FABADA : Implements the FABADA Algorithm, based on a Adaptive Metropolis Algorithm extended with Gibbs Sampling. More...

#include <FABADAMinimizer.h>

Inheritance diagram for Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer:

Public Member Functions
void	boundApplication (const size_t &parameterIndex, double &newValue, double &step)
	Public methods only for testing purposes. More...

double	costFunctionVal () override
	Return current value of the cost function. More...

	FABADAMinimizer ()
	Constructor. More...

void	finalize () override
	Finalize minimization, eg store additional outputs. More...

void	initialize (API::ICostFunction_sptr function, size_t maxIterations) override
	Initialize minimizer, i.e. pass a function to minimize. More...

bool	iterate (size_t iter) override
	Do one iteration. More...

std::string	name () const override
	Name of the minimizer. More...

Public Member Functions inherited from Mantid::API::IFuncMinimizer
virtual double	costFunctionVal ()=0
	Get value of cost function. More...

virtual void	finalize ()
	Finalize minimization, eg store additional outputs. More...

virtual std::string	getError () const
	Get the error string. More...

virtual void	initialize (API::ICostFunction_sptr function, size_t maxIterations=1000)=0
	Initialize minimizer. More...

virtual bool	iterate (size_t iteration)=0
	Do one iteration. More...

virtual bool	minimize (size_t maxIterations=1000)
	Perform iteration with minimizer and return true if successful. More...

virtual std::string	name () const =0
	Get name of minimizer. More...

Public Member Functions inherited from Mantid::Kernel::PropertyManager
::Json::Value	asJson (bool withDefaultValues=false) const override
	Return the property manager serialized as a json object. More...

std::string	asString (bool withDefaultValues=false) const override
	Return the property manager serialized as a string. More...

void	clear () override
	Clears the whole property map. More...

void	declareOrReplaceProperty (std::unique_ptr< Property > p, const std::string &doc="") override
	Add or replace a property in the list of managed properties. More...

void	declareProperty (const std::string &name, const char *value, const std::string &doc, IValidator_sptr validator=std::make_shared< NullValidator >(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string). More...

void	declareProperty (const std::string &name, const char *value, const unsigned int direction)
	Add a property of string type to the list of managed properties. More...

void	declareProperty (const std::string &name, const char *value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc=std::string(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string). More...

template<typename T >
void	declareProperty (const std::string &name, T value, const std::string &doc, const unsigned int direction=Direction::Input)
	Add a property to the list of managed properties with no validator. More...

template<typename T >
void	declareProperty (const std::string &name, T value, const unsigned int direction)
	Add a property of the template type to the list of managed properties. More...

template<typename T >
void	declareProperty (const std::string &name, T value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc="", const unsigned int direction=Direction::Input)
	Add a property of the template type to the list of managed properties. More...

void	declareProperty (std::unique_ptr< Property > p, const std::string &doc="") override
	Add a property to the list of managed properties. More...

virtual void	declareProperty (std::unique_ptr< Property > p, const std::string &doc="")=0
	Function to declare properties (i.e. store them) More...

bool	existsProperty (const std::string &name) const override
	Checks whether the named property is already in the list of managed property. More...

void	filterByProperty (const TimeSeriesProperty< bool > &filter, const std::vector< std::string > &excludedFromFiltering=std::vector< std::string >()) override
	Filter the managed properties by the given boolean property mask. More...

void	filterByTime (const Types::Core::DateAndTime &start, const Types::Core::DateAndTime &stop) override
	Filter out a run by time. More...

std::vector< std::string >	getDeclaredPropertyNames () const noexcept override
	Return the list of declared property names. More...

Property *	getPointerToProperty (const std::string &name) const override
	Get a property by name. More...

const std::vector< Property * > &	getProperties () const override
	Get the list of managed properties. More...

TypedValue	getProperty (const std::string &name) const override
	Get the value of a property. More...

std::string	getPropertyValue (const std::string &name) const override
	Get the value of a property as a string. More...

bool	operator!= (const PropertyManager &other) const

PropertyManager &	operator+= (const PropertyManager &rhs)
	Addition operator. More...

PropertyManager &	operator= (const PropertyManager &)
	Assignment operator - performs a deep copy. More...

bool	operator== (const PropertyManager &other) const

size_t	propertyCount () const override
	Count the number of properties under management. More...

	PropertyManager ()
	Default constructor. More...

	PropertyManager (const PropertyManager &)
	copy constructor More...

void	removeProperty (const std::string &name, const bool delproperty=true) override
	removes the property from properties map More...

void	resetProperties () override
	Reset property values back to initial values (blank or default values) More...

void	setProperties (const ::Json::Value &jsonValue, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false) override
	Set the ordered list of properties by a json value collection. More...

void	setProperties (const ::Json::Value &jsonValue, IPropertyManager *targetPropertyManager, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false)
	Set the ordered list of properties by a json value collection. More...

void	setProperties (const std::string &propertiesJson, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false) override
	Set the ordered list of properties by one string of values, separated by semicolons. More...

void	setProperties (const std::string &propertiesJson, IPropertyManager *targetPropertyManager, const std::unordered_set< std::string > &ignoreProperties, bool createMissing=false)
	Set the ordered list of properties by one string of values, separated by semicolons. More...

void	setPropertiesWithString (const std::string &propertiesString, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >()) override
	Sets all the declared properties from a string. More...

void	setPropertyOrdinal (const int &index, const std::string &value) override
	Set the value of a property by an index N.B. More...

void	setPropertyValue (const std::string &name, const std::string &value) override
	Set the value of a property by string N.B. More...

void	setPropertyValueFromJson (const std::string &name, const Json::Value &value) override
	Set the value of a property by Json::Value. More...

void	splitByTime (std::vector< SplittingInterval > &splitter, std::vector< PropertyManager * > outputs) const override
	Split a run by time (splits the TimeSeriesProperties contained). More...

std::unique_ptr< Property >	takeProperty (const size_t index) override
	removes the property from the properties map and returns a pointer to it More...

bool	validateProperties () const override
	Validates all the properties in the collection. More...

virtual	~PropertyManager () override
	Virtual destructor. More...

Public Member Functions inherited from Mantid::Kernel::IPropertyManager
virtual ::Json::Value	asJson (bool withDefaultValues=false) const =0
	Return the property manager serialized as a json object. More...

virtual std::string	asString (bool withDefaultValues=false) const =0
	Return the property manager serialized as a string. More...

virtual void	declareOrReplaceProperty (std::unique_ptr< Property > p, const std::string &doc="")=0
	Function to declare properties (i.e. store them) More...

void	declareProperty (const std::string &name, const char *value, const std::string &doc, IValidator_sptr validator=std::make_shared< NullValidator >(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string). More...

void	declareProperty (const std::string &name, const char *value, const unsigned int direction)
	Add a property of string type to the list of managed properties. More...

void	declareProperty (const std::string &name, const char *value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc=std::string(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string). More...

template<typename T >
void	declareProperty (const std::string &name, T value, const std::string &doc, const unsigned int direction=Direction::Input)
	Add a property to the list of managed properties with no validator. More...

template<typename T >
void	declareProperty (const std::string &name, T value, const unsigned int direction)
	Add a property of the template type to the list of managed properties. More...

template<typename T >
void	declareProperty (const std::string &name, T value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc="", const unsigned int direction=Direction::Input)
	Add a property of the template type to the list of managed properties. More...

virtual void	declareProperty (std::unique_ptr< Property > p, const std::string &doc="")=0
	Function to declare properties (i.e. store them) More...

virtual bool	existsProperty (const std::string &name) const =0
	Checks whether the named property is already in the list of managed property. More...

virtual void	filterByProperty (const TimeSeriesProperty< bool > &, const std::vector< std::string > &)=0

virtual void	filterByTime (const Types::Core::DateAndTime &, const Types::Core::DateAndTime &)=0

virtual std::vector< std::string >	getDeclaredPropertyNames () const noexcept=0
	Get the list of managed property names. More...

virtual Property *	getPointerToProperty (const std::string &name) const =0
	Get a pointer to property by name. More...

virtual const std::vector< Property * > &	getProperties () const =0
	Get the list of managed properties. More...

std::vector< Property * >	getPropertiesInGroup (const std::string &group) const
	Get the list of managed properties in a given group. More...

virtual TypedValue	getProperty (const std::string &name) const =0
	Get the value of a property. More...

virtual std::string	getPropertyValue (const std::string &name) const =0
	Get the value of a property as a string. More...

virtual size_t	propertyCount () const =0
	Returns the number of properties under management. More...

virtual void	removeProperty (const std::string &name, const bool delproperty=true)=0
	Removes the property from management. More...

virtual void	resetProperties ()=0

virtual void	setProperties (const ::Json::Value &jsonValue, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false)=0
	Sets all the properties from a json object. More...

virtual void	setProperties (const std::string &propertiesJson, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false)=0
	Sets all properties from a string. More...

virtual void	setPropertiesWithString (const std::string &propertiesString, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >())=0
	Sets all the declared properties from a string. More...

IPropertyManager *	setProperty (const std::string &name, const char *value)
	Specialised version of setProperty template method to handle const char *. More...

IPropertyManager *	setProperty (const std::string &name, const std::string &value)
	Specialised version of setProperty template method to handle std::string. More...

template<typename T >
IPropertyManager *	setProperty (const std::string &name, const T &value)
	Templated method to set the value of a PropertyWithValue. More...

template<typename T >
IPropertyManager *	setProperty (const std::string &name, std::unique_ptr< T > value)
	Templated method to set the value of a PropertyWithValue from a std::unique_ptr. More...

void	setPropertyGroup (const std::string &name, const std::string &group)
	Set the group for a given property. More...

virtual void	setPropertyOrdinal (const int &index, const std::string &value)=0
	Set the value of a property by an index. More...

void	setPropertySettings (const std::string &name, std::unique_ptr< IPropertySettings > settings)

virtual void	setPropertyValue (const std::string &name, const std::string &value)=0
	Sets property value from a string. More...

virtual void	setPropertyValueFromJson (const std::string &name, const Json::Value &value)=0
	Sets property value from a Json::Value. More...

virtual void	splitByTime (std::vector< SplittingInterval > &, std::vector< PropertyManager * >) const =0

virtual std::unique_ptr< Property >	takeProperty (const size_t index)=0
	Removes the property from management and returns a pointer to it. More...

void	updatePropertyValues (const IPropertyManager &other)
	Update values of the existing properties. More...

virtual bool	validateProperties () const =0
	Validates all the properties in the collection. More...

virtual	~IPropertyManager ()=default

Private Member Functions
void	algorithmDisplacement (const size_t &parameterIndex, const double &chi2New, const EigenVector &newParameters)
	Given the new chi2, next position is calculated and updated. More...

void	calculateConvChainAndBestParameters (size_t convLength, int nSteps, std::vector< std::vector< double > > &reducedChain, std::vector< double > &bestParameters, std::vector< double > &errorLeft, std::vector< double > &errorRight)
	Calculated converged chain and parameters. More...

void	convergenceCheck ()
	Check for convergence (including Overexploration convergence), updates m_converged. More...

double	gaussianStep (const double &jump)
	Returns the step from a Gaussian given sigma = Jump. More...

double	getMostProbableChiSquared (std::size_t const &convLength, std::vector< std::vector< double > > &reducedChain, int const &pdfLength, std::vector< double > &xValues, std::vector< double > &yValues, std::vector< double > &PDFYAxis, double const &start, double const &bin)
	Finds the most probable Chi Squared value. More...

void	initChainsAndParameters ()
	Initialize member variables related to fitting parameters. More...

void	initSimulatedAnnealing ()
	Initialize member variables related to simulated annealing. More...

bool	iterationContinuation ()
	Decides wheather iteration must continue or not. More...

void	jumpUpdate (const size_t &parameterIndex)
	Updates the ParameterIndex-th parameter jump if appropriate. More...

void	outputChains ()
	Output Markov chains. More...

void	outputConvergedChains (size_t convLength, int nSteps)
	Output converged chains. More...

void	outputCostFunctionTable (size_t convLength, double mostProbableChi2)
	Output cost function. More...

void	outputParameterTable (const std::vector< double > &bestParameters, const std::vector< double > &errorsLeft, const std::vector< double > &errorsRight)
	Output parameter table. More...

double	outputPDF (std::size_t const &convLength, std::vector< std::vector< double > > &reducedChain)
	Output PDF. More...

void	outputPDF (std::vector< double > &xValues, std::vector< double > &yValues, std::vector< std::vector< double > > &reducedChain, std::size_t const &convLength, int const &pdfLength)

void	setParameterXAndYValuesForPDF (std::vector< double > &xValues, std::vector< double > &yValues, std::vector< std::vector< double > > &reducedChain, std::size_t const &convLength, int const &pdfLength)
	Computes the X and Y for the Parameter PDF's. More...

void	simAnnealingRefrigeration ()
	Refrigerates the system if appropriate. More...

void	tieApplication (const size_t &parameterIndex, EigenVector &newParameters, double &newValue)
	Applied to the other parameters first and sequentially, finally to the current one. More...

Private Attributes
std::vector< std::vector< double > >	m_chain
	Markov chain. More...

size_t	m_chainIterations
	The number of chain iterations. More...

std::vector< int >	m_changes
	The number of changes done on each parameter. More...

std::vector< int >	m_changesOld
	To track convergence through immobility. More...

double	m_chi2
	The chi square result of previous iteration;. More...

bool	m_converged
	Boolean that indicates global convergence. More...

size_t	m_convPoint
	The point when convergence has been reached. More...

size_t	m_counter
	The number of iterations done (restarted at each phase). More...

size_t	m_counterGlobal
	The global number of iterations done. More...

std::vector< double >	m_criteria
	Convergence criteria for each parameter. More...

API::IFunction_sptr	m_fitFunction
	Pointer to the Fitting Function (IFunction) inside the cost function. More...

std::vector< double >	m_jump
	The jump for each parameter. More...

std::shared_ptr< CostFunctions::CostFuncLeastSquares >	m_leastSquares
	Pointer to the cost function. Must be the least squares. More...

size_t	m_leftRefrPoints
	The number of refrigeration points left. More...

size_t	m_maxIter
	Maximum number of iterations. More...

size_t	m_nParams
	Number of parameters of the FittingFunction (not necessarily the CostFunction) More...

std::vector< size_t >	m_numInactiveRegenerations
	Number of consecutive regenerations without changes. More...

bool	m_overexploration
	Overexploration applied. More...

EigenVector	m_parameters
	Parameters' values. More...

std::vector< bool >	m_parChanged
	Bool that idicates if a varible has changed at some self iteration. More...

std::vector< bool >	m_parConverged
	Convergence of each parameter. More...

size_t	m_simAnnealingItStep
	Number of iterations between Simulated Annealing refrigeration points. More...

double	m_temperature
	Simulated Annealing temperature. More...

double	m_tempStep
	Temperature step between different Simulated Annealing phases. More...

Additional Inherited Members
Static Public Member Functions inherited from Mantid::Kernel::PropertyManager
static std::string	getInvalidValuesFilterLogName (const std::string &logName)
	Gets the correct log name for the matching invalid values log for a given log name. More...

static std::string	getLogNameFromInvalidValuesFilter (const std::string &logName)

static bool	isAnInvalidValuesFilterLog (const std::string &logName)

Static Public Attributes inherited from Mantid::Kernel::PropertyManager
static const std::string	INVALID_VALUES_SUFFIX = "_invalid_values"

Protected Member Functions inherited from Mantid::Kernel::PropertyManager
Property *	getPointerToPropertyOrdinal (const int &index) const override
	Get a property by an index. More...

Property *	getPointerToPropertyOrNull (const std::string &name) const
	Get a property by name. More...

Protected Member Functions inherited from Mantid::Kernel::IPropertyManager
virtual void	afterPropertySet (const std::string &)
	Override this method to perform a custom action right after a property was set. More...

virtual void	clear ()=0
	Clears all properties under management. More...

virtual Property *	getPointerToPropertyOrdinal (const int &index) const =0
	Get a property by an index. More...

template<typename T >
T	getValue (const std::string &name) const
	Templated method to get the value of a property. More...

template<>
MANTID_KERNEL_DLL PropertyManager_sptr	getValue (const std::string &name) const

template<>
MANTID_KERNEL_DLL PropertyManager_const_sptr	getValue (const std::string &name) const

Protected Attributes inherited from Mantid::API::IFuncMinimizer
std::string	m_errorString
	Error string. More...

Detailed Description

FABADA : Implements the FABADA Algorithm, based on a Adaptive Metropolis Algorithm extended with Gibbs Sampling.

Designed to obtain the Bayesian posterior PDFs

Definition at line 32 of file FABADAMinimizer.h.

Constructor & Destructor Documentation

◆ FABADAMinimizer()

Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::FABADAMinimizer ( )

Constructor.

Definition at line 79 of file FABADAMinimizer.cpp.

References Mantid::API::PropertyMode::Optional, and Mantid::Kernel::Direction::Output.

Member Function Documentation

◆ algorithmDisplacement()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::algorithmDisplacement	(	const size_t &	parameterIndex,
		const double &	chi2New,
		const EigenVector &	newParameters
	)

private

Given the new chi2, next position is calculated and updated.

m_changes[ParameterIndex] updated too

Parameters

parameterIndex	:: the index of the parameter
chi2New	:: the new value of chi2
newParameters	:: new value of the fitting parameters

Definition at line 457 of file FABADAMinimizer.cpp.

References Mantid::CurveFitting::EigenVector::get(), m_chain, m_changes, m_chi2, m_fitFunction, m_leastSquares, m_nParams, m_parameters, and m_temperature.

Referenced by iterate().

◆ boundApplication()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::boundApplication	(	const size_t &	parameterIndex,
		double &	newValue,
		double &	step
	)

Public methods only for testing purposes.

If the new point is out of its bounds, it is changed to fit in the bound limits.

If the new point is out of its bounds, it is changed to fit in the bound limits

Parameters

parameterIndex	:: the index of the parameter
newValue	:: the value of the parameter
step	:: the step used to modify the parameter value

Definition at line 373 of file FABADAMinimizer.cpp.

References Mantid::Kernel::delta, Mantid::CurveFitting::EigenVector::get(), lower, m_fitFunction, m_jump, m_parameters, and upper.

Referenced by iterate().

◆ calculateConvChainAndBestParameters()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::calculateConvChainAndBestParameters	(	size_t	convLength,
		int	nSteps,
		std::vector< std::vector< double > > &	reducedChain,
		std::vector< double > &	bestParameters,
		std::vector< double > &	errorLeft,
		std::vector< double > &	errorRight
	)

private

Calculated converged chain and parameters.

Create the reduced convergence chain and calculate the best parameter values and errors.

Parameters

convLength	:: length of the converged chain
nSteps	:: number of steps done between chain points to avoid
reducedChain	:: [output] the reduced chain
bestParameters	:: [output] vector containing best values for fitting parameters
errorLeft	:: [output] vector containing the sqrt of the mean square left deviation
errorRight	:: [output] vector containing the sqrt of the mean square right deviation

Definition at line 917 of file FABADAMinimizer.cpp.

References Mantid::API::g_log, m_chain, m_chi2, m_convPoint, m_nParams, and Mantid::Kernel::Logger::warning().

Referenced by finalize().

◆ convergenceCheck()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::convergenceCheck ( )

private

Check for convergence (including Overexploration convergence), updates m_converged.

Check if Chi square has converged for all the parameters if overexploring or Simulated Annealing completed.

Definition at line 557 of file FABADAMinimizer.cpp.

References Mantid::API::g_log, Mantid::Kernel::PropertyManager::getProperty(), m_chainIterations, m_changes, m_converged, m_convPoint, m_counter, m_counterGlobal, m_leftRefrPoints, m_maxIter, m_nParams, m_numInactiveRegenerations, m_parConverged, m_temperature, and Mantid::Kernel::Logger::warning().

Referenced by iterate().

◆ costFunctionVal()

double Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::costFunctionVal ( )

overridevirtual

Return current value of the cost function.

Implements Mantid::API::IFuncMinimizer.

Definition at line 289 of file FABADAMinimizer.cpp.

References m_chi2.

◆ finalize()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::finalize ( )

overridevirtual

Finalize minimization, eg store additional outputs.

When all the iterations have been done, calculate and show all the results.

Reimplemented from Mantid::API::IFuncMinimizer.

Definition at line 294 of file FABADAMinimizer.cpp.

References calculateConvChainAndBestParameters(), Mantid::API::g_log, Mantid::Kernel::PropertyManager::getProperty(), Mantid::Kernel::PropertyManager::getPropertyValue(), m_fitFunction, m_leastSquares, m_nParams, outputChains(), outputConvergedChains(), outputCostFunctionTable(), outputParameterTable(), outputPDF(), and Mantid::Kernel::Logger::warning().

◆ gaussianStep()

double Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::gaussianStep ( const double & jump )

private

Returns the step from a Gaussian given sigma = Jump.

Returns the step from a Gaussian given sigma = jump.

Parameters

jump :: sigma

Returns: :: the step

Definition at line 362 of file FABADAMinimizer.cpp.

Referenced by iterate().

◆ getMostProbableChiSquared()

double Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::getMostProbableChiSquared	(	std::size_t const &	convLength,
		std::vector< std::vector< double > > &	reducedChain,
		int const &	pdfLength,
		std::vector< double > &	xValues,
		std::vector< double > &	yValues,
		std::vector< double > &	PDFYAxis,
		double const &	start,
		double const &	bin
	)

private

Finds the most probable Chi Squared value.

Definition at line 825 of file FABADAMinimizer.cpp.

References m_nParams.

Referenced by outputPDF().

◆ initChainsAndParameters()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::initChainsAndParameters ( )

private

Initialize member variables related to fitting parameters.

Initialze member variables related to fitting parameters.

Definition at line 982 of file FABADAMinimizer.cpp.

References Mantid::Kernel::PropertyManager::getProperty(), lower, m_chain, m_chainIterations, m_changes, m_changesOld, m_chi2, m_criteria, m_fitFunction, m_jump, m_leastSquares, m_nParams, m_numInactiveRegenerations, m_parameters, m_parChanged, m_parConverged, n, Mantid::CurveFitting::EigenVector::resize(), Mantid::CurveFitting::EigenVector::set(), and Mantid::CurveFitting::EigenVector::size().

Referenced by initialize().

◆ initialize()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::initialize	(	API::ICostFunction_sptr	function,
		size_t	maxIterations
	)

overridevirtual

Initialize minimizer, i.e. pass a function to minimize.

Initialize minimizer.

Set initial values for all private members

Parameters

function	:: the fit function
maxIterations	:: maximum number of iterations

Implements Mantid::API::IFuncMinimizer.

Definition at line 136 of file FABADAMinimizer.cpp.

References initChainsAndParameters(), initSimulatedAnnealing(), m_chainIterations, m_converged, m_counter, m_counterGlobal, m_fitFunction, m_leastSquares, m_leftRefrPoints, m_maxIter, m_overexploration, and m_simAnnealingItStep.

◆ initSimulatedAnnealing()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::initSimulatedAnnealing ( )

private

Initialize member variables related to simulated annealing.

Initialize member variables used for simulated annealing.

Definition at line 1035 of file FABADAMinimizer.cpp.

References Mantid::API::g_log, Mantid::Kernel::PropertyManager::getProperty(), m_leftRefrPoints, m_overexploration, m_simAnnealingItStep, m_temperature, m_tempStep, and Mantid::Kernel::Logger::warning().

Referenced by initialize().

◆ iterate()

bool Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::iterate ( size_t iter )

overridevirtual

Do one iteration.

Returns: :: true if iterations must be continued, false otherwise

Implements Mantid::API::IFuncMinimizer.

Definition at line 178 of file FABADAMinimizer.cpp.

References algorithmDisplacement(), boundApplication(), convergenceCheck(), fabs, gaussianStep(), Mantid::CurveFitting::EigenVector::get(), Mantid::Kernel::PropertyManager::getProperty(), iterationContinuation(), jumpUpdate(), Mantid::Geometry::m, m_chainIterations, m_chi2, m_converged, m_counter, m_counterGlobal, m_criteria, m_fitFunction, m_jump, m_leastSquares, m_leftRefrPoints, m_nParams, m_parameters, m_parChanged, m_parConverged, m_simAnnealingItStep, Mantid::CurveFitting::EigenVector::set(), simAnnealingRefrigeration(), and tieApplication().

◆ iterationContinuation()

bool Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::iterationContinuation ( )

private

Decides wheather iteration must continue or not.

Definition at line 633 of file FABADAMinimizer.cpp.

References m_chainIterations, m_converged, m_counter, m_counterGlobal, m_fitFunction, m_leftRefrPoints, m_maxIter, m_nParams, m_parConverged, and std::to_string().

Referenced by iterate().

◆ jumpUpdate()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::jumpUpdate ( const size_t & parameterIndex )

private

Updates the ParameterIndex-th parameter jump if appropriate.

Updates the parameterIndex-th parameter jump if appropriate.

Parameters

parameterIndex :: the index of the current parameter

Definition at line 512 of file FABADAMinimizer.cpp.

References Mantid::API::g_log, Mantid::Kernel::PropertyManager::getProperty(), m_changes, m_changesOld, m_counter, m_fitFunction, m_jump, m_leftRefrPoints, m_numInactiveRegenerations, and Mantid::Kernel::Logger::warning().

Referenced by iterate(), and simAnnealingRefrigeration().

◆ name()

std::string Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::name ( ) const

inlineoverridevirtual

Name of the minimizer.

Implements Mantid::API::IFuncMinimizer.

Definition at line 37 of file FABADAMinimizer.h.

◆ outputChains()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::outputChains ( )

private

Output Markov chains.

Create the workspace for the complete parameters chain (the last histogram is for the Chi square).

Definition at line 674 of file FABADAMinimizer.cpp.

References Mantid::Kernel::SingletonHolder< T >::Instance(), m_chain, m_nParams, Mantid::Kernel::IPropertyManager::setProperty(), Mantid::Geometry::X, and Mantid::Geometry::Y.

Referenced by finalize().

◆ outputConvergedChains()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::outputConvergedChains	(	size_t	convLength,
		int	nSteps
	)

private

Output converged chains.

Create the workspace containing the converged chain.

Parameters

convLength	:: length of the converged chain
nSteps	:: number of steps done between chain points to avoid correlation

Definition at line 700 of file FABADAMinimizer.cpp.

References Mantid::API::g_log, Mantid::Kernel::SingletonHolder< T >::Instance(), m_chain, m_convPoint, m_nParams, Mantid::Kernel::IPropertyManager::setProperty(), Mantid::Kernel::Logger::warning(), Mantid::Geometry::X, and Mantid::Geometry::Y.

Referenced by finalize().

◆ outputCostFunctionTable()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::outputCostFunctionTable	(	size_t	convLength,
		double	mostProbableChi2
	)

private

Output cost function.

Create the workspace containing chi2 values.

Parameters

convLength	:: length of the converged chain
mostProbableChi2	:: most probable chi2 value correlation

Definition at line 734 of file FABADAMinimizer.cpp.

References Mantid::API::g_log, Mantid::Kernel::SingletonHolder< T >::Instance(), m_chi2, m_leastSquares, m_nParams, Mantid::Kernel::IPropertyManager::setProperty(), and Mantid::Kernel::Logger::warning().

Referenced by finalize().

◆ outputParameterTable()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::outputParameterTable	(	const std::vector< double > &	bestParameters,
		const std::vector< double > &	errorLeft,
		const std::vector< double > &	errorRight
	)

private

Output parameter table.

Create the table workspace containing parameter values.

Parameters

bestParameters	:: vector containing best values for fitting parameters
errorLeft	:: [output] vector containing the sqrt of the mean square left deviation
errorRight	:: [output] vector containing the sqrt of the mean square right deviation

Definition at line 885 of file FABADAMinimizer.cpp.

References Mantid::Kernel::SingletonHolder< T >::Instance(), m_fitFunction, m_nParams, and Mantid::Kernel::IPropertyManager::setProperty().

Referenced by finalize().

◆ outputPDF() [1/2]

double Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::outputPDF	(	std::size_t const &	convLength,
		std::vector< std::vector< double > > &	reducedChain
	)

private

Output PDF.

Create the workspace containing probability density function (PDF)

Parameters

convLength	:: length of the converged chain
reducedChain	:: the reduced chain (will be sorted)

Returns: :: most probable chi square value

Definition at line 770 of file FABADAMinimizer.cpp.

References Mantid::API::g_log, getMostProbableChiSquared(), Mantid::Kernel::PropertyManager::getProperty(), m_nParams, outputPDF(), and Mantid::Kernel::Logger::warning().

Referenced by finalize(), and outputPDF().

◆ outputPDF() [2/2]

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::outputPDF	(	std::vector< double > &	xValues,
		std::vector< double > &	yValues,
		std::vector< std::vector< double > > &	reducedChain,
		std::size_t const &	convLength,
		int const &	pdfLength
	)

private

Definition at line 806 of file FABADAMinimizer.cpp.

References Mantid::API::WorkspaceGroup::addWorkspace(), Mantid::API::createWorkspace(), Mantid::Kernel::SingletonHolder< T >::Instance(), m_fitFunction, m_nParams, setParameterXAndYValuesForPDF(), and workspace.

◆ setParameterXAndYValuesForPDF()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::setParameterXAndYValuesForPDF	(	std::vector< double > &	xValues,
		std::vector< double > &	yValues,
		std::vector< std::vector< double > > &	reducedChain,
		std::size_t const &	convLength,
		int const &	pdfLength
	)

private

Computes the X and Y for the Parameter PDF's.

Definition at line 851 of file FABADAMinimizer.cpp.

References m_nParams.

Referenced by outputPDF().

◆ simAnnealingRefrigeration()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::simAnnealingRefrigeration ( )

private

Refrigerates the system if appropriate.

Definition at line 610 of file FABADAMinimizer.cpp.

References jumpUpdate(), m_changes, m_counter, m_leftRefrPoints, m_nParams, m_temperature, and m_tempStep.

Referenced by iterate().

◆ tieApplication()

void Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::tieApplication	(	const size_t &	parameterIndex,
		EigenVector &	newParameters,
		double &	newValue
	)

private

Applied to the other parameters first and sequentially, finally to the current one.

Applies ties to parameters.

Ties are applied to other parameters first and sequentially, finally ties are applied to the current parameter

Parameters

parameterIndex	:: the index of the parameter
newParameters	:: the value of the parameters after applying ties
newValue	:: new value of the current parameter

Definition at line 414 of file FABADAMinimizer.cpp.

References Mantid::API::ParameterTie::eval(), m_fitFunction, m_leastSquares, m_nParams, and Mantid::CurveFitting::EigenVector::set().

Referenced by iterate().

Member Data Documentation

◆ m_chain

std::vector<std::vector<double> > Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_chain

private

Markov chain.

Definition at line 120 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), calculateConvChainAndBestParameters(), initChainsAndParameters(), outputChains(), and outputConvergedChains().

◆ m_chainIterations

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_chainIterations

private

The number of chain iterations.

Definition at line 112 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initChainsAndParameters(), initialize(), iterate(), and iterationContinuation().

◆ m_changes

std::vector<int> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_changes

private

The number of changes done on each parameter.

Definition at line 114 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), convergenceCheck(), initChainsAndParameters(), jumpUpdate(), and simAnnealingRefrigeration().

◆ m_changesOld

std::vector<int> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_changesOld

private

To track convergence through immobility.

Definition at line 153 of file FABADAMinimizer.h.

Referenced by initChainsAndParameters(), and jumpUpdate().

◆ m_chi2

double Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_chi2

private

The chi square result of previous iteration;.

Definition at line 122 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), calculateConvChainAndBestParameters(), costFunctionVal(), initChainsAndParameters(), iterate(), and outputCostFunctionTable().

◆ m_converged

bool Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_converged

private

Boolean that indicates global convergence.

Definition at line 124 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initialize(), iterate(), and iterationContinuation().

◆ m_convPoint

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_convPoint

private

The point when convergence has been reached.

Definition at line 126 of file FABADAMinimizer.h.

Referenced by calculateConvChainAndBestParameters(), convergenceCheck(), and outputConvergedChains().

◆ m_counter

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_counter

private

The number of iterations done (restarted at each phase).

Definition at line 110 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initialize(), iterate(), iterationContinuation(), jumpUpdate(), and simAnnealingRefrigeration().

◆ m_counterGlobal

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_counterGlobal

private

The global number of iterations done.

Definition at line 138 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initialize(), iterate(), and iterationContinuation().

◆ m_criteria

std::vector<double> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_criteria

private

Convergence criteria for each parameter.

Definition at line 130 of file FABADAMinimizer.h.

Referenced by initChainsAndParameters(), and iterate().

◆ m_fitFunction

API::IFunction_sptr Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_fitFunction

private

Pointer to the Fitting Function (IFunction) inside the cost function.

Definition at line 108 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), boundApplication(), finalize(), initChainsAndParameters(), initialize(), iterate(), iterationContinuation(), jumpUpdate(), outputParameterTable(), outputPDF(), and tieApplication().

◆ m_jump

std::vector<double> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_jump

private

The jump for each parameter.

Definition at line 116 of file FABADAMinimizer.h.

Referenced by boundApplication(), initChainsAndParameters(), iterate(), and jumpUpdate().

◆ m_leastSquares

std::shared_ptr<CostFunctions::CostFuncLeastSquares> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_leastSquares

private

Pointer to the cost function. Must be the least squares.

Definition at line 106 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), finalize(), initChainsAndParameters(), initialize(), iterate(), outputCostFunctionTable(), and tieApplication().

◆ m_leftRefrPoints

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_leftRefrPoints

private

The number of refrigeration points left.

Definition at line 142 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initialize(), initSimulatedAnnealing(), iterate(), iterationContinuation(), jumpUpdate(), and simAnnealingRefrigeration().

◆ m_maxIter

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_maxIter

private

Maximum number of iterations.

Definition at line 132 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initialize(), and iterationContinuation().

◆ m_nParams

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_nParams

private

Number of parameters of the FittingFunction (not necessarily the CostFunction)

Definition at line 149 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), calculateConvChainAndBestParameters(), convergenceCheck(), finalize(), getMostProbableChiSquared(), initChainsAndParameters(), iterate(), iterationContinuation(), outputChains(), outputConvergedChains(), outputCostFunctionTable(), outputParameterTable(), outputPDF(), setParameterXAndYValuesForPDF(), simAnnealingRefrigeration(), and tieApplication().

◆ m_numInactiveRegenerations

std::vector<size_t> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_numInactiveRegenerations

private

Number of consecutive regenerations without changes.

Definition at line 151 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initChainsAndParameters(), and jumpUpdate().

◆ m_overexploration

bool Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_overexploration

private

Overexploration applied.

Definition at line 146 of file FABADAMinimizer.h.

Referenced by initialize(), and initSimulatedAnnealing().

◆ m_parameters

EigenVector Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_parameters

private

Parameters' values.

Definition at line 118 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), boundApplication(), initChainsAndParameters(), and iterate().

◆ m_parChanged

std::vector<bool> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_parChanged

private

Bool that idicates if a varible has changed at some self iteration.

Definition at line 134 of file FABADAMinimizer.h.

Referenced by initChainsAndParameters(), and iterate().

◆ m_parConverged

std::vector<bool> Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_parConverged

private

Convergence of each parameter.

Definition at line 128 of file FABADAMinimizer.h.

Referenced by convergenceCheck(), initChainsAndParameters(), iterate(), and iterationContinuation().

◆ m_simAnnealingItStep

size_t Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_simAnnealingItStep

private

Number of iterations between Simulated Annealing refrigeration points.

Definition at line 140 of file FABADAMinimizer.h.

Referenced by initialize(), initSimulatedAnnealing(), and iterate().

◆ m_temperature

double Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_temperature

private

Simulated Annealing temperature.

Definition at line 136 of file FABADAMinimizer.h.

Referenced by algorithmDisplacement(), convergenceCheck(), initSimulatedAnnealing(), and simAnnealingRefrigeration().

◆ m_tempStep

double Mantid::CurveFitting::FuncMinimisers::FABADAMinimizer::m_tempStep

private

Temperature step between different Simulated Annealing phases.

Definition at line 144 of file FABADAMinimizer.h.

Referenced by initSimulatedAnnealing(), and simAnnealingRefrigeration().

The documentation for this class was generated from the following files:

Framework/CurveFitting/inc/MantidCurveFitting/FuncMinimizers/FABADAMinimizer.h
Framework/CurveFitting/src/FuncMinimizers/FABADAMinimizer.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FABADAMinimizer()

Member Function Documentation

◆ algorithmDisplacement()

◆ boundApplication()

◆ calculateConvChainAndBestParameters()

◆ convergenceCheck()

◆ costFunctionVal()

◆ finalize()

◆ gaussianStep()

◆ getMostProbableChiSquared()

◆ initChainsAndParameters()

◆ initialize()

◆ initSimulatedAnnealing()

◆ iterate()

◆ iterationContinuation()

◆ jumpUpdate()

◆ name()

◆ outputChains()

◆ outputConvergedChains()

◆ outputCostFunctionTable()

◆ outputParameterTable()

◆ outputPDF() [1/2]

◆ outputPDF() [2/2]

◆ setParameterXAndYValuesForPDF()

◆ simAnnealingRefrigeration()

◆ tieApplication()

Member Data Documentation

◆ m_chain

◆ m_chainIterations

◆ m_changes

◆ m_changesOld

◆ m_chi2

◆ m_converged

◆ m_convPoint

◆ m_counter

◆ m_counterGlobal

◆ m_criteria

◆ m_fitFunction

◆ m_jump

◆ m_leastSquares

◆ m_leftRefrPoints

◆ m_maxIter

◆ m_nParams

◆ m_numInactiveRegenerations

◆ m_overexploration

◆ m_parameters

◆ m_parChanged

◆ m_parConverged

◆ m_simAnnealingItStep

◆ m_temperature

◆ m_tempStep