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Write RooGaussMinimizer[Fcn] #6
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Mainly fill out the DoEval with an explicit Gaussian NLL, i.e. something like 0.5*pow((x-mu)/sigma,2) + log(gauss-normalization) and DoDerivative with the derivatives of this to mu and sigma, depending on the index argument.
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egpbos commentedon Aug 31, 2017
Note that the gauss-normalization term (1/sqrt(something pi sigma^something)) contains sigma, so it doesn't drop out in the derivative to sigma.
vincecr0ft commentedon Sep 19, 2017
Re-added migrad functionality in RooGaussMinimizer together with print statements in RooGaussMinimizerFcn. Only
DoEval()is called and neverDoDerivative()The RooGaussMinimizer just calls the Minuit function which should be overloaded to take a gradient function. Is this recast back to an IMultiGenFunction somewhere?egpbos commentedon Sep 20, 2017
So, when you initialize the Fitter with a
IMultiGradFunction, it should set thefUseGradientflag tokTRUE.As you say,
RooGaussMinimizer::migradcallsFitter::fitFcn, which callsFitter::DoMinimization. I don't know if this makes use offUseGradient. I don't think it will, since it in turn calls Minuit2 things. Minuit2 is an implementation of the Minimizer interface class and the Minimizer class does provide forIMultiGradFunctionoverloads. However, the question is whether these will be called from the currentRooGaussMinimizerIf all of this doesn't work out, we could try to write some custom fitting routine. We can take some inspiration from
Fitter::DoBinnedLikelihoodFitandFitter::DoLeastSquareFit, wherefUseGradientis used.Todo:
fUseGradientis kTRUE after initialization of the Fitter in theRooGaussMinimizer.IMultiGradFunctionMinuit2 functions are called, not theIMultiGenFunctionones.vincecr0ft commentedon Sep 27, 2017
I think we just need testing now and therefore this can be closed...
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