Re: [ROOT] Bug on TTree::UnbinnedFit?

From: Hajime Nanjyo (nanjyo@icepp.s.u-tokyo.ac.jp)
Date: Fri Sep 10 2004 - 19:10:46 MEST


Dear Rene,

I think "logL += TMath::Log(prob) * weight[i]/sum;" should be
        "logL += TMath::Log(prob) * weight[i];".

Don't divide "weight[i]" by "sum". I'm sorry .
This makes difference in the error evaluation of the fit.
I think the fix below is right...

//////////////////////////////////////////////////////////	
      prob = fitfunc->EvalPar(x,par);
      if(prob > 0) logL += TMath::Log(prob) * weight[i];
      else         logL += logEpsilon * weight[i];
//////////////////////////////////////////////////////////	


Best Regards,
Hajime

> Hi Hajime,
> 
> Thanks very much for your correction when using the weights.
> iIt clearly improves the fit.
> 
> It is now in CVS.
> 
> Rene Brun
> 
> Hajime Nanjyo wrote:
> > 
> > Dear ROOTers,
> > 
> > I found a bug in the function TreeUnbinnedFitLikelihood in TTreePlayer.cxx,
> > which was related to a bug in TTree::UnbinnedFit.
> > 
> > In the function TreeUnbinnedFitLikelihood, event weights were treated as
> > follows.
> > prob = fitfunc->EvalPar(x,par) * weight[i]/sum;
> > 
> > I think it should be
> > prob = TMath::Power(fitfunc->EvalPar(x,par),weight[i]/sum).
> > 
> > So I propose to change the original code,
> > 
> >      prob = fitfunc->EvalPar(x,par) * weight[i]/sum;
> >      if(prob > 0) logL += TMath::Log(prob);
> >      else         logL += logEpsilon;
> > 
> > to
> > 
> >      prob = fitfunc->EvalPar(x,par);
> >      if(prob > 0) logL += TMath::Log(prob) * weight[i]/sum;
> >      else         logL += logEpsilon * weight[i]/sum;
> > .
> > 
> > I show a small sample, "test.C" to indicate the problem below.
> > 
> > It can be compiled and executed as follows.
> > g++ -o test `root-config --cflags` `root-config --libs` -lMinuit test.C
> > ./test
> > 
> > In this code, 20000 events with weights are generated and fitted with two ways.
> > 1. Fill a histogram with the weights and fit it.
> > 2. TTree::UnbinnedFit with weights.
> > 
> > The results should be same but not the same currently.
> > I already checked that the fix of the TreeUnbinnedFitLikelihood
> > remedy the problem.
> > 
> > The ROOT under /afs/cern.ch/sw/root/v4.00.08/rh73_gcc32/root was used
> > with gcc version 3.2 in Red Hat Linux release 7.3 (Valhalla)
> > 
> > Could you treat the problem please.
> > 
> > Best Regards,
> > Hajime
> > 
> > test.C
> > //////////////////////////////////////////////////////////////
> > #include <iostream>
> > #include <cstdio>
> > #include "TROOT.h"
> > #include "TApplication.h"
> > #include "TFile.h"
> > #include "TTree.h"
> > #include "TCanvas.h"
> > #include "TF1.h"
> > #include "TH1.h"
> > 
> > int main(int argc,char** argv)
> > {
> >   TApplication theApp("App", &argc, argv);
> >   gApplication->Init();
> > 
> >   //---------------------------------
> >   // 1.) generate n0 events following 1+x^2+8/3*a0*x with weight w0.
> >   // 2.) generate n1 events following 1+x^2+8/3*a1*x with weight w1.
> >   // 3.) fill (n0+n1) events in TTree tr0 in TFile test.root.
> >   // 4.) Fill values to the TH1D his with weight.
> >   // 5.) Fit the histogram with [0]*(1+x^2+8/3*[1]*x)
> >   // 6.) Performe UnbinnedFit with p.d.f of 1+x^2+8/3*[0]*x
> >   //---------------------------------
> > 
> >   int    n0=10000;
> >   int    n1=10000;
> > 
> >   double a0=0.3;
> >   double a1=0.6;
> >   double w0=0.4;
> >   double w1=0.8;
> >   //---------------------------------
> > 
> > 
> >   TFile tf("test.root","RECREATE");
> >   TF1 f0("f0","1+x*x+8./3.*[0]*x",-1,1);
> >   f0.SetParameter(0,a0);
> >   f0.SetNpx(1000);
> >   TF1 f1("f1","1+x*x+8./3.*[0]*x",-1,1);
> >   f1.SetParameter(0,a1);
> >   f1.SetNpx(1000);
> > 
> >   Double_t value, weight;
> > 
> >   TTree tr0("tr0","tr0");
> >   tr0.Branch("value",&value,"value/D");
> >   tr0.Branch("weight",&weight,"weight/D");
> > 
> >   for(int i=0;i<n0;i++) {
> >     value=f0.GetRandom();
> >     weight=w0;
> >     tr0.Fill();
> >   }
> >   for(int i=0;i<n1;i++) {
> >       value=f1.GetRandom();
> >     weight=w1;
> >     tr0.Fill();
> >   }
> >   tr0.Write();
> >   tf.Close();
> > 
> >   //---------------------------------
> > 
> >   TFile tfi("test.root");
> >   TTree* tr;
> >   tr = (TTree*)tfi.Get("tr0");
> > 
> >   TF1 fun("fun","[0]*(1+x*x+8./3.*[1]*x)",-1,1);
> > 
> >   TH1D his("his","his",40,-1,1);
> >   tr->Draw("value>>his","weight");
> >   his.Fit("fun","","",-1,1);
> >   Double_t A0= fun.GetParameter(1);
> >   //his.Draw("E");
> >   //gPad->Modified();
> >   //gPad->Update();
> >   //std::cout << "Hit Return" << std::endl;
> >   //std::getchar();
> >   //---------------------------------
> > 
> >   TF1 func("func","1+x*x+8./3.*[0]*x",-1,1);
> >   tr->UnbinnedFit("func","value","weight","VEM");
> >   Double_t A1= func.GetParameter(0);
> > 
> >   tfi.Close();
> > 
> >   std::cout << A0 << "\t" << A1 << std::endl;
> >   return 0;
> > }
> > //////////////////////////////////////////////////////////////



This archive was generated by hypermail 2b29 : Sun Jan 02 2005 - 05:50:09 MET