Bugfix in stat combiner

.zenodo.json

@@ -1,8 +1,8 @@
 {
     "description": "smooth inference for reinterpretation studies",
     "license": "MIT",
-    "title": "SpeysideHEP/spey: v0.1.10",
-    "version": "v0.1.10",
+    "title": "SpeysideHEP/spey: v0.1.11",
+    "version": "v0.1.11",
     "upload_type": "software",
     "creators": [
         {
@@ -31,7 +31,7 @@
         },
         {
             "scheme": "url",
-            "identifier": "https://github.com/SpeysideHEP/spey/tree/v0.1.10",
+            "identifier": "https://github.com/SpeysideHEP/spey/tree/v0.1.11",
             "relation": "isSupplementTo"
         },
         {

docs/releases/changelog-v0.1.md

@@ -82,6 +82,9 @@ Specific upgrades for the latest release can be found [here](https://github.com/
 * p-value computation in $\chi^2$ and toy calculators have been fixed.
   ([#42](https://github.com/SpeysideHEP/spey/pull/42))
 
+* Bugfix in uncorrelated statistics combiner. This is due to a crash while computing $\sigma_\mu$ through inverse of the Hessian matrix.
+  ([#43](https://github.com/SpeysideHEP/spey/pull/43))
+
 ## Contributors
 
 This release contains contributions from (in alphabetical order):

src/spey/_version.py

@@ -1,3 +1,3 @@
 """Version number (major.minor.patch[-label])"""
 
-__version__ = "0.1.10"
+__version__ = "0.1.11-beta"

src/spey/backends/default_pdf/third_moment.py

@@ -56,10 +56,9 @@ def third_moment_expansion(
             )
         )
     if len(w) > 0:
-        warnings.warn(
+        log.warning(
             "8 * diag(cov)**3 >= third_moment**2 condition is not satisfied,"
-            " setting nan values to zero.",
-            category=RuntimeWarning,
+            " setting nan values to zero."
         )
         C = np.where(np.isnan(C), 0.0, C)
     log.debug(f"C: {C}")

src/spey/combiner/uncorrelated_statistics_combiner.py

@@ -3,6 +3,7 @@
 of different statistical models for hypothesis testing
 """
 
+import logging
 import warnings
 from typing import Dict, Iterator, List, Optional, Text, Tuple, Union
 
@@ -17,6 +18,8 @@
 
 __all__ = ["UnCorrStatisticsCombiner"]
 
+log = logging.getLogger("Spey")
+
 
 class UnCorrStatisticsCombiner(HypothesisTestingBase):
     """
@@ -494,27 +497,31 @@ def maximize_likelihood(
         # muhat initial value estimation in gaussian limit
         mu_init = initial_muhat_value or 0.0
         if initial_muhat_value is None:
-            _mu, _sigma_mu = np.zeros(len(self)), np.ones(len(self))
-            for idx, stat_model in enumerate(self):
+            try:
+                _mu, _sigma_mu = np.zeros(len(self)), np.ones(len(self))
+                for idx, stat_model in enumerate(self):
 
-                current_kwargs = {}
-                current_kwargs.update(
-                    statistical_model_options.get(str(stat_model.backend_type), {})
-                )
+                    current_kwargs = {}
+                    current_kwargs.update(
+                        statistical_model_options.get(str(stat_model.backend_type), {})
+                    )
 
-                _mu[idx] = stat_model.maximize_likelihood(
-                    expected=expected, **current_kwargs, **optimiser_options
-                )[0]
-                _sigma_mu[idx] = stat_model.sigma_mu(
-                    poi_test=_mu[idx],
-                    expected=expected,
-                    **current_kwargs,
-                    **optimiser_options,
+                    _mu[idx] = stat_model.maximize_likelihood(
+                        expected=expected, **current_kwargs, **optimiser_options
+                    )[0]
+                    _sigma_mu[idx] = stat_model.sigma_mu(
+                        poi_test=_mu[idx],
+                        expected=expected,
+                        **current_kwargs,
+                        **optimiser_options,
+                    )
+                norm = np.sum(np.power(_sigma_mu, -2))
+                mu_init = np.true_divide(1.0, norm) * np.sum(
+                    np.true_divide(_mu, np.square(_sigma_mu))
                 )
-            norm = np.sum(np.power(_sigma_mu, -2))
-            mu_init = np.true_divide(1.0, norm) * np.sum(
-                np.true_divide(_mu, np.square(_sigma_mu))
-            )
+            except Exception as err:
+                log.debug(str(err))
+                mu_init = 0.0
 
         config: ModelConfig = ModelConfig(
             poi_index=0,
@@ -651,3 +658,16 @@ def twice_nll(poi_test: Union[float, np.ndarray]) -> float:
         )
 
         return fit_params[0], twice_nll / 2.0 if return_nll else np.exp(-twice_nll / 2.0)
+
+    def __matmul__(self, other: StatisticalModel):
+        new_model = UnCorrStatisticsCombiner(*self._statistical_models)
+        if isinstance(other, StatisticalModel):
+            new_model.append(other)
+        elif isinstance(other, UnCorrStatisticsCombiner):
+            for model in other:
+                new_model.append(model)
+        else:
+            raise ValueError(
+                f"Can not combine type<{type(other)}> with UnCorrStatisticsCombiner"
+            )
+        return new_model

tests/test_combiner.py

@@ -0,0 +1,55 @@
+"""Test uncorrelated statistics combiner"""
+
+import numpy as np
+
+import spey
+from spey.combiner.uncorrelated_statistics_combiner import UnCorrStatisticsCombiner
+
+
+def test_combiner():
+    """Test uncorrelated statistics combiner"""
+
+    normal = spey.get_backend("default_pdf.normal")(
+        signal_yields=[1, 1, 1],
+        background_yields=[2, 1, 3],
+        data=[2, 2, 2],
+        absolute_uncertainties=[1, 1, 1],
+    )
+    normal_cls = normal.exclusion_confidence_level()[0]
+    normal = spey.get_backend("default_pdf.multivariate_normal")(
+        signal_yields=[1, 1, 1],
+        background_yields=[2, 1, 3],
+        data=[2, 2, 2],
+        covariance_matrix=np.diag([1, 1, 1]),
+    )
+    multivar_norm_cls = normal.exclusion_confidence_level()[0]
+
+    assert np.isclose(
+        normal_cls, multivar_norm_cls
+    ), "Normal CLs is not the same as Multivariant normal CLs"
+
+    normal1 = spey.get_backend("default_pdf.normal")(
+        signal_yields=[1],
+        background_yields=[3],
+        data=[2],
+        absolute_uncertainties=[1],
+        analysis="norm1",
+    )
+    normal2 = spey.get_backend("default_pdf.normal")(
+        signal_yields=[1],
+        background_yields=[1],
+        data=[2],
+        absolute_uncertainties=[1],
+        analysis="norm2",
+    )
+    normal3 = spey.get_backend("default_pdf.normal")(
+        signal_yields=[1],
+        background_yields=[2],
+        data=[2],
+        absolute_uncertainties=[1],
+        analysis="norm3",
+    )
+    combined = UnCorrStatisticsCombiner(normal1, normal2, normal3)
+    combined_cls = combined.exclusion_confidence_level()[0]
+
+    assert np.isclose(multivar_norm_cls, combined_cls), "Combined CLs is wrong"

tests/test_simplifiedllhd_limit.py

@@ -0,0 +1,56 @@
+"""Test simplified models at the limit"""
+
+import numpy as np
+
+import spey
+from spey.helper_functions import covariance_to_correlation
+
+
+def test_simplified_llhds_at_limit():
+    """Test models at the limit"""
+
+    base_model = spey.get_backend("default_pdf.uncorrelated_background")(
+        signal_yields=[1, 1, 1],
+        background_yields=[2, 1, 3],
+        data=[2, 2, 2],
+        absolute_uncertainties=[1, 1, 1],
+    )
+    base_model_cls = base_model.exclusion_confidence_level()[0]
+
+    correlated_model = spey.get_backend("default_pdf.correlated_background")(
+        signal_yields=[1, 1, 1],
+        background_yields=[2, 1, 3],
+        data=[2, 2, 2],
+        covariance_matrix=np.diag([1, 1, 1]),
+    )
+    correlated_model_cls = correlated_model.exclusion_confidence_level()[0]
+
+    assert np.isclose(
+        correlated_model_cls, base_model_cls
+    ), "Correlated model is not same as base model"
+
+    third_moment_model = spey.get_backend("default_pdf.third_moment_expansion")(
+        signal_yields=[1, 1, 1],
+        background_yields=[2, 1, 3],
+        data=[2, 2, 2],
+        covariance_matrix=np.diag([1, 1, 1]),
+        third_moment=[0.0, 0.0, 0.0],
+    )
+    third_moment_model_cls = third_moment_model.exclusion_confidence_level()[0]
+
+    assert np.isclose(
+        third_moment_model_cls, base_model_cls
+    ), "third moment model is not same as base model"
+
+    eff_sigma_model = spey.get_backend("default_pdf.effective_sigma")(
+        signal_yields=[1, 1, 1],
+        background_yields=[2, 1, 3],
+        data=[2, 2, 2],
+        correlation_matrix=covariance_to_correlation(np.diag([1, 1, 1])),
+        absolute_uncertainty_envelops=[(1.0, 1.0), (1.0, 1.0), (1.0, 1.0)],
+    )
+    eff_sigma_model_cls = eff_sigma_model.exclusion_confidence_level()[0]
+
+    assert np.isclose(
+        eff_sigma_model_cls, base_model_cls
+    ), "effective sigma model is not same as base model"