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Neural (or nice) end-to-end optimised statistics.

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neural nice end-to-end optimized statistics

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Leverages the shoulders of giants (jax, fax, and pyhf) to differentiate through a high-energy physics analysis workflow, including the construction of the frequentist profile likelihood.

Documentation can be found at!

To see examples of neos in action, look for the notebooks in the nbs folder with the demo_ prefix.

If you're more of a video person, see this talk given by Nathan on the broader topic of differentiable programming in high-energy physics, which also covers neos.


Just run

python -m pip install neos


Please read before making a PR, as this project is maintained using nbdev, which operates completely using Jupyter notebooks. One should make their changes in the corresponding notebooks in the nbs folder (including README changes -- see nbs/index.ipynb), and not in the library code, which is automatically generated.

Example usage -- train a neural network to optimize an expected p-value

# bunch of imports:
import time

import jax
import jax.experimental.optimizers as optimizers
import jax.experimental.stax as stax
import jax.random
from jax.random import PRNGKey
import numpy as np
from functools import partial

import pyhf
pyhf.default_backend = pyhf.tensor.jax_backend(precision='64b')

from neos import data, infer, makers

rng = PRNGKey(22)

Let's start by making a basic neural network for regression with the stax module found in jax:

init_random_params, predict = stax.serial(

Now, let's compose a workflow that can make use of this network in a typical high-energy physics statistical analysis.

Our workflow is as follows:

  • From a set of normal distributions with different means, we'll generate four blobs of (x,y) points, corresponding to a signal process, a nominal background process, and two variations of the background from varying the background distribution's mean up and down.
  • We'll then feed these points into the previously defined neural network for each blob, and construct a histogram of the output using kernel density estimation. The difference between the two background variations is used as a systematic uncertainty on the nominal background.
  • We can then leverage the magic of pyhf to construct an event-counting statistical model from the histogram yields.
  • Finally, we calculate the p-value of a test between the nominal signal and background-only hypotheses. This uses a profile likelihood-based test statistic.

In code, neos can specify this workflow through function composition:

# data generator
data_gen = data.generate_blobs(rng,blobs=4)
# histogram maker
hist_maker = makers.hists_from_nn(data_gen, predict, method='kde')
# statistical model maker
model_maker = makers.histosys_model_from_hists(hist_maker)
# CLs value getter
get_cls = infer.expected_CLs(model_maker, solver_kwargs=dict(pdf_transform=True))

A peculiarity to note is that each of the functions used in this step actually return functions themselves. The reason we do this is that we need a skeleton of the workflow with all of the fixed parameters to be in place before calculating the loss function, as the only 'moving parts' here are the weights of the neural network.

neos also lets you specify hyperparameters for the histograms (e.g. binning, bandwidth) to allow these to be tuned throughout the learning process if neccesary (we don't do that here).

bins = np.linspace(0,1,4) # three bins in the range [0,1]
bandwidth = 0.27 # smoothing parameter
get_loss = partial(get_cls, hyperparams=dict(bins=bins,bandwidth=bandwidth))

Our loss currently returns a list of metrics -- let's just index into the first one (the CLs value).

def loss(params, test_mu):
    return get_loss(params, test_mu)[0]

Now we just need to initialize the network's weights, and construct a training loop & optimizer:

# init weights
_, network = init_random_params(jax.random.PRNGKey(2), (-1, 2))

# init optimizer
opt_init, opt_update, opt_params = optimizers.adam(1e-3)

# define train loop
def train_network(N):
    cls_vals = []
    _, network = init_random_params(jax.random.PRNGKey(1), (-1, 2))
    state = opt_init(network)
    losses = []

    # parameter update function
    def update_and_value(i, opt_state, mu):
        net = opt_params(opt_state)
        value, grad = jax.value_and_grad(loss)(net, mu)
        return opt_update(i, grad, state), value, net

    for i in range(N):
        start_time = time.time()
        state, value, network = update_and_value(i, state, 1.0)
        epoch_time = time.time() - start_time
        metrics = {"loss": losses}
        yield network, metrics, epoch_time

It's time to train!

maxN = 10  # make me bigger for better results (*nearly* true ;])

for i, (network, metrics, epoch_time) in enumerate(train_network(maxN)):
    print(f"epoch {i}:", f'CLs = {metrics["loss"][-1]:.5f}, took {epoch_time:.4f}s')
epoch 0: CLs = 0.06885, took 13.4896s
epoch 1: CLs = 0.03580, took 1.9772s
epoch 2: CLs = 0.01728, took 1.9912s
epoch 3: CLs = 0.00934, took 1.9947s
epoch 4: CLs = 0.00561, took 1.9548s
epoch 5: CLs = 0.00378, took 1.9761s
epoch 6: CLs = 0.00280, took 1.9500s
epoch 7: CLs = 0.00224, took 1.9844s
epoch 8: CLs = 0.00190, took 1.9913s
epoch 9: CLs = 0.00168, took 1.9928s

And there we go!

You'll notice the first epoch seems to have a much larger training time. This is because jax is being used to just-in-time compile some of the code, which is an overhead that only needs to happen once.

If you want to reproduce the full animation from the top of this README, a version of this code with plotting helpers can be found in demo_kde_pyhf.ipynb! :D


A big thanks to the teams behind jax, fax, and pyhf for their software and support.

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