I’m implementing a custom pdf in RooFit and I’m trying to expose an analytical integral. My pdf is a wrapper around another pdf (think RooEffProd) and has an analytical integral if the underling pdf has one.
In march there was however PR #10100 in RooFit (now in ROOT 6.26), whose description says that “the caching of normalization integrals doesn’t work with the new RooFit batch mode”.
What exactly can and cannot be done with integrals in the new batchmode?
Does this mean that other classes with integral caching (RooRealSumPdf for example) won’t work properly with the new batchmode?
The problem in the RooEffProd was that it used an additional member variable, _fixedNormSet, to fix the normalization for the input PDF when the RooEffProd is integrated. This is not how the integration of PDFs is usually handled in RooFit, which usually works different (see the source code of RooAbsPdf::getValV() if you are interested). The stuff that I removed in the RooEffProd in the linked PR was therefore redundant, and for the BatchMode it even interfered with how the PDFs are integrated and gave wrong results. That’s why I removed it.
About integrals in the new RooFit BatchMode:
At the interface level, nothing has changed in the BatchMode for integrals. However, the RooFit internal call stack in the implementation of the PDF evaluation looks very different, hence these hacks introducing additional state to the PDF like in the RooEffProd were problematic, because then the result can depend on the order in which the integral and the actual PDF evaluation is called. And about caching in particular, in the new BatchMode the integral object for a given PDF for a given normalization set is cached like before, just in a different place. But this should not be relevant for users and developers of PDFs.
On your plans to expose the analytical integral:
Just look like it is done in any of the PDFs that is covered by the unit tests, like the ones in stressRooFit. You can look at the RooGaussian for example. It is usually enough to overload getAnalyticalIntegral and analyticalIntegral to support analytical integration in your RooAbsPdf-derived class.
I hope this helps a bit, let me know which parts I should further clarify!
Hello @jonas , thank you for your answer and the explanation.
The problem with the analytical integral is that this function is a “composed” one, like the one in RooFitCore, not like the “concrete” ones in RooFit, so looking at the simple integrals like RooGaussian won’t help. It’s essentially a specialized RooProduct, because using RooProduct in my model would cause the evaluation of numeric integral for each event.
If the problem was _fixedNormSet and not the caching of integrals I’ll try to use it.
Yes, there is nothing special to consider with integrals for the BatchMode, there was just something fishy with the RooEffProd logic that worked in the non-BatchMode more by change.
Another thing you can do to avoid the normalization integrals for PDFs is to overload RooAbsPdf::selfNormalized():
Then, you just need to make sure that evaluate() returns something that is normalized, consistent with the normalization set and range your will use for fitting. If you don’t need the general integral caching mechanism that can cache the integrals over any subset of PDF inputs because you’ll have the same normset anyway, then I would go for a selfNormalized custom PDF.