Minimizer class based on the Gentic algorithm implemented in TMVA

Definition at line 61 of file GeneticMinimizer.h.

Public Member Functions
	GeneticMinimizer (int i=0)

	~GeneticMinimizer () override

void	Clear () override
	reset for consecutive minimization - implement if needed

double	CovMatrix (unsigned int i, unsigned int j) const override
	return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors

double	Edm () const override
	return expected distance reached from the minimum (re-implement if minimizer provides it

const double *	Errors () const override
	return errors at the minimum

const double *	MinGradient () const override
	return pointer to gradient values at the minimum

bool	Minimize () override
	method to perform the minimization

const GeneticMinimizerParameters &	MinimizerParameters () const

double	MinValue () const override
	return minimum function value

unsigned int	NCalls () const override
	number of function calls to reach the minimum

unsigned int	NDim () const override
	this is <= Function().NDim() which is the total number of variables (free+ constrained ones)

unsigned int	NFree () const override
	number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total (re-implement if minimizer supports bounded parameters)

ROOT::Math::MinimizerOptions	Options () const override
	retrieve the minimizer options (implement derived class if needed)

bool	ProvidesError () const override
	minimizer provides error and error matrix

bool	SetFixedVariable (unsigned int ivar, const std::string &name, double val) override
	set a new fixed variable (override if minimizer supports them )

void	SetFunction (const ROOT::Math::IMultiGenFunction &func) override
	set the function to minimize

bool	SetLimitedVariable (unsigned int, const std::string &, double, double, double, double) override
	set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable

virtual void	SetOptions (const ROOT::Math::MinimizerOptions &opt)

void	SetParameters (const GeneticMinimizerParameters &params)

void	SetRandomSeed (int seed)

bool	SetVariable (unsigned int ivar, const std::string &name, double val, double step) override
	set a new free variable

const double *	X () const override
	return pointer to X values at the minimum

Public Member Functions inherited from ROOT::Math::Minimizer
	Minimizer ()
	Default constructor.

	Minimizer (Minimizer &&)=delete

	Minimizer (Minimizer const &)=delete

virtual	~Minimizer ()
	Destructor (no operations).

virtual bool	Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double xi, double xj)
	find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum The contour will be find for value of the function = Min + ErrorUp();

virtual double	Correlation (unsigned int i, unsigned int j) const
	return correlation coefficient between variable i and j.

virtual int	CovMatrixStatus () const
	return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method

double	ErrorDef () const
	return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization

virtual bool	FixVariable (unsigned int ivar)
	fix an existing variable

virtual bool	GetCovMatrix (double *covMat) const
	Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero.

virtual bool	GetHessianMatrix (double *hMat) const
	Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero.

virtual bool	GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0)
	minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run

virtual bool	GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &pars) const
	get variable settings in a variable object (like ROOT::Fit::ParamsSettings)

virtual double	GlobalCC (unsigned int ivar) const
	return global correlation coefficient for variable i This is a number between zero and one which gives the correlation between the i-th parameter and that linear combination of all other parameters which is most strongly correlated with i.

virtual bool	Hesse ()
	perform a full calculation of the Hessian matrix for error calculation

virtual bool	IsFixedVariable (unsigned int ivar) const
	query if an existing variable is fixed (i.e.

bool	IsValidError () const
	return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)

unsigned int	MaxFunctionCalls () const
	max number of function calls

unsigned int	MaxIterations () const
	max iterations

virtual int	MinosStatus () const
	status code of Minos (to be re-implemented by the minimizers supporting Minos)

virtual unsigned int	NIterations () const
	number of iterations to reach the minimum

Minimizer &	operator= (Minimizer &&)=delete

Minimizer &	operator= (Minimizer const &)=delete

double	Precision () const
	precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one)

int	PrintLevel () const
	minimizer configuration parameters

virtual void	PrintResults ()
	return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0;

virtual bool	ReleaseVariable (unsigned int ivar)
	release an existing variable

virtual bool	Scan (unsigned int ivar, unsigned int &nstep, double x, double y, double xmin=0, double xmax=0)
	scan function minimum for variable i.

virtual bool	SetCovariance (std::span< const double > cov, unsigned int nrow)
	set initial covariance matrix

virtual bool	SetCovarianceDiag (std::span< const double > d2, unsigned int n)
	set initial second derivatives

void	SetDefaultOptions ()
	reset the default options (defined in MinimizerOptions)

void	SetErrorDef (double up)
	set scale for calculating the errors

void	SetExtraOptions (const IOptions &extraOptions)
	set only the extra options

virtual void	SetHessianFunction (std::function< bool(std::span< const double >, double *)>)
	set the function implementing Hessian computation (re-implemented by Minimizer using it)

virtual bool	SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower)
	set a new lower limit variable (override if minimizer supports them )

void	SetMaxFunctionCalls (unsigned int maxfcn)
	set maximum of function calls

void	SetMaxIterations (unsigned int maxiter)
	set maximum iterations (one iteration can have many function calls)

void	SetOptions (const MinimizerOptions &opt)
	set all options in one go

void	SetPrecision (double prec)
	set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e.

void	SetPrintLevel (int level)
	set print level

void	SetStrategy (int strategyLevel)
	set the strategy

void	SetTolerance (double tol)
	set the tolerance

virtual bool	SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper)
	set a new upper limit variable (override if minimizer supports them )

void	SetValidError (bool on)
	flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit)

virtual bool	SetVariableInitialRange (unsigned int, double, double)
	set the initial range of an existing variable

virtual bool	SetVariableLimits (unsigned int ivar, double lower, double upper)
	set the limits of an already existing variable

virtual bool	SetVariableLowerLimit (unsigned int ivar, double lower)
	set the lower-limit of an already existing variable

template<class VariableIterator >
int	SetVariables (const VariableIterator &begin, const VariableIterator &end)
	add variables . Return number of variables successfully added

virtual bool	SetVariableStepSize (unsigned int ivar, double value)
	set the step size of an already existing variable

virtual bool	SetVariableUpperLimit (unsigned int ivar, double upper)
	set the upper-limit of an already existing variable

virtual bool	SetVariableValue (unsigned int ivar, double value)
	set the value of an already existing variable

virtual bool	SetVariableValues (const double *x)
	set the values of all existing variables (array must be dimensioned to the size of the existing parameters)

int	Status () const
	status code of minimizer

int	Strategy () const
	strategy

double	Tolerance () const
	absolute tolerance

virtual int	VariableIndex (const std::string &name) const
	get index of variable given a variable given a name return -1 if variable is not found

virtual std::string	VariableName (unsigned int ivar) const
	get name of variables (override if minimizer support storing of variable names) return an empty string if variable is not found

Protected Member Functions
void	GetGeneticOptions (ROOT::Math::MinimizerOptions &opt) const

Protected Attributes
TMVA::IFitterTarget *	fFitness

double	fMinValue

GeneticMinimizerParameters	fParameters

std::vector< TMVA::Interval * >	fRanges

std::vector< double >	fResult

Protected Attributes inherited from ROOT::Math::Minimizer
MinimizerOptions	fOptions
	minimizer options

int	fStatus = -1
	status of minimizer

bool	fValidError = false
	flag to control if errors have been validated (Hesse has been run in case of Minuit)

#include <Math/GeneticMinimizer.h>

Inheritance diagram for ROOT::Math::GeneticMinimizer:

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Constructor & Destructor Documentation

◆ GeneticMinimizer()

ROOT::Math::GeneticMinimizer::GeneticMinimizer ( int i = 0 )

Definition at line 99 of file GeneticMinimizer.cxx.

◆ ~GeneticMinimizer()

ROOT::Math::GeneticMinimizer::~GeneticMinimizer ( )

override

Definition at line 117 of file GeneticMinimizer.cxx.

Member Function Documentation

◆ Clear()

void ROOT::Math::GeneticMinimizer::Clear ( )

overridevirtual

reset for consecutive minimization - implement if needed

Reimplemented from ROOT::Math::Minimizer.

Definition at line 126 of file GeneticMinimizer.cxx.

◆ CovMatrix()

double ROOT::Math::GeneticMinimizer::CovMatrix	(	unsigned int	ivar,
		unsigned int	jvar
	)		const

overridevirtual

return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors

Reimplemented from ROOT::Math::Minimizer.

Definition at line 368 of file GeneticMinimizer.cxx.

◆ Edm()

double ROOT::Math::GeneticMinimizer::Edm ( ) const

overridevirtual

return expected distance reached from the minimum (re-implement if minimizer provides it

Reimplemented from ROOT::Math::Minimizer.

Definition at line 367 of file GeneticMinimizer.cxx.

◆ Errors()

const double * ROOT::Math::GeneticMinimizer::Errors ( ) const

overridevirtual

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 366 of file GeneticMinimizer.cxx.

◆ GetGeneticOptions()

void ROOT::Math::GeneticMinimizer::GetGeneticOptions ( ROOT::Math::MinimizerOptions & opt ) const

protected

Definition at line 191 of file GeneticMinimizer.cxx.

◆ MinGradient()

const double * ROOT::Math::GeneticMinimizer::MinGradient ( ) const

overridevirtual

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 364 of file GeneticMinimizer.cxx.

◆ Minimize()

bool ROOT::Math::GeneticMinimizer::Minimize ( )

overridevirtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 252 of file GeneticMinimizer.cxx.

◆ MinimizerParameters()

const GeneticMinimizerParameters & ROOT::Math::GeneticMinimizer::MinimizerParameters ( ) const

inline

Definition at line 96 of file GeneticMinimizer.h.

◆ MinValue()

double ROOT::Math::GeneticMinimizer::MinValue ( ) const

overridevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 331 of file GeneticMinimizer.cxx.

◆ NCalls()

unsigned int ROOT::Math::GeneticMinimizer::NCalls ( ) const

overridevirtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 340 of file GeneticMinimizer.cxx.

◆ NDim()

unsigned int ROOT::Math::GeneticMinimizer::NDim ( ) const

overridevirtual

this is <= Function().NDim() which is the total number of variables (free+ constrained ones)

Implements ROOT::Math::Minimizer.

Definition at line 348 of file GeneticMinimizer.cxx.

◆ NFree()

unsigned int ROOT::Math::GeneticMinimizer::NFree ( ) const

overridevirtual

number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total (re-implement if minimizer supports bounded parameters)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 355 of file GeneticMinimizer.cxx.

◆ Options()

ROOT::Math::MinimizerOptions ROOT::Math::GeneticMinimizer::Options ( ) const

overridevirtual

retrieve the minimizer options (implement derived class if needed)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 185 of file GeneticMinimizer.cxx.

◆ ProvidesError()

bool ROOT::Math::GeneticMinimizer::ProvidesError ( ) const

overridevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 365 of file GeneticMinimizer.cxx.

◆ SetFixedVariable()

bool ROOT::Math::GeneticMinimizer::SetFixedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val
	)

overridevirtual

set a new fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 165 of file GeneticMinimizer.cxx.

◆ SetFunction()

void ROOT::Math::GeneticMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction & func )

overridevirtual

set the function to minimize

Implements ROOT::Math::Minimizer.

Definition at line 137 of file GeneticMinimizer.cxx.

◆ SetLimitedVariable()

bool ROOT::Math::GeneticMinimizer::SetLimitedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step,
		double	lower,
		double	upper
	)

overridevirtual

set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 146 of file GeneticMinimizer.cxx.

◆ SetOptions()

void ROOT::Math::GeneticMinimizer::SetOptions ( const ROOT::Math::MinimizerOptions & opt )

virtual

Definition at line 217 of file GeneticMinimizer.cxx.

◆ SetParameters()

void ROOT::Math::GeneticMinimizer::SetParameters ( const GeneticMinimizerParameters & params )

Definition at line 177 of file GeneticMinimizer.cxx.

◆ SetRandomSeed()

void ROOT::Math::GeneticMinimizer::SetRandomSeed ( int seed )

inline

Definition at line 94 of file GeneticMinimizer.h.

◆ SetVariable()

bool ROOT::Math::GeneticMinimizer::SetVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step
	)

overridevirtual

set a new free variable

Implements ROOT::Math::Minimizer.

Definition at line 153 of file GeneticMinimizer.cxx.

◆ X()

const double * ROOT::Math::GeneticMinimizer::X ( ) const

overridevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 336 of file GeneticMinimizer.cxx.

Member Data Documentation

◆ fFitness

TMVA::IFitterTarget* ROOT::Math::GeneticMinimizer::fFitness

protected

Definition at line 107 of file GeneticMinimizer.h.

◆ fMinValue

double ROOT::Math::GeneticMinimizer::fMinValue

protected

Definition at line 108 of file GeneticMinimizer.h.

◆ fParameters

GeneticMinimizerParameters ROOT::Math::GeneticMinimizer::fParameters

protected

Definition at line 111 of file GeneticMinimizer.h.

◆ fRanges

std::vector<TMVA::Interval*> ROOT::Math::GeneticMinimizer::fRanges

protected

Definition at line 106 of file GeneticMinimizer.h.

◆ fResult

std::vector<double> ROOT::Math::GeneticMinimizer::fResult

protected

Definition at line 109 of file GeneticMinimizer.h.

Libraries for ROOT::Math::GeneticMinimizer:

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The documentation for this class was generated from the following files:

math/genetic/inc/Math/GeneticMinimizer.h
math/genetic/src/GeneticMinimizer.cxx

Public Member Functions

Protected Member Functions

Protected Attributes

Constructor & Destructor Documentation

◆ GeneticMinimizer()

◆ ~GeneticMinimizer()

Member Function Documentation

◆ Clear()

◆ CovMatrix()

◆ Edm()

◆ Errors()

◆ GetGeneticOptions()

◆ MinGradient()

◆ Minimize()

◆ MinimizerParameters()

◆ MinValue()

◆ NCalls()

◆ NDim()

◆ NFree()

◆ Options()

◆ ProvidesError()

◆ SetFixedVariable()

◆ SetFunction()

◆ SetLimitedVariable()

◆ SetOptions()

◆ SetParameters()

◆ SetRandomSeed()

◆ SetVariable()

◆ X()

Member Data Documentation

◆ fFitness

◆ fMinValue

◆ fParameters

◆ fRanges

◆ fResult