Source code for zfit.minimizers.termination

#  Copyright (c) 2023 zfit
from __future__ import annotations

import abc
from typing import TYPE_CHECKING

import numpy as np

from ..core.interfaces import ZfitLoss
from ..util import ztyping
from ..util.checks import Singleton

if TYPE_CHECKING:
    import zfit


class ConvergenceCriterion(abc.ABC):
    def __init__(
        self, tol: float, loss: ZfitLoss, params: ztyping.ParamTypeInput, name: str
    ):
        """A generic convergence criterion to be subclassed.

        Args:
            tol: tolerance to stop the minimization. This value is multiplied by the errordef of the loss.
            loss:
            params ():
            name ():
        """
        super().__init__()
        if not isinstance(loss, ZfitLoss):
            raise TypeError("loss has to be ZfitLoss")
        self.loss = loss
        self.tol = tol * loss.errordef
        self.params = params
        self.name = name
        self.last_value = CRITERION_NOT_AVAILABLE

    def converged(self, result: zfit.core.fitresult.FitResult) -> bool:
        """Calculate the criterion and check if it is below the tolerance.

        Args:
            result: Return the result which contains all the information

        Returns:
        """
        value = self.calculate(result)
        return value < self.tol

    def calculate(self, result: zfit.core.fitresult.FitResult):
        """Evaluate the convergence criterion and store it in `last_value`

        Args:
            result ():
        """
        value = self._calculate(result=result)
        self.last_value = value
        return value

    @abc.abstractmethod
    def _calculate(self, result: zfit.core.fitresult.FitResult) -> float:
        raise NotImplementedError

    def __repr__(self) -> str:
        return f"<ConvergenceCriterion {self.name}>"


def calculate_edm(grad, inv_hesse):
    return grad @ inv_hesse @ grad / 2




class EDM(ConvergenceCriterion):
    def __init__(
        self,
        tol: float,
        loss: ZfitLoss,
        params: ztyping.ParamTypeInput,
        name: str | None = "edm",
    ):
        """Estimated distance to minimum.

        This criterion estimates the distance to the minimum by using

        .. math::
            EDM = g^T \\cdot H^{-1} \\cdot g

        with H the hessian matrix (approximation) and g the gradient.

        This is the same criterion as
        `iminuit uses internally as well. <https://iminuit.readthedocs.io/en/stable/reference.html#iminuit.Minuit.tol>`_

        Args:
            tol: Tolerance for the criterion. If the criterion value is below the tol (usually), it is converged.
            loss: loss that will we minimized.
            params: Parameters that will be minimized.
            name: Human readable name or description.
        """
        super().__init__(tol=tol, loss=loss, params=params, name=name)

    def _calculate(self, result) -> float:
        loss = result.loss
        params = list(result.params)
        grad = result.approx.gradient()
        if grad is None:
            grad = loss.gradient(params)
        grad = np.array(grad)
        inv_hessian = result.approx.inv_hessian(invert=True)
        if inv_hessian is None:
            hessian = loss.hessian(params)
            inv_hessian = np.linalg.inv(hessian)
        edm = calculate_edm(grad, inv_hessian)
        if edm < 0:
            edm = 999
        return edm



class CriterionNotAvailable(Singleton):
    def __bool__(self):
        return False

    def __eq__(self, other):
        return False

    def __lt__(self, other):
        return False

    def __add__(self, other):
        return self

    def __mul__(self, other):
        return self

    def __pow__(self, power, modulo=None):
        return self

    def __repr__(self):
        return "<EDM_not_available>"


CRITERION_NOT_AVAILABLE = CriterionNotAvailable()