMinimize' logic in addition to the cascade")
        //("cminDefaultIntegratorEpsAbs", boost::program_options::value<double>(), "RooAbsReal::defaultIntegratorConfig()->setEpsAbs(x)")
        //("cminDefaultIntegratorEpsRel", boost::program_options::value<double>(), "RooAbsReal::defaultIntegratorConfig()->setEpsRel(x)")
        //("cminDefaultIntegrator1D", boost::program_options::value<std::string>(), "RooAbsReal::defaultIntegratorConfig()->method1D().setLabel(x)")
        //("cminDefaultIntegrator1DOpen", boost::program_options::value<std::string>(), "RooAbsReal::defaultIntegratorConfig()->method1DOpen().setLabel(x)")
        //("cminDefaultIntegrator2D", boost::program_options::value<std::string>(), "RooAbsReal::defaultIntegratorConfig()->method2D().setLabel(x)")
        //("cminDefaultIntegrator2DOpen", boost::program_options::value<std::string>(), "RooAbsReal::defaultIntegratorConfig()->method2DOpen().setLabel(x)")
        //("cminDefaultIntegratorND", boost::program_options::value<std::string>(), "RooAbsReal::defaultIntegratorConfig()->methodND().setLabel(x)")
        //("cminDefaultIntegratorNDOpen", boost::program_options::value<std::string>(), "RooAbsReal::defaultIntegratorConfig()->methodNDOpen().setLabel(x)")
        ;
}

bool CascadeMinimizer::minimize	(	int	verbose = 0,
		bool	cascade = true
	)

Definition at line 85 of file CascadeMinimizer.cc.

References improve(), minimizer_, mode_, nll_, poi_, poiOnlyFit_, preScan_, strategy_, trivialMinimize(), and Unconstrained.

Referenced by MultiDimFit::doContour2D(), FitterAlgoBase::doFit(), MultiDimFit::doGrid(), MultiDimFit::doRandomPoints(), Asymptotic::findExpectedLimitFromCrossing(), BestFitSigmaTestStat::minNLL(), ProfiledLikelihoodTestStatOpt::minNLL(), Asymptotic::runLimit(), ProfileLikelihood::significanceBruteForce(), and ProfileLikelihood::significanceFromScan().

{
    minimizer_.setPrintLevel(verbose-2);  
    minimizer_.setStrategy(strategy_);
    if (preScan_) minimizer_.minimize("Minuit2","Scan");
     // FIXME can be made smarter than this
    if (mode_ == Unconstrained && poiOnlyFit_) {
        trivialMinimize(nll_, *poi_, 200);
    }
    return improve(verbose, cascade);
}

RooMinimizerOpt& CascadeMinimizer::minimizer ( )

inline

Definition at line 19 of file CascadeMinimizer.h.

References minimizer_.

Referenced by FitterAlgoBase::doFit(), Asymptotic::findExpectedLimitFromCrossing(), and save().

{ return minimizer_; }

static const boost::program_options::options_description& CascadeMinimizer::options ( )

inlinestatic

Definition at line 25 of file CascadeMinimizer.h.

References options_.

Referenced by betterConfigParser.BetterConfigParser::__updateDict(), betterConfigParser.BetterConfigParser::checkInput(), DOTExport.DotExport::export(), and DOTExport.DotExport::write_output().

{ return options_; }

RooFitResult* CascadeMinimizer::save ( )

inline

Definition at line 20 of file CascadeMinimizer.h.

References minimizer().

Referenced by FitterAlgoBase::doFit(), FitterAlgoBase::findCrossing(), ProfileLikelihood::significanceBruteForce(), and ProfileLikelihood::significanceFromScan().

{ return minimizer().save(); }

void CascadeMinimizer::setErrorLevel ( float  errorLevel )

inline

Definition at line 22 of file CascadeMinimizer.h.

References minimizer_.

Referenced by FitterAlgoBase::doFit(), and Asymptotic::findExpectedLimitFromCrossing().

{ minimizer_.setErrorLevel(errorLevel); }

void CascadeMinimizer::setStrategy ( int  strategy )

inline

Definition at line 21 of file CascadeMinimizer.h.

References strategy_.

Referenced by MultiDimFit::doBox(), MultiDimFit::doContour2D(), FitterAlgoBase::doFit(), MultiDimFit::doGrid(), MultiDimFit::doRandomPoints(), Asymptotic::findExpectedLimitFromCrossing(), Asymptotic::getCLs(), Asymptotic::runLimit(), ProfileLikelihood::significanceBruteForce(), and ProfileLikelihood::significanceFromScan().

{ strategy_ = strategy; }

void CascadeMinimizer::trivialMinimize	(	const RooAbsReal &	nll,
		RooRealVar &	r,
		int	points = 100
	)		const

Definition at line 183 of file CascadeMinimizer.cc.

References i, x, and detailsBasic3DVector::y.

Referenced by minimize().

                                                                                             {
    double rMin = r.getMin(), rMax = r.getMax(), rStep = (rMax-rMin)/(points-1);
    int iMin = -1; double minnll = 0;
    for (int i = 0; i < points; ++i) {
        double x = rMin + (i+0.5)*rStep;
        r.setVal(x);
        double y = nll.getVal();
        if (iMin == -1 || y < minnll) { minnll = y; iMin = i; }
    }
    r.setVal( rMin + (iMin+0.5)*rStep );
}

Member Data Documentation

std::vector< CascadeMinimizer::Algo > CascadeMinimizer::fallbacks_

staticprivate

list of algorithms to run if the default one fails

Definition at line 47 of file CascadeMinimizer.h.

Referenced by applyOptions(), and improve().

RooMinimizerOpt CascadeMinimizer::minimizer_

private

Definition at line 29 of file CascadeMinimizer.h.

Referenced by improve(), improveOnce(), minimize(), minimizer(), and setErrorLevel().

Mode CascadeMinimizer::mode_

private

Definition at line 30 of file CascadeMinimizer.h.

Referenced by minimize().

RooAbsReal& CascadeMinimizer::nll_

private

Definition at line 28 of file CascadeMinimizer.h.

Referenced by improve(), improveOnce(), and minimize().

bool CascadeMinimizer::oldFallback_ = true

staticprivate

don't do old fallback using robustMinimize

Definition at line 57 of file CascadeMinimizer.h.

Referenced by improveOnce(), and initOptions().

boost::program_options::options_description CascadeMinimizer::options_

staticprivate

options configured from command line

Definition at line 37 of file CascadeMinimizer.h.

Referenced by initOptions(), options(), and valtools.webpage::parseArgs().

RooRealVar* CascadeMinimizer::poi_

private

Definition at line 32 of file CascadeMinimizer.h.

Referenced by minimize().

bool CascadeMinimizer::poiOnlyFit_

staticprivate

do first a fit of only the POI

Definition at line 51 of file CascadeMinimizer.h.

Referenced by applyOptions(), and minimize().

bool CascadeMinimizer::preScan_

staticprivate

do a pre-scan

Definition at line 49 of file CascadeMinimizer.h.

Referenced by applyOptions(), and minimize().

bool CascadeMinimizer::setZeroPoint_ = true

staticprivate

do first a fit of only the POI

Definition at line 55 of file CascadeMinimizer.h.

Referenced by applyOptions(), improve(), improveOnce(), and initOptions().

bool CascadeMinimizer::singleNuisFit_

staticprivate

do first a minimization of each nuisance individually

Definition at line 53 of file CascadeMinimizer.h.

Referenced by applyOptions().

int CascadeMinimizer::strategy_

private

Definition at line 31 of file CascadeMinimizer.h.

Referenced by improve(), minimize(), and setStrategy().