arXiv subjects

Lorenzo Moneta

Publications and source records attributed to Lorenzo Moneta.

14 recordsLinked to original sources

arXiv2023

Automatic Differentiation of Binned Likelihoods With Roofit and Clad

RooFit is a toolkit for statistical modeling and fitting used by most experiments in particle physics. Just as data sets from next-generation experiments grow, processing requirements for physics analysis become more computationally demanding, necessitating performance optimizations for RooFit. One possibility to speed-up minimization and add stability is the use of Automatic Differentiation (AD). Unlike for numerical differentiation, the computation cost scales linearly with the number of parameters, making AD particularly appealing for statistical models with many parameters. In this paper, we report on one possible way to implement AD in RooFit. Our approach is to add a facility to generate C++ code for a full RooFit model automatically. Unlike the original RooFit model, this generated code is free of virtual function calls and other RooFit-specific overhead. In particular, this code is then used to produce the gradient automatically with Clad. Clad is a source transformation AD tool implemented as a plugin to the clang compiler, which automatically generates the derivative code for input C++ functions. We show results demonstrating the improvements observed when applying this code generation strategy to HistFactory and other commonly used RooFit models. HistFactory is the subcomponent of RooFit that implements binned likelihood models with probability densities based on histogram templates. These models frequently have a very large number of free parameters and are thus an interesting first target for AD support in RooFit.

cs.MS↗

arXiv2022

HL-LHC Analysis With ROOT

ROOT is high energy physics' software for storing and mining data in a statistically sound way, to publish results with scientific graphics. It is evolving since 25 years, now providing the storage format for more than one exabyte of data; virtually all high energy physics experiments use ROOT. With another significant increase in the amount of data to be handled scheduled to arrive in 2027, ROOT is preparing for a massive upgrade of its core ingredients. As part of a review of crucial software for high energy physics, the ROOT team has documented its R&D plans for the coming years.

hep-ex↗

arXiv2022

ROOT for the HL-LHC: data format

This document discusses the state, roadmap, and risks of the foundational components of ROOT with respect to the experiments at the HL-LHC (Run 4 and beyond). As foundational components, the document considers in particular the ROOT input/output (I/O) subsystem. The current HEP I/O is based on the TFile container file format and the TTree binary event data format. The work going into the new RNTuple event data format aims at superseding TTree, to make RNTuple the production ROOT event data I/O that meets the requirements of Run 4 and beyond.

hep-ex↗

arXiv2021

When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book

We introduce a methodology to visualize the limit order book (LOB) using a particle physics lens. Open-source data-analysis tool ROOT, developed by CERN, is used to reconstruct and visualize futures markets. Message-based data is used, rather than snapshots, as it offers numerous visualization advantages. The visualization method can include multiple variables and markets simultaneously and is not necessarily time dependent. Stakeholders can use it to visualize high-velocity data to gain a better understanding of markets or effectively monitor markets. In addition, the method is easily adjustable to user specifications to examine various LOB research topics, thereby complementing existing methods.

q-fin.TR↗

arXiv2021

A Portable Implementation of RANLUX++

High energy physics has a constant demand for random number generators (RNGs) with high statistical quality. In this paper, we present ROOT's implementation of the RANLUX++ generator. We discuss the choice of relying only on standard C++ for portability reasons. Building on an initial implementation, we describe a set of optimizations to increase generator speed. This allows to reach performance very close to the original assembler version. We test our implementation on an Apple M1 and Nvidia GPUs to demonstrate the advantages of portable code.

physics.comp-ph↗

arXiv2020

Software Challenges For HL-LHC Data Analysis

The high energy physics community is discussing where investment is needed to prepare software for the HL-LHC and its unprecedented challenges. The ROOT project is one of the central software players in high energy physics since decades. From its experience and expectations, the ROOT team has distilled a comprehensive set of areas that should see research and development in the context of data analysis software, for making best use of HL-LHC's physics potential. This work shows what these areas could be, why the ROOT team believes investing in them is needed, which gains are expected, and where related work is ongoing. It can serve as an indication for future research proposals and cooperations.

physics.data-an↗

arXiv2020

Making RooFit Ready for Run 3

RooFit and RooStats, the toolkits for statistical modelling in ROOT, are used in most searches and measurements at the Large Hadron Collider. The data to be collected in Run 3 will enable measurements with higher precision and models with larger complexity, but also require faster data processing. In this work, first results on modernising RooFit's collections, restructuring data flow and vectorising likelihood fits in RooFit will be discussed. These improvements will enable the LHC experiments to process larger datasets without having to compromise with respect to model complexity, as fitting times would increase significantly with the large datasets to be expected in Run 3.

cs.MS↗

arXiv2019

Machine Learning in High Energy Physics Community White Paper

Machine learning has been applied to several problems in particle physics research, beginning with applications to high-level physics analysis in the 1990s and 2000s, followed by an explosion of applications in particle and event identification and reconstruction in the 2010s. In this document we discuss promising future research and development areas for machine learning in particle physics. We detail a roadmap for their implementation, software and hardware resource requirements, collaborative initiatives with the data science community, academia and industry, and training the particle physics community in data science. The main objective of the document is to connect and motivate these areas of research and development with the physics drivers of the High-Luminosity Large Hadron Collider and future neutrino experiments and identify the resource needs for their implementation. Additionally we identify areas where collaboration with external communities will be of great benefit.

physics.comp-ph↗

arXiv2019

Review of High-Quality Random Number Generators

This is a review of pseudorandom number generators (RNG's) of the highest quality, suitable for use in the most demanding Monte Carlo calculations. All the RNG's we recommend here are based on the Kolmogorov-Anosov theory of mixing in classical mechanical systems, which guarantees under certain conditions and in certain asymptotic limits, that points on the trajectories of these systems can be used to produce random number sequences of exceptional quality. We outline this theory of mixing and establish criteria for deciding which RNG's are sufficiently good approximations to the ideal mathematical systems that guarantee highest quality. The well-known RANLUX (at highest luxury level) and its recent variant RANLUX++ are seen to meet our criteria, and some of the proposed versions of MIXMAX can be modified easily to meet the same criteria.

physics.comp-ph↗

arXiv2015

ROOT - A C++ Framework for Petabyte Data Storage, Statistical Analysis and Visualization

ROOT is an object-oriented C++ framework conceived in the high-energy physics (HEP) community, designed for storing and analyzing petabytes of data in an efficient way. Any instance of a C++ class can be stored into a ROOT file in a machine-independent compressed binary format. In ROOT the TTree object container is optimized for statistical data analysis over very large data sets by using vertical data storage techniques. These containers can span a large number of files on local disks, the web, or a number of different shared file systems. In order to analyze this data, the user can chose out of a wide set of mathematical and statistical functions, including linear algebra classes, numerical algorithms such as integration and minimization, and various methods for performing regression analysis (fitting). In particular, ROOT offers packages for complex data modeling and fitting, as well as multivariate classification based on machine learning techniques. A central piece in these analysis tools are the histogram classes which provide binning of one- and multi-dimensional data. Results can be saved in high-quality graphical formats like Postscript and PDF or in bitmap formats like JPG or GIF. The result can also be stored into ROOT macros that allow a full recreation and rework of the graphics. Users typically create their analysis macros step by step, making use of the interactive C++ interpreter CINT, while running over small data samples. Once the development is finished, they can run these macros at full compiled speed over large data sets, using on-the-fly compilation, or by creating a stand-alone batch program. Finally, if processing farms are available, the user can reduce the execution time of intrinsically parallel tasks - e.g. data mining in HEP - by using PROOF, which will take care of optimally distributing the work over the available resources in a transparent way.

physics.data-an↗

arXiv2011

Numerical analysis of minimal beta-sequences associated with a family of entire functions

The Riemann Xi-function Xi(t)=xi(1/2+it) is a particularly interesting member of a broad family of entire functions which can be expanded in terms of symmetrized Pochhammer polynomials depending on a certain scaling parameter beta. An entire function in this family can be expressed as a specific integral transform of a function A(x) to which can be associated a unique minimal beta-sequence beta(min,n)-> infinity as n-> infinity, having the property that the Pochhammer polynomial approximant Xi(n,t,beta(n)) of order n to the function Xi(t) has real roots only in t for all n and for all beta(n)>= beta(min,n). The importance of the minimal beta-sequence is related to the fact that its asymptotic properties may, by virtue of the Hurwitz theorem of complex analysis, allow for making inferences about the zeros of the limit function Xi(t) in case the approximants Xi(n,t,beta(n)) converge. The objective of the paper is to investigate numerically the properties, in particular the very large n properties, of the minimal beta-sequences for different choices of the function A(x) of compact support and of exponential decrease, including the Riemann case.

math.GM↗

arXiv2011

The RooStats Project

RooStats is a project to create advanced statistical tools required for the analysis of LHC data, with emphasis on discoveries, confidence intervals, and combined measurements. The idea is to provide the major statistical techniques as a set of C++ classes with coherent interfaces, so that can be used on arbitrary model and datasets in a common way. The classes are built on top of the RooFit package, which provides functionality for easily creating probability models, for analysis combinations and for digital publications of the results. We will present in detail the design and the implementation of the different statistical methods of RooStats. We will describe the various classes for interval estimation and for hypothesis test depending on different statistical techniques such as those based on the likelihood function, or on frequentists or bayesian statistics. These methods can be applied in complex problems, including cases with multiple parameters of interest and various nuisance parameters.

physics.data-an↗

arXiv2010

Physics data management tools: computational evolutions and benchmarks

The development of a package for the management of physics data is described: its design, implementation and computational benchmarks. This package improves the data management tools originally developed for Geant4 physics models based on the EADL, EEDL and EPDL97 data libraries. The implementation exploits recent evolutions of the C++ libraries appearing in the C++0x draft, which are intended for inclusion in the next C++ ISO Standard. The new tools improve the computational performance of physics data management.

physics.comp-ph↗

arXiv2010

Physics Data Management Tools for Monte Carlo Transport: Computational Evolutions and Benchmarks

physics.comp-ph↗