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[RF] Several improvements in RooFit chi-square fitting #13651

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merged 4 commits into from Sep 18, 2023
Merged

[RF] Several improvements in RooFit chi-square fitting #13651

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9f7f1bd
[RF] Remove multi-range chi-square fit logic from RooAbsPdf
guitargeek Sep 15, 2023
8fa8cc0
[RF] Avoid separate RooXYChi2Var constructors for pdfs and functions
guitargeek Sep 15, 2023
7b7b05b
[RF] Support `NumCPU()` and `Range()` in createChi2() for RooDataSets
guitargeek Sep 15, 2023
dc693dc
[RF] Bugfix in `RooDataSet::reduce()` by also copying the stored errors
guitargeek Sep 15, 2023
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15 changes: 1 addition & 14 deletions bindings/pyroot/pythonizations/python/ROOT/_pythonization/_roofit/_rooabspdf.py
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Expand Up @@ -43,7 +43,7 @@ def _pack_cmd_args(*args, **kwargs):
class RooAbsPdf(RooAbsReal):
r"""Some member functions of RooAbsPdf that take a RooCmdArg as argument also support keyword arguments.
So far, this applies to RooAbsPdf::fitTo, RooAbsPdf::plotOn, RooAbsPdf::generate, RooAbsPdf::paramOn, RooAbsPdf::createCdf,
RooAbsPdf::generateBinned, RooAbsPdf::createChi2, RooAbsPdf::prepareMultiGen and RooAbsPdf::createNLL.
RooAbsPdf::generateBinned, RooAbsPdf::prepareMultiGen and RooAbsPdf::createNLL.
For example, the following code is equivalent in PyROOT:
\code{.py}
# Directly passing a RooCmdArg:
Expand Down Expand Up @@ -115,19 +115,6 @@ def createNLL(self, *args, **kwargs):
# Redefinition of `RooAbsPdf.createNLL` for keyword arguments.
return self._createNLL(args[0], _pack_cmd_args(*args[1:], **kwargs))

@cpp_signature(
"RooAbsReal *RooAbsPdf::createChi2(RooDataHist& data, const RooCmdArg& arg1={}, const RooCmdArg& arg2={},"
" const RooCmdArg& arg3={}, const RooCmdArg& arg4={}, const RooCmdArg& arg5={},"
" const RooCmdArg& arg6={}, const RooCmdArg& arg7={}, const RooCmdArg& arg8={}) ;"
)
def createChi2(self, *args, **kwargs):
r"""The RooAbsPdf::createChi2() function is pythonized with the command argument pythonization.
The keywords must correspond to the CmdArgs of the function.
"""
# Redefinition of `RooAbsPdf.createChi2` for keyword arguments.
args, kwargs = _kwargs_to_roocmdargs(*args, **kwargs)
return self._createChi2(*args, **kwargs)

@cpp_signature(
"RooAbsReal *RooAbsPdf::createCdf(const RooArgSet& iset, const RooCmdArg& arg1, const RooCmdArg& arg2={},"
" const RooCmdArg& arg3={}, const RooCmdArg& arg4={},"
Expand Down
17 changes: 0 additions & 17 deletions roofit/roofitcore/inc/RooAbsPdf.h
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Expand Up @@ -202,23 +202,6 @@ class RooAbsPdf : public RooAbsReal {
return createNLL(data, *RooFit::Detail::createCmdList(&arg1, &args...));
}

// Chi^2 fits to histograms
using RooAbsReal::createChi2 ;
RooFit::OwningPtr<RooAbsReal> createChi2(RooDataHist& data, const RooCmdArg& arg1={}, const RooCmdArg& arg2={},
const RooCmdArg& arg3={}, const RooCmdArg& arg4={}, const RooCmdArg& arg5={},
const RooCmdArg& arg6={}, const RooCmdArg& arg7={}, const RooCmdArg& arg8={}) override ;

// Chi^2 fits to X-Y datasets
RooFit::OwningPtr<RooAbsReal> createChi2(RooDataSet& data, const RooLinkedList& cmdList) override ;

/// \cond ROOFIT_INTERNAL
std::string createChi2DataHistCmdArgs() const override
{
return "Range,RangeWithName,NumCPU,Optimize,ProjectedObservables,"
"AddCoefRange,SplitRange,DataError,Extended,IntegrateBins";
}
/// \endcond ROOFIT_INTERNAL

// Constraint management
virtual RooArgSet* getConstraints(const RooArgSet& /*observables*/, RooArgSet& /*constrainedParams*/,
bool /*stripDisconnected*/, bool /*removeConstraintsFromPdf*/=false) const
Expand Down
7 changes: 0 additions & 7 deletions roofit/roofitcore/inc/RooAbsReal.h
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Expand Up @@ -195,13 +195,6 @@ class RooAbsReal : public RooAbsArg {
const RooCmdArg& arg3={}, const RooCmdArg& arg4={}, const RooCmdArg& arg5={},
const RooCmdArg& arg6={}, const RooCmdArg& arg7={}, const RooCmdArg& arg8={}) ;

/// \cond ROOFIT_INTERNAL
/// If the overriding classes support more command args in the createChi2()
/// overload for RooDataHist, they can override this (like RooAbsPdf).
virtual std::string createChi2DataHistCmdArgs() const {return "Range,RangeWithName,NumCPU,Optimize,IntegrateBins"; }
/// \endcond ROOFIT_INTERNAL


virtual RooFit::OwningPtr<RooAbsReal> createProfile(const RooArgSet& paramsOfInterest) ;


Expand Down
5 changes: 0 additions & 5 deletions roofit/roofitcore/inc/RooChi2Var.h
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Expand Up @@ -31,11 +31,6 @@ class RooChi2Var : public RooAbsOptTestStatistic {
const RooCmdArg& arg4={}, const RooCmdArg& arg5={},const RooCmdArg& arg6={},
const RooCmdArg& arg7={}, const RooCmdArg& arg8={},const RooCmdArg& arg9={}) ;

RooChi2Var(const char *name, const char* title, RooAbsPdf& pdf, RooDataHist& data,
const RooCmdArg& arg1={}, const RooCmdArg& arg2={},const RooCmdArg& arg3={},
const RooCmdArg& arg4={}, const RooCmdArg& arg5={},const RooCmdArg& arg6={},
const RooCmdArg& arg7={}, const RooCmdArg& arg8={},const RooCmdArg& arg9={}) ;

enum FuncMode { Function, Pdf, ExtendedPdf } ;

RooChi2Var(const RooChi2Var& other, const char* name=nullptr);
Expand Down
3 changes: 0 additions & 3 deletions roofit/roofitcore/inc/RooDataSet.h
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Expand Up @@ -166,9 +166,6 @@ class RooDataSet : public RooAbsData, public RooDirItem {
// Cache copy feature is not publicly accessible
std::unique_ptr<RooAbsData> reduceEng(const RooArgSet& varSubset, const RooFormulaVar* cutVar, const char* cutRange=nullptr,
std::size_t nStart=0, std::size_t nStop = std::numeric_limits<std::size_t>::max()) override;
RooDataSet(RooStringView name, RooStringView title, RooDataSet *ntuple,
const RooArgSet& vars, const RooFormulaVar* cutVar, const char* cutRange,
std::size_t nStart, std::size_t nStop);

RooArgSet _varsNoWgt; ///< Vars without weight variable
RooRealVar *_wgtVar = nullptr; ///< Pointer to weight variable (if set)
Expand Down
7 changes: 5 additions & 2 deletions roofit/roofitcore/inc/RooXYChi2Var.h
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Expand Up @@ -32,8 +32,11 @@ class RooXYChi2Var : public RooAbsOptTestStatistic {
// Constructors, assignment etc
RooXYChi2Var(const char *name, const char* title, RooAbsReal& func, RooDataSet& data, bool integrate=false) ;
RooXYChi2Var(const char *name, const char* title, RooAbsReal& func, RooDataSet& data, RooRealVar& yvar, bool integrate=false) ;
RooXYChi2Var(const char *name, const char* title, RooAbsPdf& extPdf, RooDataSet& data, bool integrate=false) ;
RooXYChi2Var(const char *name, const char* title, RooAbsPdf& extPdf, RooDataSet& data, RooRealVar& yvar, bool integrate=false) ;
/// \cond ROOFIT_INTERNAL
// For internal use in RooAbsReal::createChi2().
RooXYChi2Var(const char *name, const char *title, RooAbsReal& func, RooAbsData& data, RooRealVar *yvar, bool integrate,
RooAbsTestStatistic::Configuration const& cfg);
/// \endcond ROOFIT_INTERNAL

RooXYChi2Var(const RooXYChi2Var& other, const char* name=nullptr);
TObject* clone(const char* newname) const override { return new RooXYChi2Var(*this,newname); }
Expand Down
114 changes: 0 additions & 114 deletions roofit/roofitcore/src/RooAbsPdf.cxx
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Expand Up @@ -161,7 +161,6 @@ called for each data event.
#include "RooFitResult.h"
#include "RooNumGenConfig.h"
#include "RooCachedReal.h"
#include "RooXYChi2Var.h"
#include "RooChi2Var.h"
#include "RooMinimizer.h"
#include "RooRealIntegral.h"
Expand Down Expand Up @@ -1796,119 +1795,6 @@ RooFit::OwningPtr<RooFitResult> RooAbsPdf::fitTo(RooAbsData& data, const RooLink
}


////////////////////////////////////////////////////////////////////////////////
/// Create a \f$ \chi^2 \f$ from a histogram and this function.
///
/// Options to control construction of the chi-square
/// ------------------------------------------
/// The list of supported command arguments is given in the documentation for
/// RooChi2Var::RooChi2Var(const char *name, const char* title, RooAbsReal& func, RooDataHist& hdata, const RooCmdArg&,const RooCmdArg&,const RooCmdArg&, const RooCmdArg&,const RooCmdArg&,const RooCmdArg&, const RooCmdArg&,const RooCmdArg&,const RooCmdArg&).

RooFit::OwningPtr<RooAbsReal> RooAbsPdf::createChi2(RooDataHist& data, const RooCmdArg& arg1, const RooCmdArg& arg2,
const RooCmdArg& arg3, const RooCmdArg& arg4, const RooCmdArg& arg5,
const RooCmdArg& arg6, const RooCmdArg& arg7, const RooCmdArg& arg8)
{
RooLinkedList cmdList ;
cmdList.Add((TObject*)&arg1) ; cmdList.Add((TObject*)&arg2) ;
cmdList.Add((TObject*)&arg3) ; cmdList.Add((TObject*)&arg4) ;
cmdList.Add((TObject*)&arg5) ; cmdList.Add((TObject*)&arg6) ;
cmdList.Add((TObject*)&arg7) ; cmdList.Add((TObject*)&arg8) ;

RooCmdConfig pc("RooAbsPdf::createChi2(" + std::string(GetName()) + ")");
pc.defineString("rangeName","RangeWithName",0,"",true) ;
pc.allowUndefined(true) ;
pc.process(cmdList) ;
if (!pc.ok(true)) {
return nullptr;
}
const char* rangeName = pc.getString("rangeName",0,true) ;

// Construct Chi2
RooAbsReal::setEvalErrorLoggingMode(RooAbsReal::CollectErrors) ;
RooAbsReal* chi2 ;
std::string baseName = "chi2_" + std::string(GetName()) + "_" + std::string(data.GetName());

// Clear possible range attributes from previous fits.
removeStringAttribute("fitrange");

if (!rangeName || strchr(rangeName,',')==0) {
// Simple case: default range, or single restricted range

chi2 = new RooChi2Var(baseName.c_str(),baseName.c_str(),*this,data,arg1,arg2,arg3,arg4,arg5,arg6,arg7,arg8) ;

} else {

// Find which argument is RangeWithName
const RooCmdArg* rarg(0) ;
string rcmd = "RangeWithName" ;
if (arg1.GetName()==rcmd) rarg = &arg1 ;
if (arg2.GetName()==rcmd) rarg = &arg2 ;
if (arg3.GetName()==rcmd) rarg = &arg3 ;
if (arg4.GetName()==rcmd) rarg = &arg4 ;
if (arg5.GetName()==rcmd) rarg = &arg5 ;
if (arg6.GetName()==rcmd) rarg = &arg6 ;
if (arg7.GetName()==rcmd) rarg = &arg7 ;
if (arg8.GetName()==rcmd) rarg = &arg8 ;

// Composite case: multiple ranges
RooArgList chi2List ;
for (std::string& token : ROOT::Split(rangeName, ",")) {
RooCmdArg subRangeCmd = RooFit::Range(token.c_str()) ;
// Construct chi2 while substituting original RangeWithName argument with subrange argument created above
auto chi2Comp = std::make_unique<RooChi2Var>((baseName + "_" + token).c_str(), "chi^2", *this, data,
&arg1==rarg?subRangeCmd:arg1,&arg2==rarg?subRangeCmd:arg2,
&arg3==rarg?subRangeCmd:arg3,&arg4==rarg?subRangeCmd:arg4,
&arg5==rarg?subRangeCmd:arg5,&arg6==rarg?subRangeCmd:arg6,
&arg7==rarg?subRangeCmd:arg7,&arg8==rarg?subRangeCmd:arg8) ;
chi2List.addOwned(std::move(chi2Comp));
}
chi2 = new RooAddition(baseName.c_str(),"chi^2",chi2List);
chi2->addOwnedComponents(std::move(chi2List));
}
RooAbsReal::setEvalErrorLoggingMode(RooAbsReal::PrintErrors) ;


return RooFit::Detail::owningPtr(std::unique_ptr<RooAbsReal>{chi2});
}




////////////////////////////////////////////////////////////////////////////////
/// Argument-list version of RooAbsPdf::createChi2()

RooFit::OwningPtr<RooAbsReal> RooAbsPdf::createChi2(RooDataSet& data, const RooLinkedList& cmdList)
{
// Select the pdf-specific commands
RooCmdConfig pc("RooAbsPdf::createChi2(" + std::string(GetName()) + ")");

pc.defineInt("integrate","Integrate",0,0) ;
pc.defineObject("yvar","YVar",0,0) ;

// Process and check varargs
pc.process(cmdList) ;
if (!pc.ok(true)) {
return nullptr;
}

// Decode command line arguments
bool integrate = pc.getInt("integrate") ;
RooRealVar* yvar = (RooRealVar*) pc.getObject("yvar") ;

std::string name = "chi2_" + std::string(GetName()) + "_" + std::string(data.GetName());

std::unique_ptr<RooAbsReal> out;
if (yvar) {
out = std::make_unique<RooXYChi2Var>(name.c_str(),name.c_str(),*this,data,*yvar,integrate) ;
} else {
out = std::make_unique<RooXYChi2Var>(name.c_str(),name.c_str(),*this,data,integrate) ;
}
return RooFit::Detail::owningPtr(std::move(out));
}




////////////////////////////////////////////////////////////////////////////////
/// Print value of p.d.f, also print normalization integral that was last used, if any

Expand Down