PyParameterHandlerBase Class Reference

EW: As ParameterHandlerBase is an abstract base class we have to do some gymnastics to get it to get it into python. More...

Inheritance diagram for PyParameterHandlerBase:

Collaboration diagram for PyParameterHandlerBase:

Public Member Functions
double	GetLikelihood () override
	Return CalcLikelihood if some params were thrown out of boundary return LARGE_LOGL More...
void	ProposeStep () override
	Generate a new proposed state. More...
	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. More...
	ParameterHandlerBase (std::string name, std::string file, double threshold=-1, int FirstPCAdpar=-999, int LastPCAdpar=-999)
	"Usual" constructors from root file More...
Public Member Functions inherited from ParameterHandlerBase
	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. More...
	ParameterHandlerBase (std::string name, std::string file, double threshold=-1, int FirstPCAdpar=-999, int LastPCAdpar=-999)
	"Usual" constructors from root file More...
virtual	~ParameterHandlerBase ()
	Destructor. More...
void	SetCovMatrix (TMatrixDSym *cov)
	Set covariance matrix. More...
void	SetName (const std::string &name)
	Set matrix name. More...
void	SetParName (const int i, const std::string &name)
	change parameter name More...
void	SetSingleParameter (const int parNo, const double parVal)
	Set value of single param to a given value. More...
void	SetPar (const int i, const double val)
	Set all the covariance matrix parameters to a user-defined value. More...
void	SetParCurrProp (const int i, const double val)
	Set current parameter value. More...
void	SetParProp (const int i, const double val)
	Set proposed parameter value. More...
void	SetParameters (const std::vector< double > &pars={})
	Set parameter values using vector, it has to have same size as covariance class. More...
void	SetFlatPrior (const int i, const bool eL)
	Set if parameter should have flat prior or not. More...
void	SetRandomThrow (const int i, const double rand)
	Set random value useful for debugging/CI. More...
double	GetRandomThrow (const int i) const
	Get random value useful for debugging/CI. More...
void	SetBranches (TTree &tree, const bool SaveProposal=false)
	set branches for output file More...
void	SetStepScale (const double scale, const bool verbose=true)
	Set global step scale for covariance object. More...
void	SetIndivStepScale (const int ParameterIndex, const double StepScale)
	DB Function to set fIndivStepScale from a vector (Can be used from execs and inside covariance constructors) More...
void	SetIndivStepScale (const std::vector< double > &stepscale)
	DB Function to set fIndivStepScale from a vector (Can be used from execs and inside covariance constructors) More...
void	SetPrintLength (const unsigned int PriLen)
	KS: In case someone really want to change this. More...
void	SaveUpdatedMatrixConfig ()
	KS: After step scale, prefit etc. value were modified save this modified config. More...
void	ThrowParameters ()
	Throw the parameters according to the covariance matrix. This shouldn't be used in MCMC code ase it can break Detailed Balance;. More...
void	RandomConfiguration ()
	Randomly throw the parameters in their 1 sigma range. More...
int	CheckBounds () const _noexcept_
	Check if parameters were proposed outside physical boundary. More...
double	CalcLikelihood () const _noexcept_
	Calc penalty term based on inverted covariance matrix. More...
TMatrixDSym *	GetCovMatrix () const
	Return covariance matrix. More...
TMatrixDSym *	GetInvCovMatrix () const
	Return inverted covariance matrix. More...
double	GetInvCovMatrix (const int i, const int j) const
	Return inverted covariance matrix. More...
double	GetCorrThrows (const int i) const
	Return correlated throws. More...
bool	GetFlatPrior (const int i) const
	Get if param has flat prior or not. More...
std::string	GetName () const
	Get name of covariance. More...
std::string	GetParName (const int i) const
	Get name of parameter. More...
int	GetParIndex (const std::string &name) const
	Get index based on name. More...
std::string	GetParFancyName (const int i) const
	Get fancy name of the Parameter. More...
std::string	GetInputFile () const
	Get name of input file. More...
double	GetDiagonalError (const int i) const
	Get diagonal error for ith parameter. More...
double	GetError (const int i) const
	Get the error for the ith parameter. More...
void	ResetIndivStepScale ()
	Adaptive Step Tuning Stuff. More...
void	SetIndivStepScaleForSkippedAdaptParams ()
	Set individual step scale for parameters which are skipped during adaption to initial values. More...
void	InitialiseAdaption (const YAML::Node &adapt_manager)
	Initialise adaptive MCMC. More...
void	SaveAdaptiveToFile (const std::string &outFileName, const std::string &systematicName)
	Save adaptive throw matrix to file. More...
bool	GetDoAdaption () const
	Do we adapt or not. More...
void	SetThrowMatrix (TMatrixDSym *cov)
	Use new throw matrix, used in adaptive MCMC. More...
void	SetSubThrowMatrix (int first_index, int last_index, TMatrixDSym const &subcov)
void	UpdateThrowMatrix (TMatrixDSym *cov)
	Replaces old throw matrix with new one. More...
void	SetNumberOfSteps (const int nsteps)
	Set number of MCMC step, when running adaptive MCMC it is updated with given frequency. We need number of steps to determine frequency. More...
TMatrixDSym *	GetThrowMatrix () const
	Get matrix used for step proposal. More...
double	GetThrowMatrix (const int i, const int j) const
	Get matrix used for step proposal. More...
TH2D *	GetCorrelationMatrix ()
	KS: Convert covariance matrix to correlation matrix and return TH2D which can be used for fancy plotting. More...
const double *	RetPointer (const int iParam)
	DB Pointer return to param position. More...
const std::vector< double > &	GetParPropVec ()
	Get a reference to the proposed parameter values Can be useful if you want to track these without having to copy values using getProposed() More...
int	GetNumParams () const
	Get total number of parameters. More...
std::vector< double >	GetPreFitValues () const
	Get the pre-fit values of the parameters. More...
std::vector< double >	GetProposed () const
	Get vector of all proposed parameter values. More...
double	GetParProp (const int i) const
	Get proposed parameter value. More...
double	GetParCurr (const int i) const
	Get current parameter value. More...
const std::vector< double > &	GetParCurrVec () const
	Get vector of current parameter values. More...
double	GetParInit (const int i) const
	Get prior parameter value. More...
double	GetUpperBound (const int i) const
	Get upper parameter bound in which it is physically valid. More...
double	GetLowerBound (const int i) const
	Get lower parameter bound in which it is physically valid. More...
double	GetIndivStepScale (const int ParameterIndex) const
	Get individual step scale for selected parameter. More...
double	GetGlobalStepScale () const
	Get global step scale for covariance object. More...
int	GetNParameters () const
	Get number of params which will be different depending if using Eigen decomposition or not. More...
void	PrintNominal () const
	Print prior value for every parameter. More...
void	PrintNominalCurrProp () const
	Print prior, current and proposed value for each parameter. More...
void	PrintParameters () const
void	PrintIndivStepScale () const
	Print step scale for each parameter. More...
void	Randomize () _noexcept_
	"Randomize" the parameters in the covariance class for the proposed step. Used the proposal kernel and the current parameter value to set proposed step More...
void	CorrelateSteps () _noexcept_
	Use Cholesky throw matrix for better step proposal. More...
void	UpdateAdaptiveCovariance ()
	Method to update adaptive MCMC [13]. More...
void	AcceptStep () _noexcept_
	Accepted this step. More...
void	SetFixAllParameters ()
	Set all parameters to be fixed at prior values. More...
void	SetFixParameter (const int i)
	Set parameter to be fixed at prior value. More...
void	SetFixParameter (const std::string &name)
	Set parameter to be fixed at prior value. More...
void	SetFreeAllParameters ()
	Set all parameters to be treated as free. More...
void	SetFreeParameter (const int i)
	Set parameter to be treated as free. More...
void	SetFreeParameter (const std::string &name)
	Set parameter to be treated as free. More...
void	ToggleFixAllParameters ()
	Toggle fixing parameters at prior values. More...
void	ToggleFixParameter (const int i)
	Toggle fixing parameter at prior values. More...
void	ToggleFixParameter (const std::string &name)
	Toggle fixing parameter at prior values. More...
bool	IsParameterFixed (const int i) const
	Is parameter fixed or not. More...
bool	IsParameterFixed (const std::string &name) const
	Is parameter fixed or not. More...
void	ConstructPCA (const double eigen_threshold, int FirstPCAdpar, int LastPCAdpar)
	CW: Calculate eigen values, prepare transition matrices and remove param based on defined threshold. More...
bool	IsPCA () const
	is PCA, can use to query e.g. LLH scans More...
YAML::Node	GetConfig () const
	Getter to return a copy of the YAML node. More...
adaptive_mcmc::AdaptiveMCMCHandler *	GetAdaptiveHandler () const
	Get pointer for AdaptiveHandler. More...
void	SetTune (const std::string &TuneName)
	KS: Set proposed parameter values vector to be base on tune values, for example set proposed values to be of generated or maybe PostND. More...
PCAHandler *	GetPCAHandler () const
	Get pointer for PCAHandler. More...
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. More...

Additional Inherited Members
Protected Member Functions inherited from ParameterHandlerBase
void	Init (const std::string &name, const std::string &file)
	Initialisation of the class using matrix from root file. More...
void	Init (const std::vector< std::string > &YAMLFile)
	Initialisation of the class using config. More...
void	ReserveMemory (const int size)
	Initialise vectors with parameters information. More...
void	MakePosDef (TMatrixDSym *cov=nullptr)
	Make matrix positive definite by adding small values to diagonal, necessary for inverting matrix. More...
void	MakeClosestPosDef (TMatrixDSym *cov)
	HW: Finds closest possible positive definite matrix in Frobenius Norm ||.||_frob Where ||X||_frob=sqrt[sum_ij(x_ij^2)] (basically just turns an n,n matrix into vector in n^2 space then does Euclidean norm) More...
void	SetThrowMatrixFromFile (const std::string &matrix_file_name, const std::string &matrix_name, const std::string &means_name)
	sets throw matrix from a file More...
bool	AppliesToSample (const int SystIndex, const std::string &SampleName) const
	Check if parameter is affecting given sample name. More...
void	FlipParameterValue (const int index, const double FlipPoint)
	KS: Flip parameter around given value, for example mass ordering around 0. More...
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. More...
void	EnableSpecialProposal (const YAML::Node &param, const int Index)
	Enable special proposal. More...
void	SpecialStepProposal ()
	Perform Special Step Proposal. More...
Protected Attributes inherited from ParameterHandlerBase
bool	doSpecialStepProposal
	Check if any of special step proposal were enabled. More...
const std::string	inputFile
	The input root file we read in. More...
std::string	matrixName
	Name of cov matrix. More...
TMatrixDSym *	covMatrix
	The covariance matrix. More...
TMatrixDSym *	invCovMatrix
	The inverse covariance matrix. More...
std::vector< std::vector< double > >	InvertCovMatrix
	KS: Same as above but much faster as TMatrixDSym cache miss. More...
std::vector< std::unique_ptr< TRandom3 > >	random_number
	KS: Set Random numbers for each thread so each thread has different seed. More...
double *	randParams
	Random number taken from gaussian around prior error used for corr_throw. More...
double *	corr_throw
	Result of multiplication of Cholesky matrix and randParams. More...
double	_fGlobalStepScale
	Global step scale applied to all params in this class. More...
int	PrintLength
	KS: This is used when printing parameters, sometimes we have super long parameters name, we want to flexibly adjust couts. More...
std::vector< std::string >	_fNames
	ETA _fNames is set automatically in the covariance class to be something like param_i, this is currently to make things compatible with the Diagnostic tools. More...
std::vector< std::string >	_fFancyNames
	Fancy name for example rather than param_0 it is MAQE, useful for human reading. More...
YAML::Node	_fYAMLDoc
	Stores config describing systematics. More...
int	_fNumPar
	Number of systematic parameters. More...
std::vector< double >	_fPreFitValue
	Parameter value dictated by the prior model. Based on it penalty term is calculated. More...
std::vector< double >	_fCurrVal
	Current value of the parameter. More...
std::vector< double >	_fPropVal
	Proposed value of the parameter. More...
std::vector< double >	_fError
	Prior error on the parameter. More...
std::vector< double >	_fLowBound
	Lowest physical bound, parameter will not be able to go beyond it. More...
std::vector< double >	_fUpBound
	Upper physical bound, parameter will not be able to go beyond it. More...
std::vector< double >	_fIndivStepScale
	Individual step scale used by MCMC algorithm. More...
std::vector< bool >	_fFlatPrior
	Whether to apply flat prior or not. More...
std::vector< std::vector< std::string > >	_fSampleNames
	Tells to which samples object param should be applied. More...
std::vector< double >	_fIndivStepScaleInitial
	Backup of _fIndivStepScale for parameters which are skipped during adaption. More...
double	_fGlobalStepScaleInitial
	Backup of _fGlobalStepScale for parameters which are skipped during adaption. More...
std::vector< bool >	param_skip_adapt_flags
	Flags telling if parameter should be skipped during adaption. More...
TMatrixDSym *	throwMatrix
	Matrix which we use for step proposal before Cholesky decomposition (not actually used for step proposal) More...
double **	throwMatrixCholDecomp
	Throw matrix that is being used in the fit, much faster as TMatrixDSym cache miss. More...
bool	pca
	perform PCA or not More...
bool	use_adaptive
	Are we using AMCMC? More...
std::unique_ptr< PCAHandler >	PCAObj
	Struct containing information about PCA. More...
std::unique_ptr< adaptive_mcmc::AdaptiveMCMCHandler >	AdaptiveHandler
	Struct containing information about adaption. More...
std::unique_ptr< ParameterTunes >	Tunes
	Struct containing information about adaption. More...
std::vector< int >	FlipParameterIndex
	Indices of parameters with flip symmetry. More...
std::vector< double >	FlipParameterPoint
	Central points around which parameters are flipped. More...
std::vector< int >	CircularBoundsIndex
	Indices of parameters with circular bounds. More...
std::vector< std::pair< double, double > >	CircularBoundsValues
	Circular bounds for each parameter (lower, upper) More...

Detailed Description

EW: As ParameterHandlerBase is an abstract base class we have to do some gymnastics to get it to get it into python.

Definition at line 12 of file parameters.cpp.

Member Function Documentation

GetLikelihood()

double PyParameterHandlerBase::GetLikelihood ( )

inlineoverridevirtual

Return CalcLikelihood if some params were thrown out of boundary return LARGE_LOGL

Reimplemented from ParameterHandlerBase.

Definition at line 18 of file parameters.cpp.

                                    {
        PYBIND11_OVERRIDE_NAME(
            double,           /* Return type */
            ParameterHandlerBase,   /* Parent class */
            "get_likelihood", /* Name in python*/
            GetLikelihood     /* Name of function in C++ (must match Python name) */
        );
    }

ParameterHandlerBase() [1/2]

ParameterHandlerBase::ParameterHandlerBase

ETA - constructor for a YAML file.

Parameters

YAMLFile	A vector of strings representing the YAML files used for initialisation of matrix
name	Matrix name
threshold	PCA threshold from 0 to 1. Default is -1 and means no PCA
FirstPCAdpar	First PCA parameter that will be decomposed.
LastPCAdpar	First PCA parameter that will be decomposed.

Definition at line 23 of file ParameterHandlerBase.cpp.

                     : inputFile(YAMLFile[0].c_str()), matrixName(name), pca(true) {
// ********************************************
  MACH3LOG_INFO("Constructing instance of ParameterHandler using");
  doSpecialStepProposal = false;
  for(unsigned int i = 0; i < YAMLFile.size(); i++)
  {
    MACH3LOG_INFO("{}", YAMLFile[i]);
  }
  MACH3LOG_INFO("as an input");
 
  if (threshold < 0 || threshold >= 1) {
    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");
    MACH3LOG_INFO("Please specify a number between 0 and 1");
    MACH3LOG_INFO("You specified: ");
    MACH3LOG_INFO("Am instead calling the usual non-PCA constructor...");
    pca = false;
  }
 
  Init(YAMLFile);
  // Call the innocent helper function
  if (pca) ConstructPCA(threshold, FirstPCA, LastPCA);
}

ParameterHandlerBase() [2/2]

ParameterHandlerBase::ParameterHandlerBase

"Usual" constructors from root file

Parameters

name	Matrix name
file	Path to matrix root file

Definition at line 27 of file ParameterHandlerBase.cpp.

                     : inputFile(file), pca(true) {
// ********************************************
  MACH3LOG_DEBUG("Constructing instance of ParameterHandler");
  doSpecialStepProposal = false;
  if (threshold < 0 || threshold >= 1) {
    MACH3LOG_INFO("NOTE: {} {}", name, file);
    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");
    MACH3LOG_INFO("Please specify a number between 0 and 1");
    MACH3LOG_INFO("You specified: ");
    MACH3LOG_INFO("Am instead calling the usual non-PCA constructor...");
    pca = false;
  }
  Init(name, file);
 
  // Call the innocent helper function
  if (pca) ConstructPCA(threshold, FirstPCA, LastPCA);
}

ProposeStep()

void PyParameterHandlerBase::ProposeStep ( )

inlineoverridevirtual

Generate a new proposed state.

Reimplemented from ParameterHandlerBase.

Definition at line 27 of file parameters.cpp.

                                {
        PYBIND11_OVERRIDE_NAME(
            void,            /* Return type */
            ParameterHandlerBase,  /* Parent class */
            "propose_step",  /* Name in python*/
            ProposeStep      /* Name of function in C++ (must match Python name) */
        );
    }

---

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

• python/parameters.cpp