If a fit has more than about 1000 parameters, the dreaded
[WARNING]: Unable to determine uncertainties on all fit parameters in s+b fit. Have a look at https://cms-analysis.github.io/HiggsAnalysis-CombinedLimit/part3/nonstandard/#fit-parameter-uncertainties for more information.
often comes up in FitDiagnostics. In some cases, the problem is simply that Hesse exhausted the number of allowed function calls during the evaluation. One can check by running the fit with -v 3 (will be very verbose) and searching the output for the phrase:
Info in <Minuit2>: MnHesse: maximum number of allowed function calls exhausted.
Info in <Minuit2>: MnHesse fails and will return diagonal matrix
If a fit has more than about 1000 parameters, the dreaded
often comes up in
FitDiagnostics. In some cases, the problem is simply thatHesseexhausted the number of allowed function calls during the evaluation. One can check by running the fit with-v 3(will be very verbose) and searching the output for the phrase:If this is the case, one can re-run with
--X-rtd MINIMIZER_MaxCalls=2000000or some large number (Hesse needs will grow as n_par^2) to get past this issue. We could take care of this automatically in https://github.com/cms-analysis/HiggsAnalysis-CombinedLimit/blob/7bffa8b8758a5dc6824b8b93c098ce9afb1c32a4/src/CascadeMinimizer.cc#L179-L182