The rotation merge fitted var = a*s2 + b^2*<I>^2 from three separate medians (s2, I2, dev2) per bin of I2. A median of dev2 over observations whose variances differ is not 0.455 times their mean variance, so the ratio of medians read a too low and b too high: on the scaled fulls of 28 sets (in-house, open and private) the core of the normalised deviations scattered at up to 1.8x its stated variance in the weak and middle bins and at 0.1-0.7x in the strongest. Reproduced on synthetic samples with a known model (a 1.3 read as 1.12, ISa 33 read as 31). Now (ErrorModel.h/.cpp, host-only, so the GPU and CPU paths share it): - bins are equal counts in counting I/sigma (I2/s2), where b is identified; - each bin is calibrated on the median of dev2/var with var from the previous iteration, iterated to a fixed point - heterogeneity inside a bin no longer biases it, and the median keeps it robust to tails; - s2 is the counting variance the merge actually applies the model to (rebuilt at the reflection's mean), not the observation's own sigma^2. The separate 6-sigma misfit refit is gone: the median does not need it. A mean-based fit (misfits cut at z^2 > 2 ln N) was tried first: it calibrates the total variance best (median rms log chi2 over the 28 sets 0.14 vs 0.19 here) but on heavy-tailed data it sizes the sigmas on the tails, the merge's outlier test widens with them, and CC1/2 fell 0.80 -> 0.71 on a powder-contaminated set (0.83 with this fit). Rejected for that. Offline, 28 sets: rms log chi2 of the median normalised deviation over (counting I/sigma x resolution) 0.208 -> 0.139 (better on 23), of the mean 0.239 -> 0.191 (better on 22). Battery, 45 of 48 sets against the 9b6736 run (3 lost to CUDA OOM from GPU contention): space group unchanged on all; d_min unchanged except two poor multi-lattice sets (1.69 -> 1.56, 1.96 -> 1.90); ISa x1.13 (median), in-house ISa/XDS 0.73 -> 0.93; ISa*R_meas_lo/0.8 0.93 -> 1.05 (XDS ~1.2); CC1/2 over the XDS range +0.002 (mean; up 0.014-0.031 on the three poorest sets, else +-0.0001); CC_model +0.0011, R_model_shell_scaled -0.0007 (mean over 17 open sets); CC_anom +0.003 (mean). Six private sets: space group, d_min and CC1/2 unchanged, ISa up by 14-67% towards XDS's. Remaining misfit, not addressed: the excess variance grows slower than <I>^2 (the effective fractional error falls 2-2.5x from counting I/sigma 5 to 200), so the strongest reflections still scatter below their sigma on open sets. A third, linear term (as in Aimless) fits it better on most sets but leaves b unidentified on some (b -> 0 on 4 of 28); not landed. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01D1G8gJVAy6gp1K5Dz3NE5C
141 lines
7.1 KiB
C++
141 lines
7.1 KiB
C++
// SPDX-FileCopyrightText: 2026 Filip Leonarski, Paul Scherrer Institute <filip.leonarski@psi.ch>
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// SPDX-License-Identifier: GPL-3.0-only
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#include "ErrorModel.h"
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#include <algorithm>
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#include <cmath>
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#include <functional>
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#include <future>
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#include "../../common/ParallelFor.h"
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ErrorModelFit FitErrorModel(const std::vector<ErrorModelSample> &pool, std::vector<ErrorModelBinned> &smp,
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size_t nthreads) {
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constexpr int n_bins = 16;
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ErrorModelFit fit;
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if (pool.size() < static_cast<size_t>(8 * n_bins))
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return fit;
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// The rank key is computed once, here, and carried with the sample: a key recomputed inside the
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// comparator can round differently at different inlined call sites, and nth_element then sees an
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// inconsistent order.
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smp.resize(pool.size());
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ParallelChunks(static_cast<int>(pool.size()), ThreadsForWork(pool.size(), nthreads), [&](int lo, int hi) {
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for (int i = lo; i < hi; ++i)
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smp[i] = {pool[i].I2 / pool[i].s2, pool[i].s2, pool[i].I2, pool[i].dev2, 0.0};
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});
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// Equal-count bins, each boundary put in place with nth_element; the split runs down the middle so
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// each level halves the range it works on. Total order, so which of two equal keys lands in which bin
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// is a property of the samples, not of the order they arrived in. The two halves of a split are
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// disjoint ranges, so they can run side by side while the range is still worth a thread.
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const size_t per = smp.size() / n_bins;
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const auto by_snr = [](const ErrorModelBinned &a, const ErrorModelBinned &b) {
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if (a.snr2 != b.snr2) return a.snr2 < b.snr2;
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if (a.s2 != b.s2) return a.s2 < b.s2;
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if (a.I2 != b.I2) return a.I2 < b.I2;
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return a.dev2 < b.dev2;
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};
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constexpr size_t SPLIT_MIN_PARALLEL = 1u << 17;
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const std::function<void(size_t, size_t, int, int, int)> split =
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[&](size_t lo, size_t hi, int b0, int b1, int depth) {
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if (b0 >= b1) return;
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const int mid = (b0 + b1) / 2;
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const size_t k = static_cast<size_t>(mid) * per;
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std::nth_element(smp.begin() + lo, smp.begin() + k, smp.begin() + hi, by_snr);
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if (depth > 0 && hi - lo > SPLIT_MIN_PARALLEL) {
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auto left = std::async(std::launch::async,
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[&, lo, k, b0, mid, depth] { split(lo, k, b0, mid, depth - 1); });
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split(k, hi, mid + 1, b1, depth - 1);
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left.get();
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} else {
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split(lo, k, b0, mid, 0);
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split(k, hi, mid + 1, b1, 0);
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}
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};
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split(0, smp.size(), 1, n_bins, nthreads > 1 ? 3 : 0);
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auto bin_lo = [&](int bin) { return static_cast<size_t>(bin) * per; };
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auto bin_hi = [&](int bin) { return bin == n_bins - 1 ? smp.size() : static_cast<size_t>(bin + 1) * per; };
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// b is identified only if the strongest bin reaches where b*<I> can outgrow the counting term: when
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// fewer reflections are strong than one bin holds, that bin sits at I/sigma ~ 1 and a two-term fit
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// hands b the bins' own noise instead (measured: b = 5.6, ISa 0.5, on a crystal XDS gives 6.1). Then
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// fit a alone and leave b at zero. Over the rotation battery the two crystals this fires on sit at
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// (I/sigma)^2 0.22 and 0.84 while the next is 31.7, so the threshold is not delicate.
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constexpr double B_LEVER_MIN = 4.0;
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{
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const auto top_mid = smp.begin() + (bin_lo(n_bins - 1) + bin_hi(n_bins - 1)) / 2;
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std::nth_element(smp.begin() + bin_lo(n_bins - 1), top_mid, smp.end(), by_snr);
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fit.b_measured = top_mid->snr2 > B_LEVER_MIN;
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}
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// The median of a chi^2 with one degree of freedom: a normalised squared deviation that is right
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// on average has half of its values below this.
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constexpr double CHI2_1_MEDIAN = 0.454936;
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std::vector<double> bs2(n_bins), bI2(n_bins), bd2(n_bins);
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double a = 1.0, b2 = 0.0;
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for (int iter = 0; iter < 30; ++iter) {
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// Per bin: the terms of var = a*s2 + b^2*I2, each divided by the current model's variance, and
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// the median normalised squared deviation, expressed as the sum it stands for. Reordering inside
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// a bin does not change which samples it holds. One bin per task, so the result does not depend
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// on threads.
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ParallelChunks(n_bins, ThreadsForWork(smp.size(), nthreads, 8 * 32768), [&](int blo, int bhi) {
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for (int bin = blo; bin < bhi; ++bin) {
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double s = 0.0, I = 0.0;
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for (size_t i = bin_lo(bin); i < bin_hi(bin); ++i) {
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auto &x = smp[i];
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const double v = a * x.s2 + b2 * x.I2;
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s += x.s2 / v; I += x.I2 / v;
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x.z2 = x.dev2 / v;
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}
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const size_t n = bin_hi(bin) - bin_lo(bin);
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const auto mid = smp.begin() + bin_lo(bin) + n / 2;
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std::nth_element(smp.begin() + bin_lo(bin), mid, smp.begin() + bin_hi(bin),
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[](const ErrorModelBinned &p, const ErrorModelBinned &q) { return p.z2 < q.z2; });
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bs2[bin] = s; bI2[bin] = I; bd2[bin] = mid->z2 / CHI2_1_MEDIAN * static_cast<double>(n);
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}
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});
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// Every bin weighs the same in RELATIVE terms, so the weak bins still constrain a.
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double Ass = 0, AsI = 0, AII = 0, Bs = 0, BI = 0;
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for (int bin = 0; bin < n_bins; ++bin) {
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if (!(bd2[bin] > 0.0)) continue;
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const double w = 1.0 / (bd2[bin] * bd2[bin]);
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Ass += w * bs2[bin] * bs2[bin]; AsI += w * bs2[bin] * bI2[bin]; AII += w * bI2[bin] * bI2[bin];
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Bs += w * bs2[bin] * bd2[bin]; BI += w * bI2[bin] * bd2[bin];
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}
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const double det = Ass * AII - AsI * AsI;
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double a_new, b2_new;
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if (!fit.b_measured) {
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if (!(Ass > 0.0)) return fit;
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a_new = std::clamp(Bs / Ass, 0.25, 100.0);
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b2_new = 0.0;
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} else {
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if (!(det > 1e-10 * Ass * AII)) return fit;
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const double a_fit = (Bs * AII - BI * AsI) / det;
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const double b2_fit = (Ass * BI - AsI * Bs) / det;
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a_new = std::clamp(a_fit, 0.25, 100.0);
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b2_new = std::max(b2_fit, 0.0);
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// Leverage is not enough: b^2 can have it and still come out at zero within its own error,
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// and 1/b then reads the noise in b as an I/sigma. The standard error of b^2 comes from the
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// bins' own scatter about the fitted line; this only decides what is printed.
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double chi = 0.0;
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for (int bin = 0; bin < n_bins; ++bin) {
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if (!(bd2[bin] > 0.0)) continue;
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const double r = (bd2[bin] - a_fit * bs2[bin] - b2_fit * bI2[bin]) / bd2[bin];
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chi += r * r;
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}
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fit.b_resolved = b2_fit >= 2.0 * std::sqrt(chi / (n_bins - 2) * Ass / det);
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}
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const bool settled = std::fabs(a_new - a) <= 1e-4 * a && std::fabs(b2_new - b2) <= 1e-4 * b2;
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a = a_new;
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b2 = b2_new;
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fit.active = true;
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fit.a = a;
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fit.b2 = b2;
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if (settled) break;
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}
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return fit;
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}
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