Definition at line 29 of file LikelihoodGradientJob.h.

Classes
struct	task_result_t

Public Types
enum class	GradientCalculatorMode { ExactlyMinuit2 , AlmostMinuit2 }

Public Member Functions
	LikelihoodGradientJob (std::shared_ptr< RooAbsL > likelihood, std::shared_ptr< WrapperCalculationCleanFlags > calculation_is_clean, std::size_t N_dim, RooMinimizer *minimizer, SharedOffset offset)

void	fillGradient (double *grad) override

void	fillGradientWithPrevResult (double grad, double previous_grad, double previous_g2, double previous_gstep, double fValAtX) override

void	gather_worker_results ()
	Wait for all tasks to be retrieved for the current Job.

std::size_t	get_state_id ()
	Get the current state identifier.

bool	isCalculating () override
	Reports whether or not the gradient is currently being calculated.

virtual void	synchronizeParameterSettings (const std::vector< ROOT::Fit::ParameterSettings > &parameter_settings)

void	update_state () override
	Virtual function to update any necessary state on workers.

virtual void	updateMinuitExternalParameterValues (const std::vector< double > &minuit_external_x)

Static Public Member Functions
static std::unique_ptr< LikelihoodGradientWrapper >	create (LikelihoodGradientMode likelihoodGradientMode, std::shared_ptr< RooAbsL > likelihood, std::shared_ptr< WrapperCalculationCleanFlags > calculationIsClean, std::size_t nDim, RooMinimizer *minimizer, SharedOffset offset)
	Factory method.

Protected Member Functions
JobManager *	get_manager ()
	Get JobManager instance; create and activate if necessary.

Protected Attributes
std::shared_ptr< WrapperCalculationCleanFlags >	calculation_is_clean_

std::size_t	id_

std::shared_ptr< RooAbsL >	likelihood_

RooMinimizer *	minimizer_

SharedOffset	shared_offset_

std::size_t	state_id_ = 0

Private Member Functions
void	calculate_all ()

void	evaluate_task (std::size_t task) override
	Job overrides:

bool	receive_task_result_on_master (const RooFit::MultiProcess::Message &message) override

void	run_derivator (unsigned int i_component) const
	Calculation stuff (mostly duplicates of RooGradMinimizerFcn code):

void	send_back_task_result_from_worker (std::size_t task) override

void	setErrorLevel (double error_level) const

void	setGradTolerance (double grad_tolerance) const

void	setNCycles (unsigned int ncycles) const

void	setStepTolerance (double step_tolerance) const

void	setStrategy (int istrat)

void	synchronizeParameterSettingsImpl (const std::vector< ROOT::Fit::ParameterSettings > &parameter_settings) override

void	synchronizeWithMinimizer (const ROOT::Math::MinimizerOptions &options) override
	Synchronize minimizer settings with calculators in child classes.

void	update_workers_state ()

void	update_workers_state_isCalculating ()

void	updateMinuitInternalParameterValues (const std::vector< double > &minuit_internal_x) override
	Minuit passes in parameter values that may not conform to RooFit internal standards (like applying range clipping), but that the specific calculator does need.

bool	usesMinuitInternalValues () override
	Implement usesMinuitInternalValues to return true when you want Minuit to send this class Minuit-internal values, or return false when you want "regular" Minuit-external values.

Private Attributes
JobManager *	_manager = nullptr

double	fval_at_x_ = std::numeric_limits<double>::quiet_NaN()
	Function value at minuit_internal_x_ as known by the master (NaN when unknown); broadcast to workers so their NumericalDerivator setup can skip the central-point evaluation.

std::vector< ROOT::Minuit2::DerivatorElement >	grad_

ROOT::Minuit2::NumericalDerivator	gradf_

bool	isCalculating_ = false

std::vector< double >	minuit_internal_x_

std::size_t	N_tasks_ = 0

std::size_t	N_tasks_at_workers_ = 0

SharedOffset::OffsetVec	offsets_previous_

#include </github/home/ROOT-CI/src/roofit/roofitcore/src/TestStatistics/LikelihoodGradientJob.h>

Inheritance diagram for RooFit::TestStatistics::LikelihoodGradientJob:

[legend]

Member Enumeration Documentation

◆ GradientCalculatorMode

enum class RooFit::TestStatistics::LikelihoodGradientJob::GradientCalculatorMode

strong

Enumerator
ExactlyMinuit2
AlmostMinuit2

Definition at line 41 of file LikelihoodGradientJob.h.

Constructor & Destructor Documentation

◆ LikelihoodGradientJob()

RooFit::TestStatistics::LikelihoodGradientJob::LikelihoodGradientJob	(	std::shared_ptr< RooAbsL >	likelihood,
		std::shared_ptr< WrapperCalculationCleanFlags >	calculation_is_clean,
		std::size_t	N_dim,
		RooMinimizer *	minimizer,
		SharedOffset	offset )

Definition at line 32 of file LikelihoodGradientJob.cxx.

Member Function Documentation

◆ calculate_all()

void RooFit::TestStatistics::LikelihoodGradientJob::calculate_all ( )

private

Definition at line 229 of file LikelihoodGradientJob.cxx.

◆ create()

std::unique_ptr< LikelihoodGradientWrapper > RooFit::TestStatistics::LikelihoodGradientWrapper::create	(	LikelihoodGradientMode	likelihoodGradientMode,
		std::shared_ptr< RooAbsL >	likelihood,
		std::shared_ptr< WrapperCalculationCleanFlags >	calculationIsClean,
		std::size_t	nDim,
		RooMinimizer *	minimizer,
		SharedOffset	offset )

staticinherited

Factory method.

Definition at line 70 of file LikelihoodGradientWrapper.cxx.

◆ evaluate_task()

void RooFit::TestStatistics::LikelihoodGradientJob::evaluate_task ( std::size_t task )

overrideprivatevirtual

Job overrides:

Implements RooFit::MultiProcess::Job.

Definition at line 89 of file LikelihoodGradientJob.cxx.

◆ fillGradient()

void RooFit::TestStatistics::LikelihoodGradientJob::fillGradient ( double * grad )

overridevirtual

Implements RooFit::TestStatistics::LikelihoodGradientWrapper.

Definition at line 250 of file LikelihoodGradientJob.cxx.

◆ fillGradientWithPrevResult()

void RooFit::TestStatistics::LikelihoodGradientJob::fillGradientWithPrevResult	(	double *	grad,
		double *	previous_grad,
		double *	previous_g2,
		double *	previous_gstep,
		double	fValAtX )

overridevirtual

Parameters

[in] fValAtX The function value at the current parameter point, if known by the caller (e.g. from the preceding line search); NaN when unknown. Implementations can use it to avoid re-evaluating the function at the central point.

Implements RooFit::TestStatistics::LikelihoodGradientWrapper.

Definition at line 265 of file LikelihoodGradientJob.cxx.

◆ gather_worker_results()

void RooFit::MultiProcess::Job::gather_worker_results ( )

inherited

Wait for all tasks to be retrieved for the current Job.

Definition at line 126 of file Job.cxx.

◆ get_manager()

JobManager * RooFit::MultiProcess::Job::get_manager ( )

protectedinherited

Get JobManager instance; create and activate if necessary.

Child classes should refrain from direct access to the JobManager instance (through JobManager::instance), but rather use the here provided Job::get_manager(). This function starts the worker_loop on the worker when first called, meaning that the workers will not be running before they are needed.

Definition at line 112 of file Job.cxx.

◆ get_state_id()

std::size_t RooFit::MultiProcess::Job::get_state_id ( )

inherited

Get the current state identifier.

Definition at line 141 of file Job.cxx.

◆ isCalculating()

bool RooFit::TestStatistics::LikelihoodGradientJob::isCalculating ( )

inlineoverridevirtual

Reports whether or not the gradient is currently being calculated.

This is used in MinuitFcnGrad to switch between LikelihoodWrapper implementations inside and outside of a LikelihoodGradientJob calculation when the LikelihoodWrapper used is LikelihoodJob. This is to prevent Jobs from being started within Jobs.

Implements RooFit::TestStatistics::LikelihoodGradientWrapper.

Definition at line 42 of file LikelihoodGradientJob.h.

◆ receive_task_result_on_master()

bool RooFit::TestStatistics::LikelihoodGradientJob::receive_task_result_on_master ( const RooFit::MultiProcess::Message & message )

overrideprivatevirtual

Implements RooFit::MultiProcess::Job.

Definition at line 104 of file LikelihoodGradientJob.cxx.

◆ run_derivator()

void RooFit::TestStatistics::LikelihoodGradientJob::run_derivator ( unsigned int i_component ) const

private

Calculation stuff (mostly duplicates of RooGradMinimizerFcn code):

Definition at line 219 of file LikelihoodGradientJob.cxx.

◆ send_back_task_result_from_worker()

void RooFit::TestStatistics::LikelihoodGradientJob::send_back_task_result_from_worker ( std::size_t task )

overrideprivatevirtual

Implements RooFit::MultiProcess::Job.

Definition at line 96 of file LikelihoodGradientJob.cxx.

◆ setErrorLevel()

void RooFit::TestStatistics::LikelihoodGradientJob::setErrorLevel ( double error_level ) const

private

Definition at line 81 of file LikelihoodGradientJob.cxx.

◆ setGradTolerance()

void RooFit::TestStatistics::LikelihoodGradientJob::setGradTolerance ( double grad_tolerance ) const

private

Definition at line 71 of file LikelihoodGradientJob.cxx.

◆ setNCycles()

void RooFit::TestStatistics::LikelihoodGradientJob::setNCycles ( unsigned int ncycles ) const

private

Definition at line 76 of file LikelihoodGradientJob.cxx.

◆ setStepTolerance()

void RooFit::TestStatistics::LikelihoodGradientJob::setStepTolerance ( double step_tolerance ) const

private

Definition at line 66 of file LikelihoodGradientJob.cxx.

◆ setStrategy()

void RooFit::TestStatistics::LikelihoodGradientJob::setStrategy ( int istrat )

private

Definition at line 56 of file LikelihoodGradientJob.cxx.

◆ synchronizeParameterSettings()

void RooFit::TestStatistics::LikelihoodGradientWrapper::synchronizeParameterSettings ( const std::vector< ROOT::Fit::ParameterSettings > & parameter_settings )

virtualinherited

Definition at line 55 of file LikelihoodGradientWrapper.cxx.

◆ synchronizeParameterSettingsImpl()

void RooFit::TestStatistics::LikelihoodGradientJob::synchronizeParameterSettingsImpl ( const std::vector< ROOT::Fit::ParameterSettings > & parameter_settings )

overrideprivatevirtual

Implements RooFit::TestStatistics::LikelihoodGradientWrapper.

Definition at line 44 of file LikelihoodGradientJob.cxx.

◆ synchronizeWithMinimizer()

void RooFit::TestStatistics::LikelihoodGradientJob::synchronizeWithMinimizer ( const ROOT::Math::MinimizerOptions & options )

overrideprivatevirtual

Synchronize minimizer settings with calculators in child classes.

Reimplemented from RooFit::TestStatistics::LikelihoodGradientWrapper.

Definition at line 50 of file LikelihoodGradientJob.cxx.

◆ update_state()

void RooFit::TestStatistics::LikelihoodGradientJob::update_state ( )

overridevirtual

Virtual function to update any necessary state on workers.

This function is called from the worker loop when a state update message from the master process is received. Thus, we can update, for instance, parameter values on the worker that were updated since the last call on the master side.

Note: Implementers: make sure to also update the state_id_ member.

Reimplemented from RooFit::MultiProcess::Job.

Definition at line 149 of file LikelihoodGradientJob.cxx.

◆ update_workers_state()

void RooFit::TestStatistics::LikelihoodGradientJob::update_workers_state ( )

private

Definition at line 117 of file LikelihoodGradientJob.cxx.

◆ update_workers_state_isCalculating()

void RooFit::TestStatistics::LikelihoodGradientJob::update_workers_state_isCalculating ( )

private

Definition at line 143 of file LikelihoodGradientJob.cxx.

◆ updateMinuitExternalParameterValues()

void RooFit::TestStatistics::LikelihoodGradientWrapper::updateMinuitExternalParameterValues ( const std::vector< double > & minuit_external_x )

virtualinherited

Definition at line 64 of file LikelihoodGradientWrapper.cxx.

◆ updateMinuitInternalParameterValues()

void RooFit::TestStatistics::LikelihoodGradientJob::updateMinuitInternalParameterValues ( const std::vector< double > & minuit_internal_x )

overrideprivatevirtual

Minuit passes in parameter values that may not conform to RooFit internal standards (like applying range clipping), but that the specific calculator does need.

This function can be implemented to receive these Minuit-internal values.

Reimplemented from RooFit::TestStatistics::LikelihoodGradientWrapper.

Definition at line 294 of file LikelihoodGradientJob.cxx.

◆ usesMinuitInternalValues()

bool RooFit::TestStatistics::LikelihoodGradientJob::usesMinuitInternalValues ( )

overrideprivatevirtual

Implement usesMinuitInternalValues to return true when you want Minuit to send this class Minuit-internal values, or return false when you want "regular" Minuit-external values.

Minuit internally uses a transformed parameter space to graciously handle externally mandated parameter range boundaries. Transformation from Minuit-internal to external (i.e. "regular") parameters is done using trigonometric functions that in some cases can cause a few bits of precision loss with respect to the original parameter values. To circumvent this, Minuit also allows external gradient providers (like LikelihoodGradientWrapper) to take the Minuit-internal parameter values directly, without transformation. This way, the gradient provider (e.g. the implementation of this class) can handle transformation manually, possibly with higher precision.

Implements RooFit::TestStatistics::LikelihoodGradientWrapper.

Definition at line 299 of file LikelihoodGradientJob.cxx.

Member Data Documentation

◆ _manager

JobManager* RooFit::MultiProcess::Job::_manager = nullptr

privateinherited

Definition at line 51 of file Job.h.

◆ calculation_is_clean_

std::shared_ptr<WrapperCalculationCleanFlags> RooFit::TestStatistics::LikelihoodGradientWrapper::calculation_is_clean_

protectedinherited

Definition at line 94 of file LikelihoodGradientWrapper.h.

◆ fval_at_x_

double RooFit::TestStatistics::LikelihoodGradientJob::fval_at_x_ = std::numeric_limits<double>::quiet_NaN()

private

Function value at minuit_internal_x_ as known by the master (NaN when unknown); broadcast to workers so their NumericalDerivator setup can skip the central-point evaluation.

Definition at line 86 of file LikelihoodGradientJob.h.

◆ grad_

std::vector<ROOT::Minuit2::DerivatorElement> RooFit::TestStatistics::LikelihoodGradientJob::grad_

mutableprivate

Definition at line 78 of file LikelihoodGradientJob.h.

◆ gradf_

ROOT::Minuit2::NumericalDerivator RooFit::TestStatistics::LikelihoodGradientJob::gradf_

mutableprivate

Definition at line 79 of file LikelihoodGradientJob.h.

◆ id_

std::size_t RooFit::MultiProcess::Job::id_

protectedinherited

Definition at line 46 of file Job.h.

◆ isCalculating_

bool RooFit::TestStatistics::LikelihoodGradientJob::isCalculating_ = false

mutableprivate

Definition at line 88 of file LikelihoodGradientJob.h.

◆ likelihood_

std::shared_ptr<RooAbsL> RooFit::TestStatistics::LikelihoodGradientWrapper::likelihood_

protectedinherited

Definition at line 92 of file LikelihoodGradientWrapper.h.

◆ minimizer_

RooMinimizer* RooFit::TestStatistics::LikelihoodGradientWrapper::minimizer_

protectedinherited

Definition at line 93 of file LikelihoodGradientWrapper.h.

◆ minuit_internal_x_

std::vector<double> RooFit::TestStatistics::LikelihoodGradientJob::minuit_internal_x_

private

Definition at line 83 of file LikelihoodGradientJob.h.

◆ N_tasks_

std::size_t RooFit::TestStatistics::LikelihoodGradientJob::N_tasks_ = 0

private

Definition at line 81 of file LikelihoodGradientJob.h.

◆ N_tasks_at_workers_

std::size_t RooFit::TestStatistics::LikelihoodGradientJob::N_tasks_at_workers_ = 0

private

Definition at line 82 of file LikelihoodGradientJob.h.

◆ offsets_previous_

SharedOffset::OffsetVec RooFit::TestStatistics::LikelihoodGradientJob::offsets_previous_

private

Definition at line 90 of file LikelihoodGradientJob.h.

◆ shared_offset_

SharedOffset RooFit::TestStatistics::LikelihoodGradientWrapper::shared_offset_

protectedinherited

Definition at line 95 of file LikelihoodGradientWrapper.h.

◆ state_id_

std::size_t RooFit::MultiProcess::Job::state_id_ = 0

protectedinherited

Definition at line 47 of file Job.h.

roofit/roofitcore/src/TestStatistics/LikelihoodGradientJob.h

roofit/roofitcore/src/TestStatistics/LikelihoodGradientJob.cxx

Classes

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Private Attributes

Member Enumeration Documentation

◆ GradientCalculatorMode

Constructor & Destructor Documentation

◆ LikelihoodGradientJob()

Member Function Documentation

◆ calculate_all()

◆ create()

◆ evaluate_task()

◆ fillGradient()

◆ fillGradientWithPrevResult()

◆ gather_worker_results()

◆ get_manager()

◆ get_state_id()

◆ isCalculating()

◆ receive_task_result_on_master()

◆ run_derivator()

◆ send_back_task_result_from_worker()

◆ setErrorLevel()

◆ setGradTolerance()

◆ setNCycles()

◆ setStepTolerance()

◆ setStrategy()

◆ synchronizeParameterSettings()

◆ synchronizeParameterSettingsImpl()

◆ synchronizeWithMinimizer()

◆ update_state()

◆ update_workers_state()

◆ update_workers_state_isCalculating()

◆ updateMinuitExternalParameterValues()

◆ updateMinuitInternalParameterValues()

◆ usesMinuitInternalValues()

Member Data Documentation

◆ _manager

◆ calculation_is_clean_

◆ fval_at_x_

◆ grad_

◆ gradf_

◆ id_

◆ isCalculating_

◆ likelihood_

◆ minimizer_

◆ minuit_internal_x_

◆ N_tasks_

◆ N_tasks_at_workers_

◆ offsets_previous_

◆ shared_offset_

◆ state_id_