Making Likelihood Calculations Fast: Automatic Differentiation Applied to RooFit

Abstract

With the growing datasets of current and next-generation HighEnergy and Nuclear Physics (HEP/NP) experiments, statistical analysis has become more computationally demanding. These increasing demands elicit improvements and modernizations in existing statistical analysis software. One way to address these issues is to improve parameter estimation performance and numeric stability using Automatic Differentiation (AD). AD’s computational efficiency and accuracy are superior to the preexisting numerical differentiation techniques, and it offers significant performance gains when calculating the derivatives of functions with a large number of inputs, making it particularly appealing for statistical models with many parameters. For such models, many HEP/NP experiments use RooFit, a toolkit for statistical modeling and fitting that is part of ROOT. In this paper, we report on the effort to support the AD of RooFit likelihood functions. Our approach is to extend RooFit with a tool that generates overheadfree C++ code for a full likelihood function built from RooFit functional models. Gradients are then generated using Clad, a compiler-based source-codetransformation AD tool, using this C++ code. We present our results from applying AD to the entire minimization pipeline and profile likelihood calculations of several RooFit and HistFactory models at the LHC-experiment scale. We show significant reductions in calculation time and memory usage for the minimization of such likelihood functions. We also elaborate on this approach’s current limitations and explain our plans for the future.