def _sample(self, n, limits: ZfitSpace):
pdf = self.pdfs[0]
# TODO: use real limits, currently not supported in binned sample
sample = pdf.sample(n=n)
edges = sample.space.binning.edges
ndim = len(edges)
edges = [znp.array(edge) for edge in edges]
edges_flat = [znp.reshape(edge, [-1]) for edge in edges]
lowers = [edge[:-1] for edge in edges_flat]
uppers = [edge[1:] for edge in edges_flat]
lowers_meshed = znp.meshgrid(*lowers, indexing="ij")
uppers_meshed = znp.meshgrid(*uppers, indexing="ij")
lowers_meshed_flat = [
znp.reshape(lower_mesh, [-1]) for lower_mesh in lowers_meshed
]
uppers_meshed_flat = [
znp.reshape(upper_mesh, [-1]) for upper_mesh in uppers_meshed
]
lower_flat = znp.stack(lowers_meshed_flat, axis=-1)
upper_flat = znp.stack(uppers_meshed_flat, axis=-1)
counts_flat = znp.reshape(sample.values(), (-1, ))
counts_flat = tf.cast(counts_flat,
znp.int32) # TODO: what if we have fractions?
lower_flat_repeated = tf.repeat(lower_flat, counts_flat, axis=0)
upper_flat_repeated = tf.repeat(upper_flat, counts_flat, axis=0)
sample_unbinned = tf.random.uniform(
(znp.sum(counts_flat), ndim),
minval=lower_flat_repeated,
maxval=upper_flat_repeated,
dtype=self.dtype,
)
return sample_unbinned
def _loss_func(self, model, data, fit_range, constraints, log_offset):
nll = super()._loss_func(
model=model,
data=data,
fit_range=fit_range,
constraints=constraints,
log_offset=log_offset,
)
yields = []
nevents_collected = []
for mod, dat in zip(model, data):
if not mod.is_extended:
raise NotExtendedPDFError(
f"The pdf {mod} is not extended but has to be (for an extended fit)"
)
nevents = dat.n_events if dat.weights is None else z.reduce_sum(
dat.weights)
nevents = tf.cast(nevents, tf.float64)
nevents_collected.append(nevents)
yields.append(mod.get_yield())
yields = znp.stack(yields, axis=0)
nevents_collected = znp.stack(nevents_collected, axis=0)
term_new = tf.nn.log_poisson_loss(nevents_collected, znp.log(yields))
if log_offset is not None:
term_new += log_offset
nll += znp.sum(term_new, axis=0)
return nll
def sumfunc(params):
values = self.pdfs[0].counts(obs)
sysshape = list(params.values())
if sysshape:
sysshape_flat = tf.stack(sysshape)
sysshape = znp.reshape(sysshape_flat, values.shape)
values = values * sysshape
return znp.sum(values)
def _nll_calc_unbinned_tf(log_probs, weights=None, log_offset=None):
if weights is not None:
log_probs *= weights # because it's prob ** weights
if log_offset is not None:
log_probs -= log_offset
nll = -znp.sum(log_probs, axis=0)
# nll = -tfp.math.reduce_kahan_sum(input_tensor=log_probs, axis=0)
return nll
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_z_numpy_ndarray_is_tensorflow_tensor():
"""In tensorflow 2.4.1 tf.experimental.numpy.ndarray was a wrapper around tf.Tensor.
Now this concept seems to
have been scratched and tf.experimental.numpy.ndarray is just an alias for tf.Tensor.
See the commit history of
https://github.com/tensorflow/tensorflow/commits/master/tensorflow/python/ops/numpy_ops/np_arrays.py
"""
assert znp.ndarray is tf.Tensor
assert isinstance(znp.array(1), tf.Tensor)
assert isinstance(znp.sum(znp.array(0)), tf.Tensor)
def _unbinned_nll_tf(
model: ztyping.PDFInputType,
data: ztyping.DataInputType,
fit_range: ZfitSpace,
log_offset=None,
):
"""Return the unbinned negative log likelihood for a PDF.
Args:
model: |@doc:loss.init.model| PDFs that return the normalized probability for
*data* under the given parameters.
If multiple model and data are given, they will be used
in the same order to do a simultaneous fit. |@docend:loss.init.model|
data: |@doc:loss.init.data| Dataset that will be given to the *model*.
If multiple model and data are given, they will be used
in the same order to do a simultaneous fit. |@docend:loss.init.data|
fit_range:
Returns:
The unbinned nll
"""
if is_container(model):
nlls = [
_unbinned_nll_tf(model=p,
data=d,
fit_range=r,
log_offset=log_offset)
for p, d, r in zip(model, data, fit_range)
]
# nlls_total = [nll.total for nll in nlls]
# nlls_correction = [nll.correction for nll in nlls]
# nlls_total_summed = znp.sum(input_tensor=nlls_total, axis=0)
nlls_summed = znp.sum(nlls, axis=0)
# nlls_correction_summed = znp.sum(input_tensor=nlls_correction, axis=0)
# nll_finished = (nlls_total_summed, nlls_correction_summed)
nll_finished = nlls_summed
else:
if fit_range is not None:
with data.set_data_range(fit_range):
probs = model.pdf(data, norm_range=fit_range)
else:
probs = model.pdf(data)
log_probs = znp.log(probs + znp.asarray(1e-307, dtype=znp.float64)
) # minor offset to avoid NaNs from log(0)
nll = _nll_calc_unbinned_tf(
log_probs=log_probs,
weights=data.weights if data.weights is not None else None,
log_offset=log_offset,
)
nll_finished = nll
return nll_finished
def test_sum_histogram_pdf():
bins1 = 5
bins2 = 7
counts = znp.random.uniform(high=1, size=(bins1, bins2)) # generate counts
counts2 = np.random.normal(loc=5, size=(bins1, bins2))
counts3 = (znp.linspace(0, 10, num=bins1)[:, None] *
znp.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
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 = zfit.pdf.HistogramPDF(data=data, extended=znp.sum(counts))
pdf2 = zfit.pdf.HistogramPDF(data=data2, extended=znp.sum(counts2))
pdf3 = zfit.pdf.HistogramPDF(data=data3, extended=znp.sum(counts3))
assert len(pdf.ext_pdf(data)) > 0
pdf_sum = zfit.pdf.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 _precompile(self):
do_subtr = self._options.get("subtr_const", False)
if do_subtr:
if do_subtr is not True:
self._options["subtr_const_value"] = do_subtr
log_offset = self._options.get("subtr_const_value")
if log_offset is None:
from zfit import run
run.assert_executing_eagerly() # first time subtr
nevents_tot = znp.sum([d._approx_nevents for d in self.data])
log_offset_sum = (
self._call_value(
data=self.data,
model=self.model,
fit_range=self.fit_range,
constraints=self.constraints,
# presumably were not at the minimum,
# so the loss will decrease
log_offset=z.convert_to_tensor(0.0),
) - 1000.0)
log_offset = tf.stop_gradient(
-znp.divide(log_offset_sum, nevents_tot))
self._options["subtr_const_value"] = log_offset
def _approx_nevents(self):
return znp.sum(self.values())
def nevents(self):
return znp.sum(self.values())
def _rel_counts(self, x, norm=None):
values = self._counts_with_modifiers(x, norm)
return values / znp.sum(values)
def tot_variances(x):
nonlocal count
count += 1
return znp.sum(x.variances)
def test_hypotest(benchmark, n_bins, hypotest, eager):
"""Benchmark the performance of pyhf.utils.hypotest() for various numbers of bins and different backends.
Args:
benchmark: pytest benchmark
backend: `pyhf` tensorlib given by pytest parameterization
n_bins: `list` of number of bins given by pytest parameterization
Returns:
None
"""
source = generate_source_static(n_bins)
signp = source["bindata"]["sig"]
bkgnp = source["bindata"]["bkg"]
uncnp = source["bindata"]["bkgerr"]
datanp = source["bindata"]["data"]
if "pyhf" in hypotest:
hypotest = hypotest_pyhf
if eager:
pyhf.set_backend("numpy")
else:
pyhf.set_backend("jax")
pdf = uncorrelated_background(signp, bkgnp, uncnp)
data = datanp + pdf.config.auxdata
benchmark(hypotest, pdf, data)
elif hypotest == "zfit":
with zfit.run.set_graph_mode(not eager):
hypotest = hypotest_zfit
obs = zfit.Space(
"signal",
binning=zfit.binned.RegularBinning(n_bins,
-0.5,
n_bins + 0.5,
name="signal"),
)
zdata = zfit.data.BinnedData.from_tensor(obs, datanp)
zmcsig = zfit.data.BinnedData.from_tensor(obs, signp)
zmcbkg = zfit.data.BinnedData.from_tensor(obs, bkgnp)
shapesys = {
f"shapesys_{i}": zfit.Parameter(f"shapesys_{i}", 1, 0.1, 10)
for i in range(n_bins)
}
bkgmodel = BinnedTemplatePDFV1(zmcbkg, sysshape=shapesys)
# sigyield = zfit.Parameter('sigyield', znp.sum(zmcsig.values()))
mu = zfit.Parameter("mu", 1, 0.1, 10)
# sigmodeltmp = BinnedTemplatePDFV1(zmcsig)
sigyield = zfit.ComposedParameter(
"sigyield",
lambda params: params["mu"] * znp.sum(zmcsig.values()),
params={"mu": mu},
)
sigmodel = BinnedTemplatePDFV1(zmcsig, extended=sigyield)
zmodel = BinnedSumPDF([sigmodel, bkgmodel])
unc = np.array(uncnp) / np.array(bkgnp)
constraint = zfit.constraint.GaussianConstraint(
list(shapesys.values()),
np.ones_like(unc).tolist(), unc)
nll = zfit.loss.ExtendedBinnedNLL(zmodel,
zdata,
constraints=constraint)
minimizer = zfit.minimize.Minuit(tol=1e-3, gradient=False)
nll.value()
nll.value()
nll.gradient()
nll.gradient()
benchmark(hypotest, minimizer, nll)
assert True
def _rel_counts(self, x, norm=None):
values = self._data.values()
return values / znp.sum(values)
def create_poly(x, polys, coeffs, recurrence):
degree = len(coeffs) - 1
polys = do_recurrence(x, polys=polys, degree=degree, recurrence=recurrence)
sum_polys = znp.sum([coeff * poly for coeff, poly in zip(coeffs, polys)],
axis=0)
return sum_polys
def test_simple_examples_1D():
import zfit.data
import zfit.z.numpy as znp
bkgnp = [50.0, 60.0]
signp = [5.0, 10.0]
datanp = [60.0, 80.0]
uncnp = [5.0, 12.0]
serialized = ("""{
"channels": [
{ "name": "singlechannel",
"samples": [
{ "name": "signal",
""" + f"""
"data": {signp},
"""
"""
"modifiers": [ { "name": "mu", "type": "normfactor", "data": null} ]
},
{ "name": "background",
"""
f'"data": {bkgnp},'
"""
"modifiers": [ {"name": "uncorr_bkguncrt", "type": "shapesys",
"""
f'"data": {uncnp}'
"""
} ]
}
]
}
],
"observations": [
{
"""
f'"name": "singlechannel", "data": {datanp}'
"""
}
],
"measurements": [
{ "name": "Measurement", "config": {"poi": "mu", "parameters": []} }
],
"version": "1.0.0"
}""")
obs = zfit.Space("signal",
binning=zfit.binned.RegularBinning(2, 0, 2,
name="signal"))
zdata = zfit.data.BinnedData.from_tensor(obs, datanp)
zmcsig = zfit.data.BinnedData.from_tensor(obs, signp)
zmcbkg = zfit.data.BinnedData.from_tensor(obs, bkgnp)
shapesys = {
f"shapesys_{i}": zfit.Parameter(f"shapesys_{i}", 1, 0.1, 10)
for i in range(2)
}
bkgmodel = BinnedTemplatePDFV1(zmcbkg, sysshape=shapesys)
# sigyield = zfit.Parameter('sigyield', znp.sum(zmcsig.values()))
mu = zfit.Parameter("mu", 1, 0.1, 10)
# sigmodeltmp = BinnedTemplatePDFV1(zmcsig)
sigyield = zfit.ComposedParameter(
"sigyield",
lambda params: params["mu"] * znp.sum(zmcsig.values()),
params={"mu": mu},
)
sigmodel = BinnedTemplatePDFV1(zmcsig, extended=sigyield)
zmodel = BinnedSumPDF([sigmodel, bkgmodel])
unc = np.array(uncnp) / np.array(bkgnp)
nll = zfit.loss.ExtendedBinnedNLL(
zmodel,
zdata,
constraints=zfit.constraint.GaussianConstraint(list(shapesys.values()),
[1, 1], unc),
)
# print(nll.value())
# print(nll.gradient())
# minimizer = zfit.minimize.ScipyLBFGSBV1()
# minimizer = zfit.minimize.IpyoptV1()
minimizer = zfit.minimize.Minuit(tol=1e-5, gradient=False)
result = minimizer.minimize(nll)
result.hesse(method="hesse_np")
# result.errors()
print(result)
# mu_z = sigmodel.get_yield() / znp.sum(zmcsig.values())
zbestfit = zfit.run(result.params)
errors = [p["hesse"]["error"] for p in result.params.values()]
# print('minval actual:', nll.value(), nll.gradient())
# errors = np.ones(3) * 0.1
# print('mu:', mu_z)
spec = json.loads(serialized)
workspace = pyhf.Workspace(spec)
model = workspace.model(poi_name="mu")
pars = model.config.suggested_init()
data = workspace.data(model)
model.logpdf(pars, data)
bestfit_pars, twice_nll = pyhf.infer.mle.fit(data,
model,
return_fitted_val=True)
diff = (bestfit_pars - zbestfit) / errors
# print(bestfit_pars)
np.testing.assert_allclose(diff, 0, atol=1e-3)
