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(partial) pure python histfactory implementation

Project description

pure-python fitting/limit-setting/interval estimation HistFactory-style

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The HistFactory p.d.f. template [CERN-OPEN-2012-016] is per-se independent of its implementation in ROOT and sometimes, it's useful to be able to run statistical analysis outside of ROOT, RooFit, RooStats framework.

This repo is a pure-python implementation of that statistical model for multi-bin histogram-based analysis and its interval estimation is based on the asymptotic formulas of "Asymptotic formulae for likelihood-based tests of new physics" [arxiv:1007.1727]. The aim is also to support modern computational graph libraries such as PyTorch and TensorFlow in order to make use of features such as autodifferentiation and GPU acceleration.

Hello World

>>> import pyhf
>>> pdf = pyhf.simplemodels.hepdata_like(signal_data=[12.0, 11.0], bkg_data=[50.0, 52.0], bkg_uncerts=[3.0, 7.0])
>>> CLs_obs, CLs_exp = pyhf.utils.hypotest(1.0, [51, 48] + pdf.config.auxdata, pdf, return_expected=True)
>>> print('Observed: {}, Expected: {}'.format(CLs_obs, CLs_exp))
Observed: [0.05290116], Expected: [0.06445521]

What does it support

Implemented variations:

  • [x] HistoSys
  • [x] OverallSys
  • [x] ShapeSys
  • [x] NormFactor
  • [x] Multiple Channels
  • [x] Import from XML + ROOT via uproot
  • [x] ShapeFactor
  • [x] StatError
  • [x] Lumi Uncertainty

Computational Backends:

  • [x] NumPy
  • [x] PyTorch
  • [x] TensorFlow
  • [x] MXNet

Available Optimizers

NumPy Tensorflow PyTorch MxNet
SLSQP (scipy.optimize) Newton's Method (autodiff) Newton's Method (autodiff) N/A
MINUIT (iminuit) . . .

Todo

  • [ ] StatConfig
  • [ ] Non-asymptotic calculators

results obtained from this package are validated against output computed from HistFactory workspaces

A one bin example

nobs = 55, b = 50, db = 7, nom_sig = 10.
manual manual

A two bin example

bin 1: nobs = 100, b = 100, db = 15., nom_sig = 30.
bin 2: nobs = 145, b = 150, db = 20., nom_sig = 45.
manual manual

Installation

To install pyhf from PyPI with the NumPy backend run

pip install pyhf

and to install pyhf with additional backends run

pip install pyhf[tensorflow,torch,mxnet]

or a subset of the options.

To uninstall run

pip uninstall pyhf

Authors

Please check the contribution statistics for a list of contributors

Project details


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