MaCh3  2.4.2
Reference Guide
ParameterHandlerBase.cpp
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2 
4 
5 #include <regex>
6 
7 // ********************************************
8 ParameterHandlerBase::ParameterHandlerBase(std::string name, std::string file, double threshold, int FirstPCA, int LastPCA)
9  : inputFile(file), pca(true) {
10 // ********************************************
11  MACH3LOG_DEBUG("Constructing instance of ParameterHandler");
12  doSpecialStepProposal = false;
13  if (threshold < 0 || threshold >= 1) {
14  MACH3LOG_INFO("NOTE: {} {}", name, file);
15  MACH3LOG_INFO("Principal component analysis but given the threshold for the principal components to be less than 0, or greater than (or equal to) 1. This will not work");
16  MACH3LOG_INFO("Please specify a number between 0 and 1");
17  MACH3LOG_INFO("You specified: ");
18  MACH3LOG_INFO("Am instead calling the usual non-PCA constructor...");
19  pca = false;
20  }
21  Init(name, file);
22 
23  // Call the innocent helper function
24  if (pca) ConstructPCA(threshold, FirstPCA, LastPCA);
25 }
26 // ********************************************
27 ParameterHandlerBase::ParameterHandlerBase(const std::vector<std::string>& YAMLFile, std::string name, double threshold, int FirstPCA, int LastPCA)
28  : inputFile(YAMLFile[0].c_str()), matrixName(name), pca(true) {
29 // ********************************************
30  MACH3LOG_INFO("Constructing instance of ParameterHandler using");
31  doSpecialStepProposal = false;
32  for(unsigned int i = 0; i < YAMLFile.size(); i++)
33  {
34  MACH3LOG_INFO("{}", YAMLFile[i]);
35  }
36  MACH3LOG_INFO("as an input");
37 
38  if (threshold < 0 || threshold >= 1) {
39  MACH3LOG_INFO("Principal component analysis but given the threshold for the principal components to be less than 0, or greater than (or equal to) 1. This will not work");
40  MACH3LOG_INFO("Please specify a number between 0 and 1");
41  MACH3LOG_INFO("You specified: ");
42  MACH3LOG_INFO("Am instead calling the usual non-PCA constructor...");
43  pca = false;
44  }
45 
46  Init(YAMLFile);
47  // Call the innocent helper function
48  if (pca) ConstructPCA(threshold, FirstPCA, LastPCA);
49 }
50 
51 // ********************************************
52 //Destructor
54 // ********************************************
55  delete[] randParams;
56  delete[] corr_throw;
57 
58  if (covMatrix != nullptr) delete covMatrix;
59  if (invCovMatrix != nullptr) delete invCovMatrix;
60  if (throwMatrix != nullptr) delete throwMatrix;
61  for(int i = 0; i < _fNumPar; i++) {
62  delete[] throwMatrixCholDecomp[i];
63  }
64  delete[] throwMatrixCholDecomp;
65 }
66 
67 // ********************************************
68 void ParameterHandlerBase::ConstructPCA(const double eigen_threshold, int FirstPCAdpar, int LastPCAdpar) {
69 // ********************************************
70  if(AdaptiveHandler) {
71  MACH3LOG_ERROR("Adaption has been enabled and now trying to enable PCA. Right now both configuration don't work with each other");
72  throw MaCh3Exception(__FILE__ , __LINE__ );
73  }
74 
75  PCAObj = std::make_unique<PCAHandler>();
76  //Check whether first and last pcadpar are set and if not just PCA everything
77  if(FirstPCAdpar == -999 || LastPCAdpar == -999){
78  if(FirstPCAdpar == -999 && LastPCAdpar == -999){
79  FirstPCAdpar = 0;
80  LastPCAdpar = covMatrix->GetNrows()-1;
81  }
82  else{
83  MACH3LOG_ERROR("You must either leave FirstPCAdpar and LastPCAdpar at -999 or set them both to something");
84  throw MaCh3Exception(__FILE__ , __LINE__ );
85  }
86  }
87 
88  PCAObj->ConstructPCA(covMatrix, FirstPCAdpar, LastPCAdpar, eigen_threshold, _fNumPar);
89  PCAObj->SetupPointers(&_fCurrVal, &_fPropVal);
90  // Make a note that we have now done PCA
91  pca = true;
92 }
93 
94 // ********************************************
95 void ParameterHandlerBase::Init(const std::string& name, const std::string& file) {
96 // ********************************************
97  // Set the covariance matrix from input ROOT file (e.g. flux, ND280, NIWG)
98  TFile *infile = new TFile(file.c_str(), "READ");
99  if (infile->IsZombie()) {
100  MACH3LOG_ERROR("Could not open input covariance ROOT file {} !!!", file);
101  MACH3LOG_ERROR("Was about to retrieve matrix with name {}", name);
102  throw MaCh3Exception(__FILE__ , __LINE__ );
103  }
104 
105  TMatrixDSym *CovMat = static_cast<TMatrixDSym*>(infile->Get(name.c_str()));
106 
107  if (!CovMat) {
108  MACH3LOG_ERROR("Could not find covariance matrix name {} in file {}", name, file);
109  MACH3LOG_ERROR("Are you really sure {} exists in the file?", name);
110  throw MaCh3Exception(__FILE__ , __LINE__ );
111  }
112 
113  PrintLength = 35;
114 
115  const int nThreads = M3::GetNThreads();
116  //KS: set Random numbers for each thread so each thread has different seed
117  //or for one thread if without MULTITHREAD
118  random_number.reserve(nThreads);
119  for (int iThread = 0; iThread < nThreads; iThread++) {
120  random_number.emplace_back(std::make_unique<TRandom3>(0));
121  }
122  // Not using adaptive by default
123  use_adaptive = false;
124  // Set the covariance matrix
125  _fNumPar = CovMat->GetNrows();
126 
127  InvertCovMatrix.resize(_fNumPar, std::vector<double>(_fNumPar, 0.0));
128  throwMatrixCholDecomp = new double*[_fNumPar]();
129  // Set the defaults to true
130  for(int i = 0; i < _fNumPar; i++) {
131  throwMatrixCholDecomp[i] = new double[_fNumPar]();
132  for (int j = 0; j < _fNumPar; j++) {
133  throwMatrixCholDecomp[i][j] = 0.;
134  }
135  }
136  SetName(name);
137  MakePosDef(CovMat);
138  SetCovMatrix(CovMat);
139  if (_fNumPar <= 0) {
140  MACH3LOG_CRITICAL("Covariance matrix {} has {} entries!", GetName(), _fNumPar);
141  throw MaCh3Exception(__FILE__ , __LINE__ );
142  }
143 
145 
146  infile->Close();
147 
148  MACH3LOG_INFO("Created covariance matrix named: {}", GetName());
149  MACH3LOG_INFO("from file: {}", file);
150  delete infile;
151 }
152 
153 // ********************************************
154 // ETA An init function for the YAML constructor
155 // All you really need from the YAML file is the number of Systematics
156 void ParameterHandlerBase::Init(const std::vector<std::string>& YAMLFile) {
157 // ********************************************
158  std::map<std::pair<int, int>, std::unique_ptr<TMatrixDSym>> ThrowSubMatrixOverrides;
159  int running_num_file_pars = 0;
160 
161  _fYAMLDoc["Systematics"] = YAML::Node(YAML::NodeType::Sequence);
162  for(unsigned int i = 0; i < YAMLFile.size(); i++)
163  {
164  YAML::Node YAMLDocTemp = M3OpenConfig(YAMLFile[i]);
165 
166  if (YAMLDocTemp["ThrowMatrixOverride"]) { // LP: this allows us to put in
167  // proposal matrix overrides per
168  // parameter-containing file, add
169  // the block diagonal proposal
170  // matrix to a list and overwrite
171  // the throw matrix after set up.
172  auto filename =
173  YAMLDocTemp["ThrowMatrixOverride"]["file"].as<std::string>();
174  TFile *submatrix_file = TFile::Open(filename.c_str());
175 
176  auto matrixname =
177  YAMLDocTemp["ThrowMatrixOverride"]["matrix"].as<std::string>();
178  std::unique_ptr<TMatrixDSym> submatrix{
179  submatrix_file->Get<TMatrixDSym>(matrixname.c_str())};
180  if (!submatrix) {
181  MACH3LOG_CRITICAL("Covariance matrix {} doesn't exist in file: {}",
182  matrixname, filename);
183  throw MaCh3Exception(__FILE__, __LINE__);
184  }
185  auto numrows = submatrix->GetNrows();
186  // LP: the -1 here is because we specify the last index for consistency
187  // with PCAHandler, not the first index after the end as is more common
188  // throughout computer science...
189  ThrowSubMatrixOverrides[{running_num_file_pars,
190  running_num_file_pars + (numrows - 1)}] =
191  std::move(submatrix);
192 
193  // LP: check names by default, but have option to disable check if you
194  // know what you're doing
195  if (!bool(YAMLDocTemp["ThrowMatrixOverride"]["check_names"]) ||
196  YAMLDocTemp["ThrowMatrixOverride"]["check_names"].as<bool>()) {
197  auto nametree = submatrix_file->Get<TTree>("param_names");
198  if (!nametree) {
199  MACH3LOG_CRITICAL("TTree param_names doesn't exist in file: {}. Set "
200  "ThrowMatrixOverride: {{ check_names: False }} to "
201  "disable this check.",
202  filename);
203  throw MaCh3Exception(__FILE__, __LINE__);
204  }
205  std::string *param_name = nullptr;
206  nametree->SetBranchAddress("name", &param_name);
207 
208  if (nametree->GetEntries() != int(YAMLDocTemp["Systematics"].size())) {
209  MACH3LOG_CRITICAL("TTree param_names in file: {} has {} entries, but "
210  "the corresponding yaml file only declares {} "
211  "parameters. Set ThrowMatrixOverride: {{ "
212  "check_names: False }} to disable this check.",
213  filename, nametree->GetEntries(),
214  YAMLDocTemp["Systematics"].size());
215  throw MaCh3Exception(__FILE__, __LINE__);
216  }
217 
218  int pit = 0;
219  for (const auto &param : YAMLDocTemp["Systematics"]) {
220  nametree->GetEntry(pit++);
221  auto yaml_pname = Get<std::string>(
222  param["Systematic"]["Names"]["FancyName"], __FILE__, __LINE__);
223  if ((*param_name) != yaml_pname) {
225  "TTree param_names in file: {} at entry {} has parameter {}, "
226  "but "
227  "the corresponding yaml parameter is named {}. Set "
228  "ThrowMatrixOverride: {{ "
229  "check_names: False }} to disable this check.",
230  filename, pit, (*param_name), yaml_pname);
231  throw MaCh3Exception(__FILE__, __LINE__);
232  }
233  }
234  }
235  submatrix_file->Close();
236  }
237 
238  for (const auto& item : YAMLDocTemp["Systematics"]) {
239  _fYAMLDoc["Systematics"].push_back(item);
240  running_num_file_pars++;
241  }
242  }
243 
244  const int nThreads = M3::GetNThreads();
245  //KS: set Random numbers for each thread so each thread has different seed
246  //or for one thread if without MULTITHREAD
247  random_number.reserve(nThreads);
248  for (int iThread = 0; iThread < nThreads; iThread++) {
249  random_number.emplace_back(std::make_unique<TRandom3>(0));
250  }
251  PrintLength = 35;
252 
253  // Set the covariance matrix
254  _fNumPar = int(_fYAMLDoc["Systematics"].size());
255 
256  use_adaptive = false;
257 
258  InvertCovMatrix.resize(_fNumPar, std::vector<double>(_fNumPar, 0.0));
259  throwMatrixCholDecomp = new double*[_fNumPar]();
260  for(int i = 0; i < _fNumPar; i++) {
261  throwMatrixCholDecomp[i] = new double[_fNumPar]();
262  for (int j = 0; j < _fNumPar; j++) {
263  throwMatrixCholDecomp[i][j] = 0.;
264  }
265  }
267 
268  TMatrixDSym* _fCovMatrix = new TMatrixDSym(_fNumPar);
269  int i = 0;
270  std::vector<std::map<std::string,double>> Correlations(_fNumPar);
271  std::map<std::string, int> CorrNamesMap;
272 
273  //ETA - read in the systematics. Would be good to add in some checks to make sure
274  //that there are the correct number of entries i.e. are the _fNumPar for Names,
275  //PreFitValues etc etc.
276 
277  for (auto const &param : _fYAMLDoc["Systematics"])
278  {
279  _fFancyNames[i] = Get<std::string>(param["Systematic"]["Names"]["FancyName"], __FILE__ , __LINE__);
280  _fPreFitValue[i] = Get<double>(param["Systematic"]["ParameterValues"]["PreFitValue"], __FILE__ , __LINE__);
281  _fIndivStepScale[i] = Get<double>(param["Systematic"]["StepScale"]["MCMC"], __FILE__ , __LINE__);
282  _fError[i] = Get<double>(param["Systematic"]["Error"], __FILE__ , __LINE__);
283  _fSampleNames[i] = GetFromManager<std::vector<std::string>>(param["Systematic"]["SampleNames"], {}, __FILE__, __LINE__);
284  if(_fError[i] <= 0) {
285  MACH3LOG_ERROR("Error for param {}({}) is negative and equal to {}", _fFancyNames[i], i, _fError[i]);
286  throw MaCh3Exception(__FILE__ , __LINE__ );
287  }
288  //ETA - a bit of a fudge but works
289  auto TempBoundsVec = GetBounds(param["Systematic"]["ParameterBounds"]);
290  _fLowBound[i] = TempBoundsVec[0];
291  _fUpBound[i] = TempBoundsVec[1];
292 
293  //ETA - now for parameters which are optional and have default values
294  _fFlatPrior[i] = GetFromManager<bool>(param["Systematic"]["FlatPrior"], false, __FILE__ , __LINE__);
295 
296  // Allow to fix param, this setting should be used only for params which are permanently fixed like baseline, please use global config for fixing param more flexibly
297  if(GetFromManager<bool>(param["Systematic"]["FixParam"], false, __FILE__ , __LINE__)) {
299  }
300 
301  if(param["Systematic"]["SpecialProposal"]) {
302  EnableSpecialProposal(param["Systematic"]["SpecialProposal"], i);
303  }
304 
305  //Fill the map to get the correlations later as well
306  CorrNamesMap[param["Systematic"]["Names"]["FancyName"].as<std::string>()]=i;
307 
308  //Also loop through the correlations
309  if(param["Systematic"]["Correlations"]) {
310  for(unsigned int Corr_i = 0; Corr_i < param["Systematic"]["Correlations"].size(); ++Corr_i){
311  for (YAML::const_iterator it = param["Systematic"]["Correlations"][Corr_i].begin(); it!=param["Systematic"]["Correlations"][Corr_i].end();++it) {
312  Correlations[i][it->first.as<std::string>()] = it->second.as<double>();
313  }
314  }
315  }
316  i++;
317  } // end loop over para
318  if(i != _fNumPar) {
319  MACH3LOG_CRITICAL("Inconsistent number of params in Yaml {} vs {}, this indicate wrong syntax", i, i, _fNumPar);
320  throw MaCh3Exception(__FILE__ , __LINE__ );
321  }
322  // ETA Now that we've been through all systematic let's fill the covmatrix
323  //This makes the root TCov from YAML
324  for(int j = 0; j < _fNumPar; j++) {
325  (*_fCovMatrix)(j, j) = _fError[j]*_fError[j];
326  //Get the map of parameter name to correlation from the Correlations object
327  for (auto const& pair : Correlations[j]) {
328  auto const& key = pair.first;
329  auto const& val = pair.second;
330  int index = -1;
331  //If you found the parameter name then get the index
332  if (CorrNamesMap.find(key) != CorrNamesMap.end()) {
333  index = CorrNamesMap[key];
334  } else {
335  MACH3LOG_ERROR("Parameter {} not in list! Check your spelling?", key);
336  throw MaCh3Exception(__FILE__ , __LINE__ );
337  }
338  double Corr1 = val;
339  double Corr2 = 0;
340  if(Correlations[index].find(_fFancyNames[j]) != Correlations[index].end()) {
341  Corr2 = Correlations[index][_fFancyNames[j]];
342  //Do they agree to better than float precision?
343  if(std::abs(Corr2 - Corr1) > FLT_EPSILON) {
344  MACH3LOG_ERROR("Correlations are not equal between {} and {}", _fFancyNames[j], key);
345  MACH3LOG_ERROR("Got : {} and {}", Corr2, Corr1);
346  throw MaCh3Exception(__FILE__ , __LINE__ );
347  }
348  } else {
349  MACH3LOG_ERROR("Correlation does not appear reciprocally between {} and {}", _fFancyNames[j], key);
350  throw MaCh3Exception(__FILE__ , __LINE__ );
351  }
352  (*_fCovMatrix)(j, index)= (*_fCovMatrix)(index, j) = Corr1*_fError[j]*_fError[index];
353  }
354  }
355 
356  //Now make positive definite
357  MakePosDef(_fCovMatrix);
358  SetCovMatrix(_fCovMatrix);
359 
360  if (_fNumPar <= 0) {
361  MACH3LOG_ERROR("ParameterHandler object has {} systematics!", _fNumPar);
362  throw MaCh3Exception(__FILE__ , __LINE__ );
363  }
364 
365  for(auto const & matovr : ThrowSubMatrixOverrides){
366  SetSubThrowMatrix(matovr.first.first, matovr.first.second, *matovr.second);
367  }
368 
369  Tunes = std::make_unique<ParameterTunes>(_fYAMLDoc["Systematics"]);
370 
371  MACH3LOG_INFO("Created covariance matrix from files: ");
372  for(const auto &file : YAMLFile){
373  MACH3LOG_INFO("{} ", file);
374  }
375  MACH3LOG_INFO("----------------");
376  MACH3LOG_INFO("Found {} systematics parameters in total", _fNumPar);
377  MACH3LOG_INFO("----------------");
378 }
379 
380 // ********************************************
381 void ParameterHandlerBase::EnableSpecialProposal(const YAML::Node& param, const int Index){
382 // ********************************************
383  doSpecialStepProposal = true;
384 
385  bool CircEnabled = false;
386  bool FlipEnabled = false;
387 
388  if (param["CircularBounds"]) {
389  CircEnabled = true;
390  }
391 
392  if (param["FlipParameter"]) {
393  FlipEnabled = true;
394  }
395 
396  if (!CircEnabled && !FlipEnabled) {
397  MACH3LOG_ERROR("None of Special Proposal were enabled even though param {}, has SpecialProposal entry in Yaml", GetParFancyName(Index));
398  throw MaCh3Exception(__FILE__, __LINE__);
399  }
400 
401  if (CircEnabled) {
402  CircularBoundsIndex.push_back(Index);
403  CircularBoundsValues.push_back(Get<std::pair<double, double>>(param["CircularBounds"], __FILE__, __LINE__));
404  MACH3LOG_INFO("Enabling CircularBounds for parameter {} with range [{}, {}]",
405  GetParFancyName(Index),
406  CircularBoundsValues.back().first,
407  CircularBoundsValues.back().second);
408  // KS: Make sure circular bounds are within physical bounds. If we are outside of physics bound MCMC will never explore such phase space region
409  if (CircularBoundsValues.back().first < _fLowBound.at(Index) || CircularBoundsValues.back().second > _fUpBound.at(Index)) {
410  MACH3LOG_ERROR("Circular bounds [{}, {}] for parameter {} exceed physical bounds [{}, {}]",
411  CircularBoundsValues.back().first, CircularBoundsValues.back().second,
412  GetParFancyName(Index),
413  _fLowBound.at(Index), _fUpBound.at(Index));
414  throw MaCh3Exception(__FILE__, __LINE__);
415  }
416  }
417 
418  if (FlipEnabled) {
419  FlipParameterIndex.push_back(Index);
420  FlipParameterPoint.push_back(Get<double>(param["FlipParameter"], __FILE__, __LINE__));
421  MACH3LOG_INFO("Enabling Flipping for parameter {} with value {}",
422  GetParFancyName(Index),
423  FlipParameterPoint.back());
424  }
425 
426  if (CircEnabled && FlipEnabled) {
427  if (FlipParameterPoint.back() < CircularBoundsValues.back().first || FlipParameterPoint.back() > CircularBoundsValues.back().second) {
428  MACH3LOG_ERROR("FlipParameter value {} for parameter {} is outside the CircularBounds [{}, {}]",
429  FlipParameterPoint.back(), GetParFancyName(Index), CircularBoundsValues.back().first, CircularBoundsValues.back().second);
430  throw MaCh3Exception(__FILE__, __LINE__);
431  }
432 
433  const double low = CircularBoundsValues.back().first;
434  const double high = CircularBoundsValues.back().second;
435 
436  // Sanity check: ensure flipping any x in [low, high] keeps the result in [low, high]
437  const double flipped_low = 2 * FlipParameterPoint.back() - low;
438  const double flipped_high = 2 * FlipParameterPoint.back() - high;
439  const double min_flip = std::min(flipped_low, flipped_high);
440  const double max_flip = std::max(flipped_low, flipped_high);
441 
442  if (min_flip < low || max_flip > high) {
443  MACH3LOG_ERROR("Flipping about point {} for parameter {} would leave circular bounds [{}, {}]",
444  FlipParameterPoint.back(), GetParFancyName(Index), low, high);
445  throw MaCh3Exception(__FILE__, __LINE__);
446  }
447  }
448 }
449 
450 // ********************************************
451 // Set the covariance matrix for this class
452 void ParameterHandlerBase::SetCovMatrix(TMatrixDSym *cov) {
453 // ********************************************
454  if (cov == nullptr) {
455  MACH3LOG_ERROR("Could not find covariance matrix you provided to {}", __func__ );
456  throw MaCh3Exception(__FILE__ , __LINE__ );
457  }
458  covMatrix = cov;
459 
460  invCovMatrix = static_cast<TMatrixDSym *>(cov->Clone());
461  invCovMatrix->Invert();
462  //KS: ROOT has bad memory management, using standard double means we can decrease most operation by factor 2 simply due to cache hits
463  for (int i = 0; i < _fNumPar; i++)
464  {
465  for (int j = 0; j < _fNumPar; ++j)
466  {
467  InvertCovMatrix[i][j] = (*invCovMatrix)(i,j);
468  }
469  }
470 
471  SetThrowMatrix(cov);
472 }
473 // ********************************************
474 void ParameterHandlerBase::ReserveMemory(const int SizeVec) {
475 // ********************************************
476  _fNames = std::vector<std::string>(SizeVec);
477  _fFancyNames = std::vector<std::string>(SizeVec);
478  _fPreFitValue = std::vector<double>(SizeVec);
479  _fError = std::vector<double>(SizeVec);
480  _fCurrVal = std::vector<double>(SizeVec);
481  _fPropVal = std::vector<double>(SizeVec);
482  _fLowBound = std::vector<double>(SizeVec);
483  _fUpBound = std::vector<double>(SizeVec);
484  _fFlatPrior = std::vector<bool>(SizeVec);
485  _fIndivStepScale = std::vector<double>(SizeVec);
486  _fSampleNames = std::vector<std::vector<std::string>>(_fNumPar);
487 
488  corr_throw = new double[SizeVec];
489  // set random parameter vector (for correlated steps)
490  randParams = new double[SizeVec];
491 
492  // Set the defaults to true
493  for(int i = 0; i < SizeVec; i++) {
494  _fPreFitValue.at(i) = 1.;
495  _fError.at(i) = 1.;
496  _fCurrVal.at(i) = 0.;
497  _fPropVal.at(i) = 0.;
498  _fLowBound.at(i) = -999.99;
499  _fUpBound.at(i) = 999.99;
500  _fFlatPrior.at(i) = false;
501  _fIndivStepScale.at(i) = 1.;
502  corr_throw[i] = 0.0;
503  randParams[i] = 0.0;
504  }
505 
506  _fGlobalStepScale = 1.0;
507 }
508 
509 // ********************************************
510 // Set all the covariance matrix parameters to a user-defined value
511 // Might want to split this
512 void ParameterHandlerBase::SetPar(const int i , const double val) {
513 // ********************************************
514  MACH3LOG_DEBUG("Over-riding {}: _fPropVal ({}), _fCurrVal ({}), _fPreFitValue ({}) to ({})",
515  GetParFancyName(i), _fPropVal[i], _fCurrVal[i], _fPreFitValue[i], val);
516 
517  _fPropVal[i] = val;
518  _fCurrVal[i] = val;
519  _fPreFitValue[i] = val;
520 
521  // Transfer the parameter values to the PCA basis
522  if (pca) PCAObj->TransferToPCA();
523 }
524 
525 // ********************************************
526 std::vector<double> ParameterHandlerBase::GetProposed() const {
527 // ********************************************
528  std::vector<double> props(_fNumPar);
529  for (int i = 0; i < _fNumPar; ++i) props[i] = _fPropVal[i];
530  return props;
531 }
532 
533 // *************************************
534 // Throw the parameters according to the covariance matrix
535 // This shouldn't be used in MCMC code ase it can break Detailed Balance;
537 // *************************************
538  // First draw new randParams
539  Randomize();
540 
542 
543  // KS: We use PCA very rarely on top PCA functionality isn't implemented for this function.
544  // Use __builtin_expect to give compiler a hint which option is more likely, which should help
545  // with better optimisation. This isn't critical but more to have example
546  if (__builtin_expect(!pca, 1)) {
547  #ifdef MULTITHREAD
548  #pragma omp parallel for
549  #endif
550  for (int i = 0; i < _fNumPar; ++i) {
551  // Check if parameter is fixed first: if so don't randomly throw
552  if (IsParameterFixed(i)) continue;
553 
554  _fPropVal[i] = _fPreFitValue[i] + corr_throw[i];
555 
556  int throws = 0;
557  // Try again if we the initial parameter proposal falls outside of the range of the parameter
558  while (_fPropVal[i] > _fUpBound[i] || _fPropVal[i] < _fLowBound[i]) {
559  randParams[i] = random_number[M3::GetThreadIndex()]->Gaus(0, 1);
560  const double corr_throw_single = M3::MatrixVectorMultiSingle(throwMatrixCholDecomp, randParams, _fNumPar, i);
561  _fPropVal[i] = _fPreFitValue[i] + corr_throw_single;
562  if (throws > 10000)
563  {
564  //KS: Since we are multithreading there is danger that those messages
565  //will be all over the place, small price to pay for faster code
566  MACH3LOG_WARN("Tried {} times to throw parameter {} but failed", throws, i);
567  MACH3LOG_WARN("Matrix: {}", matrixName);
568  MACH3LOG_WARN("Param: {}", _fNames[i]);
569  MACH3LOG_WARN("Setting _fPropVal: {} to {}", _fPropVal[i], _fPreFitValue[i]);
570  MACH3LOG_WARN("I live at {}:{}", __FILE__, __LINE__);
571  _fPropVal[i] = _fPreFitValue[i];
572  //throw MaCh3Exception(__FILE__ , __LINE__ );
573  }
574  throws++;
575  }
576  _fCurrVal[i] = _fPropVal[i];
577  }
578  }
579  else
580  {
581  PCAObj->ThrowParameters(random_number, throwMatrixCholDecomp,
584  } // end if pca
585 
586  // KS: At the end once we are happy with proposal do special proposal
588 }
589 
590 // *************************************
591 // Throw each parameter within their 1 sigma range
592 // Used to start the chain in different states
594 // *************************************
595  // Have the 1 sigma for each parameter in each covariance class, sweet!
596  // Don't want to change the prior array because that's what determines our likelihood
597  // Want to change the _fPropVal, _fCurrVal, _fPreFitValue
598  // _fPreFitValue and the others will already be set
599  for (int i = 0; i < _fNumPar; ++i) {
600  // Check if parameter is fixed first: if so don't randomly throw
601  if (IsParameterFixed(i)) continue;
602  // Check that the sigma range is larger than the parameter range
603  // If not, throw in the valid parameter range instead
604  const double paramrange = _fUpBound[i] - _fLowBound[i];
605  const double sigma = sqrt((*covMatrix)(i,i));
606  double throwrange = sigma;
607  if (paramrange < sigma) throwrange = paramrange;
608 
609  _fPropVal[i] = _fPreFitValue[i] + random_number[0]->Gaus(0, 1)*throwrange;
610  // Try again if we the initial parameter proposal falls outside of the range of the parameter
611  int throws = 0;
612  while (_fPropVal[i] > _fUpBound[i] || _fPropVal[i] < _fLowBound[i]) {
613  if (throws > 1000) {
614  MACH3LOG_WARN("Tried {} times to throw parameter {} but failed", throws, i);
615  MACH3LOG_WARN("Matrix: {}", matrixName);
616  MACH3LOG_WARN("Param: {}", _fNames[i]);
617  throw MaCh3Exception(__FILE__ , __LINE__ );
618  }
619  _fPropVal[i] = _fPreFitValue[i] + random_number[0]->Gaus(0, 1)*throwrange;
620  throws++;
621  }
622  MACH3LOG_INFO("Setting current step in {} param {} = {} from {}", matrixName, i, _fPropVal[i], _fCurrVal[i]);
623  _fCurrVal[i] = _fPropVal[i];
624  }
625  if (pca) PCAObj->TransferToPCA();
626 
627  // KS: At the end once we are happy with proposal do special proposal
629 }
630 
631 // *************************************
632 // Set a single parameter
633 void ParameterHandlerBase::SetSingleParameter(const int parNo, const double parVal) {
634 // *************************************
635  _fPropVal[parNo] = parVal;
636  _fCurrVal[parNo] = parVal;
637  MACH3LOG_DEBUG("Setting {} (parameter {}) to {})", GetParFancyName(parNo), parNo, parVal);
638  if (pca) PCAObj->TransferToPCA();
639 }
640 
641 // ********************************************
642 void ParameterHandlerBase::SetParCurrProp(const int parNo, const double parVal) {
643 // ********************************************
644  _fPropVal[parNo] = parVal;
645  _fCurrVal[parNo] = parVal;
646  MACH3LOG_DEBUG("Setting {} (parameter {}) to {})", GetParFancyName(parNo), parNo, parVal);
647  if (pca) PCAObj->TransferToPCA();
648 }
649 
650 // ************************************************
651 // Propose a step for the set of systematics parameters this covariance class holds
653 // ************************************************
654  // Make the random numbers for the step proposal
655  Randomize();
656  CorrelateSteps();
657 
658  // KS: According to Dr Wallace we update using previous not proposed step
659  // this way we do special proposal after adaptive after.
660  // This way we can shortcut and skip rest of proposal
661  if(!doSpecialStepProposal) return;
662 
664 }
665 
666 // ************************************************
668 // ************************************************
670 
671  // HW It should now automatically set dcp to be with [-pi, pi]
672  for (size_t i = 0; i < CircularBoundsIndex.size(); ++i) {
673  const int index = CircularBoundsIndex[i];
674  if(!IsParameterFixed(index))
675  CircularParBounds(index, CircularBoundsValues[i].first, CircularBoundsValues[i].second);
676  }
677 
678  // Okay now we've done the standard steps, we can add in our nice flips hierarchy flip first
679  for (size_t i = 0; i < FlipParameterIndex.size(); ++i) {
680  const int index = FlipParameterIndex[i];
681  if(!IsParameterFixed(index))
683  }
684 }
685 
686 // ************************************************
687 // "Randomize" the parameters in the covariance class for the proposed step
688 // Used the proposal kernel and the current parameter value to set proposed step
689 // Also get a new random number for the randParams
691 // ************************************************
692  if (!pca) {
693  //KS: By multithreading here we gain at least factor 2 with 8 threads with ND only fit
694  #ifdef MULTITHREAD
695  #pragma omp parallel for
696  #endif
697  for (int i = 0; i < _fNumPar; ++i) {
698  // If parameter isn't fixed
699  if (!IsParameterFixed(i) > 0.0) {
700  randParams[i] = random_number[M3::GetThreadIndex()]->Gaus(0, 1);
701  // If parameter IS fixed
702  } else {
703  randParams[i] = 0.0;
704  }
705  } // end for
706  // If we're in the PCA basis we instead throw parameters there (only _fNumParPCA parameter)
707  } else {
708  // Scale the random parameters by the sqrt of eigen values for the throw
709  #ifdef MULTITHREAD
710  #pragma omp parallel for
711  #endif
712  for (int i = 0; i < PCAObj->GetNumberPCAedParameters(); ++i)
713  {
714  // If parameter IS fixed or out of bounds
715  if (PCAObj->IsParameterFixedPCA(i)) {
716  randParams[i] = 0.0;
717  } else {
718  randParams[i] = random_number[M3::GetThreadIndex()]->Gaus(0,1);
719  }
720  }
721  }
722 }
723 
724 // ************************************************
725 // Correlate the steps by setting the proposed step of a parameter to its current value + some correlated throw
727 // ************************************************
728  //KS: Using custom function compared to ROOT one with 8 threads we have almost factor 2 performance increase, by replacing TMatrix with just double we increase it even more
730 
731  // If not doing PCA
732  if (!pca) {
733  #ifdef MULTITHREAD
734  #pragma omp parallel for
735  #endif
736  for (int i = 0; i < _fNumPar; ++i) {
737  if (!IsParameterFixed(i) > 0.) {
739  }
740  }
741  // If doing PCA throw uncorrelated in PCA basis (orthogonal basis by definition)
742  } else {
744  }
745 }
746 // ********************************************
747 // Update so that current step becomes the previously proposed step
749 // ********************************************
750  if (!pca) {
751  #ifdef MULTITHREAD
752  #pragma omp parallel for
753  #endif
754  for (int i = 0; i < _fNumPar; ++i) {
755  // Update state so that current state is proposed state
756  _fCurrVal[i] = _fPropVal[i];
757  }
758  } else {
759  PCAObj->AcceptStep();
760  }
761 
762  if (AdaptiveHandler) {
763  AdaptiveHandler->IncrementAcceptedSteps();
764  }
765 }
766 
767 // *************************************
768 //HW: This method is a tad hacky but modular arithmetic gives me a headache.
769 void ParameterHandlerBase::CircularParBounds(const int index, const double LowBound, const double UpBound) {
770 // *************************************
771  if(_fPropVal[index] > UpBound) {
772  _fPropVal[index] = LowBound + std::fmod(_fPropVal[index] - UpBound, UpBound - LowBound);
773  } else if (_fPropVal[index] < LowBound) {
774  _fPropVal[index] = UpBound - std::fmod(LowBound - _fPropVal[index], UpBound - LowBound);
775  }
776 }
777 
778 // *************************************
779 void ParameterHandlerBase::FlipParameterValue(const int index, const double FlipPoint) {
780 // *************************************
781  if(random_number[0]->Uniform() < 0.5) {
782  _fPropVal[index] = 2 * FlipPoint - _fPropVal[index];
783  }
784 }
785 
786 // ********************************************
787 // Function to print the prior values
789 // ********************************************
790  MACH3LOG_INFO("Prior values for {} ParameterHandler:", GetName());
791  for (int i = 0; i < _fNumPar; i++) {
792  MACH3LOG_INFO(" {} {} ", GetParFancyName(i), GetParInit(i));
793  }
794 }
795 
796 // ********************************************
797 // Function to print the prior, current and proposed values
799 // ********************************************
800  MACH3LOG_INFO("Printing parameters for {}", GetName());
801  // Dump out the PCA parameters too
802  if (pca) {
803  PCAObj->Print();
804  }
805  MACH3LOG_INFO("{:<30} {:<10} {:<10} {:<10}", "Name", "Prior", "Current", "Proposed");
806  for (int i = 0; i < _fNumPar; ++i) {
807  MACH3LOG_INFO("{:<30} {:<10.2f} {:<10.2f} {:<10.2f}", GetParFancyName(i), _fPreFitValue[i], _fCurrVal[i], _fPropVal[i]);
808  }
809 }
810 
811 // ********************************************
812 // Get the likelihood in the case where we want to include priors on the parameters
813 // _fFlatPrior stores if we want to evaluate the likelihood for the given parameter
814 // true = don't evaluate likelihood (so run without a prior)
815 // false = evaluate likelihood (so run with a prior)
817 // ********************************************
818  double logL = 0.0;
819  #ifdef MULTITHREAD
820  #pragma omp parallel for reduction(+:logL)
821  #endif
822  for(int i = 0; i < _fNumPar; ++i) {
823  if(_fFlatPrior[i]){
824  //HW: Flat prior, no need to calculate anything
825  continue;
826  }
827  // KS: Precalculate Diff once per "i" without doing this for every "j"
828  const double Diff = _fPropVal[i] - _fPreFitValue[i];
829  #ifdef MULTITHREAD
830  #pragma omp simd
831  #endif
832  for (int j = 0; j <= i; ++j) {
833  if (!_fFlatPrior[j]) {
834  //KS: Since matrix is symmetric we can calculate non diagonal elements only once and multiply by 2, can bring up to factor speed decrease.
835  double scale = (i != j) ? 1. : 0.5;
836  logL += scale * Diff * (_fPropVal[j] - _fPreFitValue[j])*InvertCovMatrix[i][j];
837  }
838  }
839  }
840  return logL;
841 }
842 
843 // ********************************************
845 // ********************************************
846  int NOutside = 0;
847  #ifdef MULTITHREAD
848  #pragma omp parallel for reduction(+:NOutside)
849  #endif
850  for (int i = 0; i < _fNumPar; ++i){
851  if(_fPropVal[i] > _fUpBound[i] || _fPropVal[i] < _fLowBound[i]){
852  NOutside++;
853  }
854  }
855  return NOutside;
856 }
857 
858 // ********************************************
860 // ********************************************
861  // Default behaviour is to reject negative values + do std llh calculation
862  const int NOutside = CheckBounds();
863 
864  if(NOutside > 0) return NOutside*M3::_LARGE_LOGL_;
865 
866  return CalcLikelihood();
867 }
868 
869 // ********************************************
870 // Sets the proposed parameters to the prior values
871 void ParameterHandlerBase::SetParameters(const std::vector<double>& pars) {
872 // ********************************************
873  // If empty, set the proposed to prior
874  if (pars.empty()) {
875  // For xsec this means setting to the prior (because prior is the prior)
876  for (int i = 0; i < _fNumPar; i++) {
877  _fPropVal[i] = _fPreFitValue[i];
878  }
879  // If not empty, set the parameters to the specified
880  } else {
881  if (pars.size() != size_t(_fNumPar)) {
882  MACH3LOG_ERROR("Parameter arrays of incompatible size! Not changing parameters! {} has size {} but was expecting {}", matrixName, pars.size(), _fNumPar);
883  throw MaCh3Exception(__FILE__ , __LINE__ );
884  }
885  int parsSize = int(pars.size());
886  for (int i = 0; i < parsSize; i++) {
887  //Make sure that you are actually passing a number to set the parameter to
888  if(std::isnan(pars[i])) {
889  MACH3LOG_ERROR("Trying to set parameter value to a nan for parameter {} in matrix {}. This will not go well!", GetParName(i), matrixName);
890  throw MaCh3Exception(__FILE__ , __LINE__ );
891  } else {
892  _fPropVal[i] = pars[i];
893  }
894  }
895  }
896  // And if pca make the transfer
897  if (pca) {
898  PCAObj->TransferToPCA();
899  PCAObj->TransferToParam();
900  }
901 }
902 
903 // ********************************************
904 void ParameterHandlerBase::SetBranches(TTree &tree, bool SaveProposal) {
905 // ********************************************
906  // loop over parameters and set a branch
907  for (int i = 0; i < _fNumPar; ++i) {
908  tree.Branch(_fNames[i].c_str(), &_fCurrVal[i], Form("%s/D", _fNames[i].c_str()));
909  }
910  // When running PCA, also save PCA parameters
911  if (pca) {
912  PCAObj->SetBranches(tree, SaveProposal, _fNames);
913  }
914  if(SaveProposal)
915  {
916  // loop over parameters and set a branch
917  for (int i = 0; i < _fNumPar; ++i) {
918  tree.Branch(Form("%s_Prop", _fNames[i].c_str()), &_fPropVal[i], Form("%s_Prop/D", _fNames[i].c_str()));
919  }
920  }
921  if(use_adaptive && AdaptiveHandler->GetUseRobbinsMonro()){
922  tree.Branch(Form("GlobalStepScale_%s", GetName().c_str()), &_fGlobalStepScale, Form("GlobalStepScale_%s/D", GetName().c_str()));
923  }
924 }
925 
926 // ********************************************
927 void ParameterHandlerBase::SetStepScale(const double scale, const bool verbose) {
928 // ********************************************
929  if(scale <= 0) {
930  MACH3LOG_ERROR("You are trying so set StepScale to 0 or negative this will not work");
931  throw MaCh3Exception(__FILE__ , __LINE__ );
932  }
933 
934  if(verbose){
935  MACH3LOG_INFO("{} setStepScale() = {}", GetName(), scale);
936  const double SuggestedScale = 2.38/std::sqrt(_fNumPar);
937  if(std::fabs(scale - SuggestedScale)/SuggestedScale > 1) {
938  MACH3LOG_WARN("Defined Global StepScale is {}, while suggested suggested {}", scale, SuggestedScale);
939  }
940  }
941  _fGlobalStepScale = scale;
942 }
943 
944 // ********************************************
945 int ParameterHandlerBase::GetParIndex(const std::string& name) const {
946 // ********************************************
947  int Index = M3::_BAD_INT_;
948  for (int i = 0; i <_fNumPar; ++i) {
949  if(name == _fFancyNames[i]) {
950  Index = i;
951  break;
952  }
953  }
954  return Index;
955 }
956 
957 // ********************************************
959 // ********************************************
960  // Check if the parameter is fixed and if not, toggle fix it
961  for (int i = 0; i < _fNumPar; ++i)
963 }
964 
965 // ********************************************
967 // ********************************************
968  // Check if the parameter is fixed and if not, toggle fix it
970 }
971 
972 // ********************************************
973 void ParameterHandlerBase::SetFixParameter(const std::string& name) {
974 // ********************************************
975  // Check if the parameter is fixed and if not, toggle fix it
976  if(!IsParameterFixed(name)) ToggleFixParameter(name);
977 }
978 
979 // ********************************************
981 // ********************************************
982  // Check if the parameter is fixed and if not, toggle fix it
983  for (int i = 0; i < _fNumPar; ++i)
985 }
986 
987 // ********************************************
989 // ********************************************
990  // Check if the parameter is fixed and if not, toggle fix it
992 }
993 
994 // ********************************************
995 void ParameterHandlerBase::SetFreeParameter(const std::string& name) {
996 // ********************************************
997  // Check if the parameter is fixed and if not, toggle fix it
998  if(IsParameterFixed(name)) ToggleFixParameter(name);
999 }
1000 
1001 // ********************************************
1003 // ********************************************
1004  // toggle fix/free all parameters
1005  if(!pca) for (int i = 0; i < _fNumPar; i++) ToggleFixParameter(i);
1006  else PCAObj->ToggleFixAllParameters(_fNames);
1007 }
1008 
1009 // ********************************************
1011 // ********************************************
1012  if(!pca) {
1013  if (i > _fNumPar) {
1014  MACH3LOG_ERROR("Can't {} for parameter {} because size of covariance ={}", __func__, i, _fNumPar);
1015  MACH3LOG_ERROR("Fix this in your config file please!");
1016  throw MaCh3Exception(__FILE__ , __LINE__ );
1017  } else {
1018  _fError[i] *= -1.0;
1019  if(IsParameterFixed(i)) MACH3LOG_INFO("Setting {}(parameter {}) to fixed at {}", GetParFancyName(i), i, _fCurrVal[i]);
1020  else MACH3LOG_INFO("Setting {}(parameter {}) free", GetParFancyName(i), i);
1021  }
1022  if( (_fCurrVal[i] > _fUpBound[i] || _fCurrVal[i] < _fLowBound[i]) && IsParameterFixed(i) ) {
1023  MACH3LOG_ERROR("Parameter {} (index {}) is fixed at {}, which is outside of its bounds [{}, {}]", GetParFancyName(i), i, _fCurrVal[i], _fLowBound[i], _fUpBound[i]);
1024  throw MaCh3Exception(__FILE__ , __LINE__ );
1025  }
1026  } else {
1027  PCAObj->ToggleFixParameter(i, _fNames);
1028  }
1029 }
1030 
1031 // ********************************************
1032 void ParameterHandlerBase::ToggleFixParameter(const std::string& name) {
1033 // ********************************************
1034  const int Index = GetParIndex(name);
1035  if(Index != M3::_BAD_INT_) {
1036  ToggleFixParameter(Index);
1037  return;
1038  }
1039 
1040  MACH3LOG_WARN("I couldn't find parameter with name {}, therefore will not fix it", name);
1041 }
1042 
1043 // ********************************************
1044 bool ParameterHandlerBase::IsParameterFixed(const std::string& name) const {
1045 // ********************************************
1046  const int Index = GetParIndex(name);
1047  if(Index != M3::_BAD_INT_) {
1048  return IsParameterFixed(Index);
1049  }
1050 
1051  MACH3LOG_WARN("I couldn't find parameter with name {}, therefore don't know if it fixed", name);
1052  return false;
1053 }
1054 
1055 // ********************************************
1056 void ParameterHandlerBase::SetFlatPrior(const int i, const bool eL) {
1057 // ********************************************
1058  if (i > _fNumPar) {
1059  MACH3LOG_INFO("Can't {} for Cov={}/Param={} because size of Covariance = {}", __func__, GetName(), i, _fNumPar);
1060  MACH3LOG_ERROR("Fix this in your config file please!");
1061  throw MaCh3Exception(__FILE__ , __LINE__ );
1062  } else {
1063  if(eL){
1064  MACH3LOG_INFO("Setting {} (parameter {}) to flat prior", GetParName(i), i);
1065  }
1066  else{
1067  // HW :: This is useful
1068  MACH3LOG_INFO("Setting {} (parameter {}) to non-flat prior", GetParName(i), i);
1069  }
1070  _fFlatPrior[i] = eL;
1071  }
1072 }
1073 
1074 // ********************************************
1075 void ParameterHandlerBase::SetIndivStepScale(const std::vector<double>& stepscale) {
1076 // ********************************************
1077  if (int(stepscale.size()) != _fNumPar)
1078  {
1079  MACH3LOG_WARN("Stepscale vector not equal to number of parameters. Quitting..");
1080  MACH3LOG_WARN("Size of argument vector: {}", stepscale.size());
1081  MACH3LOG_WARN("Expected size: {}", _fNumPar);
1082  return;
1083  }
1084 
1085  for (int iParam = 0 ; iParam < _fNumPar; iParam++) {
1086  _fIndivStepScale[iParam] = stepscale[iParam];
1087  }
1089 }
1090 
1091 // ********************************************
1093 // ********************************************
1094  MACH3LOG_INFO("============================================================");
1095  MACH3LOG_INFO("{:<{}} | {:<11}", "Parameter:", PrintLength, "Step scale:");
1096  for (int iParam = 0; iParam < _fNumPar; iParam++) {
1097  MACH3LOG_INFO("{:<{}} | {:<11}", _fFancyNames[iParam].c_str(), PrintLength, _fIndivStepScale[iParam]);
1098  }
1099  MACH3LOG_INFO("============================================================");
1100 }
1101 
1102 // ********************************************
1103 //Makes sure that matrix is positive-definite by adding a small number to on-diagonal elements
1104 void ParameterHandlerBase::MakePosDef(TMatrixDSym *cov) {
1105 // ********************************************
1106  if(cov == nullptr){
1107  cov = &*covMatrix;
1108  MACH3LOG_WARN("Passed nullptr to cov matrix in {}", matrixName);
1109  }
1110 
1111  M3::MakeMatrixPosDef(cov);
1112 }
1113 
1114 // ********************************************
1116 // ********************************************
1117  std::vector<double> stepScales(_fNumPar);
1118  for (int i = 0; i <_fNumPar; i++) {
1119  stepScales[i] = 1.;
1120  }
1121  _fGlobalStepScale = 1.0;
1122  SetIndivStepScale(stepScales);
1123 }
1124 
1126  if (!param_skip_adapt_flags.size()) {
1127  MACH3LOG_ERROR("Parameter skip adapt flags not set, cannot set individual step scales for skipped parameters.");
1128  throw MaCh3Exception(__FILE__ , __LINE__ );
1129  }
1130  // HH: Cancel the effect of global step scale change for parameters that are not adapting
1131  for (int i = 0; i <_fNumPar; i++) {
1132  if (param_skip_adapt_flags[i]) {
1134  }
1135  }
1136  MACH3LOG_INFO("Updating individual step scales for non-adapting parameters to cancel global step scale change.");
1137  MACH3LOG_INFO("Global step scale initial: {}, current: {}", _fGlobalStepScaleInitial, _fGlobalStepScale);
1139 }
1140 
1141 // ********************************************
1142 // HW: Code for throwing from separate throw matrix, needs to be set after init to ensure pos-def
1144 // ********************************************
1145 
1146  if (cov == nullptr) {
1147  MACH3LOG_ERROR("Could not find covariance matrix you provided to {}", __func__);
1148  throw MaCh3Exception(__FILE__ , __LINE__ );
1149  }
1150 
1151  if (covMatrix->GetNrows() != cov->GetNrows()) {
1152  MACH3LOG_ERROR("Matrix given for throw Matrix is not the same size as the covariance matrix stored in object!");
1153  MACH3LOG_ERROR("Stored covariance matrix size: {}", covMatrix->GetNrows());
1154  MACH3LOG_ERROR("Given matrix size: {}", cov->GetNrows());
1155  throw MaCh3Exception(__FILE__ , __LINE__ );
1156  }
1157 
1158  throwMatrix = static_cast<TMatrixDSym*>(cov->Clone());
1159  if(use_adaptive && AdaptiveHandler->AdaptionUpdate()) MakeClosestPosDef(throwMatrix);
1160  else MakePosDef(throwMatrix);
1161 
1162  auto throwMatrix_CholDecomp = M3::GetCholeskyDecomposedMatrix(*throwMatrix, matrixName);
1163 
1164  //KS: ROOT has bad memory management, using standard double means we can decrease most operation by factor 2 simply due to cache hits
1165  #ifdef MULTITHREAD
1166  #pragma omp parallel for collapse(2)
1167  #endif
1168  for (int i = 0; i < _fNumPar; ++i)
1169  {
1170  for (int j = 0; j < _fNumPar; ++j)
1171  {
1172  throwMatrixCholDecomp[i][j] = throwMatrix_CholDecomp[i][j];
1173  }
1174  }
1175 }
1176 // ********************************************
1177 void ParameterHandlerBase::SetSubThrowMatrix(int first_index, int last_index,
1178  TMatrixDSym const &subcov) {
1179 // ********************************************
1180  if ((last_index - first_index) >= subcov.GetNrows()) {
1181  MACH3LOG_ERROR("Trying to SetSubThrowMatrix into range: ({},{}) with a "
1182  "submatrix with only {} rows {}",
1183  first_index, last_index, subcov.GetNrows(), __func__);
1184  throw MaCh3Exception(__FILE__, __LINE__);
1185  }
1186 
1187  TMatrixDSym *current_ThrowMatrix =
1188  static_cast<TMatrixDSym *>(throwMatrix->Clone());
1189  for (int i = first_index; i <= last_index; ++i) {
1190  for (int j = first_index; j <= last_index; ++j) {
1191  current_ThrowMatrix->operator()(i, j) =
1192  subcov(i - first_index, j - first_index);
1193  }
1194  }
1195 
1196  SetThrowMatrix(current_ThrowMatrix);
1197  delete current_ThrowMatrix;
1198 }
1199 
1200 // ********************************************
1202 // ********************************************
1203  delete throwMatrix;
1204  throwMatrix = nullptr;
1205  SetThrowMatrix(cov);
1206 }
1207 
1208 // ********************************************
1209 // HW : Here be adaption
1210 void ParameterHandlerBase::InitialiseAdaption(const YAML::Node& adapt_manager){
1211 // ********************************************
1212  if(PCAObj){
1213  MACH3LOG_ERROR("PCA has been enabled and now trying to enable Adaption. Right now both configuration don't work with each other");
1214  throw MaCh3Exception(__FILE__ , __LINE__ );
1215  }
1216  if(AdaptiveHandler){
1217  MACH3LOG_ERROR("Adaptive Handler has already been initialise can't do it again so skipping.");
1218  return;
1219  }
1220  AdaptiveHandler = std::make_unique<adaptive_mcmc::AdaptiveMCMCHandler>();
1221 
1222  // HH: Backing up _fIndivStepScale and _fGlobalStepScale before adaption
1225 
1226  // HH: adding these here because they will be used to set the individual step scales for non-adapting parameters
1227  std::vector<std::string> params_to_skip = GetFromManager<std::vector<std::string>>(adapt_manager["AdaptionOptions"]["Covariance"][matrixName]["ParametersToSkip"], {});
1228  // Build a list of skip flags
1229  param_skip_adapt_flags.resize(_fNumPar, false);
1230  for (int i = 0; i <_fNumPar; ++i) {
1231  for (const auto& name : params_to_skip) {
1232  if(name == _fFancyNames[i]) {
1233  param_skip_adapt_flags[i] = true;
1234  break;
1235  }
1236  }
1237  }
1238  // HH: Loop over correlations to check if any skipped parameter is correlated with adapted one
1239  // We don't want to change one parameter while keeping the other fixed as this would
1240  // lead to weird penalty terms in the prior after adapting
1241  double max_correlation = 0.01; // Define a threshold for significant correlation above which we throw an error
1242  for (int i = 0; i < _fNumPar; ++i) {
1243  for (int j = 0; j <= i; ++j) {
1244  // The symmetry should have been checked during the Init phase
1246  double corr = (*covMatrix)(i,j)/std::sqrt((*covMatrix)(i,i)*(*covMatrix)(j,j));
1247  if(std::fabs(corr) > max_correlation) {
1248  MACH3LOG_ERROR("Correlation between skipped parameter {} ({}) and non-skipped parameter {} ({}) is {:.6e}, above the allowed threshold of {:.6e}.",
1249  i, _fFancyNames[i], j, _fFancyNames[j], corr, max_correlation);
1250  throw MaCh3Exception(__FILE__, __LINE__);
1251  }
1252  }
1253  }
1254  }
1255  // Now we read the general settings [these SHOULD be common across all matrices!]
1256  bool success = AdaptiveHandler->InitFromConfig(adapt_manager, matrixName,
1259  );
1260  if (success) {
1261  AdaptiveHandler->Print();
1262  }
1263  else {
1264  MACH3LOG_INFO("Not using adaptive MCMC for {}. Checking external matrix options...", matrixName);
1265  }
1266 
1267  // HH: Adjusting the external matrix reading logic such that you can not do adaptive
1268  // and still read an external matrix
1269  // Logic:
1270  // if read external matrix:
1271  // set throw matrix regardless of adaptive or not
1272  // else:
1273  // if adaptive:
1274  // create new adaptive matrix from scratch
1275  // else:
1276  // do nothing
1277  if(GetFromManager<bool>(adapt_manager["AdaptionOptions"]["Covariance"][matrixName]["UseExternalMatrix"], false, __FILE__ , __LINE__)) {
1278  // Finally, we accept that we want to read the matrix from a file!
1279  auto external_file_name = GetFromManager<std::string>(adapt_manager["AdaptionOptions"]["Covariance"][matrixName]["ExternalMatrixFileName"], "", __FILE__ , __LINE__);
1280  auto external_matrix_name = GetFromManager<std::string>(adapt_manager["AdaptionOptions"]["Covariance"][matrixName]["ExternalMatrixName"], "", __FILE__ , __LINE__);
1281  auto external_mean_name = GetFromManager<std::string>(adapt_manager["AdaptionOptions"]["Covariance"][matrixName]["ExternalMeansName"], "", __FILE__ , __LINE__);
1282 
1283  AdaptiveHandler->SetThrowMatrixFromFile(external_file_name, external_matrix_name, external_mean_name, use_adaptive);
1284  SetThrowMatrix(AdaptiveHandler->GetAdaptiveCovariance());
1285 
1287  // HH: Set individual step scales for non-adapting parameters to the default individual step scales
1288  // global step scale should be 1 so no need to adjust for that
1290 
1291  MACH3LOG_INFO("Successfully Set External Throw Matrix Stored in {}", external_file_name);
1292  } else {
1293  MACH3LOG_INFO("Not using external matrix for {}", matrixName);
1294  if (!success) return; // Not adaptive either so nothing to do
1295  MACH3LOG_INFO("Initialising adaption from scratch");
1296  // If we don't have a covariance matrix to start from for adaptive tune we need to make one!
1297  use_adaptive = true;
1298  AdaptiveHandler->CheckMatrixValidityForAdaption(GetCovMatrix());
1299  AdaptiveHandler->CreateNewAdaptiveCovariance();
1300  return;
1301  }
1302 }
1303 
1304 // ********************************************
1305 // Truely adaptive MCMC!
1307 // ********************************************
1308  // Updates adaptive matrix
1309  // First we update the total means
1310 
1311  // Skip this if we're at a large number of steps
1312  if(AdaptiveHandler->SkipAdaption()) {
1313  AdaptiveHandler->IncrementNSteps();
1314  return;
1315  }
1316 
1318  if(AdaptiveHandler->GetUseRobbinsMonro()){
1319  bool verbose=false;
1320  #ifdef DEBUG
1321  verbose=true;
1322  #endif
1323  AdaptiveHandler->UpdateRobbinsMonroScale();
1324  SetStepScale(AdaptiveHandler->GetAdaptionScale(), verbose);
1326  }
1327 
1328  // Call main adaption function
1329  AdaptiveHandler->UpdateAdaptiveCovariance();
1330 
1331  // Set scales to 1 * optimal scale
1332  if(AdaptiveHandler->IndivStepScaleAdapt()) {
1334  SetStepScale(AdaptiveHandler->GetAdaptionScale());
1336  }
1337 
1338  if(AdaptiveHandler->UpdateMatrixAdapt()) {
1339  TMatrixDSym* update_matrix = static_cast<TMatrixDSym*>(AdaptiveHandler->GetAdaptiveCovariance()->Clone());
1340  UpdateThrowMatrix(update_matrix); //Now we update and continue!
1341  //Also Save the adaptive to file
1342  AdaptiveHandler->SaveAdaptiveToFile(AdaptiveHandler->GetOutFileName(), GetName());
1343  }
1344 
1345  AdaptiveHandler->IncrementNSteps();
1346 }
1347 
1348 // ********************************************
1349 //HW: Finds closest possible positive definite matrix in Frobenius Norm ||.||_frob
1350 // Where ||X||_frob=sqrt[sum_ij(x_ij^2)] (basically just turns an n,n matrix into vector in n^2 space
1351 // then does Euclidean norm)
1353 // ********************************************
1354  // Want to get cov' = (cov_sym+cov_polar)/2
1355  // cov_sym=(cov+cov^T)/2
1356  // cov_polar-> SVD cov to cov=USV^T then cov_polar=VSV^T
1357 
1358  //Get frob norm of cov
1359  // Double_t cov_norm=cov->E2Norm();
1360 
1361  TMatrixDSym* cov_trans = cov;
1362  cov_trans->T();
1363  TMatrixDSym cov_sym = 0.5*(*cov+*cov_trans); //If cov is symmetric does nothing, otherwise just ensures symmetry
1364 
1365  //Do SVD to get polar form
1366  TDecompSVD cov_sym_svd=TDecompSVD(cov_sym);
1367  if(!cov_sym_svd.Decompose()){
1368  MACH3LOG_WARN("Cannot do SVD on input matrix, trying MakePosDef() first!");
1369  MakePosDef(&cov_sym);
1370  }
1371 
1372  TMatrixD cov_sym_v = cov_sym_svd.GetV();
1373  TMatrixD cov_sym_vt = cov_sym_v;
1374  cov_sym_vt.T();
1375  //SVD returns as vector (grrr) so need to get into matrix form for multiplying!
1376  TVectorD cov_sym_sigvect = cov_sym_svd.GetSig();
1377 
1378  const Int_t nCols = cov_sym_v.GetNcols(); //square so only need rows hence lack of cols
1379  TMatrixDSym cov_sym_sig(nCols);
1380  TMatrixDDiag cov_sym_sig_diag(cov_sym_sig);
1381  cov_sym_sig_diag=cov_sym_sigvect;
1382 
1383  //Can finally get H=VSV
1384  TMatrixDSym cov_sym_polar = cov_sym_sig.SimilarityT(cov_sym_vt);//V*S*V^T (this took forver to find!)
1385 
1386  //Now we can construct closest approximater Ahat=0.5*(B+H)
1387  TMatrixDSym cov_closest_approx = 0.5*(cov_sym+cov_sym_polar);//Not fully sure why this is even needed since symmetric B -> U=V
1388  //Get norm of transformed
1389  // Double_t approx_norm=cov_closest_approx.E2Norm();
1390  //MACH3LOG_INFO("Initial Norm: {:.6f} | Norm after transformation: {:.6f} | Ratio: {:.6f}", cov_norm, approx_norm, cov_norm / approx_norm);
1391 
1392  *cov = cov_closest_approx;
1393  //Now can just add a makeposdef!
1394  MakePosDef(cov);
1395 }
1396 
1397 // ********************************************
1398 // KS: Convert covariance matrix to correlation matrix and return TH2D which can be used for fancy plotting
1400 // ********************************************
1401  TH2D* hMatrix = new TH2D(GetName().c_str(), GetName().c_str(), _fNumPar, 0.0, _fNumPar, _fNumPar, 0.0, _fNumPar);
1402  hMatrix->SetDirectory(nullptr);
1403  for(int i = 0; i < _fNumPar; i++)
1404  {
1405  hMatrix->SetBinContent(i+1, i+1, 1.);
1406  hMatrix->GetXaxis()->SetBinLabel(i+1, GetParFancyName(i).c_str());
1407  hMatrix->GetYaxis()->SetBinLabel(i+1, GetParFancyName(i).c_str());
1408  }
1409 
1410  #ifdef MULTITHREAD
1411  #pragma omp parallel for
1412  #endif
1413  for(int i = 0; i < _fNumPar; i++)
1414  {
1415  for(int j = 0; j <= i; j++)
1416  {
1417  const double Corr = (*covMatrix)(i,j) / ( GetDiagonalError(i) * GetDiagonalError(j));
1418  hMatrix->SetBinContent(i+1, j+1, Corr);
1419  hMatrix->SetBinContent(j+1, i+1, Corr);
1420  }
1421  }
1422  return hMatrix;
1423 }
1424 
1425 // ********************************************
1426 // KS: After step scale, prefit etc. value were modified save this modified config.
1428 // ********************************************
1429  if (!_fYAMLDoc)
1430  {
1431  MACH3LOG_CRITICAL("Yaml node hasn't been initialised for matrix {}, something is not right", matrixName);
1432  MACH3LOG_CRITICAL("I am not throwing error but should be investigated");
1433  return;
1434  }
1435 
1436  YAML::Node copyNode = _fYAMLDoc;
1437  int i = 0;
1438 
1439  for (YAML::Node param : copyNode["Systematics"])
1440  {
1441  //KS: Feel free to update it, if you need updated prefit value etc
1442  param["Systematic"]["StepScale"]["MCMC"] = MaCh3Utils::FormatDouble(_fIndivStepScale[i], 4);
1443  i++;
1444  }
1445  // Save the modified node to a file
1446  std::ofstream fout("Modified_Matrix.yaml");
1447  fout << copyNode;
1448  fout.close();
1449 }
1450 
1451 // ********************************************
1452 bool ParameterHandlerBase::AppliesToSample(const int SystIndex, const std::string& SampleName) const {
1453 // ********************************************
1454  // Empty means apply to all
1455  if (_fSampleNames[SystIndex].size() == 0) return true;
1456 
1457  // Make a copy and to lower case to not be case sensitive
1458  std::string SampleNameCopy = SampleName;
1459  std::transform(SampleNameCopy.begin(), SampleNameCopy.end(), SampleNameCopy.begin(), ::tolower);
1460 
1461  // Check for unsupported wildcards in SampleNameCopy
1462  if (SampleNameCopy.find('*') != std::string::npos) {
1463  MACH3LOG_ERROR("Wildcards ('*') are not supported in sample name: '{}'", SampleName);
1464  throw MaCh3Exception(__FILE__ , __LINE__ );
1465  }
1466 
1467  bool Applies = false;
1468 
1469  for (size_t i = 0; i < _fSampleNames[SystIndex].size(); i++) {
1470  // Convert to low case to not be case sensitive
1471  std::string pattern = _fSampleNames[SystIndex][i];
1472  std::transform(pattern.begin(), pattern.end(), pattern.begin(), ::tolower);
1473 
1474  // Replace '*' in the pattern with '.*' for regex matching
1475  std::string regexPattern = "^" + std::regex_replace(pattern, std::regex("\\*"), ".*") + "$";
1476  try {
1477  std::regex regex(regexPattern);
1478  if (std::regex_match(SampleNameCopy, regex)) {
1479  Applies = true;
1480  break;
1481  }
1482  } catch (const std::regex_error& e) {
1483  // Handle regex error (for invalid patterns)
1484  MACH3LOG_ERROR("Regex error: {}", e.what());
1485  }
1486  }
1487  return Applies;
1488 }
1489 
1490 // ********************************************
1491 // Set proposed parameter values vector to be base on tune values
1492 void ParameterHandlerBase::SetTune(const std::string& TuneName) {
1493 // ********************************************
1494  if(Tunes == nullptr) {
1495  MACH3LOG_ERROR("Tunes haven't been initialised, which are being loaded from YAML, have you used some deprecated constructor");
1496  throw MaCh3Exception(__FILE__, __LINE__);
1497  }
1498  auto Values = Tunes->GetTune(TuneName);
1499 
1500  SetParameters(Values);
1501 }
1502 
1503 // *************************************
1505  std::vector<double>& BranchValues,
1506  std::vector<std::string>& BranchNames,
1507  const std::vector<std::string>& FancyNames) {
1508 // *************************************
1509  BranchValues.resize(GetNumParams());
1510  BranchNames.resize(GetNumParams());
1511 
1512  // if fancy names are passed match ONLY them
1513  // this allow to perform studies where one perform ND fits and pass it to FD fits
1514  // which usually have more params like osc...
1515  if(FancyNames.size() != 0){
1516  for (int i = 0; i < GetNumParams(); ++i) {
1517  BranchNames[i] = GetParName(i);
1518  // by default set current step
1519  BranchValues[i] = _fPropVal[i];
1520  bool matched = false;
1521  for (size_t iPar = 0; iPar < FancyNames.size(); ++iPar) {
1522  if(GetParFancyName(i) == FancyNames[iPar]) {
1523  MACH3LOG_DEBUG("Matched name {} in config", FancyNames[iPar]);
1524  PosteriorFile->SetBranchStatus(BranchNames[i].c_str(), true);
1525  PosteriorFile->SetBranchAddress(BranchNames[i].c_str(), &BranchValues[i]);
1526  matched = true;
1527  break;
1528  }
1529  }
1530  if(!matched) {
1531  MACH3LOG_WARN("Didn't match param {} is this what you want?", GetParFancyName(i));
1532  }
1533  }
1534  } else {
1535  // simply loop over params and match them
1536  for (int i = 0; i < GetNumParams(); ++i) {
1537  BranchNames[i] = GetParName(i);
1538  if (!PosteriorFile->GetBranch(BranchNames[i].c_str())) {
1539  MACH3LOG_ERROR("Branch '{}' does not exist in the TTree!", BranchNames[i]);
1540  throw MaCh3Exception(__FILE__, __LINE__);
1541  }
1542  PosteriorFile->SetBranchStatus(BranchNames[i].c_str(), true);
1543  PosteriorFile->SetBranchAddress(BranchNames[i].c_str(), &BranchValues[i]);
1544  }
1545  }
1546 }
#define _noexcept_
KS: noexcept can help with performance but is terrible for debugging, this is meant to help easy way ...
Definition: Core.h:96
#define MACH3LOG_CRITICAL
Definition: MaCh3Logger.h:38
#define MACH3LOG_DEBUG
Definition: MaCh3Logger.h:34
#define MACH3LOG_ERROR
Definition: MaCh3Logger.h:37
#define MACH3LOG_INFO
Definition: MaCh3Logger.h:35
#define MACH3LOG_WARN
Definition: MaCh3Logger.h:36
std::vector< TString > BranchNames
Definition: RHat.cpp:54
Type Get(const YAML::Node &node, const std::string File, const int Line)
Get content of config file.
Definition: YamlHelper.h:291
#define M3OpenConfig(filename)
Macro to simplify calling LoadYaml with file and line info.
Definition: YamlHelper.h:589
#define GetBounds(filename)
Definition: YamlHelper.h:590
Custom exception class used throughout MaCh3.
std::vector< int > CircularBoundsIndex
Indices of parameters with circular bounds.
int GetNumParams() const
Get total number of parameters.
std::vector< bool > param_skip_adapt_flags
Flags telling if parameter should be skipped during adaption.
void ToggleFixParameter(const int i)
Toggle fixing parameter at prior values.
bool use_adaptive
Are we using AMCMC?
void SetFixAllParameters()
Set all parameters to be fixed at prior values.
virtual void ProposeStep()
Generate a new proposed state.
double * randParams
Random number taken from gaussian around prior error used for corr_throw.
void SetName(const std::string &name)
Set matrix name.
double ** throwMatrixCholDecomp
Throw matrix that is being used in the fit, much faster as TMatrixDSym cache miss.
std::unique_ptr< adaptive_mcmc::AdaptiveMCMCHandler > AdaptiveHandler
Struct containing information about adaption.
void SetStepScale(const double scale, const bool verbose=true)
Set global step scale for covariance object.
virtual ~ParameterHandlerBase()
Destructor.
TMatrixDSym * invCovMatrix
The inverse covariance matrix.
void SetCovMatrix(TMatrixDSym *cov)
Set covariance matrix.
std::string GetParName(const int i) const
Get name of parameter.
std::vector< double > GetProposed() const
Get vector of all proposed parameter values.
void SetFlatPrior(const int i, const bool eL)
Set if parameter should have flat prior or not.
std::vector< int > FlipParameterIndex
Indices of parameters with flip symmetry.
bool AppliesToSample(const int SystIndex, const std::string &SampleName) const
Check if parameter is affecting given sample name.
void AcceptStep() _noexcept_
Accepted this step.
virtual double GetLikelihood()
Return CalcLikelihood if some params were thrown out of boundary return LARGE_LOGL
std::unique_ptr< ParameterTunes > Tunes
Struct containing information about adaption.
void InitialiseAdaption(const YAML::Node &adapt_manager)
Initialise adaptive MCMC.
TMatrixDSym * throwMatrix
Matrix which we use for step proposal before Cholesky decomposition (not actually used for step propo...
double _fGlobalStepScale
Global step scale applied to all params in this class.
int GetParIndex(const std::string &name) const
Get index based on name.
void ReserveMemory(const int size)
Initialise vectors with parameters information.
std::vector< std::string > _fFancyNames
Fancy name for example rather than param_0 it is MAQE, useful for human reading.
bool doSpecialStepProposal
Check if any of special step proposal were enabled.
std::vector< bool > _fFlatPrior
Whether to apply flat prior or not.
void ThrowParameters()
Throw the parameters according to the covariance matrix. This shouldn't be used in MCMC code ase it c...
double _fGlobalStepScaleInitial
Backup of _fGlobalStepScale for parameters which are skipped during adaption.
void Init(const std::string &name, const std::string &file)
Initialisation of the class using matrix from root file.
std::string matrixName
Name of cov matrix.
void MakeClosestPosDef(TMatrixDSym *cov)
HW: Finds closest possible positive definite matrix in Frobenius Norm ||.||_frob Where ||X||_frob=sqr...
void RandomConfiguration()
Randomly throw the parameters in their 1 sigma range.
TMatrixDSym * GetCovMatrix() const
Return covariance matrix.
std::vector< double > FlipParameterPoint
Central points around which parameters are flipped.
void UpdateAdaptiveCovariance()
Method to update adaptive MCMC .
void SetThrowMatrix(TMatrixDSym *cov)
Use new throw matrix, used in adaptive MCMC.
std::string GetParFancyName(const int i) const
Get fancy name of the Parameter.
std::vector< double > _fError
Prior error on the parameter.
TH2D * GetCorrelationMatrix()
KS: Convert covariance matrix to correlation matrix and return TH2D which can be used for fancy plott...
void SetFreeAllParameters()
Set all parameters to be treated as free.
void SetFixParameter(const int i)
Set parameter to be fixed at prior value.
void PrintNominal() const
Print prior value for every parameter.
void SetParameters(const std::vector< double > &pars={})
Set parameter values using vector, it has to have same size as covariance class.
YAML::Node _fYAMLDoc
Stores config describing systematics.
bool IsParameterFixed(const int i) const
Is parameter fixed or not.
void MatchMaCh3OutputBranches(TTree *PosteriorFile, std::vector< double > &BranchValues, std::vector< std::string > &BranchNames, const std::vector< std::string > &FancyNames={})
Matches branches in a TTree to parameters in a systematic handler.
void UpdateThrowMatrix(TMatrixDSym *cov)
Replaces old throw matrix with new one.
void CircularParBounds(const int i, const double LowBound, const double UpBound)
HW :: This method is a tad hacky but modular arithmetic gives me a headache.
void SetBranches(TTree &tree, const bool SaveProposal=false)
set branches for output file
void SaveUpdatedMatrixConfig()
KS: After step scale, prefit etc. value were modified save this modified config.
void ResetIndivStepScale()
Adaptive Step Tuning Stuff.
std::unique_ptr< PCAHandler > PCAObj
Struct containing information about PCA.
int _fNumPar
Number of systematic parameters.
double CalcLikelihood() const _noexcept_
Calc penalty term based on inverted covariance matrix.
void FlipParameterValue(const int index, const double FlipPoint)
KS: Flip parameter around given value, for example mass ordering around 0.
void ConstructPCA(const double eigen_threshold, int FirstPCAdpar, int LastPCAdpar)
CW: Calculate eigen values, prepare transition matrices and remove param based on defined threshold.
std::vector< double > _fIndivStepScaleInitial
Backup of _fIndivStepScale for parameters which are skipped during adaption.
std::vector< double > _fLowBound
Lowest physical bound, parameter will not be able to go beyond it.
std::vector< double > _fCurrVal
Current value of the parameter.
void PrintNominalCurrProp() const
Print prior, current and proposed value for each parameter.
ParameterHandlerBase(const std::vector< std::string > &YAMLFile, std::string name, double threshold=-1, int FirstPCAdpar=-999, int LastPCAdpar=-999)
ETA - constructor for a YAML file.
std::vector< std::vector< double > > InvertCovMatrix
KS: Same as above but much faster as TMatrixDSym cache miss.
TMatrixDSym * covMatrix
The covariance matrix.
std::vector< double > _fPreFitValue
Parameter value dictated by the prior model. Based on it penalty term is calculated.
void Randomize() _noexcept_
"Randomize" the parameters in the covariance class for the proposed step. Used the proposal kernel an...
void PrintIndivStepScale() const
Print step scale for each parameter.
std::vector< std::string > _fNames
ETA _fNames is set automatically in the covariance class to be something like param_i,...
std::vector< std::pair< double, double > > CircularBoundsValues
Circular bounds for each parameter (lower, upper)
void EnableSpecialProposal(const YAML::Node &param, const int Index)
Enable special proposal.
double * corr_throw
Result of multiplication of Cholesky matrix and randParams.
std::string GetName() const
Get name of covariance.
void SetParCurrProp(const int i, const double val)
Set current parameter value.
void SetFreeParameter(const int i)
Set parameter to be treated as free.
std::vector< double > _fUpBound
Upper physical bound, parameter will not be able to go beyond it.
void SetSingleParameter(const int parNo, const double parVal)
Set value of single param to a given value.
double GetParInit(const int i) const
Get prior parameter value.
void SetPar(const int i, const double val)
Set all the covariance matrix parameters to a user-defined value.
void SetIndivStepScale(const int ParameterIndex, const double StepScale)
DB Function to set fIndivStepScale from a vector (Can be used from execs and inside covariance constr...
void SetIndivStepScaleForSkippedAdaptParams()
Set individual step scale for parameters which are skipped during adaption to initial values.
double GetDiagonalError(const int i) const
Get diagonal error for ith parameter.
void SetSubThrowMatrix(int first_index, int last_index, TMatrixDSym const &subcov)
void SetTune(const std::string &TuneName)
KS: Set proposed parameter values vector to be base on tune values, for example set proposed values t...
bool pca
perform PCA or not
std::vector< double > _fIndivStepScale
Individual step scale used by MCMC algorithm.
std::vector< std::unique_ptr< TRandom3 > > random_number
KS: Set Random numbers for each thread so each thread has different seed.
void MakePosDef(TMatrixDSym *cov=nullptr)
Make matrix positive definite by adding small values to diagonal, necessary for inverting matrix.
void SpecialStepProposal()
Perform Special Step Proposal.
int PrintLength
KS: This is used when printing parameters, sometimes we have super long parameters name,...
void CorrelateSteps() _noexcept_
Use Cholesky throw matrix for better step proposal.
std::vector< double > _fPropVal
Proposed value of the parameter.
std::vector< std::vector< std::string > > _fSampleNames
Tells to which samples object param should be applied.
int CheckBounds() const _noexcept_
Check if parameters were proposed outside physical boundary.
void ToggleFixAllParameters()
Toggle fixing parameters at prior values.
constexpr static const double _LARGE_LOGL_
Large Likelihood is used it parameter go out of physical boundary, this indicates in MCMC that such s...
Definition: Core.h:80
void MatrixVectorMulti(double *_restrict_ VecMulti, double **_restrict_ matrix, const double *_restrict_ vector, const int n)
KS: Custom function to perform multiplication of matrix and vector with multithreading.
int GetThreadIndex()
thread index inside parallel loop
Definition: Monitor.h:86
TFile * Open(const std::string &Name, const std::string &Type, const std::string &File, const int Line)
Opens a ROOT file with the given name and mode.
double MatrixVectorMultiSingle(double **_restrict_ matrix, const double *_restrict_ vector, const int Length, const int i)
KS: Custom function to perform multiplication of matrix and single element which is thread safe.
void MakeMatrixPosDef(TMatrixDSym *cov)
Makes sure that matrix is positive-definite by adding a small number to on-diagonal elements.
constexpr static const int _BAD_INT_
Default value used for int initialisation.
Definition: Core.h:55
int GetNThreads()
number of threads which we need for example for TRandom3
Definition: Monitor.cpp:372
std::vector< std::vector< double > > GetCholeskyDecomposedMatrix(const TMatrixDSym &matrix, const std::string &matrixName)
Computes Cholesky decomposition of a symmetric positive definite matrix using custom function which c...
std::string FormatDouble(const double value, const int precision)
Convert double into string for precision, useful for playing with yaml if you don't want to have in c...