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//************************************************************************//
// //
// Copyright 2013 Bertram Kopf (bertram@ep1.rub.de) //
// Julian Pychy (julian@ep1.rub.de) //
// - Ruhr-Universität Bochum //
// //
// This file is part of Pawian. //
// //
// Pawian is free software: you can redistribute it and/or modify //
// it under the terms of the GNU General Public License as published by //
// the Free Software Foundation, either version 3 of the License, or //
// (at your option) any later version. //
// //
// Pawian is distributed in the hope that it will be useful, //
// but WITHOUT ANY WARRANTY; without even the implied warranty of //
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the //
// GNU General Public License for more details. //
// //
// You should have received a copy of the GNU General Public License //
// along with Pawian. If not, see <http://www.gnu.org/licenses/>. //
// //
//************************************************************************//
#include <iostream>
#include <fstream>
#include <boost/random.hpp>
#include "MinFunctions/MinuitMinimizer.hh"
#include "PwaUtils/GlobalEnv.hh"
#include "FitParams/FitParColBase.hh"
#include "FitParams/PwaCovMatrix.hh"
#include "FitParams/MnPawianParameters.hh"
#include "ErrLogger/ErrLogger.hh"
#include "PwaUtils/GlobalEnv.hh"
#include "ConfigParser/ParserBase.hh"
#include "Minuit2/MnMigrad.h"
#include "Minuit2/MnUserParameters.h"
#include "Minuit2/MnPrint.h"
#include "Minuit2/MnUserCovariance.h"
MinuitMinimizer::MinuitMinimizer(std::shared_ptr<AbsFcn> theAbsFcnPtr, std::shared_ptr<AbsPawianParameters> upar) :
AbsPawianMinimizer(theAbsFcnPtr, upar)
{
}
// Minimization takes place here
void MinuitMinimizer::minimize(){
MnMigrad migrad(*_absFcn, _startPawianParams->mnUserParameters());
Info <<"start migrad "<< endmsg;
FunctionMinimum currentFunctionMinimum = migrad(0, GlobalEnv::instance()->parser()->tolerance());
if(currentFunctionMinimum.IsValid()){
// return funcMin;
_minimumReached=true;
_mnFunctionMinimumFinalPtr=std::shared_ptr<FunctionMinimum>(new FunctionMinimum(currentFunctionMinimum));
_bestPawianParams=std::shared_ptr<AbsPawianParameters>(new MnPawianParameters(_mnFunctionMinimumFinalPtr->UserParameters()));
return;
}
// Two more tries to get a valid result unsing strategy 2
for(int j=0; j<2; j++){
Warning <<"FM is invalid, try with strategy = 2."<< endmsg;
// Check minimum covariance matrix
bool badCovarianceDiagonal=false;
if(currentFunctionMinimum.HasCovariance()){
badCovarianceDiagonal = !PwaCovMatrix::DiagonalIsValid(currentFunctionMinimum.UserCovariance());
}
if(badCovarianceDiagonal){
Warning << "Using default errors" << endmsg;
MnUserParameters newParams = _startPawianParams->mnUserParameters();
for(unsigned int i=0; i< currentFunctionMinimum.UserParameters().Params().size();i++){
newParams.SetValue(i, currentFunctionMinimum.UserParameters().Params().at(i));
}
MnMigrad migrad2(*_absFcn, newParams, MnStrategy(2));
currentFunctionMinimum = migrad2(0, GlobalEnv::instance()->parser()->tolerance());
}
else{
MnUserParameters newParams = _startPawianParams->mnUserParameters();
for(unsigned int i=0; i< currentFunctionMinimum.UserParameters().Params().size();i++){
newParams.SetValue(i, currentFunctionMinimum.UserParameters().Params().at(i));
newParams.SetError(i, currentFunctionMinimum.UserParameters().Errors().at(i));
}
MnMigrad migrad2(*_absFcn, newParams, MnStrategy(2));
currentFunctionMinimum = migrad2(0, GlobalEnv::instance()->parser()->tolerance());
}
if(currentFunctionMinimum.IsValid()){
break;
}
}
_minimumReached=true;
_mnFunctionMinimumFinalPtr=std::shared_ptr<FunctionMinimum>(new FunctionMinimum(currentFunctionMinimum));
_bestPawianParams=std::shared_ptr<AbsPawianParameters>(new MnPawianParameters(_mnFunctionMinimumFinalPtr->UserParameters()));
}
void MinuitMinimizer::printFitResult(double evtWeightSumData){
if(!_minimumReached){
Alert << "minimum has not been reached!!!" << endmsg;
exit(1);
}
double theLh = _mnFunctionMinimumFinalPtr->Fval();
Info << "\n\n********************** Final fit parameters *************************\n";
Info << "\n" << _mnFunctionMinimumFinalPtr->UserParameters() << "\n";
Info << "\n\n**************** Minuit FunctionMinimum information ******************" << endmsg;
if(_mnFunctionMinimumFinalPtr->IsValid()) Info << "\n Function minimum is valid.\n";
else Info << "\n WARNING: Function minimum is invalid!" << endmsg;
if(_mnFunctionMinimumFinalPtr->HasValidCovariance()) Info << "\n Covariance matrix is valid." << endmsg;
else Info << "\n WARNING: Covariance matrix is invalid!" << endmsg;
Info <<"\n Final LH: "<< std::setprecision(10) << theLh << "\n" << endmsg;
Info <<" # of function calls: " << _mnFunctionMinimumFinalPtr->NFcn() << endmsg;
Info <<" minimum edm: " << std::setprecision(10) << _mnFunctionMinimumFinalPtr->Edm()<<endmsg;
if(!_mnFunctionMinimumFinalPtr->HasValidParameters()) Info << " hasValidParameters() returned FALSE" << endmsg;
if(!_mnFunctionMinimumFinalPtr->HasAccurateCovar()) Info << " hasAccurateCovar() returned FALSE" << endmsg;
if(!_mnFunctionMinimumFinalPtr->HasPosDefCovar()){ Info << " hasPosDefCovar() returned FALSE" << endmsg;
if(_mnFunctionMinimumFinalPtr->HasMadePosDefCovar()) Info << " hasMadePosDefCovar() returned TRUE" << endmsg;
}
if(!_mnFunctionMinimumFinalPtr->HasCovariance()) Info << " hasCovariance() returned FALSE" << endmsg;
if(_mnFunctionMinimumFinalPtr->HasReachedCallLimit()) Info << " hasReachedCallLimit() returned TRUE" << endmsg;
if(_mnFunctionMinimumFinalPtr->IsAboveMaxEdm()) Info << " isAboveMaxEdm() returned TRUE" << endmsg;
if(_mnFunctionMinimumFinalPtr->HesseFailed()) Info << " hesseFailed() returned TRUE\n" << endmsg;
}
void MinuitMinimizer::dumpFitResult(){
fitParCol finalFitParams=_absFcn->defaultFitValParms();
std::vector<double> finalParamVec=_bestPawianParams->Params();
GlobalEnv::instance()->fitParColBase()->getFitParamVal(finalParamVec, finalFitParams);
fitParCol finalFitErrs=_absFcn->defaultFitErrParms();
std::vector<double> finalParamErrorVec=_bestPawianParams->Errors();
GlobalEnv::instance()->fitParColBase()->getFitParamVal(finalParamErrorVec, finalFitErrs);
Bertram Kopf
committed
std::ostringstream finalResultname;
std::string outputFileNameSuffix= GlobalEnv::instance()->outputFileNameSuffix();
finalResultname << "finalResult" << outputFileNameSuffix << ".dat";
std::ofstream theStream ( finalResultname.str().c_str() );
GlobalEnv::instance()->fitParColBase()->dumpParams(theStream, finalFitParams, finalFitErrs);
//dump covariance matrix
MnUserCovariance theCovMatrix = _mnFunctionMinimumFinalPtr->UserCovariance();
std::ostringstream serializationFileName;
serializationFileName << "serializedOutput" << GlobalEnv::instance()->outputFileNameSuffix() << ".dat";
std::ofstream serializationStream(serializationFileName.str().c_str());
boost::archive::text_oarchive boostOutputArchive(serializationStream);
if(_mnFunctionMinimumFinalPtr->HasValidCovariance()){
const PwaCovMatrix thePwaCovMatrix(theCovMatrix, _mnFunctionMinimumFinalPtr->UserParameters(), finalFitParams);
boostOutputArchive << thePwaCovMatrix;
}
}