From b6957cb5bdae0f3d1eb6d9af1b974749127b9bfb Mon Sep 17 00:00:00 2001
From: Yizhou Cai <yizhou.cai@cern.ch>
Date: Thu, 17 Apr 2025 21:44:14 +0800
Subject: [PATCH 1/5] optimize retry
---
quickstats/components/extended_minimizer.py | 7 ++++++-
1 file changed, 6 insertions(+), 1 deletion(-)
diff --git a/quickstats/components/extended_minimizer.py b/quickstats/components/extended_minimizer.py
index 357ed050..237cfd61 100644
--- a/quickstats/components/extended_minimizer.py
+++ b/quickstats/components/extended_minimizer.py
@@ -681,12 +681,15 @@ class ExtendedMinimizer(AbstractObject):
self.status = status
return status
- def robust_minimize(self, cascade:bool=True):
+ def robust_minimize(self, cascade:bool=True, fit_from_initial:bool=True):
self.stdout.debug('Begin robust minimization.')
strategy = self.config['strategy']
retry = self.config['retry']
minimizer_type = self.config['minimizer_type']
minimizer_algo = self.config['minimizer_algo']
+ if fit_from_initial:
+ variables = self.pdf.getVariables()
+ snapshot = variables.snapshot()
status = self.single_minimize(minimizer_type, minimizer_algo)
# repeat if fit failed or poi(s) at boundary
@@ -700,6 +703,8 @@ class ExtendedMinimizer(AbstractObject):
self.stdout.error(f'ExtendedMinimizer::robust_minimize("{self.name}") fit failed with status {status}. '
f'Retrying with strategy {strategy}')
self.minimizer.setStrategy(strategy)
+ if fit_from_initial:
+ variables.__assign__(snapshot)
status = self.single_minimize(minimizer_type, minimizer_algo)
expanded_pois = self.expand_poi_bounds()
--
GitLab
From 67b0fe8cfb0b1b1c276b5b9a5c16a72238a455e1 Mon Sep 17 00:00:00 2001
From: Yizhou Cai <yizhou.cai@cern.ch>
Date: Thu, 17 Apr 2025 21:51:33 +0800
Subject: [PATCH 2/5] robust the prefit
---
quickstats/components/extended_minimizer.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/quickstats/components/extended_minimizer.py b/quickstats/components/extended_minimizer.py
index 237cfd61..3d0dc836 100644
--- a/quickstats/components/extended_minimizer.py
+++ b/quickstats/components/extended_minimizer.py
@@ -625,7 +625,7 @@ class ExtendedMinimizer(AbstractObject):
# prefit minimization
self.minimizer.setStrategy(0)
self.minimizer.setEps(self.config['eps']*10)
- status = self.single_minimize(self.config['minimizer_type'], self.config['minimizer_algo'])
+ self.robust_minimize(cascade=cascade)
self.minimizer.setStrategy(self.config['strategy'])
self.minimizer.setEps(self.config['eps'])
--
GitLab
From 9fce1d4fe918ed9377b99b0be0e98df93e51c268 Mon Sep 17 00:00:00 2001
From: Yizhou Cai <yizhou.cai@cern.ch>
Date: Thu, 24 Apr 2025 22:07:16 +0800
Subject: [PATCH 3/5] new retry
---
quickstats/components/extended_minimizer.py | 70 +++++++++++++--------
1 file changed, 44 insertions(+), 26 deletions(-)
diff --git a/quickstats/components/extended_minimizer.py b/quickstats/components/extended_minimizer.py
index 3d0dc836..fabbc364 100644
--- a/quickstats/components/extended_minimizer.py
+++ b/quickstats/components/extended_minimizer.py
@@ -55,6 +55,7 @@ class ExtendedMinimizer(AbstractObject):
'postfit_hesse': 0,
'minuit2_storage_level': 0,
'do_prefit': 0,
+ 'retry_diff_eps': 0,
# cms dedicated configs
'set_zero_point': 1, # change the reference point of the NLL to be zero during minimization
# discrete nuisance configs
@@ -624,8 +625,8 @@ class ExtendedMinimizer(AbstractObject):
self.stdout.info('ExtendedMinimizer::minimize("{}") prefit minimization'.format(self.name))
# prefit minimization
self.minimizer.setStrategy(0)
- self.minimizer.setEps(self.config['eps']*10)
- self.robust_minimize(cascade=cascade)
+ self.minimizer.setEps(self.config['eps']*100)
+ self.robust_minimize(cascade=cascade, is_prefit=True)
self.minimizer.setStrategy(self.config['strategy'])
self.minimizer.setEps(self.config['eps'])
@@ -681,37 +682,54 @@ class ExtendedMinimizer(AbstractObject):
self.status = status
return status
- def robust_minimize(self, cascade:bool=True, fit_from_initial:bool=True):
+ def robust_minimize(self, cascade:bool=True, is_prefit:bool=False):
self.stdout.debug('Begin robust minimization.')
- strategy = self.config['strategy']
retry = self.config['retry']
minimizer_type = self.config['minimizer_type']
minimizer_algo = self.config['minimizer_algo']
- if fit_from_initial:
- variables = self.pdf.getVariables()
- snapshot = variables.snapshot()
-
+
+ def require_cascade(fit_status:int):
+ return cascade and (fit_status not in [0, 1])
status = self.single_minimize(minimizer_type, minimizer_algo)
# repeat if fit failed or poi(s) at boundary
expanded_pois = self.expand_poi_bounds()
- def require_cascade(fit_status:int):
- return cascade and (fit_status not in [0, 1])
- while ((require_cascade(status) or expanded_pois) and (retry > 0)):
- if (not expanded_pois) and (strategy < 2):
- strategy += 1
- retry -= 1
- self.stdout.error(f'ExtendedMinimizer::robust_minimize("{self.name}") fit failed with status {status}. '
- f'Retrying with strategy {strategy}')
- self.minimizer.setStrategy(strategy)
- if fit_from_initial:
- variables.__assign__(snapshot)
- status = self.single_minimize(minimizer_type, minimizer_algo)
- expanded_pois = self.expand_poi_bounds()
-
- if status not in [0, 1]:
- self.stdout.error(f'ExtendedMinimizer::robust_minimize("{self.name}") fit failed with status {status}')
-
- self.minimizer.setStrategy(self.config['strategy'])
+
+ if self.config['retry_diff_eps']:
+ eps_init = self.config['eps'] * 100 if is_prefit else self.config['eps']
+ eps = eps_init
+
+ while ((require_cascade(status) or expanded_pois) and (retry > 0)):
+ if (not expanded_pois):
+ eps *= 10
+ retry -= 1
+ self.stdout.error(f'ExtendedMinimizer::robust_minimize("{self.name}") fit failed with status {status}. '
+ f'Retrying with eps {eps}')
+ self.minimizer.setEps(eps)
+ status = self.single_minimize(minimizer_type, minimizer_algo)
+ expanded_pois = self.expand_poi_bounds()
+
+ if status not in [0, 1]:
+ self.stdout.error(f'ExtendedMinimizer::robust_minimize("{self.name}") fit failed with status {status}')
+
+ self.minimizer.setEps(eps_init)
+
+ else:
+ strategy = self.config['strategy']
+
+ while ((require_cascade(status) or expanded_pois) and (retry > 0)):
+ if (not expanded_pois) and (strategy < 2):
+ strategy += 1
+ retry -= 1
+ self.stdout.error(f'ExtendedMinimizer::robust_minimize("{self.name}") fit failed with status {status}. '
+ f'Retrying with strategy {strategy}')
+ self.minimizer.setStrategy(strategy)
+ status = self.single_minimize(minimizer_type, minimizer_algo)
+ expanded_pois = self.expand_poi_bounds()
+
+ if status not in [0, 1]:
+ self.stdout.error(f'ExtendedMinimizer::robust_minimize("{self.name}") fit failed with status {status}')
+
+ self.minimizer.setStrategy(self.config['strategy'])
return status
--
GitLab
From b9d141aaa698f1ff8c20197fcfafa03fb6ad46ae Mon Sep 17 00:00:00 2001
From: Yizhou Cai <yizhou.cai@cern.ch>
Date: Sat, 26 Apr 2025 23:12:50 +0800
Subject: [PATCH 4/5] option of prefit_eps
---
quickstats/components/extended_minimizer.py | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
diff --git a/quickstats/components/extended_minimizer.py b/quickstats/components/extended_minimizer.py
index fabbc364..7588ec61 100644
--- a/quickstats/components/extended_minimizer.py
+++ b/quickstats/components/extended_minimizer.py
@@ -55,6 +55,7 @@ class ExtendedMinimizer(AbstractObject):
'postfit_hesse': 0,
'minuit2_storage_level': 0,
'do_prefit': 0,
+ 'prefit_eps': 1.0,
'retry_diff_eps': 0,
# cms dedicated configs
'set_zero_point': 1, # change the reference point of the NLL to be zero during minimization
@@ -625,7 +626,7 @@ class ExtendedMinimizer(AbstractObject):
self.stdout.info('ExtendedMinimizer::minimize("{}") prefit minimization'.format(self.name))
# prefit minimization
self.minimizer.setStrategy(0)
- self.minimizer.setEps(self.config['eps']*100)
+ self.minimizer.setEps(self.config['prefit_eps'])
self.robust_minimize(cascade=cascade, is_prefit=True)
self.minimizer.setStrategy(self.config['strategy'])
self.minimizer.setEps(self.config['eps'])
@@ -695,7 +696,7 @@ class ExtendedMinimizer(AbstractObject):
expanded_pois = self.expand_poi_bounds()
if self.config['retry_diff_eps']:
- eps_init = self.config['eps'] * 100 if is_prefit else self.config['eps']
+ eps_init = self.config['prefit_eps'] if is_prefit else self.config['eps']
eps = eps_init
while ((require_cascade(status) or expanded_pois) and (retry > 0)):
--
GitLab
From bff396d63be6d2c9830f42fa55c2e9202d1e1b1a Mon Sep 17 00:00:00 2001
From: Yizhou Cai <yizhou.cai@cern.ch>
Date: Sat, 26 Apr 2025 23:19:51 +0800
Subject: [PATCH 5/5] replace do_prefit option by prefit_eps
---
quickstats/components/extended_minimizer.py | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
diff --git a/quickstats/components/extended_minimizer.py b/quickstats/components/extended_minimizer.py
index 7588ec61..6c0b6d47 100644
--- a/quickstats/components/extended_minimizer.py
+++ b/quickstats/components/extended_minimizer.py
@@ -54,8 +54,7 @@ class ExtendedMinimizer(AbstractObject):
'prefit_hesse': 0,
'postfit_hesse': 0,
'minuit2_storage_level': 0,
- 'do_prefit': 0,
- 'prefit_eps': 1.0,
+ 'prefit_eps': 0,
'retry_diff_eps': 0,
# cms dedicated configs
'set_zero_point': 1, # change the reference point of the NLL to be zero during minimization
@@ -622,7 +621,7 @@ class ExtendedMinimizer(AbstractObject):
else:
self.discrete_nuisance.freeze_discrete_params(True)
- if self.config['do_prefit']:
+ if self.config['prefit_eps'] > 0:
self.stdout.info('ExtendedMinimizer::minimize("{}") prefit minimization'.format(self.name))
# prefit minimization
self.minimizer.setStrategy(0)
--
GitLab