Re: ITP: iminuit -- Robust Python minimisation library based around MINUIT2
On 08/08/2020 10:59, Drew Parsons wrote:
One question: those benchmarks indicate that scipy CG or Powell
generally performs better. What is the use-case for minuit? Why not
just use scipy?
In my experience, minimizers do not always run well on all types of
problems. I've had quite a few problems which get stuck in local minima
using CG with messy likelihood functions. It's quite useful to have
different minimizers in one's toolbox, and perhaps to run more than one
after the other. It's useful to have a well-tested general minimizer to
also run.
iminuit also has some useful extra functionality such as computing
confidence intervals and making contour plots.
Jeremy
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