Re: [ROOT] Fitting with stochastic optimizers

From: Mikhail Oukhanov (ukhanov@rampexa.ihep.su)
Date: Sun Mar 04 2001 - 12:32:08 MET


Hi Anton,

It would be nice if you can do this. I guess almost everyone sooner or
later falls into troubles with minuit, so having an alternative to go
makes your life more comfortable.
I got big problems when tried to fit a magnet field map to the huge array
of magnetic field measurements. Searching for global minima in some
30-dimensional space looks like a nighmare. I did not try any stochastic
methods but my feeling that they should work better in such cases. At
least the should not be too strong dependecies on the initial values.

Regards,    Mikhail Ukhanov.
 
On Fri, 2 Mar 2001, Anton Fokin wrote:

> 
> Hi rooters,
> 
> I've just seen several postings about fitting. I am curious if someone ever
> went into troubles with root minuit and would like to have stochastic
> optimization as an alternative? I can provide simulated annealing/genetics
> if enough people want it.
> 
> Currently I have minimization functionality for TF1/2 user defined functions
> on www.smartquant.com/neural.html  I can extend the package so that it could
> be used with TVirtualFitter.
> 
> Regards,
> Anton
> 
> http://www.smartquant.com
> 



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