def calculate_a(self, benchmark_weights): """ Calculates the first-order coefficients a_i(x) in `dsigma(x | theta, nu) / dsigma(x | theta, 0) = exp[ sum_i (a_i(x) nu_i + b_i(x) nu_i^2 )]`. Parameters ---------- benchmark_weights : ndarray Event weights `dsigma(x | theta_i, nu_i)` with shape `(n_events, n_benchmarks)`. The benchmarks are expected to be sorted in the same order as the keyword benchmark_names used during initialization, and the nuisance benchmarks are expected to be rescaled to have the same physics parameters theta as the reference_benchmark given during initialization. Returns ------- a : ndarray Coefficients a_i(x) with shape `(n_nuisance_parameters, n_events)`. """ a = [] with np.errstate(divide="ignore", invalid="ignore"): for i_pos, i_neg, degree in zip(self.i_benchmarks_pos, self.i_benchmarks_neg, self.degrees): if degree == 1: a.append(np.log(benchmark_weights[:, i_pos] / benchmark_weights[:, self.i_benchmark_ref])) elif degree == 2: a.append(0.5 * np.log(benchmark_weights[:, i_pos] / benchmark_weights[:, i_neg])) a = np.array(a) # Shape (n_nuisance_parameters, n_events) a = sanitize_array(a, min_value=-10.0, max_value=10.0) return a
def calculate_b(self, benchmark_weights): """ Calculates the second-order coefficients b_i(x) in `dsigma(x | theta, nu) / dsigma(x | theta, 0) = exp[ sum_i (a_i(x) nu_i + b_i(x) nu_i^2 )]`. Parameters ---------- benchmark_weights : ndarray Event weights `dsigma(x | theta_i, nu_i)` with shape `(n_events, n_benchmarks)`. The benchmarks are expected to be sorted in the same order as the keyword benchmark_names used during initialization, and the nuisance benchmarks are expected to be rescaled to have the same physics parameters theta as the reference_benchmark given during initialization. Returns ------- b : ndarray Coefficients b_i(x) with shape `(n_nuisance_parameters, n_events)`. """ b = [] for i_pos, i_neg, degree in zip(self.i_benchmarks_pos, self.i_benchmarks_neg, self.degrees): if degree == 1: b.append(np.zeros(benchmark_weights.shape[0])) elif degree == 2: b.append(0.5 * np.log( benchmark_weights[:, i_pos] * benchmark_weights[:, i_neg] / benchmark_weights[:, self.i_benchmark_ref]**2)) b = np.array(b) # Shape (n_nuisance_parameters, n_events) b = sanitize_array(b, min_value=-10.0, max_value=10.0) return b
def plot_distributions( filename, observables=None, parameter_points=None, uncertainties="nuisance", nuisance_parameters=None, draw_nuisance_toys=None, normalize=False, log=False, observable_labels=None, n_bins=50, line_labels=None, colors=None, linestyles=None, linewidths=1.5, toy_linewidths=0.5, alpha=0.15, toy_alpha=0.75, n_events=None, n_toys=100, n_cols=3, ): """ Plots one-dimensional histograms of observables in a MadMiner file for a given set of benchmarks. Parameters ---------- filename : str Filename of a MadMiner HDF5 file. observables : list of str or None, optional Which observables to plot, given by a list of their names. If None, all observables in the file are plotted. Default value: None. parameter_points : list of (str or ndarray) or None, optional Which parameter points to use for histogramming the data. Given by a list, each element can either be the name of a benchmark in the MadMiner file, or an ndarray specifying any parameter point in a morphing setup. If None, all physics (non-nuisance) benchmarks defined in the MadMiner file are plotted. Default value: None. uncertainties : {"nuisance", "none"}, optional Defines how uncertainty bands are drawn. With "nuisance", the variation in cross section from all nuisance parameters is added in quadrature. With "none", no error bands are drawn. nuisance_parameters : None or list of int, optional If uncertainties is "nuisance", this can restrict which nuisance parameters are used to draw the uncertainty bands. Each entry of this list is the index of one nuisance parameter (same order as in the MadMiner file). draw_nuisance_toys : None or int, optional If not None and uncertainties is "nuisance", sets the number of nuisance toy distributions that are drawn (in addition to the error bands). normalize : bool, optional Whether the distribution is normalized to the total cross section. Default value: False. log : bool, optional Whether to draw the y axes on a logarithmic scale. Defaul value: False. observable_labels : None or list of (str or None), optional x-axis labels naming the observables. If None, the observable names from the MadMiner file are used. Default value: None. n_bins : int, optional Number of histogram bins. Default value: 50. line_labels : None or list of (str or None), optional Labels for the different parameter points. If None and if parameter_points is None, the benchmark names from the MadMiner file are used. Default value: None. colors : None or str or list of str, optional Matplotlib line (and error band) colors for the distributions. If None, uses default colors. Default value: None. linestyles : None or str or list of str, optional Matplotlib line styles for the distributions. If None, uses default linestyles. Default value: None. linewidths : float or list of float, optional Line widths for the contours. Default value: 1.5. toy_linewidths : float or list of float or None, optional Line widths for the toy replicas, if uncertainties is "nuisance" and draw_nuisance_toys is not None. If None, linewidths is used. Default value: 1. alpha : float, optional alpha value for the uncertainty bands. Default value: 0.25. toy_alpha : float, optional alpha value for the toy replicas, if uncertainties is "nuisance" and draw_nuisance_toys is not None. Default value: 0.75. n_events : None or int, optional If not None, sets the number of events from the MadMiner file that will be analyzed and plotted. Default value: None. n_toys : int, optional Number of toy nuisance parameter vectors used to estimate the systematic uncertainties. Default value: 100. n_cols : int, optional Number of columns of subfigures in the plot. Default value: 3. Returns ------- figure : Figure Plot as Matplotlib Figure instance. """ # Load data sa = SampleAugmenter(filename, include_nuisance_parameters=True) if uncertainties == "nuisance": nuisance_morpher = NuisanceMorpher( sa.nuisance_parameters, list(sa.benchmarks.keys()), reference_benchmark=sa.reference_benchmark) # Default settings if parameter_points is None: parameter_points = [] for key, is_nuisance in zip(sa.benchmarks, sa.benchmark_is_nuisance): if not is_nuisance: parameter_points.append(key) if line_labels is None: line_labels = parameter_points n_parameter_points = len(parameter_points) if colors is None: colors = ["C" + str(i) for i in range(10)] * (n_parameter_points // 10 + 1) elif not isinstance(colors, list): colors = [colors for _ in range(n_parameter_points)] if linestyles is None: linestyles = ["solid", "dashed", "dotted", "dashdot" ] * (n_parameter_points // 4 + 1) elif not isinstance(linestyles, list): linestyles = [linestyles for _ in range(n_parameter_points)] if not isinstance(linewidths, list): linewidths = [linewidths for _ in range(n_parameter_points)] if toy_linewidths is None: toy_linewidths = linewidths if not isinstance(toy_linewidths, list): toy_linewidths = [toy_linewidths for _ in range(n_parameter_points)] # Observables observable_indices = [] if observables is None: observable_indices = list(range(len(sa.observables))) else: all_observables = list(sa.observables.keys()) for obs in observables: try: observable_indices.append(all_observables.index(str(obs))) except ValueError: logging.warning("Ignoring unknown observable %s", obs) logger.debug("Observable indices: %s", observable_indices) n_observables = len(observable_indices) if observable_labels is None: all_observables = list(sa.observables.keys()) observable_labels = [ all_observables[obs] for obs in observable_indices ] # Get event data (observations and weights) x, weights_benchmarks = sa.extract_raw_data() logger.debug("Loaded raw data with shapes %s, %s", x.shape, weights_benchmarks.shape) # Remove negative weights sane_event_filter = np.all(weights_benchmarks >= 0.0, axis=1) n_events_before = weights_benchmarks.shape[0] x = x[sane_event_filter] weights_benchmarks = weights_benchmarks[sane_event_filter] n_events_removed = n_events_before - weights_benchmarks.shape[0] if int(np.sum(sane_event_filter, dtype=np.int)) < len(sane_event_filter): logger.warning("Removed %s / %s events with negative weights", n_events_removed, n_events_before) # Shuffle events x, weights_benchmarks = shuffle(x, weights_benchmarks) # Only analyze n_events if n_events is not None and n_events < x.shape[0]: logger.debug("Only analyzing first %s / %s events", n_events, x.shape[0]) x = x[:n_events] weights_benchmarks = weights_benchmarks[:n_events] if uncertainties != "nuisance": n_toys = 0 n_nuisance_toys_drawn = 0 if draw_nuisance_toys is not None: n_nuisance_toys_drawn = draw_nuisance_toys theta_matrices = [] for theta in parameter_points: if isinstance(theta, six.string_types): matrix = get_theta_benchmark_matrix("benchmark", theta, sa.benchmarks) else: matrix = get_theta_benchmark_matrix("morphing", theta, sa.benchmarks, sa.morpher) theta_matrices.append(matrix) logger.debug("Calculated %s theta matrices", len(theta_matrices)) # Nuisance parameters nuisance_toy_factors = [] if uncertainties == "nuisance": n_nuisance_params = sa.n_nuisance_parameters if not n_nuisance_params > 0: raise RuntimeError( "Cannot draw systematic uncertainties -- no nuisance parameters found!" ) logger.debug("Drawing nuisance toys") nuisance_toys = np.random.normal(loc=0.0, scale=1.0, size=n_nuisance_params * n_toys) nuisance_toys = nuisance_toys.reshape(n_toys, n_nuisance_params) # Restrict nuisance parameters if nuisance_parameters is not None: for i in range(n_nuisance_params): if i not in nuisance_parameters: nuisance_toys[:, i] = 0.0 logger.debug("Drew %s toy values for nuisance parameters", n_toys * n_nuisance_params) nuisance_toy_factors = np.array([ nuisance_morpher.calculate_nuisance_factors( nuisance_toy, weights_benchmarks) for nuisance_toy in nuisance_toys ]) # Shape (n_toys, n_events) nuisance_toy_factors = sanitize_array(nuisance_toy_factors, min_value=1.0e-2, max_value=100.0) # Shape (n_toys, n_events) # Preparing plot n_rows = (n_observables + n_cols - 1) // n_cols n_events_for_range = 10000 if n_events is None else min(10000, n_events) fig = plt.figure(figsize=(4.0 * n_cols, 4.0 * n_rows)) for i_panel, (i_obs, xlabel) in enumerate( zip(observable_indices, observable_labels)): logger.debug("Plotting panel %s: observable %s, label %s", i_panel, i_obs, xlabel) # Figure out x range xmins, xmaxs = [], [] for theta_matrix in theta_matrices: x_small = x[:n_events_for_range] weights_small = mdot(theta_matrix, weights_benchmarks[:n_events_for_range]) xmin = weighted_quantile(x_small[:, i_obs], 0.05, weights_small) xmax = weighted_quantile(x_small[:, i_obs], 0.95, weights_small) xwidth = xmax - xmin xmin -= xwidth * 0.1 xmax += xwidth * 0.1 xmin = max(xmin, np.min(x[:, i_obs])) xmax = min(xmax, np.max(x[:, i_obs])) xmins.append(xmin) xmaxs.append(xmax) xmin = min(xmins) xmax = max(xmaxs) x_range = (xmin, xmax) logger.debug("Ranges for observable %s: min = %s, max = %s", xlabel, xmins, xmaxs) # Subfigure ax = plt.subplot(n_rows, n_cols, i_panel + 1) # Calculate histograms bin_edges = None histos = [] histos_up = [] histos_down = [] histos_toys = [] for i_theta, theta_matrix in enumerate(theta_matrices): theta_weights = mdot(theta_matrix, weights_benchmarks) # Shape (n_events,) histo, bin_edges = np.histogram(x[:, i_obs], bins=n_bins, range=x_range, weights=theta_weights, density=normalize) histos.append(histo) if uncertainties == "nuisance": histos_toys_this_theta = [] for i_toy, nuisance_toy_factors_this_toy in enumerate( nuisance_toy_factors): toy_histo, _ = np.histogram( x[:, i_obs], bins=n_bins, range=x_range, weights=theta_weights * nuisance_toy_factors_this_toy, density=normalize, ) histos_toys_this_theta.append(toy_histo) histos_up.append( np.percentile(histos_toys_this_theta, 84.0, axis=0)) histos_down.append( np.percentile(histos_toys_this_theta, 16.0, axis=0)) histos_toys.append( histos_toys_this_theta[:n_nuisance_toys_drawn]) # Draw error bands if uncertainties == "nuisance": for histo_up, histo_down, lw, color, label, ls in zip( histos_up, histos_down, linewidths, colors, line_labels, linestyles): bin_edges_ = np.repeat(bin_edges, 2)[1:-1] histo_down_ = np.repeat(histo_down, 2) histo_up_ = np.repeat(histo_up, 2) plt.fill_between(bin_edges_, histo_down_, histo_up_, facecolor=color, edgecolor="none", alpha=alpha) # Draw some toys for histo_toys, lw, color, ls in zip(histos_toys, toy_linewidths, colors, linestyles): for k in range(n_nuisance_toys_drawn): bin_edges_ = np.repeat(bin_edges, 2)[1:-1] histo_ = np.repeat(histo_toys[k], 2) plt.plot(bin_edges_, histo_, color=color, alpha=toy_alpha, lw=lw, ls=ls) # Draw central lines for histo, lw, color, label, ls in zip(histos, linewidths, colors, line_labels, linestyles): bin_edges_ = np.repeat(bin_edges, 2)[1:-1] histo_ = np.repeat(histo, 2) plt.plot(bin_edges_, histo_, color=color, lw=lw, ls=ls, label=label, alpha=1.0) plt.legend() plt.xlabel(xlabel) if normalize: plt.ylabel("Normalized distribution") else: plt.ylabel(r"$\frac{d\sigma}{dx}$ [pb / bin]") plt.xlim(x_range[0], x_range[1]) if log: ax.set_yscale("log", nonposy="clip") else: plt.ylim(0.0, None) plt.tight_layout() return fig
def plot_uncertainty( filename, theta, observable, obs_label, obs_range, n_bins=50, nuisance_parameters=None, n_events=None, n_toys=100, linecolor="black", bandcolor1="#CC002E", bandcolor2="orange", ratio_range=(0.8, 1.2), ): """ Plots absolute and relative uncertainty bands in a histogram of one observable in a MadMiner file. Parameters ---------- filename : str Filename of a MadMiner HDF5 file. theta : ndarray, optional Which parameter points to use for histogramming the data. observable : str Which observable to plot, given by its name in the MadMiner file. obs_label : str x-axis label naming the observable. obs_range : tuple of two float Range to be plotted for the observable. n_bins : int Number of bins. Default value: 50. nuisance_parameters : None or list of int, optional This can restrict which nuisance parameters are used to draw the uncertainty bands. Each entry of this list is the index of one nuisance parameter (same order as in the MadMiner file). n_events : None or int, optional If not None, sets the number of events from the MadMiner file that will be analyzed and plotted. Default value: None. n_toys : int, optional Number of toy nuisance parameter vectors used to estimate the systematic uncertainties. Default value: 100. linecolor : str, optional Line color for central prediction. Default value: "black". bandcolor1 : str, optional Error band color for 1 sigma uncertainty. Default value: "#CC002E". bandcolor2 : str, optional Error band color for 2 sigma uncertainty. Default value: "orange". ratio_range : tuple of two floar y-axis range for the plots of the ratio to the central prediction. Default value: (0.8, 1.2). Returns ------- figure : Figure Plot as Matplotlib Figure instance. """ # Load data sa = SampleAugmenter(filename, include_nuisance_parameters=True) nuisance_morpher = NuisanceMorpher( sa.nuisance_parameters, list(sa.benchmarks.keys()), reference_benchmark=sa.reference_benchmark ) # Observable index obs_idx = list(sa.observables.keys()).index(observable) # Get event data (observations and weights) x, weights_benchmarks = sa.weighted_events() x = x[:, obs_idx] # Theta matrix theta_matrix = sa._get_theta_benchmark_matrix(theta) weights = mdot(theta_matrix, weights_benchmarks) # Remove negative weights x = x[weights >= 0.0] weights_benchmarks = weights_benchmarks[weights >= 0.0] weights = weights[weights >= 0.0] # Shuffle events x, weights, weights_benchmarks = shuffle(x, weights, weights_benchmarks) # Only analyze n_events if n_events is not None and n_events < x.shape[0]: x = x[:n_events] weights_benchmarks = weights_benchmarks[:n_events] weights = weights[:n_events] # Nuisance parameters n_nuisance_params = sa.n_nuisance_parameters nuisance_toys = np.random.normal(loc=0.0, scale=1.0, size=n_nuisance_params * n_toys) nuisance_toys = nuisance_toys.reshape(n_toys, n_nuisance_params) # Restrict nuisance parameters if nuisance_parameters is not None: for i in range(n_nuisance_params): if i not in nuisance_parameters: nuisance_toys[:, i] = 0.0 nuisance_toy_factors = np.array( [ nuisance_morpher.calculate_nuisance_factors(nuisance_toy, weights_benchmarks) for nuisance_toy in nuisance_toys ] ) # Shape (n_toys, n_events) nuisance_toy_factors = sanitize_array(nuisance_toy_factors, min_value=1.0e-2, max_value=100.0) # Shape (n_toys, n_events) # Calculate histogram for central prediction, not normalized histo, bin_edges = np.histogram(x, bins=n_bins, range=obs_range, weights=weights, density=False) # Calculate toy histograms, not normalized histos_toys_this_theta = [] for i_toy, nuisance_toy_factors_this_toy in enumerate(nuisance_toy_factors): toy_histo, _ = np.histogram( x, bins=n_bins, range=obs_range, weights=weights * nuisance_toy_factors_this_toy, density=False ) histos_toys_this_theta.append(toy_histo) histo_plus2sigma = np.percentile(histos_toys_this_theta, 97.5, axis=0) histo_plus1sigma = np.percentile(histos_toys_this_theta, 84.0, axis=0) histo_minus1sigma = np.percentile(histos_toys_this_theta, 16.0, axis=0) histo_minus2sigma = np.percentile(histos_toys_this_theta, 2.5, axis=0) # Calculate histogram for central prediction, normalized histo_norm, bin_edges_norm = np.histogram(x, bins=n_bins, range=obs_range, weights=weights, density=True) # Calculate toy histograms, normalized histos_toys_this_theta = [] for i_toy, nuisance_toy_factors_this_toy in enumerate(nuisance_toy_factors): toy_histo, _ = np.histogram( x, bins=n_bins, range=obs_range, weights=weights * nuisance_toy_factors_this_toy, density=True ) histos_toys_this_theta.append(toy_histo) histo_plus2sigma_norm = np.percentile(histos_toys_this_theta, 97.5, axis=0) histo_plus1sigma_norm = np.percentile(histos_toys_this_theta, 84.0, axis=0) histo_minus1sigma_norm = np.percentile(histos_toys_this_theta, 16.0, axis=0) histo_minus2sigma_norm = np.percentile(histos_toys_this_theta, 2.5, axis=0) # Prepare plotting def plot_mc(edges, histo_central, histo_m2, histo_m1, histo_p1, histo_p2, relative=False): bin_edges_ = np.repeat(edges, 2)[1:-1] histo_ = np.repeat(histo_central, 2) histo_m2_ = np.repeat(histo_m2, 2) histo_m1_ = np.repeat(histo_m1, 2) histo_p1_ = np.repeat(histo_p1, 2) histo_p2_ = np.repeat(histo_p2, 2) if relative: histo_m2_ /= histo_ histo_m1_ /= histo_ histo_p1_ /= histo_ histo_p2_ /= histo_ histo_ /= histo_ plt.fill_between(bin_edges_, histo_m2_, histo_p2_, facecolor=bandcolor2, edgecolor="none") plt.fill_between(bin_edges_, histo_m1_, histo_p1_, facecolor=bandcolor1, edgecolor="none") plt.plot(bin_edges_, histo_, color=linecolor, lw=1.5, ls="-") # Make plot fig = plt.figure(figsize=(10, 7)) gs = gridspec.GridSpec(2, 2, height_ratios=[2, 1]) # MC, absolute residuals ax = plt.subplot(gs[2]) plot_mc(bin_edges, histo, histo_minus2sigma, histo_minus1sigma, histo_plus1sigma, histo_plus2sigma, relative=True) plt.xlabel(obs_label) plt.ylabel(r"Relative to central pred.") plt.xlim(obs_range[0], obs_range[1]) plt.ylim(ratio_range[0], ratio_range[1]) # MC, absolute ax = plt.subplot(gs[0], sharex=ax) plot_mc(bin_edges, histo, histo_minus2sigma, histo_minus1sigma, histo_plus1sigma, histo_plus2sigma) plt.ylabel(r"Differential cross section [pb/bin]") plt.ylim(0.0, None) plt.setp(ax.get_xticklabels(), visible=False) # MC, relative residuals ax = plt.subplot(gs[3]) plot_mc( bin_edges_norm, histo_norm, histo_minus2sigma_norm, histo_minus1sigma_norm, histo_plus1sigma_norm, histo_plus2sigma_norm, relative=True, ) plt.xlabel(r"$p_{T,\gamma}$ [GeV]") plt.ylabel(r"Relative to central pred.") plt.xlim(obs_range[0], obs_range[1]) plt.ylim(ratio_range[0], ratio_range[1]) # MC, relative ax = plt.subplot(gs[1], sharex=ax) plot_mc( bin_edges_norm, histo_norm, histo_minus2sigma_norm, histo_minus1sigma_norm, histo_plus1sigma_norm, histo_plus2sigma_norm, ) plt.ylabel(r"Normalized distribution") plt.ylim(0.0, None) plt.setp(ax.get_xticklabels(), visible=False) # Return plt.tight_layout() return fig