def test_binned_extended_simple(Loss):
# zfit.run.set_graph_mode(False)
counts = np.random.uniform(high=1, size=(10, 20)) # generate counts
counts2 = np.random.normal(loc=5, size=(10, 20))
counts3 = np.linspace(0, 10, num=10)[:, None] * np.linspace(
0, 5, num=20)[None, :]
binning = [
zfit.binned.VariableBinning(
[-10, -5, 5, 7, 10, 15, 17, 21, 23.5, 27, 30], name="obs1"),
RegularBinning(20, 0, 10, name="obs2"),
]
obs = zfit.Space(obs=["obs1", "obs2"], binning=binning)
mc1 = BinnedData.from_tensor(space=obs,
values=counts,
variances=znp.ones_like(counts) * 1.3)
mc2 = BinnedData.from_tensor(obs, counts2)
mc3 = BinnedData.from_tensor(obs, counts3)
sum_counts = counts + counts2 + counts3
observed_data = BinnedData.from_tensor(space=obs,
values=sum_counts,
variances=(sum_counts + 0.5)**2)
pdf = BinnedTemplatePDFV1(data=mc1)
pdf2 = BinnedTemplatePDFV1(data=mc2)
pdf3 = BinnedTemplatePDFV1(data=mc3)
pdf_sum = BinnedSumPDF(pdfs=[pdf, pdf2, pdf3], obs=obs)
nll = Loss(pdf_sum, data=observed_data)
nll.value(), nll.gradient() # TODO: add some check?
def test_from_and_to_hist():
h3 = hist.NamedHist(
hist.axis.Regular(25, -3.5, 3, name="x", flow=False),
hist.axis.Regular(21, -4, 5, name="y", flow=False),
storage=hist.storage.Weight(),
)
x2 = np.random.randn(1_000)
y2 = 0.5 * np.random.randn(1_000)
h3.fill(x=x2, y=y2)
from zfit._data.binneddatav1 import BinnedData
for _ in range(10): # make sure this works many times
h1 = BinnedData.from_hist(h3)
np.testing.assert_allclose(h1.variances(), h3.variances())
np.testing.assert_allclose(h1.values(), h3.values())
unbinned = h1.to_unbinned()
assert unbinned.value().shape[1] == 2
assert unbinned.value().shape[0] == unbinned.weights.shape[0]
h3recreated = h1.to_hist()
assert h3recreated == h3
bh3 = bh.Histogram(h1)
np.testing.assert_allclose(h1.variances(), bh3.variances())
np.testing.assert_allclose(h1.values(), bh3.values())
def sample(
self, n: int = None, limits: ztyping.LimitsType = None
) -> ZfitBinnedData:
"""Draw a random binned sample from the PDF.
Args:
n: |@doc:pdf.sample.n| Number of samples to draw.
For an extended PDF, the argument is optional and will be the
poisson-fluctuated expected number of events, i.e. the yield. |@docend:pdf.sample.n|
limits: |@doc:pdf.sample.limits| Limits of the sampling.
By default, this is the same as the default space of the PDF. |@docend:pdf.sample.limits|
Returns:
``ZfitBinnedData``: Sampled dataset
"""
if n is None:
if self.is_extended:
n = znp.random.poisson(self.get_yield(), size=1)
else:
raise ValueError(
f"n cannot be None for sampling of {self} or needs to be extended."
)
original_limits = limits
limits = self._check_convert_limits(limits)
values = self._call_sample(n, limits)
if not isinstance(values, ZfitBinnedData):
values = BinnedData.from_tensor(space=limits, values=values, variances=None)
if isinstance(original_limits, ZfitSpace):
values = values.with_obs(original_limits)
return values
def __init__(
self,
data: ztyping.BinnedDataInputType,
extended: Optional[ztyping.ExtendedInputType] = None,
norm: Optional[ztyping.NormInputType] = None,
name: str = "HistogramPDF",
) -> None:
"""Binned PDF resembling a histogram.
Simple histogram PDF that can be used to model a histogram as a PDF.
Args:
data: Histogram to be used as PDF.
extended: |@doc:pdf.init.extended| The overall yield of the PDF.
If this is parameter-like, it will be used as the yield,
the expected number of events, and the PDF will be extended.
An extended PDF has additional functionality, such as the
`ext_*` methods and the `counts` (for binned PDFs). |@docend:pdf.init.extended|
|@doc:pdf.init.extended.auto| If `True`,
the PDF will be extended automatically if the PDF is extended
using the total number of events in the histogram.
This is the default. |@docend:pdf.init.extended.auto|
norm: |@doc:pdf.init.norm| Normalization of the PDF.
By default, this is the same as the default space of the PDF. |@docend:pdf.init.norm|
name: |@doc:model.init.name| Human-readable name
or label of
the PDF for better identification.
Has no programmatical functional purpose as identification. |@docend:model.init.name|
"""
if extended is None:
extended = True
if not isinstance(data, ZfitBinnedData):
if isinstance(data, PlottableHistogram):
from zfit._data.binneddatav1 import BinnedData
data = BinnedData.from_hist(data)
else:
raise TypeError(
"data must be of type PlottableHistogram (UHI) or ZfitBinnedData"
)
params = {}
if extended is True:
self._automatically_extended = True
extended = znp.sum(data.values())
else:
self._automatically_extended = False
super().__init__(obs=data.space,
extended=extended,
norm=norm,
params=params,
name=name)
self._data = data
def test_binned_template_pdf():
bins1 = 5
bins2 = 7
counts = np.random.uniform(high=1, size=(bins1, bins2)) # generate counts
counts2 = np.random.normal(loc=5, size=(bins1, bins2))
counts3 = (np.linspace(0, 10, num=bins1)[:, None] *
np.linspace(0, 5, num=bins2)[None, :])
binnings = [
zfit.binned.RegularBinning(bins1, 0, 10, name="obs1"),
zfit.binned.RegularBinning(7, -10, bins2, name="obs2"),
]
binning = binnings
axes = zfit.binned.Binnings(binning)
obs = zfit.Space(obs=["obs1", "obs2"], binning=binning)
data = BinnedData.from_tensor(space=obs,
values=counts,
variances=znp.ones_like(counts) * 1.3)
data2 = BinnedData.from_tensor(obs, counts2)
data3 = BinnedData.from_tensor(obs, counts3)
pdf = BinnedTemplatePDFV1(data=data, extended=np.sum(counts))
pdf2 = BinnedTemplatePDFV1(data=data2, extended=np.sum(counts2))
pdf3 = BinnedTemplatePDFV1(data=data3, extended=np.sum(counts3))
assert len(pdf.ext_pdf(data)) > 0
pdf_sum = BinnedSumPDF(pdfs=[pdf, pdf2, pdf3], obs=obs)
probs = pdf_sum.counts(data)
true_sum_counts = counts + counts2 + counts3
np.testing.assert_allclose(true_sum_counts, probs)
nsamples = 100_000_000
sample = pdf_sum.sample(n=nsamples)
np.testing.assert_allclose(true_sum_counts,
sample.values() / nsamples *
pdf_sum.get_yield(),
rtol=0.03)
# integrate
true_integral = znp.sum(true_sum_counts)
integral = pdf_sum.ext_integrate(limits=obs)
assert pytest.approx(float(true_integral)) == float(integral)
def to_binneddata(self, **kwargs) -> zfit.data.BinnedData:
"""Create an Asimov dataset as `BinnedData` using either `counts` (for extended) or `rel_counts`
Args:
**kwargs (): arguments to `counts` or `rel_counts`.
Returns:
BinnedData: Binned data representing the Asimov dataset of this PDF.
"""
values = self.values(**kwargs)
data = BinnedData.from_tensor(space=self.space, values=values)
return data
def test_morphing_templates2D(alphas):
bins1 = 10
bins2 = 7
shape = (bins1, bins2)
counts1 = np.random.uniform(70, high=100, size=shape) # generate counts
# counts1 = np.random.uniform(70, high=100, size=bins1) # generate counts
counts = [
counts1 - np.random.uniform(high=20, size=shape),
counts1,
counts1 + np.random.uniform(high=20, size=shape),
]
if alphas is not None:
counts.append(counts1 + np.random.uniform(high=5, size=shape))
binning1 = zfit.binned.VariableBinning(sorted(
np.random.uniform(0, 10, size=bins1 + 1)),
name="obs1")
binning2 = zfit.binned.RegularBinning(bins2, 0, 10, name="obs2")
obs1 = zfit.Space(obs="obs1", binning=binning1)
obs2 = zfit.Space(obs="obs2", binning=binning2)
obs = obs1 * obs2
datasets = [BinnedData.from_tensor(obs, count) for count in counts]
pdfs = [
BinnedTemplatePDFV1(data=data, extended=np.sum(data.values()))
for data in datasets
]
if alphas is not None:
pdfs = {a: p for a, p in zip(alphas, pdfs)}
alpha = zfit.Parameter("alpha", 0, -5, 5)
morph = SplineMorphingPDF(alpha=alpha, hists=pdfs)
if alphas is None:
alphas = [-1, 0, 1]
for i, a in enumerate(alphas):
alpha.set_value(a)
np.testing.assert_allclose(morph.counts(), counts[i])
assert pytest.approx(np.sum(counts[i])) == zfit.run(morph.get_yield())
if len(alphas) > i + 1:
alpha.set_value((a + alphas[i + 1]) / 2)
max_dist = (counts[i] - counts[i + 1])**2 + 5 # tolerance
max_dist *= 1.1 # not strict, it can be a bit higher
numpy.testing.assert_array_less((morph.counts() - counts[i])**2,
max_dist)
numpy.testing.assert_array_less(
(morph.counts() - counts[i + 1])**2, max_dist)
def __init__(
self,
model: ztyping.BinnedPDFInputType,
data: ztyping.BinnedDataInputType,
constraints: ConstraintsInputType = None,
options: OptionsInputType = None,
):
model = convert_to_container(model)
data = convert_to_container(data)
from zfit._data.binneddatav1 import BinnedData
data = [
BinnedData.from_hist(d) if
(isinstance(d, PlottableHistogram)
and not isinstance(d, ZfitBinnedData)) else d for d in data
]
not_binned_pdf = [
mod for mod in model if not isinstance(mod, ZfitBinnedPDF)
]
not_binned_data = [
dat for dat in data if not isinstance(dat, ZfitBinnedData)
]
not_binned_pdf_msg = (
"The following PDFs are not binned but need to be. They can be wrapped in an "
f"BinnedFromUnbinnedPDF. {not_binned_pdf} ")
not_binned_data_msg = (
"The following datasets are not binned but need to be. They can be converted to a binned "
f"using the `to_binned` method. {not_binned_data}")
error_msg = ""
if not_binned_pdf:
error_msg += not_binned_pdf_msg
if not_binned_data:
error_msg += not_binned_data_msg
if error_msg:
raise ValueError(error_msg)
super().__init__(
model=model,
data=data,
constraints=constraints,
fit_range=None,
options=options,
)
def _convert_input_binned_x(self, x, none_is_space=None):
if x is None and none_is_space:
return self.space
if isinstance(x, uhi.typing.plottable.PlottableHistogram) and not isinstance(
x, ZfitBinnedData
):
x = BinnedData.from_hist(x)
if not isinstance(x, ZfitBinnedData):
if not isinstance(x, ZfitSpace):
if not isinstance(x, ZfitUnbinnedData):
try:
x = Data.from_tensor(obs=self.obs, tensor=x)
except Exception as error:
raise TypeError(
f"Data to {self} has to be Binned Data, not {x}. (It can also be unbinned Data)"
+ f" but conversion to it failed (see also above) with the following error:"
+ f" {error})"
) from error
# TODO: should we allow spaces? Or what?
return x
def test_from_and_to_binned():
h3 = hist.Hist(
hist.axis.Regular(3, -3, 3, name="x", flow=False),
hist.axis.Regular(2, -5, 5, name="y", flow=False),
storage=hist.storage.Weight(),
)
x2 = np.random.randn(1_000)
y2 = 0.5 * np.random.randn(1_000)
h3.fill(x=x2, y=y2)
from zfit._data.binneddatav1 import BinnedData
h1 = BinnedData.from_hist(h3)
for _ in range(10): # make sure this works many times
unbinned = h1.to_unbinned()
binned = unbinned.to_binned(space=h1.space)
np.testing.assert_allclose(binned.values(), h1.values())
# we can't test the variances, this info is lost
h1 = binned
bh3 = bh.Histogram(h1)
np.testing.assert_allclose(h1.values(), bh3.values())
def test_with_obs():
from zfit._data.binneddatav1 import BinnedData
h1 = hist.NamedHist(
hist.axis.Regular(25, -3.5, 3, name="x", flow=False),
hist.axis.Regular(21, -4, 5, name="y", flow=False),
hist.axis.Regular(15, -2, 1, name="z", flow=False),
storage=hist.storage.Weight(),
)
x2 = np.random.randn(1_000)
y2 = 0.5 * np.random.randn(1_000)
z2 = 0.3 * np.random.randn(1_000)
h1.fill(x=x2, y=y2, z=z2)
h = BinnedData.from_hist(h1)
obs = ("x", "y", "z")
obs2 = ("y", "x", "z")
assert obs == h.obs
h2 = h.with_obs(obs2)
assert h2.obs == obs2
np.testing.assert_allclose(h.values()[:, 3, 5], h2.values()[3, :, 5])
np.testing.assert_allclose(h.variances()[:, 3, 5], h2.variances()[3, :, 5])
def test_morphing_templates(alphas):
bins1 = 15
irregular_str = "irregular templates" if alphas is not None else ""
counts1 = np.random.uniform(70, high=100, size=bins1) # generate counts
counts = [
counts1 - np.random.uniform(high=20, size=bins1),
counts1,
counts1 + np.random.uniform(high=20, size=bins1),
]
if alphas is not None:
counts.append(counts1 + np.random.uniform(high=5, size=bins1))
binning = zfit.binned.RegularBinning(bins1, 0, 10, name="obs1")
obs = zfit.Space(obs="obs1", binning=binning)
histos = [BinnedData.from_tensor(obs, count) for count in counts]
pdfs = [zfit.pdf.HistogramPDF(h) for h in histos]
if alphas is not None:
pdfs = {a: p for a, p in zip(alphas, pdfs)}
alpha = zfit.Parameter("alpha", 0, -5, 5)
morph = SplineMorphingPDF(alpha=alpha, hists=pdfs)
if alphas is None:
alphas = [-1, 0, 1]
for i, a in enumerate(alphas):
alpha.set_value(a)
np.testing.assert_allclose(morph.counts(), counts[i])
if len(alphas) > i + 1:
alpha.set_value((a + alphas[i + 1]) / 2)
max_dist = (counts[i] - counts[i + 1])**2 + 5 # tolerance
max_dist *= 1.1 # not strict, it can be a bit higher
numpy.testing.assert_array_less((morph.counts() - counts[i])**2,
max_dist)
numpy.testing.assert_array_less(
(morph.counts() - counts[i + 1])**2, max_dist)
import matplotlib.cm as cm
amin, amax = -2, 2
n = 5
template_alphas = np.array(list(alphas))
for do_3d in [True, False]:
plt.figure()
if do_3d:
ax = plt.gcf().add_subplot(111, projection="3d")
else:
ax = plt.gca()
plotstyle = "3d plot" if do_3d else "hist plot"
plt.title(f"Morphing with splines {irregular_str} {plotstyle}")
for a in list(znp.linspace(amin, amax, n * 2)) + list(template_alphas):
normed_a = (a - amin) / (amax -
amin) / 1.3 # 3 is a scaling factor
color = cm.get_cmap("winter")(normed_a)
alpha.set_value(a)
histo = morph.ext_pdf(None)
histo = BinnedData.from_tensor(obs, histo)
histo = histo.to_hist()
values = histo.values()
x = histo.axes.edges[0][:-1]
y = np.broadcast_to(a, values.shape)
z = values
label = None
if do_3d:
ax.step(x, y, z, color=color, where="pre", label=label)
else:
if np.min((a - template_alphas)**2) < 0.0001:
label = f"alpha={a}"
mplhep.histplot(histo, label=label, color=color)
ax.set_xlabel("observable")
ax.set_ylabel("alpha")
if do_3d:
ax.set_zlabel("ext_pdf")
plt.legend()
pytest.zfit_savefig()
def test_binned_template_pdf_bbfull(TemplateLikePDF):
bins1 = 15
bins2 = 10
counts1 = np.random.uniform(high=150,
size=(bins1, bins2)) # generate counts
counts2 = np.random.normal(loc=50, size=(bins1, bins2))
counts3 = (np.linspace(10, 100, num=bins1)[:, None] *
np.linspace(10, 500, num=bins2)[None, :])
binnings = [
zfit.binned.RegularBinning(bins1, 0, 10, name="obs1"),
zfit.binned.RegularBinning(bins2, -10, 7, name="obs2"),
]
binning = binnings
obs = zfit.Space(obs=["obs1", "obs2"], binning=binning)
mc1 = BinnedData.from_tensor(space=obs,
values=counts1,
variances=znp.ones_like(counts1) * 1.3)
mc2 = BinnedData.from_tensor(obs, counts2)
mc3 = BinnedData.from_tensor(obs, counts3)
counts_mc = counts1 + counts2 + counts3
counts1_data = np.random.uniform(high=150,
size=(bins1, bins2)) # generate counts
counts2_data = np.random.normal(loc=50, size=(bins1, bins2))
counts3_data = (np.linspace(10, 100, num=bins1)[:, None] *
np.linspace(20, 490, num=bins2)[None, :])
counts_data = counts1_data + counts2_data + counts3_data
counts_data *= 1.1
data = BinnedData.from_tensor(space=obs, values=counts_data)
pdf1 = TemplateLikePDF(data=mc1, sysshape=True)
pdf2 = TemplateLikePDF(data=mc2, sysshape=True)
pdf3 = TemplateLikePDF(data=mc3, sysshape=True)
assert len(pdf1.counts()) > 0
pdf_sum = BinnedSumPDF(pdfs=[pdf1, pdf2, pdf3], obs=obs)
counts1_flat = np.reshape(counts1, -1)
constraints1 = zfit.constraint.GaussianConstraint(
pdf1.params.values(),
observation=np.ones_like(counts1_flat),
uncertainty=np.sqrt(counts1_flat) / counts1_flat,
)
counts2_flat = np.reshape(counts2, -1)
constraints2 = zfit.constraint.GaussianConstraint(
pdf2.params.values(),
observation=np.ones_like(counts2_flat),
uncertainty=np.sqrt(counts2_flat) / counts2_flat,
)
counts3_flat = np.reshape(counts3, -1)
constraints3 = zfit.constraint.GaussianConstraint(
pdf3.params.values(),
observation=np.ones_like(counts3_flat),
uncertainty=np.sqrt(counts3_flat) / counts3_flat,
)
# constraints2 = zfit.constraint.PoissonConstraint(pdf2.params.values(), np.reshape(counts2, -1))
# constraints3 = zfit.constraint.PoissonConstraint(pdf3.params.values(), np.reshape(counts3, -1))
loss = ExtendedBinnedNLL(
pdf_sum, data, constraints=[constraints1, constraints2, constraints3])
# for i in progressbar.progressbar(range(1000000)):
loss.value()
loss.gradients()
print("start minimization")
minimizer = zfit.minimize.Minuit(verbosity=8, gradient=False)
minimizer.minimize(loss)
counts = pdf_sum.counts()
np.testing.assert_array_less(
counts_mc, counts_data
) # this is an assumption, if that is wrong, the test is flawed
np.testing.assert_array_less(counts, counts_data)
np.testing.assert_array_less(counts_mc, counts)