# 12.3.2. What is Minuit?#

Minuit is a standalone package to find/calculate numerically

• the (local) minimum of any arbitrary function $$F(p)$$ (typically least-squares or negative log-likelihood), where $$p$$ is a set of parameters, and

• the covariance matrix of these parameters (at the minimum).

It was originally written in fortran by F. James, and later adapted to C++ within ROOT by R. Brun. Minuit2 is instead a compeltely re-designed and re-implemented version of Minuit in C++ by F. James and M. Winkler. A python interface to Minuit2, called iminuit, also exists.

The function to minimize, internally called FCN, does not need to be known analytically. It is sufficient to know its value $$F(p)$$ at any point $$p$$. Minuit looks for a local minimum: i.e., the point $$\hat{p}$$ where $$F(\hat{p}) < F(p)$$ for any $$p$$ in some neighborhood around $$\hat{p}$$. The main algorithm that performs the minimization in Minuit is called MIGRAD. Its strategy to find the local minimum is simply to vary the set of parameters $$p$$, by small (variable-sized) steps, in a direction which causes $$F$$ to decrease until it finds the point $$\hat{p}$$ from which $$F$$ increases in all allowed directions. Although not needed, if the numerical values of the derivative $$\partial F(p)/\partial p$$ at any point $$p$$ are known, they can be provided to MIGRAD to help in the minimization.

The minimization produces as a by-product also the covariance matrix of the parameters, though computed with limited accuracy. The algorithm HESSE is then provided to calculate the full second-derivative matrix of the FCN, using a finite difference method, and improve the estimation of the parabolic uncertainties obtained by MIGRAD. The algorithm MINOS can instead be used to perform a scan of the FCN, profiled in each given dimension (i.e., by minimizing all other parameters at each scan point), around the local minimum to estimate asymmetric uncertainties. Finally, the algorithm CONTOUR can be used to profile the FCN in any given two dimensions around the local minimum to estimate the border (contour) of 2D confidence-level intervals.

Contrarily to other frameworks, Minuit does not offert any interface/functionality to perform all other tasks related to fitting, such as data handling, plotting (data visualization, fit projections, etc.), generation of pseudoexperiments, etc.

# 12.3.3. How to design a fitter based on Minuit#

The design can be split in the following conceptual steps:

1. Prepare the data to fit to

2. Code the function to minimize

3. Configure Minuit

4. Specify the sequence of algorithms to use for minimization and estimation of the covariance matrix

5. Access fit results

6. Plot the results for graphical visualization

7. Prepare tools for validation of the fitter (e.g., generation of pseudoexperiments)

Some general guidelines/instructions are given below about each of these steps with the exception of steps 1, 6 and 7, which implementation is completely independent from Minuit and hence left to the user. The instructions are based on the Minuit implementation available in ROOT, but can be easily ported to the other Minuit versions. A few complete examples, which show also possible implementations of steps 1, 6 and 7, are instead made available in the minuit subdirectory.

## Code the function to minimize#

In Minuit, the computation of the FCN should be implemented in a static external function with signature

void fcn(int &npars, double *gin, double &f, double *pars, int flag);


where

• npars: number of free parameters involved in minimization

• gin: computed gradient values (optional)

• f : the function value itself

• pars: vector of constant and variable parameters

• flag: to switch between several actions of FCN

Since the FCN is an external function, to access the data used for the computation you need to put the data into an external static object, e.g.,

std::vector<double> data;

void fcn(int &, double *, double &f, double *pars, int ) {
// compute -2*log(Likelihood)
f = 0.;
for (auto event : data) {
double prob = pdf(event,pars);
if (prob<=0.) prob = 1e-300;
f -= 2.*log(prob);
}
}


## Configure Minuit#

After having initialized a Minuit object, the minimum configuration requires to set the FCN and define the fit parameters. In general, however, a few additional configuration steps are needed. A typical case is shown below, using the ROOT class TFitter. This interface can be used in a very close manner as the original fortran package, i.e., passing commands through a character string (a detailed description of the commands is available in Chapter 4 of the original Minuit documentation).

Initialize a TFitter object with a maximum of nparx total parameters (for memory allocation purposes) and set the FCN with

TFitter *fitter = new TFitter(nparx);
fitter->SetFCN(fcn);


Define and initialize the fit parameters with

fitter->SetParameter(ipar,pname,pstart,pstep,plow,pup);


where

• ipar: parameter index

• pname: parameter name

• pstart: initial value

• pstep: initial step used to evaluate the gradient (if 0 parameter is set to a constant)

• plow, pup: lower and upper bounds (no bounds if both 0)

Warning

In complicated problems, where multiple local minima are present, the fit result may depend on the choice of the initial values of the parameters. It is always advisable to check that this does not happen by sampling different starting points and be sure to have converged in the global minimum.

When lower and upper boundaries are specified on a parameter, Minuit internally converts the parameter using the following transformation

$p_\mathrm{int} = \mathrm{arcsin}\left(2\frac{p-p_\mathrm{low}}{p_\mathrm{up}-p_\mathrm{low}} - 1\right),$

such that the boundaries cannot be exceeded. One-sided boundaries are possible only in Minuit2.

Warning

Boundaries should be avoided whenever possible: they complicate the problem (because the above transformation is non-linear) and, more importantly, they may affect the estimation of the error matrix by HESSE (because when a parameter gets close to the limit, the error matrix becomes singular).

Hint

When using boundaries, try to place them as far away as possible from the guessed position of the minimum. Moreover, a good practice to ensure that the presence of the boundaries did not cause issues in the minimization/covariance estimation is to: (1) find the minimum with boundaries, (2) release the boundaries, (3) rerun MIGRAD and HESSE to confirm to be in a minimum and compute the uncertainties.

Parameters can also be fixed/released with

fitter->FixParameter(ipar);
fitter->ReleaseParameter(ipar);


For a reliable minimization and to ensure accurate results, always set strategy to 2

double strategy(2.);
fitter->ExecuteCommand("SET STRAT",&strategy,1);


You may need to set the error definition with

double up(1.);
fitter->ExecuteCommand("SET ERR",&up,1);


The errors are defined by the change in parameter value required to change the FCN value by up w.r.t. its minimum value. The default value of 1 must be used to get the 1 $$\sigma$$ uncertainties when minimizing a least-squares or -2 log(likelihood) function.

For more stable fits, it may be useful to also set by hand the machine precision with

double eps_machine(std::numeric_limits<double>::epsilon());
fitter->ExecuteCommand("SET EPS",&eps_machine,1);


## Run the minimization and compute uncertainties#

To perform the minimization use

double maxcalls(5000.), tolerance(0.1);
double arglist[] = {maxcalls, tolerance};
unsigned int nargs(2);
fitter->ExecuteCommand("HESSE",arglist,nargs);


The (optional) arguments in arglist correspond to the maximum allowed number of iterations and to the tolerance, respectively. The tolerance specifies when the minimization will stop, i.e. when the estimated distance to the minimum (EDM) is less than 0.001*[tolerance]*[up].

Hint

What if MIGRAD does not converge? First, check the implementation of the FCN (e.g., incorrect PDF normalization in the likelihood, ill-defined problem with too many free parameters, parameters with too large correlations, etc.). It may be that the starting point is too far away from the solution and/or the FCN may have unphysical local minima, especially at infinity in some variables. Change starting values to avoid these regions, change parametrization, or add boundaries (but remember the caveats mentioned above).

Warning

The fit may converge even for ill-defined problem. Always check that the error matrix is positive-definite at the minimum (if not, the estimated uncertainties are meaningless).

For the best estimate of the uncertainties run MINOS with

double arglist[] = {maxcalls, ipar1, ipar2, ...};
fitter->ExecuteCommand("MINOS",arglist,nargs);


The (optional) arguments are again the maximum number of iterations and the indices of the parameters for which to perform the computation (if none are specified, MINOS uncertainties are calculated for all variable parameters).

Warning

MINOS may be computationally expensive, particularly for large numbers of free parameters, but they are a must whenever there is need to account for non-linearities in the problem as well as for strong parameter correlations.

## Access fit results#

Fit results will be printed on screen and can be accessed with

fitter->GetParameter(ipar);

fitter->GetParError(ipar);

fitter->GetCovarianceMatrixElement(ipar,jpar);

char name[20];
double value, eparab, elow, ehigh;
fitter->GetParameter(ipar,name,value,eparab,elow,ehigh);


where eparab is the parabolic uncertainty and elow, ehigh are the asymmetric uncertainties (available if MINOS did run).

Warning

If there are fixed parameters, to retrieve the covariance between ipar and jpar you should first shift the parameter indices accordingly, e.g.

int ioff(0), joff(0);
for(int k=0; k<ipar; ++k)
if(fitter->IsFixed(k)) ioff++;
for(int k=0; k<jpar; ++k)
if(Fitter()->IsFixed(k)) joff++;

double covij = fitter->GetCovarianceMatrixElement(ipar-ioff,jpar-joff);


Details about the minimum can be accessed from the underlying TMinuit object with

TMinuit *minuit = fitter->GetMinuit();
double fmin, fedm, up;
int npari, nparx, istat;
minuit->mnstat(fmin,fedm,up,npari,nparx,istat);


where

• fmin: value of the function at the current position in the parameters space (the minimum is the fit converged)

• fedm: the estimated vertical distance remaining to minimum

• up: the value defining the parameter uncertainties

• npari: the number of currently variable parameters

• nparx: the highest (external) parameter number defined by the user when initializing the fitter

• istat: a status integer indicating how good is the covariance matrix:
• 0 = not calculated at all

• 1 = approximation only, not accurate

• 2 = full matrix, but forced positive-definite

• 3 = full accurate covariance matrix