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MinuitFcnGrad.h
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1/*
2 * Project: RooFit
3 * Authors:
4 * PB, Patrick Bos, Netherlands eScience Center, p.bos@esciencecenter.nl
5 *
6 * Copyright (c) 2021, CERN
7 *
8 * Redistribution and use in source and binary forms,
9 * with or without modification, are permitted according to the terms
10 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)
11 */
12
13#ifndef ROOT_ROOFIT_TESTSTATISTICS_MinuitFcnGrad
14#define ROOT_ROOFIT_TESTSTATISTICS_MinuitFcnGrad
15
16#include "RooArgList.h"
17#include "RooRealVar.h"
22
24#include "Math/IFunction.h" // ROOT::Math::IMultiGradFunction
25
26class RooMinimizer;
27
28namespace RooFit {
29namespace TestStatistics {
30
32public:
33 MinuitFcnGrad(const std::shared_ptr<RooFit::TestStatistics::RooAbsL> &absL, RooMinimizer *context,
34 std::vector<ROOT::Fit::ParameterSettings> &parameters, LikelihoodMode likelihoodMode,
36
37 void initMinimizer(ROOT::Math::Minimizer &) override;
38
39 /// Overridden from RooAbsMinimizerFcn to include gradient strategy synchronization.
40 bool Synchronize(std::vector<ROOT::Fit::ParameterSettings> &parameter_settings) override;
41
42 bool returnsInMinuit2ParameterSpace() const { return _gradient->usesMinuitInternalValues(); }
43
45 {
46 applyToLikelihood([&](auto &l) { l.constOptimizeTestStatistic(opcode, doAlsoTrackingOpt); });
47 }
48
49 double operator()(const double *x) const;
50
51 /// IMultiGradFunction overrides necessary for Minuit
52 void Gradient(const double *x, double *grad) const;
53 void GradientWithPrevResult(const double *x, double *grad, double *previous_grad, double *previous_g2,
54 double *previous_gstep) const;
55
56 inline std::string getFunctionName() const override { return _likelihood->GetName(); }
57
58 inline std::string getFunctionTitle() const override { return _likelihood->GetTitle(); }
59
60 inline void setOffsetting(bool flag) override
61 {
62 applyToLikelihood([&](auto &l) { l.enableOffsetting(flag); });
63 if (!flag) {
64 offsets_reset_ = true;
65 }
66 }
67
68private:
69 bool syncParameterValuesFromMinuitCalls(const double *x, bool minuit_internal) const;
70
71 template <class Func>
72 void applyToLikelihood(Func &&func) const
73 {
74 func(*_likelihood);
77 }
78 }
79
80 // members
81 // the likelihoods are shared_ptrs because they may point to the same object
82 std::shared_ptr<LikelihoodWrapper> _likelihood;
83 std::shared_ptr<LikelihoodWrapper> _likelihoodInGradient;
84 std::unique_ptr<LikelihoodGradientWrapper> _gradient;
85 mutable bool _calculatingGradient = false;
86
87 mutable std::shared_ptr<WrapperCalculationCleanFlags> _calculationIsClean;
88
89 mutable std::vector<double> _minuitInternalX;
90 mutable std::vector<double> _minuitExternalX;
91 // offsets_reset_ should be reset also when applyWeightSquared is activated in LikelihoodWrappers;
92 // currently setting this is not supported, so it doesn't happen.
93 mutable bool offsets_reset_ = false;
94 void syncOffsets() const;
95
96 mutable bool _minuitInternalRooFitXMismatch = false;
97};
98
99} // namespace TestStatistics
100} // namespace RooFit
101
102#endif // ROOT_ROOFIT_TESTSTATISTICS_MinuitFcnGrad
Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2,...
Definition Minimizer.h:124
Minuit-RooMinimizer interface which synchronizes parameter data and coordinates evaluation of likelih...
void GradientWithPrevResult(const double *x, double *grad, double *previous_grad, double *previous_g2, double *previous_gstep) const
double operator()(const double *x) const
void setOffsetting(bool flag) override
void setOptimizeConstOnFunction(RooAbsArg::ConstOpCode opcode, bool doAlsoTrackingOpt) override
bool Synchronize(std::vector< ROOT::Fit::ParameterSettings > &parameter_settings) override
Overridden from RooAbsMinimizerFcn to include gradient strategy synchronization.
std::string getFunctionName() const override
void Gradient(const double *x, double *grad) const
IMultiGradFunction overrides necessary for Minuit.
std::vector< double > _minuitInternalX
std::shared_ptr< LikelihoodWrapper > _likelihood
bool syncParameterValuesFromMinuitCalls(const double *x, bool minuit_internal) const
Minuit calls (via FcnAdapters etc) DoEval or Gradient with a set of parameters x.
std::unique_ptr< LikelihoodGradientWrapper > _gradient
void syncOffsets() const
Make sure the offsets are up to date.
std::string getFunctionTitle() const override
std::shared_ptr< WrapperCalculationCleanFlags > _calculationIsClean
std::vector< double > _minuitExternalX
std::shared_ptr< LikelihoodWrapper > _likelihoodInGradient
void initMinimizer(ROOT::Math::Minimizer &) override
void applyToLikelihood(Func &&func) const
MinuitFcnGrad(const std::shared_ptr< RooFit::TestStatistics::RooAbsL > &absL, RooMinimizer *context, std::vector< ROOT::Fit::ParameterSettings > &parameters, LikelihoodMode likelihoodMode, LikelihoodGradientMode likelihoodGradientMode)
Wrapper class around ROOT::Math::Minimizer that provides a seamless interface between the minimizer f...
Double_t x[n]
Definition legend1.C:17
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition CodegenImpl.h:67
TLine l
Definition textangle.C:4