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fit: lookup table optimisation after profiling

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This commit is contained in:
Antonin Portelli 2016-04-06 18:34:33 +01:00
parent 69ac2d5c82
commit ed8398145a
4 changed files with 41 additions and 18 deletions
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1
lib/FitInterface.cpp
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@ -632,6 +632,7 @@ void FitInterface::updateLayout(void) const
l.totalSize = layout.totalXSize + layout.totalYSize;
l.nXFitDim = static_cast<Index>(layout.xSize.size());
l.nYFitDim = static_cast<Index>(layout.ySize.size());
l.xIndFromData.resize(getMaxDataIndex());
for (Index k: layout.dataIndexSet)
{
v = dataCoord(k);

3
lib/FitInterface.hpp
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@ -51,7 +51,8 @@ private:
std::vector<Index> xDim, yDim, xFitDim, yFitDim;
std::vector<std::vector<Index>> x, y, data, xFit, yFit;
std::vector<std::map<Index, Index>> yFitFromData;
std::map<Index, std::vector<Index>> xIndFromData;
// no map here for fit performance
std::vector<std::vector<Index>> xIndFromData;
} Layout;
public:
// constructor

49
lib/XYStatData.cpp
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@ -267,19 +267,31 @@ FitResult XYStatData::fit(vector<Minimizer *> &minimizer, const DVec &init,
// get number of parameters
Index nPar = v[0]->getNPar();
Index nXDim = getNXDim();
Index totalNPar = nPar + layout.totalXSize;
// chi^2 function
auto chi2Func = [this, totalNPar, &v](const double *x)->double
// chi^2 functions
auto corrChi2Func = [this, nPar, nXDim, totalNPar, &v](const double *x)->double
{
ConstMap<DVec> p(x, totalNPar);
updateChi2ModVec(p, v);
updateChi2ModVec(p, v, nPar, nXDim);
chi2Vec_ = (chi2ModVec_ - chi2DataVec_);
return (chi2Vec_.transpose()*fitVarInv_).dot(chi2Vec_);
return chi2Vec_.dot(fitVarInv_*chi2Vec_);
};
DoubleFunction chi2(chi2Func, totalNPar);
DoubleFunction corrChi2(corrChi2Func, totalNPar);
auto uncorrChi2Func = [this, nPar, nXDim, totalNPar, &v](const double *x)->double
{
ConstMap<DVec> p(x, totalNPar);
updateChi2ModVec(p, v, nPar, nXDim);
chi2Vec_ = (chi2ModVec_ - chi2DataVec_);
return chi2Vec_.dot(chi2Vec_.cwiseQuotient(fitVar_.diagonal()));
};
DoubleFunction uncorrChi2(uncorrChi2Func, totalNPar);
DoubleFunction &chi2 = hasCorrelations() ? corrChi2 : uncorrChi2;
for (Index p = 0; p < nPar; ++p)
{
@ -523,6 +535,7 @@ void XYStatData::updateXMap(void) const
XYStatData * modThis = const_cast<XYStatData *>(this);
modThis->xMap_.clear();
modThis->xMap_.resize(getMaxDataIndex());
for (auto k: getDataIndexSet())
{
modThis->xMap_[k] = DVec(getNXDim());
@ -563,26 +576,32 @@ void XYStatData::updateChi2DataVec(void)
}
}
// WARNING: updateChi2ModVec is heavily called by fit
void XYStatData::updateChi2ModVec(const DVec p,
const vector<const DoubleModel *> &v)
const vector<const DoubleModel *> &v,
const Index nPar, const Index nXDim)
{
updateLayout();
updateXMap();
Index nPar = v[0]->getNPar(), a = 0, j, k, ind;
Index a = 0, j, k, ind;
auto &par = p.segment(0, nPar), &xsi = p.segment(nPar, layout.totalXSize);
for (Index jfit = 0; jfit < layout.nYFitDim; ++jfit)
for (Index sfit = 0; sfit < layout.ySize[jfit]; ++sfit)
{
j = layout.yDim[jfit];
k = layout.data[jfit][sfit];
for (Index i = 0; i < getNXDim(); ++i)
j = layout.yDim[jfit];
for (Index sfit = 0; sfit < layout.ySize[jfit]; ++sfit)
{
ind = layout.xIndFromData[k][i] - layout.totalYSize;
xBuf_(i) = (ind >= 0) ? xsi(ind) : x(k)(i);
k = layout.data[jfit][sfit];
for (Index i = 0; i < nXDim; ++i)
{
ind = layout.xIndFromData[k][i] - layout.totalYSize;
xBuf_(i) = (ind >= 0) ? xsi(ind) : xMap_[k](i);
}
chi2ModVec_(a) = (*v[j])(xBuf_.data(), par.data());
a++;
}
chi2ModVec_(a) = (*v[j])(xBuf_.data(), par.data());
a++;
}
chi2ModVec_.segment(a, layout.totalXSize) = xsi;
}

6
lib/XYStatData.hpp
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@ -121,11 +121,13 @@ private:
// buffer chi^2 vectors
void updateChi2DataVec(void);
void updateChi2ModVec(const DVec p,
const std::vector<const DoubleModel *> &v);
const std::vector<const DoubleModel *> &v,
const Index nPar, const Index nXDim);
private:
std::vector<std::map<Index, double>> yData_;
// no map here for fit performance
std::vector<DVec> xData_;
std::map<Index, DVec> xMap_;
std::vector<DVec> xMap_;
Mat<DMat> xxVar_, yyVar_, xyVar_;
DMat fitVar_, fitVarInv_;
DVec chi2DataVec_, chi2ModVec_, chi2Vec_;