Re: Error bars

From: Patrick Dupre <pd520_at_york.ac.uk>
Date: Tue, 25 Aug 2009 16:25:40 +0100


Hi Rene,

It is also because I though that Minuit was the best package that I decided to use it for my minimization:

THis is part of the calling code:

   fFCN = new HR_Chi2 ;
   strategy = 0 ;
   max_iter = 0 ;
   tolerance = 0.001 ;
   VariableMetricMinimizer fMinimizer ;
   MnStrategy stra (strategy) ;
   FunctionMinimum min = fMinimizer.Minimize (*fFCN, par, stra, max_iter, tolerance) ;    MnHesse hesse ;
   hesse (*fFCN, min) ;

with
class HR_Chi2 : public FCNBase

and this is the output:

Minuit did successfully converge.
# of function calls: 52
minimum function Value: 7.380282915304e-12 minimum edm: 1.022387156745e-12
minimum internal state vector: LAVector parameters:

       1.130820372004
       1.130755643581
      -1.130820372004
      -1.130820372004
       1.130820372004
      -1.130820372004

minimum internal covariance matrix: LASymMatrix parameters:

   3.7244149e+09 1.4745303e+10 8.4766235e+09 3.8898796e+09 1.538776e+10 1.786866e+10

   1.4745303e+10 5.9703822e+10 3.4202785e+10 1.5570074e+10 6.2000624e+10 7.2026245e+10

   8.4766235e+09 3.4202785e+10 2.0213537e+10 8.9461161e+09 3.565615e+10 4.1459199e+10

   3.8898796e+09 1.5570074e+10 8.9461161e+09 4.1217198e+09 1.6237782e+10 1.8856511e+10

    1.538776e+10 6.2000624e+10 3.565615e+10 1.6237782e+10 6.5079162e+10 7.5171784e+10

    1.786866e+10 7.2026245e+10 4.1459199e+10 1.8856511e+10 7.5171784e+10 8.7494408e+10

# ext. || Name || type || Value || Error +/-

    0   ||         0 ||  const  ||                   0 ||
    1   ||         1 ||  const  ||            1.292617 ||
    2   ||         2 ||  const  ||           0.3213448 ||
    3   ||         3 ||  const  ||            0.285349 ||
    4   ||         4 ||  const  ||              -2e-07 ||
    5   ||         5 ||  const  ||                   0 ||
    6   ||         6 ||  const  ||          -2.045e-05 ||
    7   ||         7 ||  const  ||                   0 ||
    8   ||         8 ||  const  ||                   0 ||
    9   ||         9 ||  const  ||               0.133 ||
   10   ||        10 ||  const  ||                4.34 ||
   11   ||        11 ||  const  ||               0.469 ||
   12   ||        12 ||  const  ||            1.51e-05 ||
   13   ||        13 ||  const  ||                   0 ||
   14   ||        14 ||  const  ||                 336 ||
   15   ||        15 ||  const  ||                   0 ||
   16   ||        16 || limited ||             -0.0718 ||0.7460469970423
   17   ||        17 || limited ||  -0.008802420171572 ||0.1671432233427
   18   ||        18 ||  const  ||           -0.000142 ||
   19   ||        19 || limited ||              0.0116 ||0.1941376753559
   20   ||        20 ||  const  ||          7373.27682 ||
   21   ||        21 ||  const  ||            1.178074 ||
   22   ||        22 ||  const  ||           0.3274562 ||
   23   ||        23 ||  const  ||           0.2840688 ||
   24   ||        24 ||  const  ||                   0 ||
   25   ||        25 ||  const  ||                   0 ||
   26   ||        26 ||  const  ||                   0 ||
   27   ||        27 ||  const  ||                   0 ||
   28   ||        28 ||  const  ||                   0 ||
   29   ||        29 ||  const  ||               0.168 ||
   30   ||        30 ||  const  ||                 4.1 ||
   31   ||        31 ||  const  ||                0.42 ||
   32   ||        32 ||  const  ||                   0 ||
   33   ||        33 ||  const  ||                   0 ||
   34   ||        34 ||  const  ||                1298 ||
   35   ||        35 ||  const  ||                   0 ||
   36   ||        36 || limited ||            0.069835 ||0.9546138133324
   37   ||        37 ||  const  ||              0.0109 ||
   38   ||        38 || limited ||            -0.00254 ||0.04935933170717
   39   ||        39 || limited ||             0.02241 ||0.2312611134156
   40   ||        40 ||  const  ||              0.0135 ||
   41   ||        41 ||  const  ||                   0 ||
   42   ||        42 ||  const  ||                   0 ||
   43   ||        43 ||  const  ||                 3.6 ||
   44   ||        44 ||  const  ||               15.71 ||
   45   ||        45 ||  const  ||              0.0045 ||
   46   ||        46 ||  const  ||              0.0069 ||
   47   ||        47 ||  const  ||            3.45e-08 ||

Usually strategy = 1 does not allow a correct convergence. I can provide more information, but I need to know which ones are relevant.

> Hi Patrick,
>
> This is a very strange report. What do you expect that we can do with it?
> Minuit is a very serious algorithm. If you find something better, let us
> know.
> Our experience is that a wrong output from Minuit is typically coming from a
> badly expressed minimization function. If you can extract what is relevant
> from us from the complexity of your stuff, let us know, we are willing to
> help once you send some concrete material that we can use to investigate your
> problem.
>
> Rene Brun
>
> Patrick Dupre wrote:
>> Hello,
>>
>> I already mentioned in the past that the error bars issued from Minuit2
>> were not satisfying.
>> I would like to know how we can make progress, but one point is that I
>> cannot easy give my application because Minuit calls are integrated inside
>> a big application, and the fitting part requires a call to a perl
>> subroutine. However, I can run some tests (and recompile the Minuit2
>> code) if somebody has the willing to take it seriously.
>> My present concern is that I am publishing the fitted data, mentioning
>> Minuit package, but I also have to say that I am not able to publish the
>> error bars issued from Minuit.
>>
>> Thank
>>
>
>

-- 
---
==========================================================================
  Patrick DUPRÉ                      |   |
  Department of Chemistry            |   |    Phone: (44)-(0)-1904-434384
  The University of York             |   |    Fax:   (44)-(0)-1904-432516
  Heslington                         |   |
  York YO10 5DD  United Kingdom      |   |    email: pd520_at_york.ac.uk
==========================================================================
Received on Tue Aug 25 2009 - 17:25:47 CEST

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