Compiler-Research Monthly Meeting [11 Jul 2024 at 17:00 CET/8:00PDT]
Vassil Vassilev
Our next meeting will be on 11 July 2024 at 17:00 Geneva (CH) Time.
We are happy to host Vaibhav Thakkar.
Title: Automatic Differentiation in Roofit for Fast and Accurate Likelihood Fits
Abstract: RooFit is a widely used data analysis library in High-energy physics experiments at CERN, which requires minimizing likelihoods with thousands of free parameters spread over hundreds of likelihood components. To iteratively find the minimum of a likelihood, one generally has to know the gradient of the likelihood with respect to all free parameters. Previously, these were calculated using numerical differentiation, which requires varying one parameter at a time and reevaluating the full likelihood. Although complete reevaluation can be prevented by a caching mechanism, it incurs a significant overhead in bookkeeping. This talk discusses the recent integration of automatic differentiation (AD) in RooFit for these gradient computations using Clad, a compile-time AD library for C++ codebases. We also present the efficiency improvements with the recently released Atlas and CMS Higgs models.
Speaker: Vaibhav Thakkar is currently a
research Intern at CERN, working with
the compiler research group at Princeton University (US) on the
project of compile-time automatic differentiation (Clad) in C++
for
scientific computing applications. Previously, he earned my
bachelor's
in technology in Electrical Engineering from IIT Kanpur in India
and
worked as a software engineer for a couple of years after
graduation.
Feel free to forward this email to everybody who might be
interested. This talk will be recorded.
Vassil
Vassil Vassilev
Today's meeting slides are up. You can find them here: https://compiler-research.org/meetings/#caas_11Jul2024
Best, Vassil