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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 (MXNet support is experimental)

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

Indices and tables