scikit-hep / iminuit / 10160035646

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Build Type

push

github

Committed by web-flow

Commit Message

More robust unified fitting in Minuit.migrad and Minuit.mnprofile (#1009)

Closes #1008

This patch was developed in collaboration with
[ikrommyd](https://github.com/ikrommyd).

- Minuit.migrad: When we have to iterate, MnSimplex is now called by
default in between interations, since this seems to improve convergence
in pathological cases. The new keyword `use_simplex` can be used to
disable this feature. It is only used if the algorithm has to iterate,
so for well-behaved functions there is no penalty of extra function
calls. Also, when we have to iterate, the strategy is now automatically
increased to 2, since this also seems to help.
- Minuit.mnprofile: Now uses the same iterative robust fitting that
Minuit.migrad uses. New keywords `ncall`, `iterate`, `use_simplex` allow
to customize the fits. Strategy 0 is used first, and if that fails, the
code switches to Strategy 2 in the iterations.
- Minuit.mncontour: Now uses the same iterative robust fitting that
Minuit.mnprofile uses if `experimental` is True. New keywords `ncall`,
`iterate`, `use_simplex` allow to customize the fits.
- A new tutorial illustrates the benefits of iterating and strategy on a pathological function. It is also shown that Scipy minimizers perform worse than Minuit when the function is pathological.

Run Details

37 of 39 new or added lines in 2 files covered. (94.87%)

1 existing line in 1 file now uncovered.

3460 of 3464 relevant lines covered (99.88%)

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