rf613_global_observables

This tutorial explains the concept of global observables in RooFit, and showcases how their values can be stored either in the model or in the dataset.

Introduction

Note: in this tutorial, we are multiplying the likelihood with an additional likelihood to constrain the parameters with auxiliary measurements. This is different from the rf604_constraints tutorial, where the likelihood is multiplied with a Bayesian prior to constrain the parameters.

With RooFit, you usually optimize some model parameters p to maximize the likelihood L given the per-event or per-bin ## observations x:

Often, the parameters are constrained with some prior likelihood C, which doesn't depend on the observables x:

Usually, these constraint terms depend on some auxiliary measurements of other observables g. The constraint term is then the likelihood of the so-called global observables:

For example, think of a model where the true luminosity lumi is a nuisance parameter that is constrained by an auxiliary measurement lumi_obs with uncertainty lumi_obs_sigma:

As a Gaussian is symmetric under exchange of the observable and the mean parameter, you can also sometimes find this equivalent but less conventional formulation for Gaussian constraints:

If you wanted to constrain a parameter that represents event counts, you would use a Poissonian constraint, e.g.:

Unlike a Guassian, a Poissonian is not symmetric under exchange of the observable and the parameter, so here you need to be more careful to follow the global observable prescription correctly.

Author: Jonas Rembser
This notebook tutorial was automatically generated with ROOTBOOK-izer from the macro found in the ROOT repository on Wednesday, November 30, 2022 at 11:24 AM.

In [1]:
using namespace RooFit;

Setting up the model and creating toy dataset

l'(x | mu, sigma) = l(x | mu, sigma) * Gauss(mu_obs | mu, 0.2)

event observables

In [2]:
RooRealVar x("x", "x", -10, 10);

parameters

In [3]:
RooRealVar mu("mu", "mu", 0.0, -10, 10);
RooRealVar sigma("sigma", "sigma", 1.0, 0.1, 2.0);

Gaussian model for event observables

In [4]:
RooGaussian gauss("gauss", "gauss", x, mu, sigma);

global observables (which are not parameters so they are constant)

In [5]:
RooRealVar mu_obs("mu_obs", "mu_obs", 1.0, -10, 10);
mu_obs.setConstant();

note: alternatively, one can create a constant with default limits using RooRealVar("mu_obs", "mu_obs", 1.0)

constraint pdf

In [6]:
RooGaussian constraint("constraint", "constraint", mu_obs, mu, RooConst(0.2));

full pdf including constraint pdf

In [7]:
RooProdPdf model("model", "model", {gauss, constraint});

Generating toy data with randomized global observables

For most toy-based statistical procedures, it is necessary to also randomize the global observable when generating toy datasets.

To that end, let's generate a single event from the model and take the global observable value (the same is done in the RooStats:ToyMCSampler class):

In [8]:
std::unique_ptr<RooDataSet> dataGlob{model.generate({mu_obs}, 1)};

Next, we temporarily set the value of mu_obs to the randomized value for generating our toy dataset:

In [9]:
double mu_obs_orig_val = mu_obs.getVal();

RooArgSet{mu_obs}.assign(*dataGlob->get(0));

actually generate the toy dataset

In [10]:
std::unique_ptr<RooDataSet> data{model.generate({x}, 1000)};
input_line_58:2:2: warning: 'data' shadows a declaration with the same name in the 'std' namespace; use '::data' to reference this declaration
 std::unique_ptr<RooDataSet> data{model.generate({x}, 1000)};
 ^

When fitting the toy dataset, it is important to set the global observables in the fit to the values that were used to generate the toy dataset. To facilitate the bookkeeping of global observable values, you can attach a snapshot with the current global observable values to the dataset like this (new feature introduced in ROOT 6.26):

In [11]:
data->setGlobalObservables({mu_obs});
input_line_59:2:2: error: reference to 'data' is ambiguous
 data->setGlobalObservables({mu_obs});
 ^
input_line_58:2:30: note: candidate found by name lookup is '__cling_N529::data'
 std::unique_ptr<RooDataSet> data{model.generate({x}, 1000)};
                             ^
/usr/include/c++/9/bits/range_access.h:318:5: note: candidate found by name lookup is 'std::data'
    data(initializer_list<_Tp> __il) noexcept
    ^
/usr/include/c++/9/bits/range_access.h:289:5: note: candidate found by name lookup is 'std::data'
    data(_Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:299:5: note: candidate found by name lookup is 'std::data'
    data(const _Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:309:5: note: candidate found by name lookup is 'std::data'
    data(_Tp (&__array)[_Nm]) noexcept
    ^

reset original mu_obs value

In [12]:
mu_obs.setVal(mu_obs_orig_val);

Fitting a model with global observables

Create snapshot of original parameters to reset parameters after fitting

In [13]:
RooArgSet modelParameters;
model.getParameters(data->get(), modelParameters);
RooArgSet origParameters;
modelParameters.snapshot(origParameters);

using FitRes = std::unique_ptr<RooFitResult>;
input_line_61:3:21: error: reference to 'data' is ambiguous
model.getParameters(data->get(), modelParameters);
                    ^
input_line_58:2:30: note: candidate found by name lookup is '__cling_N529::data'
 std::unique_ptr<RooDataSet> data{model.generate({x}, 1000)};
                             ^
/usr/include/c++/9/bits/range_access.h:318:5: note: candidate found by name lookup is 'std::data'
    data(initializer_list<_Tp> __il) noexcept
    ^
/usr/include/c++/9/bits/range_access.h:289:5: note: candidate found by name lookup is 'std::data'
    data(_Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:299:5: note: candidate found by name lookup is 'std::data'
    data(const _Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:309:5: note: candidate found by name lookup is 'std::data'
    data(_Tp (&__array)[_Nm]) noexcept
    ^

When you fit a model that includes global observables, you need to specify them in the call to RooAbsPdf::fitTo with the RooFit::GlobalObservables command argument. By default, the global observable values attached to the dataset will be prioritized over the values in the model, so the following fit correctly uses the randomized global observable values from the toy dataset:

In [14]:
std::cout << "1. model.fitTo(*data, GlobalObservables(mu_obs))\n";
std::cout << "------------------------------------------------\n\n";
FitRes res1{model.fitTo(*data, GlobalObservables(mu_obs), PrintLevel(-1), Save())};
res1->Print();
modelParameters.assign(origParameters);
input_line_62:4:1: error: unknown type name 'FitRes'
FitRes res1{model.fitTo(*data, GlobalObservables(mu_obs), PrintLevel(-1), Save())};
^
input_line_62:4:26: error: reference to 'data' is ambiguous
FitRes res1{model.fitTo(*data, GlobalObservables(mu_obs), PrintLevel(-1), Save())};
                         ^
input_line_58:2:30: note: candidate found by name lookup is '__cling_N529::data'
 std::unique_ptr<RooDataSet> data{model.generate({x}, 1000)};
                             ^
/usr/include/c++/9/bits/range_access.h:318:5: note: candidate found by name lookup is 'std::data'
    data(initializer_list<_Tp> __il) noexcept
    ^
/usr/include/c++/9/bits/range_access.h:289:5: note: candidate found by name lookup is 'std::data'
    data(_Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:299:5: note: candidate found by name lookup is 'std::data'
    data(const _Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:309:5: note: candidate found by name lookup is 'std::data'
    data(_Tp (&__array)[_Nm]) noexcept
    ^
input_line_62:6:1: error: use of undeclared identifier 'modelParameters'
modelParameters.assign(origParameters);
^
input_line_62:6:24: error: use of undeclared identifier 'origParameters'
modelParameters.assign(origParameters);
                       ^

In our example, the set of global observables is attached to the toy dataset. In this case, you can actually drop the GlobalObservables() command argument, because the global observables are automatically figured out from the data set (this fit result should be identical to the previous one).

In [15]:
std::cout << "2. model.fitTo(*data)\n";
std::cout << "---------------------\n\n";
FitRes res2{model.fitTo(*data, PrintLevel(-1), Save())};
res2->Print();
modelParameters.assign(origParameters);
input_line_63:4:1: error: unknown type name 'FitRes'
FitRes res2{model.fitTo(*data, PrintLevel(-1), Save())};
^
input_line_63:4:26: error: reference to 'data' is ambiguous
FitRes res2{model.fitTo(*data, PrintLevel(-1), Save())};
                         ^
input_line_58:2:30: note: candidate found by name lookup is '__cling_N529::data'
 std::unique_ptr<RooDataSet> data{model.generate({x}, 1000)};
                             ^
/usr/include/c++/9/bits/range_access.h:318:5: note: candidate found by name lookup is 'std::data'
    data(initializer_list<_Tp> __il) noexcept
    ^
/usr/include/c++/9/bits/range_access.h:289:5: note: candidate found by name lookup is 'std::data'
    data(_Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:299:5: note: candidate found by name lookup is 'std::data'
    data(const _Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:309:5: note: candidate found by name lookup is 'std::data'
    data(_Tp (&__array)[_Nm]) noexcept
    ^
input_line_63:6:1: error: use of undeclared identifier 'modelParameters'
modelParameters.assign(origParameters);
^
input_line_63:6:24: error: use of undeclared identifier 'origParameters'
modelParameters.assign(origParameters);
                       ^

If you want to explicitly ignore the global observables in the dataset, you can do that by specifying GlobalObservablesSource("model"). Keep in mind that now it's also again your responsability to define the set of global observables.

In [16]:
std::cout << "3. model.fitTo(*data, GlobalObservables(mu_obs), GlobalObservablesSource(\"model\"))\n";
std::cout << "------------------------------------------------\n\n";
FitRes res3{model.fitTo(*data, GlobalObservables(mu_obs), GlobalObservablesSource("model"), PrintLevel(-1), Save())};
res3->Print();
modelParameters.assign(origParameters);
input_line_64:4:1: error: unknown type name 'FitRes'
FitRes res3{model.fitTo(*data, GlobalObservables(mu_obs), GlobalObservablesSource("model"), PrintLevel(-1), Save())};
^
input_line_64:4:26: error: reference to 'data' is ambiguous
FitRes res3{model.fitTo(*data, GlobalObservables(mu_obs), GlobalObservablesSource("model"), PrintLevel(-1), Save())};
                         ^
input_line_58:2:30: note: candidate found by name lookup is '__cling_N529::data'
 std::unique_ptr<RooDataSet> data{model.generate({x}, 1000)};
                             ^
/usr/include/c++/9/bits/range_access.h:318:5: note: candidate found by name lookup is 'std::data'
    data(initializer_list<_Tp> __il) noexcept
    ^
/usr/include/c++/9/bits/range_access.h:289:5: note: candidate found by name lookup is 'std::data'
    data(_Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:299:5: note: candidate found by name lookup is 'std::data'
    data(const _Container& __cont) noexcept(noexcept(__cont.data()))
    ^
/usr/include/c++/9/bits/range_access.h:309:5: note: candidate found by name lookup is 'std::data'
    data(_Tp (&__array)[_Nm]) noexcept
    ^
input_line_64:6:1: error: use of undeclared identifier 'modelParameters'
modelParameters.assign(origParameters);
^
input_line_64:6:24: error: use of undeclared identifier 'origParameters'
modelParameters.assign(origParameters);
                       ^

Draw all canvases

In [17]:
%jsroot on
gROOT->GetListOfCanvases()->Draw()