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Adding Covariance Matrices #715

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merged 11 commits into from
Mar 7, 2023
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BenSmithers
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Basic functionality is here - hoping to continue work on this on a branch in the IceCube PISA repo rather than my personal fork.

What's here, now

  • Adding covariance matrices to do fits with correlated nuisance parameters
  • Code to write and read functions to and from json files

What's not yet fully there

  • Creating DerivedParams and defining functions in config files
  • Serialization of the full state, including DerivedParams

@BenSmithers
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The last two commits addressed a few bugs that I came across while using these in some fits. DerivedParams are a bit closer to serializability now

@philippeller
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This looks great! So the old parameters still are usable from within each stage as if nothing happened, but internally they are represented in the rotated form, if I understood correctly?

@BenSmithers
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This looks great! So the old parameters still are usable from within each stage as if nothing happened, but internally they are represented in the rotated form, if I understood correctly?

That's right! It essentially turns the two Params into four. The original ones are replaced with DerivedParams whose values are functions of the new, rotated, ones.

@philippeller
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Cool! Is this PR thought as WIP, or do you want to get what you have merged?

@BenSmithers
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I'd like what I have here merged!

@philippeller
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cool! I then only want to run a few checks and if they pass merge it

@philippeller
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Run come additional checks, it all looks good and will merge now

@philippeller philippeller merged commit d249121 into icecube:master Mar 7, 2023
LeanderFischer pushed a commit to LeanderFischer/pisa that referenced this pull request Mar 15, 2023
* code for setting up de-correlated params

* implementing cov in pipelines and distrib_makers

* handled slots, changed dependson structure

* function magic to ensure each parameter is set

* added test for covariance

* added code for serializing functions

* changed some typing hints

* more Param-like for interfacing with Param funcs

* bug fix, added extra error-checking

* serialization for DerivedParms; needed by fits
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2 participants