LikelihoodWrapper.cxx

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/*
 * Project: RooFit
 * Authors:
 *   PB, Patrick Bos, Netherlands eScience Center, p.bos@esciencecenter.nl
 *
 * Copyright (c) 2021, 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 <RooFit/TestStatistics/LikelihoodWrapper.h>
 
#include <RooFit/TestStatistics/RooAbsL.h> // need complete type for likelihood->...
#include <RooFit/TestStatistics/RooUnbinnedL.h>
#include <RooFit/TestStatistics/RooSumL.h> // need complete type for dynamic cast
 
#include <RooMsgService.h>
 
#include "MinuitFcnGrad.h"
 
// including derived classes for factory method
#include "LikelihoodSerial.h"
#ifdef ROOFIT_MULTIPROCESS
#include "LikelihoodJob.h"
#endif // ROOFIT_MULTIPROCESS
 
namespace RooFit {
namespace TestStatistics {
 
/** \class LikelihoodWrapper
 * \brief Virtual base class for implementation of likelihood calculation strategies
 *
 * This class provides the interface necessary for RooMinimizer (through MinuitFcnGrad) to get the likelihood values it
 * needs for fitting the pdf to the data. The strategy by which these values are obtained is up to the implementer of
 * this class. Its intended purpose was mainly to allow for parallel calculation strategies, but serial strategies are
 * possible too, as illustrated in LikelihoodSerial.
 *
 * \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().
 */
 
/*
 * \param[in] likelihood Shared pointer to the likelihood that must be evaluated
 * \param[in] calculation_is_clean Shared pointer to the object that keeps track of what has been evaluated for the
 * current parameter set provided by Minuit. This information can be used by different calculators, so must be shared
 * between them.
 */
LikelihoodWrapper::LikelihoodWrapper(std::shared_ptr<RooAbsL> likelihood,
                                     std::shared_ptr<WrapperCalculationCleanFlags> calculation_is_clean)
   : likelihood_(std::move(likelihood)), calculation_is_clean_(std::move(calculation_is_clean))
{
   // Note to future maintainers: take care when storing the minimizer_fcn pointer. The
   // RooAbsMinimizerFcn subclasses may get cloned inside MINUIT, which means the pointer
   // should also somehow be updated in this class.
}
 
void LikelihoodWrapper::synchronizeWithMinimizer(const ROOT::Math::MinimizerOptions & /*options*/) {}
 
void LikelihoodWrapper::synchronizeParameterSettings(
   const std::vector<ROOT::Fit::ParameterSettings> & /*parameter_settings*/)
{
}
 
void LikelihoodWrapper::constOptimizeTestStatistic(RooAbsArg::ConstOpCode opcode, bool doAlsoTrackingOpt)
{
   likelihood_->constOptimizeTestStatistic(opcode, doAlsoTrackingOpt);
}
 
double LikelihoodWrapper::defaultErrorLevel() const
{
   return likelihood_->defaultErrorLevel();
}
std::string LikelihoodWrapper::GetName() const
{
   return likelihood_->GetName();
}
std::string LikelihoodWrapper::GetTitle() const
{
   return likelihood_->GetTitle();
}
 
void LikelihoodWrapper::enableOffsetting(bool flag)
{
   do_offset_ = flag;
   // Clear offset if feature is disabled so that it is recalculated next time it is enabled
   if (!do_offset_) {
      offset_ = ROOT::Math::KahanSum<double>();
   }
}
 
void LikelihoodWrapper::setOffsettingMode(OffsettingMode mode)
{
   offsetting_mode_ = mode;
   if (isOffsetting()) {
      oocoutI(nullptr, Minimization)
         << "LikelihoodWrapper::setOffsettingMode(" << GetName()
         << "): changed offsetting mode while offsetting was enabled; resetting offset values" << std::endl;
      offset_ = ROOT::Math::KahanSum<double>();
   }
}
 
ROOT::Math::KahanSum<double> LikelihoodWrapper::applyOffsetting(ROOT::Math::KahanSum<double> current_value)
{
   if (do_offset_) {
 
      // If no offset is stored enable this feature now
      if (offset_.Sum() == 0 && offset_.Carry() == 0 && (current_value.Sum() != 0 || current_value.Carry() != 0)) {
         offset_ = current_value;
         if (offsetting_mode_ == OffsettingMode::legacy) {
            auto sum_likelihood = dynamic_cast<RooSumL *>(likelihood_.get());
            if (sum_likelihood != nullptr) {
               auto subsidiary_value = sum_likelihood->getSubsidiaryValue();
               // "undo" the addition of the subsidiary value to emulate legacy behavior
               offset_ -= subsidiary_value;
               // manually calculate result with zero carry, again to emulate legacy behavior
               return ROOT::Math::KahanSum<double>{current_value.Result() - offset_.Result()};
            }
         }
         oocoutI(nullptr, Minimization)
            << "LikelihoodWrapper::applyOffsetting(" << GetName() << "): Likelihood offset now set to " << offset_.Sum()
            << std::endl;
      }
 
      return current_value - offset_;
   } else {
      return current_value;
   }
}
 
/// When calculating an unbinned likelihood with square weights applied, a different offset
/// is necessary. Similar situations may ask for a separate offset as well. This function
/// switches between the two sets of offset values.
void LikelihoodWrapper::swapOffsets()
{
   std::swap(offset_, offset_save_);
}
 
void LikelihoodWrapper::setApplyWeightSquared(bool flag)
{
   RooUnbinnedL *unbinned_likelihood = dynamic_cast<RooUnbinnedL *>(likelihood_.get());
   if (unbinned_likelihood == nullptr) {
      throw std::logic_error("LikelihoodWrapper::setApplyWeightSquared can only be used on unbinned likelihoods, but "
                             "the wrapped likelihood_ member is not a RooUnbinnedL!");
   }
   bool flag_was_changed = unbinned_likelihood->setApplyWeightSquared(flag);
 
   if (flag_was_changed) {
      swapOffsets();
   }
}
 
void LikelihoodWrapper::updateMinuitInternalParameterValues(const std::vector<double> & /*minuit_internal_x*/) {}
void LikelihoodWrapper::updateMinuitExternalParameterValues(const std::vector<double> & /*minuit_external_x*/) {}
 
/// Factory method.
std::unique_ptr<LikelihoodWrapper>
LikelihoodWrapper::create(LikelihoodMode likelihoodMode, std::shared_ptr<RooAbsL> likelihood,
                          std::shared_ptr<WrapperCalculationCleanFlags> calculationIsClean)
{
   switch (likelihoodMode) {
   case LikelihoodMode::serial: {
      return std::make_unique<LikelihoodSerial>(std::move(likelihood), std::move(calculationIsClean));
   }
   case LikelihoodMode::multiprocess: {
#ifdef ROOFIT_MULTIPROCESS
      return std::make_unique<LikelihoodJob>(std::move(likelihood), std::move(calculationIsClean));
#else
      throw std::runtime_error("MinuitFcnGrad ctor with LikelihoodMode::multiprocess is not available in this build "
                               "without RooFit::Multiprocess!");
#endif
   }
   default: {
      throw std::logic_error("In MinuitFcnGrad constructor: likelihoodMode has an unsupported value!");
   }
   }
}
 
} // namespace TestStatistics
} // namespace RooFit