def test_errordef():
m = Minuit(lambda x: x ** 2, 0)
m.errordef = 4
assert m.errordef == 4
m.migrad()
m.hesse()
assert_allclose(m.errors["x"], 2)
m.errordef = 1
m.hesse()
assert_allclose(m.errors["x"], 1)
with pytest.raises(ValueError):
m.errordef = 0
def test_parameter_at_limit(sign):
m = Minuit(lambda x: (x - sign * 1.2) ** 2, x=0)
m.errordef = 1
m.limits["x"] = (-1, 1)
m.migrad()
assert m.values["x"] == approx(sign * 1.0, abs=1e-3)
assert m.fmin.has_parameters_at_limit is True
m = Minuit(lambda x: (x - sign * 1.2) ** 2, x=0)
m.errordef = 1
m.migrad()
assert m.values["x"] == approx(sign * 1.2, abs=1e-3)
assert m.fmin.has_parameters_at_limit is False
def test_hesse_without_migrad():
m = Minuit(lambda x: x ** 2 + x ** 4, x=0)
m.errordef = 0.5
# second derivative: 12 x^2 + 2
m.hesse()
assert m.errors["x"] == approx(0.5 ** 0.5, abs=1e-4)
m.values["x"] = 1
m.hesse()
assert m.errors["x"] == approx((1.0 / 14.0) ** 0.5, abs=1e-4)
assert m.fmin is None
m = Minuit(lambda x: 0, 0)
m.errordef = 1
with pytest.raises(RuntimeError):
m.hesse()
def test_params():
m = Minuit(func0, x=1, y=2)
m.errordef = Minuit.LEAST_SQUARES
m.errors = (3, 4)
m.fixed["x"] = True
m.limits["y"] = (None, 10)
# these are the initial param states
expected = (
Param(0, "x", 1.0, 3.0, None, False, True, False, False, False, None, None),
Param(1, "y", 2.0, 4.0, None, False, False, True, False, True, None, 10),
)
assert m.params == expected
m.migrad()
m.minos()
assert m.init_params == expected
expected = [
Namespace(number=0, name="x", value=1.0, error=3.0, merror=(-3.0, 3.0)),
Namespace(number=1, name="y", value=5.0, error=1.0, merror=(-1.0, 1.0)),
]
params = m.params
for i, exp in enumerate(expected):
p = params[i]
assert p.number == exp.number
assert p.name == exp.name
assert p.value == approx(exp.value, rel=1e-2)
assert p.error == approx(exp.error, rel=1e-2)
assert p.error == approx(exp.error, rel=1e-2)
def fit(self, fit_params):
"""
Performs the fitting procedure.
Parameters
----------
fit_params: array
Parameters used to compute the likelihood but not fitted
"""
def f(*args):
return -2 * self.log_likelihood(*args, fit_params=fit_params)
print_level = 2 if self.verbose in [1, 2, 3] else 0
m = Minuit(f,
name=self.names_parameters,
*self.start_parameters.values())
for key, val in self.bound_parameters.items():
m.limits[key] = val
m.print_level = print_level
m.errordef = 0.5
m.simplex().migrad()
self.end_parameters = m.values.to_dict()
self.fcn = m.fval
self.error_parameters = m.errors.to_dict()
def test_bad_functions_np(func, expected):
m = Minuit(lambda x: 0, (1, 1), grad=func)
m.errordef = 1
m.throw_nan = True
with pytest.raises(type(expected)) as excinfo:
m.migrad()
assert str(expected) in str(excinfo.value)
def test_bad_functions(func, expected):
m = Minuit(func, x=1)
m.errordef = 1
m.throw_nan = True
with pytest.raises(type(expected)) as excinfo:
m.migrad()
assert str(expected) in str(excinfo.value)
def test_mncontour_with_fixed_var():
m = Minuit(lambda x, y: 0, x=0, y=0)
m.errordef = 1
m.fixed["x"] = True
m.migrad()
with pytest.raises(ValueError):
m.mncontour("x", "y")
def MinForReplica():
global totalN,setDY,initialValues,initialErrors,searchLimits,parametersToMinimize
def repchi_2(x):
global totalN
startT=time.time()
harpy.setNPparameters(x)
print('np set =',["{:8.3f}".format(i) for i in x], end =" ")
ccDY2,cc2=DataProcessor.harpyInterface.ComputeChi2(repDataDY)
if(usePenaltyTerm): ccDY2+=totalN*PenaltyTerm(x)
cc=(ccDY2)/totalN
endT=time.time()
print(':->',cc,' t=',endT-startT)
return ccDY2
repDataDY=setDY.GenerateReplica()
localM = Minuit(repchi_2, initialValues)
localM.errors=initialErrors
localM.limits=searchLimits
localM.fixed=parametersToMinimize
localM.errordef=1
localM.tol=0.0001*totalN*10000 ### the last 0.0001 is to compensate MINUIT def
localM.strategy=1
localM.migrad()
### [chi^2, NP-parameters]
return [localM.fval,list(localM.values)]
def _curve_fit_wrapper(
func: Callable[..., Any],
xdata: np.typing.NDArray[Any],
ydata: np.typing.NDArray[Any],
yerr: np.typing.NDArray[Any],
likelihood: bool = False,
) -> tuple[tuple[float, ...], np.typing.NDArray[Any]]:
"""
Wrapper around `scipy.optimize.curve_fit`. Initial parameters (`p0`)
can be set in the function definition with defaults for kwargs
(e.g., `func = lambda x,a=1.,b=2.: x+a+b`, will feed `p0 = [1.,2.]` to `curve_fit`)
"""
try:
from scipy.optimize import curve_fit, minimize
except ModuleNotFoundError:
print(_PLT_MISSING_MSG, file=sys.stderr)
raise
params = list(inspect.signature(func).parameters.values())
p0 = [
1 if arg.default is inspect.Parameter.empty else arg.default
for arg in params[1:]
]
mask = yerr != 0.0
popt, pcov = curve_fit(
func,
xdata[mask],
ydata[mask],
sigma=yerr[mask],
absolute_sigma=True,
p0=p0,
)
if likelihood:
try:
from iminuit import Minuit
except ModuleNotFoundError:
print(_PLT_MISSING_MSG, file=sys.stderr)
raise
from scipy.special import gammaln
def fnll(v: Iterable[np.typing.NDArray[Any]]) -> float:
ypred = func(xdata, *v)
if (ypred <= 0.0).any():
return 1e6
return ( # type: ignore[no-any-return]
ypred.sum() - (ydata * np.log(ypred)).sum() +
gammaln(ydata + 1).sum())
# Seed likelihood fit with chi2 fit parameters
res = minimize(fnll, popt, method="BFGS")
popt = res.x
# Better hessian from hesse, seeded with scipy popt
m = Minuit(fnll, popt)
m.errordef = 0.5
m.hesse()
pcov = np.array(m.covariance)
return tuple(popt), pcov
def fit(least_squares):
m = Minuit(least_squares, m1=1400, m2=300, m3=250, k=0, a=0, b=0, e=0, g=0)
m.limits['m1'] = (1500, 1700)
m.limits['m2'] = (300, 500)
m.limits['m3'] = (250, 450)
m.errordef = Minuit.LEAST_SQUARES
m.migrad()
return m
def test_inaccurate_fcn(iterate, valid):
def f(x):
return abs(x) ** 10 + 1e7
m = Minuit(f, x=2)
m.errordef = 1
m.migrad(iterate=iterate)
assert m.valid == valid
def test_function_with_maximum():
def func(a):
return -(a ** 2)
m = Minuit(func, a=0)
m.errordef = 1
m.migrad()
assert m.fmin.is_valid is False
def test_non_invertible():
m = Minuit(lambda x, y: 0, 1, 2)
m.errordef = 1
m.strategy = 0
m.migrad()
assert m.fmin.is_valid
m.hesse()
assert not m.fmin.is_valid
assert m.covariance is None
def test_errordef():
m = Minuit(lambda x: x**2, pedantic=False, errordef=4)
assert m.errordef == 4
m.migrad()
m.hesse()
assert_allclose(m.errors["x"], 2)
m.errordef = 1
m.hesse()
assert_allclose(m.errors["x"], 1)
def fit_minuit_v2(fcn, bounds_dict={}, hesse=True, minos=False, **kwargs):
"""
:param fcn:
:param bounds_dict:
:param hesse:
:param minos:
:return:
"""
from iminuit import Minuit
var_args = {}
var_names = fcn.vm.trainable_vars
x0 = []
for i in var_names:
x0.append(fcn.vm.get(i))
var_args[i] = fcn.vm.get(i)
if i in bounds_dict:
var_args["limit_{}".format(i)] = bounds_dict[i]
# var_args["error_" + i] = 0.1
f_g = Cached_FG(fcn.nll_grad)
m = Minuit(
f_g.fun,
np.array(x0),
name=var_names,
grad=f_g.grad,
)
m.strategy = 0
for i in var_names:
if i in bounds_dict:
m.limits[i] = bounds_dict[i]
m.errordef = 0.5
m.print_level = 2
print("########## begin MIGRAD")
now = time.time()
m.migrad() # (ncall=10000))#,precision=5e-7))
print("MIGRAD Time", time.time() - now)
if hesse:
print("########## begin HESSE")
now = time.time()
m.hesse()
print("HESSE Time", time.time() - now)
if minos:
print("########## begin MINOS")
now = time.time()
m.minos() # (var="")
print("MINOS Time", time.time() - now)
ndf = len(var_names)
ret = FitResult(dict(zip(var_names, m.values)),
fcn,
m.fval,
ndf=ndf,
success=m.valid)
# print(m.errors)
ret.set_error(dict(zip(var_names, m.errors)))
return ret
def test_chi2_fit():
def chi2(x, y):
return (x - 1) ** 2 + ((y - 2) / 3) ** 2
m = Minuit(chi2, x=0, y=0)
m.errordef = 1
m.migrad()
assert_allclose(m.values, (1, 2))
assert_allclose(m.errors, (1, 3))
def test_throw_nan():
m = Minuit(returning_nan, x=1)
m.errordef = 1
assert not m.throw_nan
m.migrad()
m.throw_nan = True
with pytest.raises(RuntimeError):
m.migrad()
assert m.throw_nan
def curve_fit_wrapper(func,
xdata,
ydata,
sigma=None,
absolute_sigma=True,
likelihood=False,
**kwargs):
"""
Wrapper around `scipy.optimize.curve_fit`. Initial parameters (`p0`)
can be set in the function definition with defaults for kwargs
(e.g., `func = lambda x,a=1.,b=2.: x+a+b`, will feed `p0 = [1.,2.]` to `curve_fit`)
"""
from scipy.optimize import minimize, curve_fit
xdata = xdata.astype(np.float64) # need this for minuit hesse to converge
if func.__defaults__ and len(
func.__defaults__) + 1 == func.__code__.co_argcount:
if "p0" not in kwargs:
kwargs["p0"] = func.__defaults__
tomask = (ydata == 0.0) | (~np.isfinite(ydata))
if sigma is not None:
tomask |= sigma == 0.0
popt, pcov = curve_fit(
func,
xdata[~tomask],
ydata[~tomask],
sigma=sigma[~tomask],
absolute_sigma=absolute_sigma,
**kwargs,
)
if likelihood:
from scipy.special import gammaln
def fnll(v):
ypred = func(xdata, *v)
if (ypred <= 0.0).any():
return 1e6
return (ypred.sum() - (ydata * np.log(ypred)).sum() +
gammaln(ydata + 1).sum())
res = minimize(fnll, popt, method="BFGS")
popt = res.x
pcov = res.hess_inv
use_minuit = True
if use_minuit:
try:
from iminuit import Minuit
except ImportError:
raise Exception(
"For likelihood minimization, the 'iminuit' module must be installed (`pip install --user iminuit`)."
)
m = Minuit(fnll, popt)
m.errordef = 0.5
m.hesse()
pcov = np.array(m.covariance)
return popt, pcov
def test_matrix():
m = Minuit(lambda x, y: x**2 + (y / 2)**2 + 1, x=0, y=0)
m.errordef = 1
m.migrad()
assert (framed(tab.tabulate(*m.covariance.to_table())) == """
x y
-- ------ ------
x 1 -0.643
y -0.643 4
""")
def test_html_minuit():
m = Minuit(lambda x, y: x**2 + 4 * y**2, x=0, y=0)
m.errordef = 1
assert m._repr_html_() == m.params._repr_html_()
m.migrad()
assert (m._repr_html_() == m.fmin._repr_html_() + m.params._repr_html_() +
m.covariance._repr_html_())
m.minos()
assert (m._repr_html_() == m.fmin._repr_html_() + m.params._repr_html_() +
m.merrors._repr_html_() + m.covariance._repr_html_())
def test_text_minuit():
m = Minuit(lambda x, y: x**2 + 4 * y**2, x=0, y=0)
m.errordef = 1
assert str(m) == str(m.params)
m.migrad()
assert str(m) == str(m.fmin) + "\n" + str(m.params) + "\n" + str(
m.covariance)
m.minos()
assert str(m) == str(m.fmin) + "\n" + str(m.params) + "\n" + str(
m.merrors) + "\n" + str(m.covariance)
def test_perfect_correlation():
def func(a, b):
return (a - b) ** 2
m = Minuit(func, a=1, b=2)
m.errordef = 1
m.migrad()
assert m.fmin.is_valid is True
assert m.fmin.has_accurate_covar is False
assert m.fmin.has_posdef_covar is False
assert m.fmin.has_made_posdef_covar is True
def test_fixing_long_variable_name(grad):
m = Minuit(
func5,
grad=grad,
long_variable_name_really_long_why_does_it_has_to_be_this_long=2,
x=0,
z=0,
)
m.errordef = 1
m.fixed["long_variable_name_really_long_why_does_it_has_to_be_this_long"] = True
m.migrad()
assert_allclose(m.values, [1, 2, -1], atol=1e-3)
def optimize_1pz(w_in, a_baseline_in, t_beg_in, t_end_in, p0_in, val0_out):
"""
Find the optimal, single pole-zero cancellation's parameter
by minimizing the slope in the waveform's specified time range.
Parameters
----------
w_in : array-like
The input waveform
a_baseline_in: float
The resting baseline
t_beg_in : int
The lower bound's index for the time range over
which to optimize the pole-zero cancellation
t_end_in : int
The upper bound's index for the time range over
which to optimize the pole-zero cancellation
p0_in : float
The initial guess of the optimal time constant
val0_out : float
The output value of the best-fit time constant
Processing Chain Example
------------------------
"tau0": {
"function": "optimize_1pz",
"module": "pygama.dsp.processors",
"args": ["waveform", "baseline", "0", "20*us", "500*us", "tau0"],
"prereqs": ["waveform", "baseline"],
"unit": "us"
}
"""
val0_out[0] = np.nan
if np.isnan(w_in).any() or np.isnan(a_baseline_in) or np.isnan(t_beg_in) or np.isnan(t_end_in) or\
np.isnan(p0_in):
return
if not np.floor(t_beg_in) == t_beg_in or\
not np.floor(t_end_in) == t_end_in:
raise DSPFatal('The waveform index is not an integer')
if int(t_beg_in) < 0 or int(t_beg_in) > len(w_in) or\
int(t_end_in) < 0 or int(t_end_in) > len(w_in):
raise DSPFatal('The waveform index is out of range')
m = Minuit(Model(pole_zero, w_in, a_baseline_in, int(t_beg_in), int(t_end_in)), [p0_in])
m.print_level = -1
m.strategy = 1
m.errordef = Minuit.LEAST_SQUARES
m.migrad()
val0_out[0] = m.values[0]
def test_params():
m = Minuit(lambda x, y: x**2 + (y / 2)**2 + 1, x=0, y=0)
m.errordef = 1
m.limits["y"] = (-1, 1)
m.fixed["x"] = True
m.migrad()
m.minos()
assert (framed(tab.tabulate(*m.params.to_table())) == """
pos name value error error- error+ limit- limit+ fixed
----- ------ ------- ------- -------- -------- -------- -------- -------
0 x 0 0.1 yes
1 y 0 1.5 -1.0 1.0 -1.0 1.0
""")
def test_issue_424():
def lsq(x, y, z):
return (x - 1) ** 2 + (y - 4) ** 2 / 2 + (z - 9) ** 2 / 3
m = Minuit(lsq, x=0.0, y=0.0, z=0.0)
m.errordef = 1
m.migrad()
m.fixed["x"] = True
m.errors["x"] = 2
m.hesse()
assert m.fixed["x"] is True
assert m.errors["x"] == 2
def minimize(
self,
initial_param_values: np.ndarray,
verbose: bool = False,
error_def: float = 0.5,
additional_args: Optional[Tuple[Any, ...]] = None,
get_hesse: bool = True,
check_success: bool = True,
) -> MinimizeResult:
m = Minuit(
self._fcn,
initial_param_values,
name=self.params.names,
)
m.errors = 0.05 * initial_param_values
m.errordef = error_def
m.limits = self._param_bounds
for i in range(len(m.params)):
m.fixed[i] = self._get_fixed_params()[i]
m.print_level = 1 if verbose else 0
# perform minimization twice!
fmin = m.migrad(ncall=100000, iterate=2).fmin
self._fcn_min_val = m.fval
self._params.values = np.array(m.values)
self._params.errors = np.array(m.errors)
fixed_params = tuple(
~np.array(self._get_fixed_params())) # type: Tuple[bool, ...]
self._params.covariance = np.array(
m.covariance)[fixed_params, :][:, fixed_params]
self._params.correlation = np.array(
m.covariance.correlation())[fixed_params, :][:, fixed_params]
self._success = fmin.is_valid and fmin.has_valid_parameters and fmin.has_covariance
if check_success and not self._success:
raise RuntimeError(f"Minimization was not successful.\n"
f"{fmin}\n")
assert self._success is not None
return MinimizeResult(fcn_min_val=m.fval,
params=self._params,
success=self._success)
def test_fmin():
m = Minuit(lambda x, s: (x * s) ** 2, x=1, s=1)
m.fixed["s"] = True
m.errordef = 1
m.migrad()
fm1 = m.fmin
assert fm1.is_valid
m.values["s"] = 0
m.migrad()
fm2 = m.fmin
assert fm1.is_valid
assert not fm2.is_valid
def taubin_circle_fit(x, y, mask):
"""
reference : Barcelona_Muons_TPA_final.pdf (slide 6)
Parameters
----------
x: array-like or astropy quantity
x coordinates of the points
y: array-like or astropy quantity
y coordinates of the points
mask: array-like boolean
true for pixels surviving the cleaning
"""
original_unit = x.unit
x, y = all_to_value(x, y, unit=original_unit)
x_masked = x[mask]
y_masked = y[mask]
R = x.max() # x.max() just happens to be identical with R in many cases.
taubin_r_initial = R / 2
taubin_error = R * 0.1
xc = 0
yc = 0
# minimization method
fit = Minuit(make_taubin_loss_function(x_masked, y_masked),
xc=xc,
yc=yc,
r=taubin_r_initial)
fit.errordef = Minuit.LEAST_SQUARES
fit.errors["xc"] = taubin_error
fit.errors["yc"] = taubin_error
fit.errors["r"] = taubin_error
fit.limits["xc"] = (-2 * R, 2 * R)
fit.limits["yc"] = (-2 * R, 2 * R)
fit.limits["r"] = (0, R)
fit.migrad()
radius = Quantity(fit.values["r"], original_unit)
center_x = Quantity(fit.values["xc"], original_unit)
center_y = Quantity(fit.values["yc"], original_unit)
return radius, center_x, center_y
