pure-Python HistFactory implementation with tensors and autodiff
Project description
pure-python fitting/limit-setting/interval estimation HistFactory-style
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
This is how you use the pyhf Python API to build a statistical model and run basic inference:
>>> import pyhf
>>> model = pyhf.simplemodels.hepdata_like(signal_data=[12.0, 11.0], bkg_data=[50.0, 52.0], bkg_uncerts=[3.0, 7.0])
>>> data = [51, 48] + model.config.auxdata
>>> test_mu = 1.0
>>> CLs_obs, CLs_exp = pyhf.infer.hypotest(test_mu, data, model, qtilde=True, return_expected=True)
>>> print(f"Observed: {CLs_obs}, Expected: {CLs_exp}")
Observed: 0.05251497423736956, Expected: 0.06445320535890459
Alternatively the statistical model and observational data can be read from its serialized JSON representation (see next section).
>>> import pyhf
>>> import requests
>>> wspace = pyhf.Workspace(requests.get('https://git.io/JJYDE').json())
>>> model = wspace.model()
>>> data = wspace.data(model)
>>> test_mu = 1.0
>>> CLs_obs, CLs_exp = pyhf.infer.hypotest(test_mu, data, model, qtilde=True, return_expected=True)
>>> print(f"Observed: {CLs_obs}, Expected: {CLs_exp}")
Observed: 0.3599840922126626, Expected: 0.3599840922126626
Finally, you can also use the command line interface that pyhf provides which should produce the following JSON output:
$ cat << EOF | tee likelihood.json | pyhf cls
{
"channels": [
{ "name": "singlechannel",
"samples": [
{ "name": "signal",
"data": [12.0, 11.0],
"modifiers": [ { "name": "mu", "type": "normfactor", "data": null} ]
},
{ "name": "background",
"data": [50.0, 52.0],
"modifiers": [ {"name": "uncorr_bkguncrt", "type": "shapesys", "data": [3.0, 7.0]} ]
}
]
}
],
"observations": [
{ "name": "singlechannel", "data": [51.0, 48.0] }
],
"measurements": [
{ "name": "Measurement", "config": {"poi": "mu", "parameters": []} }
],
"version": "1.0.0"
}
EOF
{
"CLs_exp": [
0.0026062609501074576,
0.01382005356161206,
0.06445320535890459,
0.23525643861460702,
0.573036205919389
],
"CLs_obs": 0.05251497423736956
}
What does it support
- Implemented variations:
☑ HistoSys
☑ OverallSys
☑ ShapeSys
☑ NormFactor
☑ Multiple Channels
☑ Import from XML + ROOT via uproot
☑ ShapeFactor
☑ StatError
☑ Lumi Uncertainty
- Computational Backends:
☑ NumPy
☑ PyTorch
☑ TensorFlow
☑ JAX
- Optimizers:
☑ SciPy (scipy.optimize)
☑ MINUIT (iminuit)
All backends can be used in combination with all optimizers. Custom user backends and optimizers can be used as well.
Todo
☐ StatConfig
☐ Non-asymptotic calculators
results obtained from this package are validated against output computed from HistFactory workspaces
A one bin example
import pyhf
import numpy as np
import matplotlib.pyplot as plt
import pyhf.contrib.viz.brazil
pyhf.set_backend("numpy")
model = pyhf.simplemodels.hepdata_like(
signal_data=[10.0], bkg_data=[50.0], bkg_uncerts=[7.0]
)
data = [55.0] + model.config.auxdata
poi_vals = np.linspace(0, 5, 41)
results = [
pyhf.infer.hypotest(test_poi, data, model, qtilde=True, return_expected_set=True)
for test_poi in poi_vals
]
fig, ax = plt.subplots()
fig.set_size_inches(7, 5)
ax.set_xlabel(r"$\mu$ (POI)")
ax.set_ylabel(r"$\mathrm{CL}_{s}$")
pyhf.contrib.viz.brazil.plot_results(ax, poi_vals, results)
pyhf
ROOT
A two bin example
import pyhf
import numpy as np
import matplotlib.pyplot as plt
import pyhf.contrib.viz.brazil
pyhf.set_backend("numpy")
model = pyhf.simplemodels.hepdata_like(
signal_data=[30.0, 45.0], bkg_data=[100.0, 150.0], bkg_uncerts=[15.0, 20.0]
)
data = [100.0, 145.0] + model.config.auxdata
poi_vals = np.linspace(0, 5, 41)
results = [
pyhf.infer.hypotest(test_poi, data, model, qtilde=True, return_expected_set=True)
for test_poi in poi_vals
]
fig, ax = plt.subplots()
fig.set_size_inches(7, 5)
ax.set_xlabel(r"$\mu$ (POI)")
ax.set_ylabel(r"$\mathrm{CL}_{s}$")
pyhf.contrib.viz.brazil.plot_results(ax, poi_vals, results)
pyhf
ROOT
Installation
To install pyhf from PyPI with the NumPy backend run
python -m pip install pyhf
and to install pyhf with all additional backends run
python -m pip install pyhf[backends]
or a subset of the options.
To uninstall run
python -m pip uninstall pyhf
Questions
If you have a question about the use of pyhf not covered in the documentation, please ask a question on Stack Overflow with the [pyhf] tag, which the pyhf dev team watches.
If you believe you have found a bug in pyhf, please report it in the GitHub Issues. If you’re interested in getting updates from the pyhf dev team and release announcements you can join the pyhf-announcements mailing list.
Citation
As noted in Use and Citations, the preferred BibTeX entry for citation of pyhf is
@software{pyhf,
author = "{Heinrich, Lukas and Feickert, Matthew and Stark, Giordon}",
title = "{pyhf: v0.5.3}",
version = {0.5.3},
doi = {10.5281/zenodo.1169739},
url = {https://github.com/scikit-hep/pyhf},
}
Milestones
2020-07-28: 1000 GitHub issues and pull requests. (See PR #1000)
Acknowledgements
Matthew Feickert has received support to work on pyhf provided by NSF cooperative agreement OAC-1836650 (IRIS-HEP) and grant OAC-1450377 (DIANA/HEP).
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