Feature/minuit2 wrapper (#279)
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## Unified Minuit2 fitting framework with FitModel API

### Models (`Models.hpp`)
Consolidate all model structs (Gaussian, RisingScurve, FallingScurve)
into a
single header. Each model provides: `eval`, `eval_and_grad`, `is_valid`,
`estimate_par`, `compute_steps`, and `param_info` metadata. No Minuit2
dependency.

### Chi2 functors (`Chi2.hpp`)
Generic `Chi2Model1DGrad` (analytic gradient) templated on the model
struct.
Replaces the separate Chi2Gaussian, Chi2GaussianGradient,
Chi2Scurves, and Chi2ScurvesGradient headers.

### FitModel (`FitModel.hpp`)
Configuration object wrapping `MnUserParameters`, strategy, tolerance,
and
user-override tracking. User constraints (fixed parameters, start
values, limits)
always take precedence over automatic data-driven estimates.

### Fit functions (`Fit.hpp`)
- `fit_pixel<Model, FCN>(model, x, y, y_err)` -> single-pixel,
self-contained
- `fit_pixel<Model, FCN>(model, upar_local, x, y, y_err)` -> pre-cloned
upar for hot loops
- `fit_3d<Model, FCN>(model, x, y, y_err, ..., n_threads)` ->
row-parallel over pixel grid

### Python bindings
- `Pol1`, `Pol2`, `Gaussian`, `RisingScurve`, `FallingScurve` model
classes with
  `FixParameter`, `SetParLimits`, `SetParameter`, and properties for
  `max_calls`, `tolerance`, `compute_errors`
- Single `fit(model, x, y, y_err, n_threads)` dispatch replacing the old
`fit_gaus_minuit`, `fit_gaus_minuit_grad`, `fit_scurve_minuit_grad`,
etc.

### Benchmarks
- Updated `fit_benchmark.cpp` (Google Benchmark) to use the new FitModel
API
- Jupyter notebooks for 1D and 3D S-curve fitting (lmfit vs Minuit2
analytic)
- ~1.8x speedup over lmfit, near-linear thread scaling up to physical
core count

---------

Co-authored-by: Erik Fröjdh <erik.frojdh@psi.ch>
This commit is contained in:
Khalil Ferjaoui
2026-03-30 09:12:23 +02:00
committed by GitHub
parent 05e6e69c66
commit a6afa45b3b
19 changed files with 3356 additions and 197 deletions
+4
View File
@@ -26,6 +26,10 @@ set_target_properties(_aare PROPERTIES
)
target_link_libraries(_aare PRIVATE aare_core aare_compiler_flags)
target_include_directories(_aare SYSTEM PRIVATE
$<TARGET_PROPERTY:Minuit2::Minuit2,INTERFACE_INCLUDE_DIRECTORIES>
)
# List of python files to be copied to the build directory
set( PYTHON_FILES
aare/__init__.py
+2 -1
View File
@@ -17,7 +17,8 @@ from .ClusterFinder import ClusterFinder, ClusterCollector, ClusterFinderMT, Clu
from .ClusterVector import ClusterVector
from .Cluster import Cluster
from ._aare import Gaussian, RisingScurve, FallingScurve, Pol1, Pol2
from ._aare import fit
from ._aare import fit_gaus, fit_pol1, fit_scurve, fit_scurve2
from ._aare import Interpolator
from ._aare import calculate_eta2, calculate_eta3, calculate_cross_eta3, calculate_full_eta2
+44 -18
View File
@@ -1,8 +1,11 @@
# SPDX-License-Identifier: MPL-2.0
import matplotlib.pyplot as plt
import numpy as np
import sys
sys.path.insert(0, '/home/kferjaoui/sw/aare/build')
from aare import fit_gaus, fit_pol1
from aare import gaus, pol1
from aare import Gaussian, fit
from aare import pol1
textpm = f"±" #
textmu = f"μ" #
@@ -15,35 +18,57 @@ textsigma = f"σ" #
mu = np.random.uniform(1, 100) # Mean of Gaussian
sigma = np.random.uniform(4, 20) # Standard deviation
num_points = 10000 # Number of points for smooth distribution
noise_sigma = 100
# noise_sigma = 10
# Generate Gaussian distribution
data = np.random.normal(mu, sigma, num_points)
counts, edges = np.histogram(data, bins=100)
# Generate errors for each point
errors = np.abs(np.random.normal(0, sigma, num_points)) # Errors with mean 0, std 0.5
x = 0.5 * (edges[:-1] + edges[1:]) # proper bin centers
y = counts.astype(np.float64)
# Poisson noise
yerr = np.sqrt(np.maximum(y, 1))
# yerr = np.abs(np.random.normal(0, noise_sigma, len(x)))
# Create subplot
fig0, ax0 = plt.subplots(1, 1, num=0, figsize=(12, 8))
x = np.histogram(data, bins=30)[1][:-1] + 0.05
y = np.histogram(data, bins=30)[0]
yerr = errors[:30]
# Add the errors as error bars in the step plot
ax0.errorbar(x, y, yerr=yerr, fmt=". ", capsize=5)
ax0.grid()
par, err = fit_gaus(x, y, yerr)
print(par, err)
# Fit with lmfit
result_lm = fit_gaus(x, y, yerr)
par_lm = result_lm["par"]
err_lm = result_lm["par_err"]
chi2_lm = result_lm["chi2"]
print("[lmfit] fit_gaus: ", par_lm, err_lm, chi2_lm)
# Fit with Minuit2 + analytic gradient + Hesse errors
gaussian = Gaussian()
gaussian.compute_errors = True
result_m2 = gaussian.fit(x, y, yerr)
par_m2 = result_m2['par']
err_m2 = result_m2['par_err']
chi2_m2 = result_m2['chi2']
print(f"[minuit2] gaussian.fit: par={par_m2}, err={err_m2}, chi2={chi2_m2}")
x = np.linspace(x[0], x[-1], 1000)
ax0.plot(x, gaus(x, par), marker="")
ax0.set(xlabel="x", ylabel="Counts", title=f"A0 = {par[0]:0.2f}{textpm}{err[0]:0.2f}\n"
f"{textmu} = {par[1]:0.2f}{textpm}{err[1]:0.2f}\n"
f"{textsigma} = {par[2]:0.2f}{textpm}{err[2]:0.2f}\n"
f"(init: {textmu}: {mu:0.2f}, {textsigma}: {sigma:0.2f})")
ax0.plot(x, gaussian(x, par_lm), marker="", label="fit_gaus")
ax0.plot(x, gaussian(x, par_m2), marker="", linestyle=":", label="fit_gaus_minuit_grad")
ax0.legend()
ax0.set(xlabel="x", ylabel="Counts",
title=(
f"fit_gaus: A={par_lm[0]:0.2f}{textpm}{err_lm[0]:0.2f} "
f"{textmu}={par_lm[1]:0.2f}{textpm}{err_lm[1]:0.2f} "
f"{textsigma}={par_lm[2]:0.2f}{textpm}{err_lm[2]:0.2f}\n"
f"minuit_grad: A={par_m2[0]:0.2f}{textpm}{err_m2[0]:0.2f} "
f"{textmu}={par_m2[1]:0.2f}{textpm}{err_m2[1]:0.2f} "
f"{textsigma}={par_m2[2]:0.2f}{textpm}{err_m2[2]:0.2f}\n"
f"(truth: {textmu}={mu:0.2f}, {textsigma}={sigma:0.2f})"
),
)
fig0.tight_layout()
@@ -66,8 +91,9 @@ y_values = slope * x_values + intercept + var_points
fig1, ax1 = plt.subplots(1, 1, num=1, figsize=(12, 8))
ax1.errorbar(x_values, y_values, yerr=errors, fmt=". ", capsize=5)
par, err = fit_pol1(x_values, y_values, errors)
result_pol = fit_pol1(x_values, y_values, errors)
par = result_pol["par"]
err = result_pol["par_err"]
x = np.linspace(np.min(x_values), np.max(x_values), 1000)
ax1.plot(x, pol1(x, par), marker="")
+341 -60
View File
@@ -6,10 +6,204 @@
#include <pybind11/stl_bind.h>
#include "aare/Fit.hpp"
#include "aare/FitModel.hpp"
#include "aare/Models.hpp"
#include "aare/Chi2.hpp"
namespace py = pybind11;
using namespace pybind11::literals;
template <typename Model, typename FCN>
py::object fit_dispatch(
const aare::FitModel<Model>& model,
py::array_t<double, py::array::c_style | py::array::forcecast> x,
py::array_t<double, py::array::c_style | py::array::forcecast> y,
py::object y_err_obj,
int n_threads);
template <typename Model>
void bind_fit_model(py::module& m, const char* name) {
using FM = aare::FitModel<Model>;
using FCN = aare::func::Chi2Model1DGrad<Model>;
py::class_<FM>(m, name)
.def(py::init<unsigned int, unsigned int, double, bool>(),
py::arg("strategy") = 0,
py::arg("max_calls") = 100,
py::arg("tolerance") = 0.5,
py::arg("compute_errors") = false)
.def("SetParLimits", &FM::SetParLimits, py::arg("idx"), py::arg("lo"), py::arg("hi"))
.def("FixParameter", &FM::FixParameter, py::arg("idx"), py::arg("val"))
.def("ReleaseParameter", &FM::ReleaseParameter, py::arg("idx"))
.def("SetParameter", &FM::SetParameter, py::arg("idx"), py::arg("val"))
.def_property("max_calls", &FM::max_calls, &FM::SetMaxCalls)
.def_property("tolerance", &FM::tolerance, &FM::SetTolerance)
.def_property("compute_errors", &FM::compute_errors, &FM::SetComputeErrors)
.def("__call__",
[](const FM& /*self*/,
py::array_t<double, py::array::c_style | py::array::forcecast> x,
py::array_t<double, py::array::c_style | py::array::forcecast> par)
{
auto x_view = make_view_1d(x);
auto p_view = make_view_1d(par);
std::vector<double> pvec(p_view.begin(), p_view.end());
auto* result = new aare::NDArray<double, 1>({x_view.size()});
for (ssize_t i = 0; i < x_view.size(); ++i)
(*result)(i) = Model::eval(x_view[i], pvec);
return return_image_data(result);
},
py::arg("x"), py::arg("par"))
.def("fit",
[](const FM& self,
py::array_t<double, py::array::c_style | py::array::forcecast> x,
py::array_t<double, py::array::c_style | py::array::forcecast> y,
py::object y_err_obj,
int n_threads) -> py::object
{
return fit_dispatch<Model, FCN>(self, x, y, y_err_obj, n_threads);
},
R"doc(
Fit this model to 1D or 3D data using Minuit2.
Parameters
----------
x : array_like, shape (n_scan,)
Scan points.
y : array_like, shape (n_scan,) or (rows, cols, n_scan)
Measured data.
y_err : array_like or None
Per-point uncertainties. None for unweighted fit.
n_threads : int
Number of threads for 3D parallel loop.
)doc",
py::arg("x"),
py::arg("y"),
py::arg("y_err") = py::none(),
py::arg("n_threads") = 4);
}
template <typename Model>
py::dict pack_1d_result_dict(const aare::NDArray<double, 1>& result,
bool compute_errors)
{
constexpr std::size_t npar = Model::npar;
auto res = result.view();
auto par_out = new NDArray<double, 1>({npar}, 0.0);
auto chi2_out = new NDArray<double, 1>({1}, 0.0);
auto par_view = par_out->view();
auto chi2_view = chi2_out->view();
for (std::size_t i = 0; i < npar; ++i) {
par_view(i) = res(i);
}
if (compute_errors) {
auto err_out = new NDArray<double, 1>({npar}, 0.0);
auto err_view = err_out->view();
for (std::size_t i = 0; i < npar; ++i) {
err_view(i) = res(npar + i);
}
chi2_view(0) = res(2 * npar);
return py::dict(
"par"_a = return_image_data(par_out),
"par_err"_a = return_image_data(err_out),
"chi2"_a = return_image_data(chi2_out));
} else {
chi2_view(0) = res(npar);
return py::dict(
"par"_a = return_image_data(par_out),
"chi2"_a = return_image_data(chi2_out));
}
}
// Helper: typed dispatch for one Model, handles 1D/3D + y_err logic
template <typename Model, typename FCN>
py::object fit_dispatch(
const aare::FitModel<Model>& model,
py::array_t<double, py::array::c_style | py::array::forcecast> x,
py::array_t<double, py::array::c_style | py::array::forcecast> y,
py::object y_err_obj,
int n_threads)
{
constexpr std::size_t npar = Model::npar;
if (y.ndim() == 3) {
auto par_out = new NDArray<double, 3>({y.shape(0), y.shape(1), npar}, 0.0);
auto chi2_out= new NDArray<double, 2>({y.shape(0), y.shape(1)}, 0.0);
auto x_view = make_view_1d(x);
auto y_view = make_view_3d(y);
if (!y_err_obj.is_none()) {
auto y_err = py::cast<py::array_t<double,
py::array::c_style | py::array::forcecast>>(y_err_obj);
if (y_err.ndim() != 3) {
throw std::runtime_error("For 3D input y, y_err must also be 3D.");
}
auto err_out = new NDArray<double, 3>({y.shape(0), y.shape(1), npar}, 0.0);
auto y_view_err = make_view_3d(y_err);
aare::fit_3d<Model, FCN>(model, x_view, y_view, y_view_err,
par_out->view(), err_out->view(), chi2_out->view(), n_threads);
if (model.compute_errors()) {
return py::dict("par"_a = return_image_data(par_out),
"par_err"_a = return_image_data(err_out),
"chi2"_a = return_image_data(chi2_out));
} else {
delete err_out;
return py::dict("par"_a = return_image_data(par_out),
"chi2"_a = return_image_data(chi2_out));
}
} else {
NDView<double, 3> dummy_err{};
NDView<double, 3> dummy_err_out{};
aare::fit_3d<Model, FCN>(model, x_view, y_view, dummy_err,
par_out->view(), dummy_err_out, chi2_out->view(), n_threads);
return py::dict("par"_a = return_image_data(par_out),
"chi2"_a = return_image_data(chi2_out));
}
} else if (y.ndim() == 1) {
NDArray<double, 1> result{};
auto x_view = make_view_1d(x);
auto y_view = make_view_1d(y);
if (!y_err_obj.is_none()) {
auto y_err = py::cast<py::array_t<double,
py::array::c_style | py::array::forcecast>>(y_err_obj);
if (y_err.ndim() != 1) {
throw std::runtime_error("For 1D input y, y_err must also be 1D.");
}
auto y_view_err = make_view_1d(y_err);
result = aare::fit_pixel<Model, FCN>(model, x_view, y_view, y_view_err);
} else {
result = aare::fit_pixel<Model, FCN>(model, x_view, y_view);
}
return pack_1d_result_dict<Model>(result, model.compute_errors());
} else {
throw std::runtime_error("Data must be 1D or 3D.");
}
}
void define_fit_bindings(py::module &m) {
// TODO! Evaluate without converting to double
@@ -121,18 +315,17 @@ void define_fit_bindings(py::module &m) {
}
},
R"(
Fit a 1D Gaussian to data.
Fit a 1D Gaussian to data.
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
py::arg("x"), py::arg("y"), py::arg("n_threads") = 4);
m.def(
@@ -187,22 +380,22 @@ n_threads : int, optional
}
},
R"(
Fit a 1D Gaussian to data with error estimates.
Fit a 1D Gaussian to data with error estimates.
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
py::arg("x"), py::arg("y"), py::arg("y_err"), py::arg("n_threads") = 4);
m.def(
"fit_pol1",
[](py::array_t<double, py::array::c_style | py::array::forcecast> x,
@@ -273,19 +466,19 @@ n_threads : int, optional
}
},
R"(
Fit a 1D polynomial to data with error estimates.
Fit a 1D polynomial to data with error estimates.
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
py::arg("x"), py::arg("y"), py::arg("y_err"), py::arg("n_threads") = 4);
//=========
@@ -359,21 +552,22 @@ n_threads : int, optional
}
},
R"(
Fit a 1D polynomial to data with error estimates.
Fit a 1D polynomial to data with error estimates.
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
py::arg("x"), py::arg("y"), py::arg("y_err"), py::arg("n_threads") = 4);
m.def(
"fit_scurve2",
[](py::array_t<double, py::array::c_style | py::array::forcecast> x,
@@ -444,18 +638,105 @@ n_threads : int, optional
}
},
R"(
Fit a 1D polynomial to data with error estimates.
Fit a 1D polynomial to data with error estimates.
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
Parameters
----------
x : array_like
The x values.
y : array_like
The y values.
y_err : array_like
The error in the y values.
n_threads : int, optional
The number of threads to use. Default is 4.
)",
py::arg("x"), py::arg("y"), py::arg("y_err"), py::arg("n_threads") = 4);
// ── Bind model classes ──────────────────────────────────────────
bind_fit_model<aare::model::Gaussian>(m, "Gaussian");
bind_fit_model<aare::model::RisingScurve>(m, "RisingScurve");
bind_fit_model<aare::model::FallingScurve>(m, "FallingScurve");
bind_fit_model<aare::model::Pol1>(m, "Pol1");
bind_fit_model<aare::model::Pol2>(m, "Pol2");
m.def("fit",
[](py::object model_obj,
py::array_t<double, py::array::c_style | py::array::forcecast> x,
py::array_t<double, py::array::c_style | py::array::forcecast> y,
py::object y_err_obj,
int n_threads) -> py::object
{
using namespace aare::model;
using namespace aare::func;
// ── Polynomial of degree 1 ───────
if(py::isinstance< aare::FitModel<Pol1> >(model_obj)) {
const auto& mdl = model_obj.cast< const aare::FitModel<Pol1>& >();
return fit_dispatch<Pol1, Chi2Pol1>(mdl, x, y, y_err_obj, n_threads);
}
// ── Polynomial of degree 2 ───────
if(py::isinstance< aare::FitModel<Pol2> >(model_obj)) {
const auto& mdl = model_obj.cast< const aare::FitModel<Pol2>& >();
return fit_dispatch<Pol2, Chi2Pol2>(mdl, x, y, y_err_obj, n_threads);
}
// ── Gaussian ───────
if(py::isinstance< aare::FitModel<Gaussian> >(model_obj)) {
const auto& mdl = model_obj.cast< const aare::FitModel<Gaussian>& >();
return fit_dispatch<Gaussian, Chi2Gaussian>(mdl, x, y, y_err_obj, n_threads);
}
// ── Rising Scurve ───────
if(py::isinstance< aare::FitModel<RisingScurve> >(model_obj)) {
const auto& mdl = model_obj.cast< const aare::FitModel<RisingScurve>& >();
return fit_dispatch<RisingScurve, Chi2RisingScurve>(mdl, x, y, y_err_obj, n_threads);
}
// ── Falling Scurve ───────
if(py::isinstance< aare::FitModel<FallingScurve> >(model_obj)) {
const auto& mdl = model_obj.cast< const aare::FitModel<FallingScurve>& >();
return fit_dispatch<FallingScurve, Chi2FallingScurve>(mdl, x, y, y_err_obj, n_threads);
}
throw std::runtime_error(
"Unknown model type. Expected Pol1, Pol2, Gaussian, RisingScurve or FallingScurve."
);
},
R"(
Fit a model to 1D or 3D data using Minuit2.
Parameters
----------
model : Pol1, Pol2, Gaussian, RisingScurve, or FallingScurve
Configured model object. User-set limits, fixed parameters,
and start values take precedence over automatic estimates.
x : array_like, shape (n_scan,)
Scan points (e.g. energy or threshold values).
y : array_like, shape (n_scan,) or (rows, cols, n_scan)
Measured data. 1D for a single pixel, 3D for a detector image.
y_err : array_like or None
Per-point uncertainties. Same shape as y. None unweighted fit.
n_threads : int
Number of threads for the 3D parallel loop.
Returns
-------
For 1D input:
numpy array of shape (2*npar+1,) if compute_errors else (npar+1,).
Layout: [params..., (errors...,) chi2].
For 3D input:
dict with keys:
"par" : (rows, cols, npar) fitted parameters.
"par_err" : (rows, cols, npar) parameter errors (if compute_errors).
"chi2" : (rows, cols) chi-squared per pixel.
)",
py::arg("model"),
py::arg("x"),
py::arg("y"),
py::arg("y_err") = py::none(),
py::arg("n_threads") = 4
);
}
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