fix: Keep staterror from affecting multiple samples (#1965)

* Fix staterror bug introduced after v0.6.3 where staterror erroneously affected
  multiple samples.
   - Amends PR #1639 which introduced regression.
   - c.f. Issue #1720
* Remove staterror_combined.__staterror_uncrt as it is unused by the codebase.
* Add test to verify that staterror does not affect more samples than shapesys equivalently.

Co-authored-by: Giordon Stark <kratsg@gmail.com>

Author: lukasheinrich

src/pyhf/modifiers/staterror.py

@@ -100,8 +100,12 @@ def finalize(self):
                 ],
                 axis=0,
             )
+            # here relerrs still has all the bins, while the staterror are usually per-channel
+            # so we need to pick out the masks for this modifier to extract the
+            # modifier configuration (sigmas, etc..)
+            # so loop over samples and extract the first mask
+            # while making sure any subsequent mask is consistent
             relerrs = default_backend.sqrt(relerrs)
-
             masks = {}
             for modifier_data in self.builder_data[modname].values():
                 mask_this_sample = default_backend.astensor(
@@ -113,12 +117,14 @@ def finalize(self):
                     else:
                         assert (mask_this_sample == masks[modname]).all()
 
-            for modifier_data in self.builder_data[modname].values():
-                modifier_data['data']['mask'] = masks[modname]
+            # extract sigmas using this modifiers mask
             sigmas = relerrs[masks[modname]]
+
             # list of bools, consistent with other modifiers (no numpy.bool_)
             fixed = default_backend.tolist(sigmas == 0)
-            # ensures non-Nan constraint term, but in a future PR we need to remove constraints for these
+            # FIXME: sigmas that are zero will be fixed to 1.0 arbitrarily to ensure
+            # non-Nan constraint term, but in a future PR need to remove constraints
+            # for these
             sigmas[fixed] = 1.0
             self.required_parsets.setdefault(parname, [required_parset(sigmas, fixed)])
         return self.builder_data
@@ -145,18 +151,6 @@ def __init__(self, modifiers, pdfconfig, builder_data, batch_size=None):
             [[builder_data[m][s]['data']['mask']] for s in pdfconfig.samples]
             for m in keys
         ]
-        self.__staterror_uncrt = default_backend.astensor(
-            [
-                [
-                    [
-                        builder_data[m][s]['data']['uncrt'],
-                        builder_data[m][s]['data']['nom_data'],
-                    ]
-                    for s in pdfconfig.samples
-                ]
-                for m in keys
-            ]
-        )
         global_concatenated_bin_indices = [
             [[j for c in pdfconfig.channels for j in range(pdfconfig.channel_nbins[c])]]
         ]

tests/test_modifiers.py

@@ -193,3 +193,55 @@ def test_invalid_bin_wise_modifier(datadir, patch_file):
 
     with pytest.raises(pyhf.exceptions.InvalidModifier):
         pyhf.Model(bad_spec)
+
+
+def test_issue1720_staterror_builder_mask(datadir):
+    with open(datadir.joinpath("issue1720_greedy_staterror.json")) as spec_file:
+        spec = json.load(spec_file)
+
+    spec["channels"][0]["samples"][1]["modifiers"][0]["type"] = "staterror"
+    config = pyhf.pdf._ModelConfig(spec)
+    builder = pyhf.modifiers.staterror.staterror_builder(config)
+
+    channel = spec["channels"][0]
+    sig_sample = channel["samples"][0]
+    bkg_sample = channel["samples"][1]
+    modifier = bkg_sample["modifiers"][0]
+
+    assert channel["name"] == "channel"
+    assert sig_sample["name"] == "signal"
+    assert bkg_sample["name"] == "bkg"
+    assert modifier["type"] == "staterror"
+
+    builder.append("staterror/NP", "channel", "bkg", modifier, bkg_sample)
+    collected_bkg = builder.collect(modifier, bkg_sample["data"])
+    assert collected_bkg == {"mask": [True], "nom_data": [1], "uncrt": [1.5]}
+
+    builder.append("staterror/NP", "channel", "signal", None, sig_sample)
+    collected_sig = builder.collect(None, sig_sample["data"])
+    assert collected_sig == {"mask": [False], "nom_data": [5], "uncrt": [0.0]}
+
+    finalized = builder.finalize()
+    assert finalized["staterror/NP"]["bkg"]["data"]["mask"].tolist() == [True]
+    assert finalized["staterror/NP"]["signal"]["data"]["mask"].tolist() == [False]
+
+
+@pytest.mark.parametrize(
+    "inits",
+    [[-2.0], [-1.0], [0.0], [1.0], [2.0]],
+)
+def test_issue1720_greedy_staterror(datadir, inits):
+    """
+    Test that the staterror does not affect more samples than shapesys equivalently.
+    """
+    with open(datadir.joinpath("issue1720_greedy_staterror.json")) as spec_file:
+        spec = json.load(spec_file)
+
+    model_shapesys = pyhf.Workspace(spec).model()
+    expected_shapesys = model_shapesys.expected_actualdata(inits)
+
+    spec["channels"][0]["samples"][1]["modifiers"][0]["type"] = "staterror"
+    model_staterror = pyhf.Workspace(spec).model()
+    expected_staterror = model_staterror.expected_actualdata(inits)
+
+    assert expected_staterror == expected_shapesys

tests/test_modifiers/issue1720_greedy_staterror.json

@@ -0,0 +1,49 @@
+{
+  "channels": [
+    {
+      "name": "channel",
+      "samples": [
+        {
+          "data": [
+            5
+          ],
+          "modifiers": [],
+          "name": "signal"
+        },
+        {
+          "data": [
+            1
+          ],
+          "modifiers": [
+            {
+              "data": [
+                1.5
+              ],
+              "name": "NP",
+              "type": "shapesys"
+            }
+          ],
+          "name": "bkg"
+        }
+      ]
+    }
+  ],
+  "measurements": [
+    {
+      "config": {
+        "parameters": [],
+        "poi": "NP"
+      },
+      "name": ""
+    }
+  ],
+  "observations": [
+    {
+      "data": [
+        0
+      ],
+      "name": "channel"
+    }
+  ],
+  "version": "1.0.0"
+}

tests/test_scripts.py

@@ -297,7 +297,7 @@ def test_testpoi(tmpdir, script_runner):
     command = f'pyhf xml2json validation/xmlimport_input/config/example.xml --basedir validation/xmlimport_input/ --output-file {temp.strpath:s}'
     ret = script_runner.run(*shlex.split(command))
 
-    pois = [1.0, 0.5, 0.0]
+    pois = [1.0, 0.5, 0.001]
     results_exp = []
     results_obs = []
     for test_poi in pois: