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MultiDimFit: add option to change parameter ranges for grid points. #686
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I don't think I fully understand when the use case would come about - is the idea that you want to stitch multiple such scans together, is it more that you want to have the option to scan additional points in a wider range away from the minimum after you do a first scan, or something else? In the first two cases, saving the workspace at the best fit, then running the grid scan after loading the snapshot and skipping the initial fit will also give you consistent deltaNLL's wrt the best fit. As a bonus you save repeating the initial fit N times, which can be slow. |
Exactly that. For instance, if I perform an initial scan with 20 points from -10 to 10 (no snapshot involved so far) and then decide to increase the density at one of the crossings with dnll2 = 1 in a second scan and stitch them together, I need to make the second range somewhat too large just so that it would cover the expected best fit value. Snapshots are probably the better option (also performance-wise), but wouldn't this require that the initial scan should have also been using the snapshot in the first place to get consistent deltaNLL's? (I wasn't sure in the beginning if I should open a PR for that, but after seeing that |
I think that the functionality is already there in the `--firstPoint` /
`--lastPoint` options though that does require tuning the ranges such that
the section being scanned is the desired parameter space.
…On Fri, Aug 27, 2021 at 5:22 PM Marcel R. ***@***.***> wrote:
is the idea that you want to stitch multiple such scans together, is it
more that you want to have the option to scan additional points in a wider
range away from the minimum after you do a first scan
Exactly that. For instance, if I perform an initial scan with 20 points
from -10 to 10 (no snapshot involved so far) and then decide to increase
the density at one of the crossings with dnll2 = 1 in a second scan and
stitch them together, I need to make the second range somewhat too large
just so that it would cover the expected best fit value.
Snapshots are probably the better option (also performance-wise), but
wouldn't this require that the initial scan should have also been using the
snapshot in the first place to get consistent deltaNLL's?
(I wasn't sure in the beginning if I should open a PR for that, but after
seeing that --setParametersForGrid is already there, I thought I go with
it ... )
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It's probably better, yes. Assuming that the initial configuration of the initial scan and the fit for the snapshot are identical you would most likely find the same minimum in both cases (you're relying on that with the implementation in this PR too, as you have to redo the initial fit every time. ) |
Fully agree 👍 Before using snapshots, I usually set up grid scans for these cases like @nucleosynthesis suggested, but the need to update
which would simplify to
For 2D or higher, finding the correct |
Hi,
this PR adds an additional option to MultiDimFit to control the range of parameters for grid points independently from parameter ranges in the initial fit.
The use case is that I would like to scan a parameter in a range that does not include its expected value, say
r
from 5 to 10. Currently, the scan range is only configurable by setting--setParameterRanges
which also affects the range used in the initial fit, leading todeltaNLL
values being computed relative to a point other thanr=1
(likelyr=5
).With the new option, one could do
and end up with consistent
deltaNLL
and best fit values.