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Merged
AdrianDBS merged 6 commits into from
Jan 22, 2026
Merged

Fix bugs with analytical Hessian #71

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a516d01
fix: Update ROOT to v6.36.08-pre to fix bugs with analytical Hessian
AdrianDBS Jan 22, 2026
f36511f
test: Extend benchmarks for binding kinetics problem to all derivativ…
AdrianDBS Jan 22, 2026
e528f9c
refactor: Remove code esnuring least squares cost Hessian diagonal is…
AdrianDBS Jan 22, 2026
e86c6bb
refactor: Rephrase test and associated comments
AdrianDBS Jan 22, 2026
68cdc75
refactor: Remove redundant ContinueOnError attributes
AdrianDBS Jan 22, 2026
68c5615
refactor: Consistently use one line per attribute
AdrianDBS Jan 22, 2026
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82 changes: 51 additions & 31 deletions Build.targets
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Original file line number Diff line number Diff line change
@@ -1,53 +1,56 @@
<Project>

<PropertyGroup>
<RootRevision>b5fd6643c1cc36fa95297c6a5cda4140573006d5</RootRevision>
<RootRevision>3b5475ca350bd5e50b58fd2d8642051ee0c19916</RootRevision>
<RootGitPath>$(MSBuildThisFileDirectory)minuit2.net/obj/root</RootGitPath>
<SwigOutputPath>$(MSBuildThisFileDirectory)/minuit2.net/obj/gen</SwigOutputPath>
</PropertyGroup>

<ItemGroup>
<PackageReference Include="swigwintools" Version="4.2.0" PrivateAssets="all"/>
<PackageReference Include="swigwintools"
Version="4.2.0"
PrivateAssets="all"/>
</ItemGroup>

<Target Name="CleanGeneratedDirectories" BeforeTargets="Clean">
<Target Name="CleanGeneratedDirectories"
BeforeTargets="Clean">
<RemoveDir Directories="$(MSBuildThisFileDirectory)/minuit2.wrap/build;$(SwigOutputPath)"/>
<Exec Command="git clean -fdx"
WorkingDirectory="$(RootGitPath)"
ContinueOnError="false"
Condition="Exists('$(RootGitPath)')"/>
</Target>

<Target Name="Fetch Minuit" BeforeTargets="BeforeBuild" Condition="!Exists('$(RootGitPath)')">
<Target Name="Fetch Minuit"
BeforeTargets="BeforeBuild"
Condition="!Exists('$(RootGitPath)')">

<MakeDir Directories="$(RootGitPath)"/>
<Exec Command="git init"
WorkingDirectory="$(RootGitPath)"
ContinueOnError="false"/>
WorkingDirectory="$(RootGitPath)"/>

<!-- Add remote origin -->
<Exec Command="git remote add origin https://github.com/root-project/root.git"
WorkingDirectory="$(RootGitPath)"
ContinueOnError="false"/>
WorkingDirectory="$(RootGitPath)"/>

<!-- Fetch only the specific commit without history -->
<Exec Command="git fetch --depth 1 --no-tags origin $(RootRevision)"
WorkingDirectory="$(RootGitPath)"
ContinueOnError="false"/>
WorkingDirectory="$(RootGitPath)"/>

<!-- Checkout the fetched commit -->
<Exec Command="git checkout $(RootRevision)"
WorkingDirectory="$(RootGitPath)"
ContinueOnError="false"/>
WorkingDirectory="$(RootGitPath)"/>
</Target>

<!-- Ensure build directory exists -->
<Target Name="CreateBuildDirectories" BeforeTargets="BeforeBuild">
<Target Name="CreateBuildDirectories"
BeforeTargets="BeforeBuild">
<MakeDir Directories="$(BuildDir);$(SwigOutputPath);$(CmakeBuildDir)"/>
</Target>

<!-- Run CMake Configure -->
<Target Name="CmakeConfigure" BeforeTargets="BeforeBuild" DependsOnTargets="CreateBuildDirectories">
<Target Name="CmakeConfigure"
BeforeTargets="BeforeBuild"
DependsOnTargets="CreateBuildDirectories">
<PropertyGroup>
<CmakeArchitecture Condition="'$(Platform)' == 'x64'">x64</CmakeArchitecture>
<CmakeArchitecture Condition="'$(Platform)' == 'x86'">Win32</CmakeArchitecture>
Expand All @@ -60,48 +63,61 @@

<Exec Command="$(CmakeBuildCommand)"
WorkingDirectory="$(MSBuildThisFileDirectory)"
ContinueOnError="false"
IgnoreExitCode="false"/>
</Target>

<!-- Build C++ Library and Generate SWIG Wrappers -->
<Target Name="BuildNativeLibrary" BeforeTargets="BeforeBuild" DependsOnTargets="CmakeConfigure">
<Target Name="BuildNativeLibrary"
BeforeTargets="BeforeBuild"
DependsOnTargets="CmakeConfigure">
<PropertyGroup>
<CmakeBuildCommand>cmake --build "$(CmakeBuildDir)" --config Release</CmakeBuildCommand>
</PropertyGroup>

<Exec Command="$(CmakeBuildCommand)"
WorkingDirectory="$(MSBuildThisFileDirectory)"
ContinueOnError="false"/>
WorkingDirectory="$(MSBuildThisFileDirectory)"/>
</Target>

<Target Name="IncludeGeneratedCSharpFiles" AfterTargets="BuildNativeLibrary" BeforeTargets="CoreCompile">
<Target Name="IncludeGeneratedCSharpFiles"
AfterTargets="BuildNativeLibrary"
BeforeTargets="CoreCompile">
<ItemGroup>
<GeneratedCSharpFiles Include="$(MSBuildThisFileDirectory)/minuit2.net/obj/gen/*.cs"/>
<Compile Include="@(GeneratedCSharpFiles)"/>
</ItemGroup>
</Target>

<!-- Copy native DLL to output directory -->
<Target Name="CopyWrapperDll" AfterTargets="BuildNativeLibrary">
<Target Name="CopyWrapperDll"
AfterTargets="BuildNativeLibrary">
<ItemGroup>
<NativeDlls Include="$(CmakeBuildDir)/minuit2.wrap/Release/$(NativeAssemblyName).dll" Visible="false"/>
<NativeDlls Include="$(CmakeBuildDir)/minuit2.wrap/Release/$(NativeAssemblyName).dll"
Visible="false"/>
</ItemGroup>

<ItemGroup>
<None Include="@(NativeDlls)" Visible="false">
<None Include="@(NativeDlls)"
Visible="false">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
<CopyToPublishDirectory>PreserveNewest</CopyToPublishDirectory>
<Visible>false</Visible>
</None>
</ItemGroup>
</Target>

<Target Name="CopyNativeBinariesForNuGet" AfterTargets="CopyWrapperDll" Condition="'$(Platform)' != 'AnyCPU' AND '$(PlatformTarget)'!= 'AnyCPU'">
<Target Name="CopyNativeBinariesForNuGet"
AfterTargets="CopyWrapperDll"
Condition="'$(Platform)' != 'AnyCPU' AND '$(PlatformTarget)'!= 'AnyCPU'">
<ItemGroup>
<NativeBinaries Include="$(OutputPath)$(NativeAssemblyName).dll" Condition="'$(Platform)' == 'x64'" Visible="false"/>
<NativeBinaries Include="$(OutputPath)$(NativeAssemblyName).dll" Condition="'$(Platform)' == 'ARM64'" Visible="false"/>
<NativeBinaries Include="$(OutputPath)$(NativeAssemblyName).dll" Condition="'$(Platform)' == 'x86'" Visible="false"/>
<NativeBinaries Include="$(OutputPath)$(NativeAssemblyName).dll"
Condition="'$(Platform)' == 'x64'"
Visible="false"/>
<NativeBinaries Include="$(OutputPath)$(NativeAssemblyName).dll"
Condition="'$(Platform)' == 'ARM64'"
Visible="false"/>
<NativeBinaries Include="$(OutputPath)$(NativeAssemblyName).dll"
Condition="'$(Platform)' == 'x86'"
Visible="false"/>
</ItemGroup>
<Copy
SourceFiles="@(NativeDlls)"
Expand All @@ -111,7 +127,8 @@

</Target>

<Target Name="CheckAvailableDlls" BeforeTargets="GenerateNuspec">
<Target Name="CheckAvailableDlls"
BeforeTargets="GenerateNuspec">
<PropertyGroup>
<RequiredPlatforms>x64;x86;ARM64</RequiredPlatforms>
</PropertyGroup>
Expand All @@ -125,7 +142,8 @@

<!-- Check each required native DLL exists -->
<ItemGroup>
<MissingNativeDlls Include="@(RequiredNativeDlls)" Condition="!Exists('%(RequiredNativeDlls.Identity)')"/>
<MissingNativeDlls Include="@(RequiredNativeDlls)"
Condition="!Exists('%(RequiredNativeDlls.Identity)')"/>
</ItemGroup>

<Error Text="Cannot pack: Missing native DLL for platform. Missing files: @(MissingNativeDlls, ', '). Please build all platforms (x64, x86, ARM64) before packing."
Expand All @@ -134,12 +152,14 @@
</Target>


<Target Name="RenameROOTLicense" AfterTargets="CopyNativeBinariesForNuGet">
<Target Name="RenameROOTLicense"
AfterTargets="CopyNativeBinariesForNuGet">
<Copy SourceFiles="$(RootGitPath)/LICENSE"
DestinationFiles="$(IntermediateOutputPath)/ROOT-LICENSE"/>
</Target>

<Target Name="AddROOTLicenseToNuget" AfterTargets="CopyNativeBinariesForNuGet; RenameROOTLicense">
<Target Name="AddROOTLicenseToNuget"
AfterTargets="CopyNativeBinariesForNuGet; RenameROOTLicense">
<ItemGroup>
<None Include="$(IntermediateOutputPath)/ROOT-LICENSE"
Pack="true"
Expand Down
26 changes: 0 additions & 26 deletions minuit2.net/CostFunctions/LeastSquares.cs
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Expand Up @@ -68,32 +68,6 @@ public override IReadOnlyList<double> HessianFor(IReadOnlyList<double> parameter
}

public override IReadOnlyList<double> HessianDiagonalFor(IReadOnlyList<double> parameterValues)
{
return modelHessianDiagonal == null
? HessianDiagonalFromModelHessianFor(parameterValues)
: HessianDiagonalFromModelHessianDiagonalFor(parameterValues);
}

private double[] HessianDiagonalFromModelHessianFor(IReadOnlyList<double> parameterValues)
{
var hessianDiagonal = new double[Parameters.Count];
for (var i = 0; i < x.Count; i++)
{
var yError = yErrorForIndex(i);
var r = (y[i] - model(x[i], parameterValues)) / yError;
var g = modelGradient!(x[i], parameterValues);
var h = modelHessian!(x[i], parameterValues);
for (var j = 0; j < Parameters.Count; j++)
{
var jj = j * (Parameters.Count + 1);
hessianDiagonal[j] -= 2 / yError * (r * h[jj] - g[j] * g[j] / yError);
}
}

return hessianDiagonal;
}

private double[] HessianDiagonalFromModelHessianDiagonalFor(IReadOnlyList<double> parameterValues)
{
var hessianDiagonal = new double[Parameters.Count];
for (var i = 0; i < x.Count; i++)
Expand Down
2 changes: 1 addition & 1 deletion minuit2.net/CostFunctions/LeastSquaresBase.cs
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Expand Up @@ -12,7 +12,7 @@ internal abstract class LeastSquaresBase(
public IReadOnlyList<string> Parameters { get; } = parameters;
public bool HasGradient { get; } = hasModelGradient;
public bool HasHessian { get; } = hasModelGradient && hasModelHessian;
public bool HasHessianDiagonal { get; } = hasModelGradient && (hasModelHessianDiagonal || hasModelHessian);
public bool HasHessianDiagonal { get; } = hasModelGradient && hasModelHessianDiagonal;
public double ErrorDefinition { get; } = errorDefinition;

// For least squares fits, an error definition of 1 corresponds to 1-sigma parameter errors
Expand Down
4 changes: 1 addition & 3 deletions test/minuit2.net.Benchmarks/SurfaceBiosensorBindingKineticsMigradBenchmarks.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -12,9 +12,7 @@ namespace minuit2.net.Benchmarks;
[Orderer(SummaryOrderPolicy.Method)]
public class SurfaceBiosensorBindingKineticsMigradBenchmarks
{
[Params(WithoutDerivatives, WithGradient)]
// Benchmark all configurations once Hessian-indexing bug is fixed in Minuit2
// (see https://github.com/root-project/root/pull/20936)
[Params(WithoutDerivatives, WithGradient, WithGradientAndHessian, WithGradientHessianAndHessianDiagonal)]
public DerivativeConfiguration DerivativeConfiguration;

[Params(Fast, Balanced, Rigorous, VeryRigorous)]
Expand Down
11 changes: 3 additions & 8 deletions test/minuit2.net.UnitTests/Any_gradient_based_minimizer.spec.cs
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Expand Up @@ -193,15 +193,10 @@ public void when_minimizing_a_cost_function_with_an_analytical_hessian_that_thro
action.Should().ThrowExactly<TestException>();
}

[Test,
Description("This test ensures the Hessian (diagonal) is regularized during minimizer seeding to prevent the " +
"minimizer from initially stepping away from the minimum (and eventually failing).")]
public void when_minimizing_a_cost_function_with_an_analytical_hessian_that_is_not_positive_definite_for_the_initial_parameter_values_yields_a_result_matching_the_result_obtained_for_numerical_approximation()
[Test]
public void when_minimizing_a_cost_function_with_an_analytical_hessian_that_is_not_positive_definite_for_the_initial_parameter_values_and_some_parameters_are_limited_yields_a_result_matching_the_result_obtained_for_numerical_approximation()
{
// For the initial parameter values [2, 1, 0], the Hessian is not positive definite. Consequently, the initial
// Newton step points in the wrong direction — away from the local minimum. To prevent this, the initial
// Hessian (or its diagonal approximation) must be regularized to ensure positive definiteness during minimizer
// seeding. Without this safeguard, the minimizer will fail in this case (cf. https://github.com/root-project/root/issues/20665).
// For the initial parameter values [2, 1, 0], the Hessian is not positive definite.
var problem = new ExponentialDecayProblem();
var parameterConfigurations = problem.ParameterConfigurations
.WithParameter(1).WithLimits(0, null)
Expand Down
54 changes: 0 additions & 54 deletions test/minuit2.net.UnitTests/Least_squares_cost_function.spec.cs
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Expand Up @@ -129,24 +129,6 @@ public void and_analytical_model_gradient_and_hessian_when_asked_for_its_hessian
options => options.WithSmartDoubleTolerance(0.001));
}

[Test]
public void and_analytical_model_gradient_and_hessian_when_asked_for_its_hessian_diagonal_returns_the_expected_vector()
{
var cost = LeastSquares(_xValues, _yValues, _yError, _parameters, TestModel, TestModelGradient, TestModelHessian);

var expectedHessianDiagonal = new double[2];
for (var i = 0; i < _valueCount; i++)
{
var g = TestModelGradient(_xValues[i], _parameterValues);
var h = TestModelHessian(_xValues[i], _parameterValues);
expectedHessianDiagonal[0] -= 2 / _yError * (Residual(i) * h[0] - g[0] * g[0] / _yError);
expectedHessianDiagonal[1] -= 2 / _yError * (Residual(i) * h[3] - g[1] * g[1] / _yError);
}

cost.HessianDiagonalFor(_parameterValues).Should().BeEquivalentTo(expectedHessianDiagonal,
options => options.WithSmartDoubleTolerance(0.001));
}

[Test]
public void and_analytical_model_gradient_and_hessian_and_hessian_diagonal_when_asked_for_its_hessian_diagonal_returns_the_expected_vector()
{
Expand Down Expand Up @@ -309,24 +291,6 @@ public void and_analytical_model_gradient_and_hessian_when_asked_for_its_hessian
options => options.WithSmartDoubleTolerance(0.001));
}

[Test]
public void and_analytical_model_gradient_and_hessian_when_asked_for_its_hessian_diagonal_returns_the_expected_vector()
{
var cost = LeastSquares(_xValues, _yValues, _yErrors, _parameters, TestModel, TestModelGradient, TestModelHessian);

var expectedHessianDiagonal = new double[2];
for (var i = 0; i < _valueCount; i++)
{
var g = TestModelGradient(_xValues[i], _parameterValues);
var h = TestModelHessian(_xValues[i], _parameterValues);
expectedHessianDiagonal[0] -= 2 / _yErrors[i] * (Residual(i) * h[0] - g[0] * g[0] / _yErrors[i]);
expectedHessianDiagonal[1] -= 2 / _yErrors[i] * (Residual(i) * h[3] - g[1] * g[1] / _yErrors[i]);
}

cost.HessianDiagonalFor(_parameterValues).Should().BeEquivalentTo(expectedHessianDiagonal,
options => options.WithSmartDoubleTolerance(0.001));
}

[Test]
public void and_analytical_model_gradient_and_hessian_and_hessian_diagonal_when_asked_for_its_hessian_diagonal_returns_the_expected_vector()
{
Expand Down Expand Up @@ -477,24 +441,6 @@ public void and_analytical_model_gradient_and_hessian_when_asked_for_its_hessian
options => options.WithSmartDoubleTolerance(0.001));
}

[Test]
public void and_analytical_model_gradient_and_hessian_when_asked_for_its_hessian_diagonal_returns_the_expected_vector()
{
var cost = LeastSquares(_xValues, _yValues, _parameters, TestModel, TestModelGradient, TestModelHessian);

var expectedHessianDiagonal = new double[2];
for (var i = 0; i < _valueCount; i++)
{
var g = TestModelGradient(_xValues[i], _parameterValues);
var h = TestModelHessian(_xValues[i], _parameterValues);
expectedHessianDiagonal[0] -= 2 * (Residual(i) * h[0] - g[0] * g[0]);
expectedHessianDiagonal[1] -= 2 * (Residual(i) * h[3] - g[1] * g[1]);
}

cost.HessianDiagonalFor(_parameterValues).Should().BeEquivalentTo(expectedHessianDiagonal,
options => options.WithSmartDoubleTolerance(0.001));
}

[Test]
public void and_analytical_model_gradient_and_hessian_and_hessian_diagonal_when_asked_for_its_hessian_diagonal_returns_the_expected_vector()
{
Expand Down