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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>
272 KiB
272 KiB
In [1]:
import time
import random
import numpy as np
from scipy.special import erf
import matplotlib.pyplot as plt
from matplotlib.gridspec import GridSpec
import sys
# sys.path.insert(0, '/home/ferjao_k/sw/aare/build')
sys.path.insert(0, '/home/kferjaoui/sw/aare/build')
from aare import fit_scurve2
from aare import FallingScurve, fitIn [2]:
import aare
aare.__file__Out [2]:
'/home/kferjaoui/sw/aare/build/aare/__init__.py'
In [9]:
ROWS = 100
COLS = 100
N_SCAN = 100
NOISE_FRAC = 0.05 # fraction of step height (p4)
SEED = 42
N_THREADS = 4
N_REPEATS = 10
N_WARMUP = 3 # untimed iterations (icache + branch predictor warmup)
COOLDOWN = 2.0 # seconds between (method, thread_count) pairsIn [10]:
# Models in use
def scurve(x, p0, p1, p2, p3, p4, p5): # rising Scurve
z = (x - p2) / (np.sqrt(2) * p3)
return (p0 + p1 * x) + 0.5 * (1 + erf(z)) * (p4 + p5 * (x - p2))
def scurve2(x, p0, p1, p2, p3, p4, p5): # Falling Scurve
z = (x - p2) / (np.sqrt(2) * p3)
return (p0 + p1 * x) + 0.5 * (1 - erf(z)) * (p4 + p5 * (x - p2))
def generate_3d_scurve_data(fn, rows, cols, n_scan, noise_frac, seed):
"""
Synthetic detector image stack with per-pixel rising S-curves.
Returns
-------
x : (n_scan,)
y : (rows, cols, n_scan)
y_err : (rows, cols, n_scan)
truths : dict {name: (rows, cols) array}
"""
rng = np.random.default_rng(seed)
# Per-pixel ground truth - shapes (rows, cols)
p0_true = rng.uniform(-5, 5, (rows, cols)) # baseline offset
p1_true = rng.uniform(-0.02, 0.02, (rows, cols)) # baseline slope
p2_true = rng.uniform(30, 70, (rows, cols)) # threshold
p3_true = rng.uniform(2, 8, (rows, cols)) # width
p4_true = rng.uniform(200, 800, (rows, cols)) # step height
p5_true = rng.uniform(-0.5, 0.5, (rows, cols)) # post-step slope
x = np.linspace(0, 100, n_scan)
# broadcast: x -> (1, 1, n_scan), params -> (rows, cols, 1)
y_clean = fn(
x[None, None, :],
p0_true[:, :, None], p1_true[:, :, None],
p2_true[:, :, None], p3_true[:, :, None],
p4_true[:, :, None], p5_true[:, :, None],
)
noise_sigma = noise_frac * p4_true[:, :, None] * np.ones_like(y_clean)
y = y_clean + rng.normal(0, noise_sigma)
y_err = noise_sigma.copy()
truths = dict(p0=p0_true, p1=p1_true, p2=p2_true,
p3=p3_true, p4=p4_true, p5=p5_true)
return x, y, y_err, truths In [11]:
def bench(fn, n_warmup=N_WARMUP, n_repeats=N_REPEATS):
for _ in range(n_warmup):
res = fn()
times = []
for _ in range(n_repeats):
t0 = time.perf_counter()
res = fn()
t1 = time.perf_counter()
times.append(t1 - t0)
return res, timesIn [12]:
print(f"Generating synthetic data: {ROWS}x{COLS} pixels, "
f"{N_SCAN} scan points, noise_frac={NOISE_FRAC}\n")
x, y, yerr, truths = generate_3d_scurve_data(
scurve2, ROWS, COLS, N_SCAN, NOISE_FRAC, SEED
)Generating synthetic data: 100x100 pixels, 100 scan points, noise_frac=0.05
In [13]:
model = FallingScurve()
METHOD_DEFS = [
("lmfit (LM)",
lambda nt: lambda: fit_scurve2(x, y, n_threads=nt),
"#FF9800", {"linewidth": 3.0, "linestyle": "-"}),
("Minuit2 (analytic)",
lambda nt: lambda: model.fit(x, y, n_threads=nt),
"#4CAF50", {"linewidth": 4.0, "linestyle": ":"}),
]
colors = {label: c for label, _, c, _ in METHOD_DEFS}
styles = {label: s for label, _, _, s in METHOD_DEFS}In [14]:
PARAM_NAMES = ["p0", "p1", "p2", "p3", "p4", "p5"]
ndf = N_SCAN - len(PARAM_NAMES)
# NOTE: fit_scurve returns Ndf = n_scan - 2 in its dict, which looks wrong
# for a 6-parameter model. We use our own ndf = n_scan - 6 everywhere.
def extract_result(label, res):
if isinstance(res, dict):
out = {"par": res["par"]}
if "par_err" in res:
out["par_err"] = res["par_err"]
if "chi2" in res:
out["chi2"] = res["chi2"]
return out
# fallback: raw array, assume shape (rows, cols, 6)
return {"par": res}
methods = {}
for label, factory, _, _ in METHOD_DEFS:
time.sleep(COOLDOWN)
res, times = bench(factory(N_THREADS))
entry = extract_result(label, res)
entry["times"] = times
methods[label] = entry
# ---- summary table ----
header = f"{'Method':24s} {'time (ms)':>10s}"
for pn in PARAM_NAMES:
header += f" {'med|d' + pn + '|':>10s}"
print(header)
print("-" * (26 + 12 + 12 * len(PARAM_NAMES)))
for name, m in methods.items():
par = m["par"]
med_t = np.median(m["times"]) * 1e3
deltas = " ".join(
f"{np.median(np.abs(par[:, :, i] - truths[pn])):10.4f}"
for i, pn in enumerate(PARAM_NAMES)
)
chi2_str = ""
if "chi2" in m:
chi2_str = f" chi2/ndf={np.median(m['chi2'] / ndf):.4f}"
print(f"[{name:22s}] {med_t:8.2f} ms {deltas}{chi2_str}")Method time (ms) med|dp0| med|dp1| med|dp2| med|dp3| med|dp4| med|dp5| -------------------------------------------------------------------------------------------------------------- [lmfit (LM) ] 1030.91 ms 22.1470 0.2336 0.2184 0.3132 14.3955 0.3997 [Minuit2 (analytic) ] 435.57 ms 17.1099 0.2147 0.2293 0.2664 11.9425 0.3518 chi2/ndf=596.8385
In [15]:
thread_counts = [1, 2, 4, 8]
thread_times = {label: [] for label, _, _, _ in METHOD_DEFS}
ttimes_stddev = {label: [] for label, _, _, _ in METHOD_DEFS}
for nt in thread_counts:
run_order = list(METHOD_DEFS)
random.shuffle(run_order)
for label, factory, _, _ in run_order:
time.sleep(COOLDOWN)
_, times = bench(factory(nt))
med = np.median(times) * 1e3
std = np.std(times) * 1e3
thread_times[label].append(med)
ttimes_stddev[label].append(std)
per_px = med / (ROWS * COLS) * 1e3
per_px_std = std / (ROWS * COLS) * 1e3
print(f" {label:22s} n_threads={nt:2d} "
f"{med:8.2f} ± {std:6.2f} ms "
f"({per_px:.4f} ± {per_px_std:.4f} µs/pixel)")
print("\n")Minuit2 (analytic) n_threads= 1 1616.61 ± 22.09 ms (161.6606 ± 2.2089 µs/pixel) lmfit (LM) n_threads= 1 2927.48 ± 36.18 ms (292.7479 ± 3.6182 µs/pixel) lmfit (LM) n_threads= 2 1471.15 ± 23.35 ms (147.1150 ± 2.3353 µs/pixel) Minuit2 (analytic) n_threads= 2 825.64 ± 68.98 ms (82.5642 ± 6.8976 µs/pixel) Minuit2 (analytic) n_threads= 4 507.67 ± 93.00 ms (50.7666 ± 9.2997 µs/pixel) lmfit (LM) n_threads= 4 965.44 ± 137.53 ms (96.5436 ± 13.7534 µs/pixel) Minuit2 (analytic) n_threads= 8 352.28 ± 41.26 ms (35.2275 ± 4.1260 µs/pixel) lmfit (LM) n_threads= 8 555.64 ± 25.59 ms (55.5636 ± 2.5588 µs/pixel)
In [16]:
# FIGURE 1: Residual histograms (6 panels)
truth_arrays = [truths[pn] for pn in PARAM_NAMES]
fig1, axes1 = plt.subplots(2, 3, figsize=(16, 9))
fig1.suptitle(
f"Parameter Residuals — {ROWS}×{COLS} pixels, {N_SCAN} scan points",
fontsize=14, fontweight="bold")
for idx, (pname, truth) in enumerate(zip(PARAM_NAMES, truth_arrays)):
ax = axes1.flat[idx]
res_by_method = {}
all_res = []
for mname, m in methods.items():
residual = (m["par"][:, :, idx] - truth).ravel()
res_by_method[mname] = residual
all_res.append(residual)
all_res = np.concatenate(all_res)
lo, hi = np.percentile(all_res, [0.5, 99.5])
edges = np.linspace(lo, hi, 101)
for mname, r in res_by_method.items():
ax.hist(r, bins=edges, histtype="step", label=mname,
color=colors[mname],
linewidth=styles[mname]["linewidth"],
linestyle=styles[mname]["linestyle"])
ax.axvline(0, color="k", linestyle="--", linewidth=1, alpha=0.7)
ax.set_xlabel(f"Fitted {pname} − True {pname}")
ax.set_ylabel("Pixel count")
ax.set_title(f"Δ{pname}")
ax.legend(fontsize=8)
ax.grid(alpha=0.3)
fig1.tight_layout()
# FIGURE 2: bar chart + thread scaling
fig2 = plt.figure(figsize=(14, 5))
gs = GridSpec(1, 2, figure=fig2, width_ratios=[1, 1.3])
# -- Left: bar chart at N_THREADS --
fig2 = plt.figure(figsize=(14, 5))
gs = GridSpec(1, 2, figure=fig2, width_ratios=[1, 1.3])
ax2a = fig2.add_subplot(gs[0])
names = list(methods.keys())
medians = [np.median(methods[n]["times"]) * 1e3 for n in names]
bars = ax2a.barh(names, medians,
color=[colors[n] for n in names],
edgecolor="white", height=0.5)
ax2a.set_xlabel("Median wall time (ms)")
ax2a.set_title(f"Single call — {ROWS}×{COLS} px, {N_THREADS} threads")
for bar, val in zip(bars, medians):
ax2a.text(bar.get_width() + max(medians) * 0.02,
bar.get_y() + bar.get_height() / 2,
f"{val:.1f} ms", va="center", fontsize=10)
ax2a.grid(axis="x", alpha=0.3)
ax2a.set_xlim(0, max(medians) * 1.25)
ax2b = fig2.add_subplot(gs[1])
for label, _, _, _ in METHOD_DEFS:
tt = thread_times[label]
sd = ttimes_stddev[label]
speedup = [tt[0] / t for t in tt]
speedup_err = [
s * np.sqrt((sd[0] / tt[0])**2 + (sd[i] / tt[i])**2)
for i, s in enumerate(speedup)
]
ax2b.errorbar(thread_counts, speedup, yerr=speedup_err,
fmt="o-", label=label, color=colors[label],
linewidth=2, markersize=7, capsize=4)
ax2b.plot(thread_counts, thread_counts, "k--", alpha=0.4, label="Ideal linear")
ax2b.set_xlabel("Number of threads")
ax2b.set_ylabel("Speedup vs 1 thread")
ax2b.set_title("Thread scaling")
ax2b.set_xticks(thread_counts)
ax2b.legend(fontsize=9)
ax2b.grid(alpha=0.3)
fig2.tight_layout()
plt.show()<Figure size 1400x500 with 0 Axes>
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