Implementation of base Likelihood Fit class, it is mostly responsible for likelihood calculation while actual use depend on classes which inherits. More...

#include <Fitters/LikelihoodFit.h>

Inheritance diagram for LikelihoodFit:

[legend]

Collaboration diagram for LikelihoodFit:

[legend]

Public Member Functions
	LikelihoodFit (Manager *const fitMan)
	Constructor. More...

virtual	~LikelihoodFit ()
	Destructor. More...

virtual double	CalcChi2 (const double *x)
	Chi2 calculation over all included samples and syst objects. More...

int	GetNPars ()
	Get total number of params, this sums over all covariance objects. More...

Public Member Functions inherited from FitterBase
	FitterBase (Manager *const fitMan)
	Constructor. More...

virtual	~FitterBase ()
	Destructor for the FitterBase class. More...

void	AddSampleHandler (SampleHandlerBase *sample)
	This function adds a sample PDF object to the analysis framework. The sample PDF object will be utilized in fitting procedures or likelihood scans. More...

void	AddSystObj (ParameterHandlerBase *cov)
	This function adds a Covariance object to the analysis framework. The Covariance object will be utilized in fitting procedures or likelihood scans. More...

virtual void	RunMCMC ()=0
	The specific fitting algorithm implemented in this function depends on the derived class. It could be Markov Chain Monte Carlo (MCMC), MinuitFit, or another algorithm. More...

void	DragRace (const int NLaps=100)
	Calculates the required time for each sample or covariance object in a drag race simulation. Inspired by Dan's feature. More...

void	RunLLHScan ()
	Perform a 1D likelihood scan. More...

void	RunLLHMap ()
	Perform a general multi-dimensional likelihood scan. More...

void	GetStepScaleBasedOnLLHScan ()
	LLH scan is good first estimate of step scale. More...

void	Run2DLLHScan ()
	Perform a 2D likelihood scan. More...

void	RunSigmaVar ()
	Perform a 1D/2D sigma var for all samples. More...

virtual void	StartFromPreviousFit (const std::string &FitName)
	Allow to start from previous fit/chain. More...

std::string	GetName () const
	Get name of class. More...

Protected Member Functions
void	PrepareFit ()
	prepare output and perform sanity checks More...

Protected Member Functions inherited from FitterBase
void	ProcessMCMC ()
	Process MCMC output. More...

void	PrepareOutput ()
	Prepare the output file. More...

void	SaveOutput ()
	Save output and close files. More...

void	SanitiseInputs ()
	Remove obsolete memory and make other checks before fit starts. More...

void	SaveSettings ()
	Save the settings that the MCMC was run with. More...

bool	GetScanRange (std::map< std::string, std::vector< double >> &scanRanges) const
	YSP: Set up a mapping to store parameters with user-specified ranges, suggested by D. Barrow. More...

void	GetParameterScanRange (const ParameterHandlerBase *cov, const int i, double &CentralValue, double &lower, double &upper, const int n_points, const std::string &suffix="") const
	Helper function to get parameter scan range, central value. More...

bool	CheckSkipParameter (const std::vector< std::string > &SkipVector, const std::string &ParamName) const
	KS: Check whether we want to skip parameter using skip vector. More...

void	CustomRange (const std::string &ParName, const double sigma, double &ParamShiftValue) const
	For comparison with other fitting frameworks (like P-Theta) we usually have to apply different parameter values then usual 1, 3 sigma. More...

Protected Attributes
int	NPars
	Number of all parameters from all covariances. More...

int	NParsPCA
	Number of all parameters from all covariances in PCA base. More...

bool	fMirroring
	Flag telling if mirroring is used or not. More...

Protected Attributes inherited from FitterBase
Manager *	fitMan
	The manager for configuration handling. More...

unsigned int	step
	current state More...

double	logLCurr
	current likelihood More...

double	logLProp
	proposed likelihood More...

double	accProb
	current acceptance prob More...

int	accCount
	counts accepted steps More...

unsigned int	stepStart
	step start, by default 0 if we start from previous chain then it will be different More...

std::vector< double >	sample_llh
	store the llh breakdowns More...

std::vector< double >	syst_llh
	systematic llh breakdowns More...

std::vector< SampleHandlerBase * >	samples
	Sample holder. More...

unsigned int	TotalNSamples
	Total number of samples used, single SampleHandler can store more than one analysis sample! More...

std::vector< ParameterHandlerBase * >	systematics
	Systematic holder. More...

std::unique_ptr< TStopwatch >	clock
	tells global time how long fit took More...

std::unique_ptr< TStopwatch >	stepClock
	tells how long single step/fit iteration took More...

double	stepTime
	Time of single step. More...

std::unique_ptr< TRandom3 >	random
	Random number. More...

TFile *	outputFile
	Output. More...

TDirectory *	CovFolder
	Output cov folder. More...

TDirectory *	SampleFolder
	Output sample folder. More...

TTree *	outTree
	Output tree with posteriors. More...

int	auto_save
	auto save every N steps More...

bool	fTestLikelihood
	Necessary for some fitting algorithms like PSO. More...

bool	FileSaved
	Checks if file saved not repeat some operations. More...

bool	SettingsSaved
	Checks if setting saved not repeat some operations. More...

bool	OutputPrepared
	Checks if output prepared not repeat some operations. More...

std::string	AlgorithmName
	Name of fitting algorithm that is being used. More...

Detailed Description

Implementation of base Likelihood Fit class, it is mostly responsible for likelihood calculation while actual use depend on classes which inherits.

Definition at line 6 of file LikelihoodFit.h.

Constructor & Destructor Documentation

◆ LikelihoodFit()

LikelihoodFit::LikelihoodFit ( Manager *const fitMan )

Constructor.

Definition at line 5 of file LikelihoodFit.cpp.

                                          : FitterBase(man) {
 // *******************
   NPars = 0;
   NParsPCA = 0;
   fMirroring = GetFromManager<bool>(fitMan->raw()["General"]["Fitter"]["Mirroring"], false);
   if(fMirroring) MACH3LOG_INFO("Mirroring enabled");
 }

◆ ~LikelihoodFit()

LikelihoodFit::~LikelihoodFit ( )

virtual

Destructor.

Definition at line 16 of file LikelihoodFit.cpp.

                               {
 // *************************
 }

Member Function Documentation

◆ CalcChi2()

double LikelihoodFit::CalcChi2 ( const double * x )

virtual

Chi2 calculation over all included samples and syst objects.

Reimplemented in PSO.

Definition at line 39 of file LikelihoodFit.cpp.

                                               {
 // *******************
   if (step % 10000 == 0) {
     MACH3LOG_INFO("Iteration {}", step);
   }
  
   stepClock->Start();
  
   int ParCounter = 0;
   double llh = 0;
   for (std::vector<ParameterHandlerBase*>::iterator it = systematics.begin(); it != systematics.end(); ++it)
   {
     if(!(*it)->IsPCA())
     {
       std::vector<double> pars;
       const int NumPar = (*it)->GetNumParams();
       //KS: Avoid push back as they are slow
       pars.resize(NumPar);
       for(int i = 0; i < NumPar; ++i, ++ParCounter)
       {
         double ParVal = x[ParCounter];
         //KS: Basically apply mirroring for parameters out of bounds
         if(fMirroring)
         {
           if(ParVal < (*it)->GetLowerBound(i))
           {
             ParVal = (*it)->GetLowerBound(i) + ((*it)->GetLowerBound(i) - ParVal);
           }
           else if (ParVal > (*it)->GetUpperBound(i))
           {
             ParVal = (*it)->GetUpperBound(i) - ( ParVal - (*it)->GetUpperBound(i));
           }
         }
         pars[i] = ParVal;
       }
       (*it)->SetParameters(pars);
     }
     else
     {
       std::vector<double> pars;
       const int NumPar = (*it)->GetNParameters();
       //KS: Avoid push back as they are slow
       pars.resize(NumPar);
       for(int i = 0; i < NumPar; ++i, ++ParCounter)
       {
         double ParVal = x[ParCounter];
         //KS: Basically apply mirroring for parameters out of bounds
         pars[i] = ParVal;
       }
       (*it)->GetPCAHandler()->SetParametersPCA(pars);
     }
     (*it)->AcceptStep();
   }
  
   // Loop over the systematics and propose the initial step
   int stdIt = 0;
   for (std::vector<ParameterHandlerBase*>::iterator it = systematics.begin(); it != systematics.end(); ++it, ++stdIt)
   {
     //GetLikelihood will return LargeL if out of bounds, for minimizers this is not the problem, while calcLikelihood will return actual likelihood
     syst_llh[stdIt] = (*it)->CalcLikelihood();
     llh += syst_llh[stdIt];
     #ifdef DEBUG
     if (debug) debugFile << "LLH after " << systematics[stdIt]->GetName() << " " << llh << std::endl;
     #endif
   }
   // Could multi-thread this
   // But since sample reweight is multi-threaded it's probably better to do that
   for (size_t i = 0; i < samples.size(); i++)
   {
     samples[i]->Reweight();
   }
  
   //DB for atmospheric event by event sample migration, need to fully reweight all samples to allow event passing prior to likelihood evaluation
   for (size_t i = 0; i < samples.size(); i++) {
     // Get the sample likelihoods and add them
     sample_llh[i] = samples[i]->GetLikelihood();
     llh += sample_llh[i];
     #ifdef DEBUG
     if (debug) debugFile << "LLH after sample " << i << " " << llh << std::endl;
     #endif
   }
  
   // Save the proposed likelihood (class member)
   logLProp = llh;
   logLCurr = llh;
   accProb = 1;
  
   stepClock->Stop();
   stepTime = stepClock->RealTime();
  
   // Write step to output tree
   outTree->Fill();
  
   // Auto save the output
   if (step % auto_save == 0) outTree->AutoSave();
   step++;
   accCount++;
  
   llh = 2.0*llh;
   return llh;
 }

◆ GetNPars()

int LikelihoodFit::GetNPars ( )

inline

Get total number of params, this sums over all covariance objects.

Definition at line 16 of file LikelihoodFit.h.

16 {return NPars;};

◆ PrepareFit()

void LikelihoodFit::PrepareFit ( )

protected

prepare output and perform sanity checks

Definition at line 21 of file LikelihoodFit.cpp.

                                {
 // *******************
   // Save the settings into the output file
   SaveSettings();
  
   // Prepare the output branches
   PrepareOutput();
   
   for (size_t s = 0; s < systematics.size(); ++s) {
     NPars += systematics[s]->GetNumParams();
     NParsPCA += systematics[s]->GetNParameters();
   }
  
   //KS: If PCA is note enabled NParsPCA == NPars
   MACH3LOG_INFO("Total number of parameters {}", NParsPCA);
 }

Member Data Documentation

◆ fMirroring

bool LikelihoodFit::fMirroring

protected

Flag telling if mirroring is used or not.

Definition at line 27 of file LikelihoodFit.h.

◆ NPars

int LikelihoodFit::NPars

protected

Number of all parameters from all covariances.

Definition at line 23 of file LikelihoodFit.h.

◆ NParsPCA

int LikelihoodFit::NParsPCA

protected

Number of all parameters from all covariances in PCA base.

Definition at line 25 of file LikelihoodFit.h.

The documentation for this class was generated from the following files:

Fitters/LikelihoodFit.h
Fitters/LikelihoodFit.cpp

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ LikelihoodFit()

◆ ~LikelihoodFit()

Member Function Documentation

◆ CalcChi2()

◆ GetNPars()

◆ PrepareFit()

Member Data Documentation

◆ fMirroring

◆ NPars

◆ NParsPCA