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Re: ITP: iminuit -- Robust Python minimisation library based around MINUIT2



On 2020-08-08 17:10, Jeremy Sanders wrote:
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.


That's fair enough. In that sense minuit complements scipy/CG, providing alternatives for the cases where CG performs below its usual standard.


iminuit also has some useful extra functionality such as computing
confidence intervals and making contour plots.

These are both very nice features indeed. Quite rare to see confidence intervals handled outside the specialised statistics modules.


Thanks Jeremy, good luck with the packaging!

Drew


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