minimize_python_func.py

"""This example illustrates how to minimize an arbitrary Python function using the zfit minimizer.

This may has some overhead in the beginning and won't be instantly fast compared to other libraries if run once.

Copyright (c) 2021 zfit
"""

#  Copyright (c) 2022 zfit

import numpy as np

import zfit

# set everything to numpy mode. This is only needed if we
# don't use
zfit.run.set_autograd_mode(False)
zfit.run.set_graph_mode(False)

# create our favorite minimizer
minimizer = zfit.minimize.IpyoptV1()


# minimizer = zfit.minimize.Minuit()
# minimizer = zfit.minimize.ScipyTrustConstrV1()
# minimizer = zfit.minimize.NLoptLBFGSV1()


def func(x):
    x = np.asarray(x)  # make sure it's an array
    return np.sum((x - 0.1) ** 2 + x[1] ** 4)


# We can use the same in pure TF, then we can also use
# the analytic gradient
#
# import tensorflow as tf
#
# @tf.function
# def func(x):
#     x = tf.convert_to_tensor(x)  # make sure it's an array
#     return tf.reduce_sum((x - 0.1) ** 2 + x[1] ** 4)


# we can also use a more complicated function instead
# from scipy.optimize import rosen as func


# we need to set the errordef, the definition of "1 sigma"
func.errordef = 0.5

# initial parameters
params = [1, -3, 2, 1.4, 11]
# or for a more fine-grained control
# params = {
#     'value': [1, -3, 2, 1.4, 11],  # mandatory
#     'lower': [-2, -5, -5, -10, -15],  # lower bound, can be omitted
#     'upper': [2, 4, 5, 10, 15],  # upper bound, can be omitted
#     'step_size': [0.1] * 5,  # initial step size, can be omitted
# }

# minimize
result = minimizer.minimize(func, params)

# estimate errors
result.hesse(name="hesse")
result.errors(name="errors")
print(result)