rf903_numintcache.C File Reference

Detailed Description

Numeric algorithm tuning: caching of slow numeric integrals and parameterization of slow numeric integrals

 
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooDataHist.h"
#include "RooGaussian.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "RooPlot.h"
#include "RooWorkspace.h"
#include "RooExpensiveObjectCache.h"
#include "TFile.h"
#include "TH1.h"
 
using namespace RooFit;
 
RooWorkspace *getWorkspace(Int_t mode);
 
void rf903_numintcache(Int_t mode = 0)
{
   // Mode = 0 : Run plain fit (slow)
   // Mode = 1 : Generate workspace with pre-calculated integral and store it on file (prepare for accelerated running)
   // Mode = 2 : Run fit from previously stored workspace including cached integrals (fast, requires run in mode=1
   // first)
 
   // C r e a t e ,   s a v e   o r   l o a d   w o r k s p a c e   w i t h   p . d . f .
   // -----------------------------------------------------------------------------------
 
   // Make/load workspace, exit here in mode 1
   RooWorkspace *w1 = getWorkspace(mode);
   if (mode == 1) {
 
      // Show workspace that was created
      w1->Print();
 
      // Show plot of cached integral values
      RooDataHist *hhcache = (RooDataHist *)w1->expensiveObjectCache().getObj(1);
      if (hhcache) {
 
         new TCanvas("rf903_numintcache", "rf903_numintcache", 600, 600);
         hhcache->createHistogram("a")->Draw();
 
      } else {
         Error("rf903_numintcache", "Cached histogram is not existing in workspace");
      }
      return;
   }
 
   // U s e   p . d . f .   f r o m   w o r k s p a c e   f o r   g e n e r a t i o n   a n d   f i t t i n g
   // -----------------------------------------------------------------------------------
 
   // This is always slow (need to find maximum function value empirically in 3D space)
   std::unique_ptr<RooDataSet> d{w1->pdf("model")->generate({*w1->var("x"), *w1->var("y"), *w1->var("z")}, 1000)};
 
   // This is slow in mode 0, but fast in mode 1
   w1->pdf("model")->fitTo(*d, Verbose(true), Timer(true), PrintLevel(-1));
 
   // Projection on x (always slow as 2D integral over Y,Z at fitted value of a is not cached)
   RooPlot *framex = w1->var("x")->frame(Title("Projection of 3D model on X"));
   d->plotOn(framex);
   w1->pdf("model")->plotOn(framex);
 
   // Draw x projection on canvas
   auto canv = new TCanvas("rf903_numintcache", "rf903_numintcache", 600, 600);
   framex->Draw();
   canv->Draw();
 
   // Make workspace available on command line after macro finishes
   gDirectory->Add(w1);
}
 
RooWorkspace *getWorkspace(Int_t mode)
{
   // C r e a t e ,   s a v e   o r   l o a d   w o r k s p a c e   w i t h   p . d . f .
   // -----------------------------------------------------------------------------------
   //
   // Mode = 0 : Create workspace for plain running (no integral caching)
   // Mode = 1 : Generate workspace with pre-calculated integral and store it on file
   // Mode = 2 : Load previously stored workspace from file
 
   RooWorkspace *w(0);
 
   if (mode != 2) {
 
      // Create empty workspace workspace
      w = new RooWorkspace("w");
 
      // Make a difficult to normalize  pdf in 3 dimensions that is integrated numerically.
      w->factory("EXPR::model('1/((x-a)*(x-a)+0.01)+1/((y-a)*(y-a)+0.01)+1/"
                 "((z-a)*(z-a)+0.01)',x[-1,1],y[-1,1],z[-1,1],a[-5,5])");
   }
 
   if (mode == 1) {
 
      // Instruct model to pre-calculate normalization integral that integrate at least
      // two dimensions numerically. In this specific case the integral value for
      // all values of parameter 'a' are stored in a histogram and available for use
      // in subsequent fitting and plotting operations (interpolation is applied)
 
      // w->pdf("model")->setNormValueCaching(3) ;
      w->pdf("model")->setStringAttribute("CACHEPARMINT", "x:y:z");
 
      // Evaluate pdf once to trigger filling of cache
      RooArgSet normSet(*w->var("x"), *w->var("y"), *w->var("z"));
      w->pdf("model")->getVal(&normSet);
      w->writeToFile("rf903_numintcache.root");
   }
 
   if (mode == 2) {
      // Load preexisting workspace from file in mode==2
      TFile *f = new TFile("rf903_numintcache.root");
      w = (RooWorkspace *)f->Get("w");
   }
 
   // Return created or loaded workspace
   return w;
}

 
[#1] INFO:NumericIntegration -- RooRealIntegral::init(model_Int[x,y,z]) using numeric integrator RooAdaptiveIntegratorND to calculate Int(x,y,z)
[#1] INFO:Fitting -- RooAbsPdf::fitTo(model_over_model_Int[x,y,z]) fixing normalization set for coefficient determination to observables in data
[#1] INFO:Fitting -- using CPU computation library compiled with -mavx2
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_over_model_Int[x,y,z]_modelData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#0] WARNING:Minimization -- RooAbsMinimizerFcn::synchronize: WARNING: no initial error estimate available for a: using 1
 
prevFCN = 1659.930708  a=0.02833, [#1] INFO:NumericIntegration -- RooRealIntegral::init(model_Int[x,y,z]) using numeric integrator RooAdaptiveIntegratorND to calculate Int(x,y,z)
 
prevFCN = 1675.611563  a=-0.02833, 
prevFCN = 1673.217894  a=0.002833, 
prevFCN = 1660.205177  a=-0.002833, 
prevFCN = 1659.94939  a=0.0002833, 
prevFCN = 1659.944972  a=-0.0002833, 
prevFCN = 1659.919376  a=-0.001237, 
prevFCN = 1659.902781  a=-0.001089, 
prevFCN = 1659.903175  a=-0.001384, 
prevFCN = 1659.90318  a=-0.001237, 
prevFCN = 1659.902781  a=-0.001089, 
prevFCN = 1659.903175  a=-0.001384, 
prevFCN = 1659.90318  a=-0.001207, 
prevFCN = 1659.902797  a=-0.001266, 
prevFCN = 1659.902798  [#1] INFO:Minimization -- Command timer: Real time 0:00:02, CP time 2.630
[#1] INFO:Minimization -- Session timer: Real time 0:00:02, CP time 2.630
a=-0.001237, 
prevFCN = 1659.902781  a=-0.001207, 
prevFCN = 1659.902797  a=-0.001266, 
prevFCN = 1659.902798  a=-0.001231, 
prevFCN = 1659.902782  a=-0.001243, 
prevFCN = 1659.902782  [#1] INFO:Minimization -- Command timer: Real time 0:00:00, CP time 0.920
[#1] INFO:Minimization -- Session timer: Real time 0:00:03, CP time 3.550, 2 slices
a=-0.001237, [#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
[#0] WARNING:NumericIntegration -- RooAdaptiveIntegratorND::dtor(model) WARNING: Number of suppressed warningings about integral evaluations where target precision was not reached is 17
[#1] INFO:Plotting -- RooAbsReal::plotOn(model) plot on x integrates over variables (y,z)
[#1] INFO:NumericIntegration -- RooRealIntegral::init(model_Int[x,y,z]) using numeric integrator RooAdaptiveIntegratorND to calculate Int(x,y,z)
[#1] INFO:NumericIntegration -- RooRealIntegral::init(model_Int[y,z]_Norm[x,y,z]) using numeric integrator RooAdaptiveIntegratorND to calculate Int(y,z)
[#0] WARNING:NumericIntegration -- RooAdaptiveIntegratorND::dtor(model) WARNING: Number of suppressed warningings about integral evaluations where target precision was not reached is 1

Date

July 2008

Author

Wouter Verkerke

Definition in file rf903_numintcache.C.