Changelog

Develop

Complete refactoring of Spaces to allow arbitrary function. New, more consistent behavior with extended PDFs. SumPDF refactoring, more explicit handling of fracs and yields. Improved graph building allowing for more fine-grained control of tracing. Stabilized minimization including a push-back for NaNs.

Major Features and Improvements

  • Arbitrary limits as well as vectorization (experimental) are now fully supported. The new Space has an additional argument for a function that tests if a vector x is inside.

    To test if a value is inside a space, Space.inside can be used. To filter values, Space.filter.

    The limits returned are now by default numpy arrays with the shape (1, n_obs). This corresponds well to the old layout and can, using z.unstack_x(lower) be treated like Data. This has also some consequences for the output format of rect_area: this is now a vector.

    Due to the ambiguity of the name limits, area etc (since they do only reflect the rectangular case) method with leading rect_* have been added (rect_limits, rect_area etc.) and are encouraged to be used.

  • Extending a PDF is more straightforward and removes any “magic”. The philosophy is: a PDF can be extended or not. But it does not change the fundamental behavior of functions.

  • SumPDF has been refactored and behaves now as follows: - Giving in pdfs (extended or not or mixed) and fracs (either length pdfs or one less) will create a

    non-extended SumPDF using the fracs. The fact that the pdfs are maybe extended is ignored. This will lead to highly consistent behavior. If the number of fracs given equals the number of pdfs, it is up to the user (currently) to take care of the normalization. Only if all pdfs are extended and no fracs are given, the sumpdf will be using the yields as normalized fracs and be extended.

  • Improved graph building and z.function - the `z.function can now, as with tf.function, be used either as a decorator without arguments or

    as a decorator with arguments. They are the same as in tf.function, except of a few additional ones.

    • zfit.run.set_mode allows to set the policy for whether everything is run in eager mode (graph=False), everything in graph, or most of it (graph=True) or an optimized variant, doing graph building only with losses but not just models (e.g. pdf won’t trigger a graph build, loss.value() will) with graph=’auto’.
    • The graph cache can be cleaned manually using zfit.run.clear_graph_cache in order to prevent slowness in repeated tasks.

  • Switch for numerical gradients has been added as well in zfit.run.set_mode(autograd=True/False).

  • Resetting to the default can be done with zfit.run.set_mode_default()

  • Improved stability of minimizer by adding penalty (currently in Minuit) as default. To have a better behavior with toys (e.g. never fail on NaNs but return an invalid FitResult), use the DefaultToyStrategy in zfit.mnimize.

  • Exceptions are now publicly available in zfit.exception

  • Added nice printout for FitResult and FitResult.params.

  • get_params is now more meaningful, returning by default all independent parameters of the pdf, including yields. Arguments (floating, is_yield) allow for more fine-grained control.

Breaking changes

  • Multiple limits are now handled by a MultiSpace class. Each Space has only “one limit” and no complicated layout has to be remembered. If you want to have a space that is defined in disconnected regions, use the + operator or functionally zfit.dimension.add_spaces

    To extract limits from multiple limits, MultiSpace and Space are both iterables, returning the containing spaces respectively itself (for the Space case).

  • SumPDF changed in the behavior. Read above in the Major Features and Improvement.

  • Integrals of extended PDFs are not extended anymore, but ext_integrate now returns the integral multiplied by the yield.

Depreceations

  • ComposedParameter takes now params instead of dependents as argument, it acts now as the arguments to the value_fn. To stay future compatible, create e.g. def value_fn(p1, pa2) and using params = [‘param1, param2], value_fn will then be called as value_fn(param1, parma2). value_fn without arguments will probably break in the future.
  • FitResult.error has been renamed to errors to better reflect that multiple errors, the lower and upper are returned.

Bug fixes and small changes

  • fix a (nasty, rounding) bug in sampling with multiple limits
  • fix bug in numerical calculation
  • fix bug in SimplePDF
  • fix wrong caching signature may lead to graph not being rebuild
  • add zfit.param.set_values() method that allows to set the values of multiple parameters with one command. Can, as the set_value method be used with a context manager.
  • wrong size of weights when applying cuts in a dataset
  • with_coords did drop axes/obs
  • Fix function not traced when an error was raised during first trace
  • MultipleLimits support for analytic integrals
  • zfit.param.set_values(..) now also can use a FitResult as values argument to set the values from.

Experimental

  • added a new error method, ‘zfit_error’ that is equivalent to ‘minuit_minos’, but not fully stable. It can be used with other minimizers as well, not only Minuit.

Requirement changes

  • remove the outdated typing module
  • add tableformatter, colored, colorama for colored table printout

Thanks

  • Johannes Lade for code review and discussions.
  • Hans Dembinski for useful inputs to the uncertainties.

0.4.3 (11.3.2020)

Major Features and Improvements

  • refactor hesse_np with covariance matrix, make it available to all minimizers

Behavioral changes

Bug fixes and small changes

  • fix bug in hesse_np

Requirement changes

Thanks

0.4.2 (27.2.2020)

Major Features and Improvements

  • Refactoring of the Constraints, dividing into ProbabilityConstraint that can be sampled from and more general constraints (e.g. for parameter boundaries) that can not be sampled from.
  • Doc improvements in the constraints.
  • Add hesse error method (‘hesse_np’) available to all minimizers (not just Minuit).

Behavioral changes

  • Changed default step size to an adaptive scheme, a fraction (1e-4) of the range between the lower and upper limits.

Bug fixes and small changes

  • Add use_minuit_grad option to Minuit optimizer to use the internal gradient, often for more stable fits
  • added experimental flag zfit.experimental_loss_penalty_nan, which adds a penalty to the loss in case the value is nan. Can help with the optimisation. Feedback welcome!

Requirement changes

Thanks

0.4.1 (12.1.20)

Release to keep up with TensorFlow 2.1

Major Features and Improvements

  • Fixed the comparison in caching the graph (implementation detail) that leads to an error.

0.4.0 (7.1.2020)

This release switched to TensorFlow 2.0 eager mode. In case this breaks things for you and you need urgently a running version, install a version < 0.4.1. It is highly recommended to upgrade and make the small changes required.

Please read the upgrade guide <docs/project/upgrade_guide.rst> on a more detailed explanation how to upgrade.

TensorFlow 2.0 is eager executing and uses functions to abstract the performance critical parts away.

Major Features and Improvements

  • Dependents (currently, and probably also in the future) need more manual tracking. This has mostly an effect on CompositeParameters and SimpleLoss, which now require to specify the dependents by giving the objects it depends (indirectly) on. For example, it is sufficient to give a ComplexParameter (which itself is not independent but has dependents) to a SimpleLoss as dependents (assuming the loss function depends on it).

  • ComposedParameter does no longer allow to give a Tensor but requires a function that, when evaluated, returns the value. It depends on the dependents that are now required.

  • Added numerical differentiation, which allows now to wrap any function with z.py_function (zfit.z). This can be switched on with zfit.settings.options[‘numerical_grad’] = True

  • Added gradient and hessian calculation options to the loss. Support numerical calculation as well.

  • Add caching system for graph to prevent recursive graph building

  • changed backend name to z and can be used as zfit.z or imported from it. Added:

    • function decorator that can be used to trace a function. Respects dependencies of inputs and automatically caches/invalidates the graph and recreates.
    • py_function, same as tf.py_function, but checks and may extends in the future
    • math module that contains autodiff and numerical differentiation methods, both working with tensors.

Behavioral changes

  • EDM goal of the minuit minimizer has been reduced by a factor of 10 to 10E-3 in agreement with the goal in RooFits Minuit minimizer. This can be varied by specifying the tolerance.
  • known issue: the projection_pdf has troubles with the newest TF version and may not work properly (runs out of memory)

Bug fixes and small changes

Requirement changes

  • added numdifftools (for numerical differentiation)

Thanks

0.3.7 (6.12.19)

This is a legacy release to add some fixes, next release is TF 2 eager mode only release.

Major Features and Improvements

  • mostly TF 2.0 compatibility in graph mode, tests against 1.x and 2.x

Behavioral changes

Bug fixes and small changes

  • get_depentents returns now an OrderedSet
  • errordef is now a (hidden) attribute and can be changed
  • fix bug in polynomials

Requirement changes

  • added ordered-set

0.3.6 (12.10.19)

Special release for conda deployment and version fix (TF 2.0 is out)

This is the last release before breaking changes occur

Major Features and Improvements

  • added ConstantParameter and zfit.param namespace
  • Available on conda-forge

Behavioral changes

  • an implicitly created parameter with a Python numerical (e.g. when instantiating a model) will be converted to a ConstantParameter instead of a fixed Parameter and therefore cannot be set to floating later on.

Bug fixes and small changes

  • added native support TFP distributions for analytic sampling
  • fix Gaussian (TFP Distribution) Constraint with mixed up order of parameters
  • from_numpy automatically converts to default float regardless the original numpy dtype, dtype has to be used as an explicit argument

Requirement changes

  • TensorFlow >= 1.14 is required

Thanks

  • Chris Burr for the conda-forge deployment

0.3.4 (30-07-19)

This is the last release before breaking changes occur

Major Features and Improvements

  • create Constraint class which allows for more fine grained control and information on the applied constraints.
  • Added Polynomial models
  • Improved and fixed sampling (can still be slightly biased)

Behavioral changes

None

Bug fixes and small changes

  • fixed various small bugs

Thanks

for the contribution of the Constraints to Matthieu Marinangeli <matthieu.marinangeli@cern.ch>

0.3.3 (15-05-19)

Fixed Partial numeric integration

Bugfixes mostly, a few major fixes. Partial numeric integration works now.

Bugfixes
  • data_range cuts are now applied correctly, also in several dimensions when a subset is selected (which happens internally of some Functors, e.g. ProductPDF). Before, only the selected obs was respected for cuts.
  • parital integration had a wrong take on checking limits (now uses supports).

0.3.2 (01-05-19)

With 0.3.2, bugfixes and three changes in the API/behavior

Breaking changes

  • tfp distributions wrapping is now different with dist_kwargs allowing for non-Parameter arguments (like other dists)
  • sampling allows now for importance sampling (sampler in Model specified differently)
  • model.sample now also returns a tensor, being consistent with pdf and integrate

Bugfixes

  • shape handling of tfp dists was “wrong” (though not producing wrong results!), fixed. TFP distributions now get a tensor with shape (nevents, nobs) instead of a list of tensors with (nevents,)

Improvements

  • refactor the sampling for more flexibility and performance (less graph constructed)
  • allow to use more sophisticated importance sampling (e.g. phasespace)
  • on-the-fly normalization (experimentally) implemented with correct gradient

0.3.1 (30-04-19)

Minor improvements and bugfixes including:

  • improved importance sampling allowing to preinstantiate objects before it’s called inside the while loop
  • fixing a problem with ztf.sqrt

0.3.0 (2019-03-20)

Beta stage and first pip release

0.0.1 (2018-03-22)

  • First creation of the package.