MethodBoost.h

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// @(#)root/tmva $Id$
// Author: Andreas Hoecker, Joerg Stelzer, Helge Voss, Kai Voss,Or Cohen, Jan Therhaag, Eckhard von Toerne
 
/**********************************************************************************
 * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
 * Package: TMVA                                                                  *
 * Class  : MethodCompositeBase                                                   *
 *                                             *
 *                                                                                *
 * Description:                                                                   *
 *      Virtual base class for all MVA method                                     *
 *                                                                                *
 * Authors (alphabetical):                                                        *
 *      Andreas Hoecker    <Andreas.Hocker@cern.ch>   - CERN, Switzerland         *
 *      Peter Speckmayer   <Peter.Speckmazer@cern.ch> - CERN, Switzerland         *
 *      Joerg Stelzer      <Joerg.Stelzer@cern.ch>    - CERN, Switzerland         *
 *      Helge Voss         <Helge.Voss@cern.ch>       - MPI-K Heidelberg, Germany *
 *      Jan Therhaag       <Jan.Therhaag@cern.ch>     - U of Bonn, Germany        *
 *      Eckhard v. Toerne  <evt@uni-bonn.de>          - U of Bonn, Germany        *
 *                                                                                *
 * Copyright (c) 2005-2011:                                                       *
 *      CERN, Switzerland                                                         *
 *      U. of Victoria, Canada                                                    *
 *      MPI-K Heidelberg, Germany                                                 *
 *      U. of Bonn, Germany                                                       *
 *                                                                                *
 * Redistribution and use in source and binary forms, with or without             *
 * modification, are permitted according to the terms listed in LICENSE           *
 * (see tmva/doc/LICENSE)                                          *
 **********************************************************************************/
 
#ifndef ROOT_TMVA_MethodBoost
#define ROOT_TMVA_MethodBoost
 
//////////////////////////////////////////////////////////////////////////
//                                                                      //
// MethodBoost                                                          //
//                                                                      //
// Class for boosting a TMVA method                                     //
//                                                                      //
//////////////////////////////////////////////////////////////////////////
 
#include <iosfwd>
#include <vector>
 
#include "TMVA/MethodBase.h"
 
#include "TMVA/MethodCompositeBase.h"
 
namespace TMVA {
 
   class Factory;  // DSMTEST
   class Reader;   // DSMTEST
   class DataSetManager;  // DSMTEST
   namespace Experimental {
   class Classification;
   }
   class MethodBoost : public MethodCompositeBase {
      friend class Factory; // DSMTEST
      friend class Reader;  // DSMTEST
      friend class Experimental::Classification;
 
   public :
 
      // constructors
      MethodBoost( const TString& jobName,
                   const TString& methodTitle,
                   DataSetInfo& theData,
                   const TString& theOption = "" );
 
      MethodBoost( DataSetInfo& dsi,
                   const TString& theWeightFile );
 
      virtual ~MethodBoost( void );
 
      Bool_t HasAnalysisType( Types::EAnalysisType type, UInt_t numberClasses, UInt_t /*numberTargets*/ ) override;
 
      // training and boosting all the classifiers
      void Train( void ) override;
 
      // ranking of input variables
      const Ranking* CreateRanking() override;
 
      // saves the name and options string of the boosted classifier
      Bool_t BookMethod( Types::EMVA theMethod, TString methodTitle, TString theOption );
      void SetBoostedMethodName ( TString methodName )     { fBoostedMethodName  = methodName; }
 
      Int_t          GetBoostNum() { return fBoostNum; }
 
      void CleanBoostOptions();
 
      Double_t GetMvaValue( Double_t* err = nullptr, Double_t* errUpper = nullptr ) override;
 
   private :
      // clean up
      void ClearAll();
 
      // print fit results
      void PrintResults( const TString&, std::vector<Double_t>&, const Double_t ) const;
 
      // initializing mostly monitoring tools of the boost process
      void Init() override;
      void InitHistos();
      void CheckSetup() override;
 
      void MonitorBoost( Types::EBoostStage stage, UInt_t methodIdx=0);
 
      // the option handling methods
      void DeclareOptions() override;
      void DeclareCompatibilityOptions() override;
      void ProcessOptions() override;
 
 
      MethodBase*  CurrentMethod(){return fCurrentMethod;}
      UInt_t       CurrentMethodIdx(){return fCurrentMethodIdx;}
      // training a single classifier
      void SingleTrain();
 
      // calculating a boosting weight from the classifier, storing it in the next one
      Double_t SingleBoost(MethodBase* method);
      Double_t AdaBoost(MethodBase* method, Bool_t useYesNoLeaf );
      Double_t Bagging();
 
 
      // calculate weight of single method
      Double_t CalcMethodWeight();
 
      // return ROC integral on training/testing sample
      Double_t GetBoostROCIntegral(Bool_t, Types::ETreeType, Bool_t CalcOverlapIntergral=kFALSE);
 
      // writing the monitoring histograms and tree to a file
      void WriteMonitoringHistosToFile( void ) const override;
 
      // write evaluation histograms into target file
      virtual void WriteEvaluationHistosToFile(Types::ETreeType treetype) override;
 
      // performs the MethodBase testing + testing of each boosted classifier
      virtual void TestClassification() override;
 
      // finding the MVA to cut between sig and bgd according to fMVACutPerc,fMVACutType
      void FindMVACut(MethodBase* method);
 
      // setting all the boost weights to 1
      void ResetBoostWeights();
 
      // creating the vectors of histogram for monitoring MVA response of each classifier
      void CreateMVAHistorgrams();
 
      // calculate MVA values of current trained method on training
      // sample
      void CalcMVAValues();
 
      UInt_t                 fBoostNum;             ///< Number of times the classifier is boosted
      TString                fBoostType;            ///< string specifying the boost type
 
      TString                fTransformString;      ///< min and max values for the classifier response
      Bool_t                 fDetailedMonitoring;   ///< produce detailed monitoring histograms (boost-wise)
 
      Double_t               fAdaBoostBeta;         ///< ADA boost parameter, default is 1
      UInt_t                 fRandomSeed;           ///< seed for random number generator used for bagging
      Double_t               fBaggedSampleFraction; ///< rel.Size of bagged sample
 
      TString                fBoostedMethodName;    ///< details of the boosted classifier
      TString                fBoostedMethodTitle;   ///< title
      TString                fBoostedMethodOptions; ///< options
 
      Bool_t                 fMonitorBoostedMethod; ///< monitor the MVA response of every classifier
 
      // MVA output from each classifier over the training hist, using orignal events weights
      std::vector< TH1* >   fTrainSigMVAHist;
      std::vector< TH1* >   fTrainBgdMVAHist;
      // MVA output from each classifier over the training hist, using boosted events weights
      std::vector< TH1* >   fBTrainSigMVAHist;
      std::vector< TH1* >   fBTrainBgdMVAHist;
      // MVA output from each classifier over the testing hist
      std::vector< TH1* >   fTestSigMVAHist;
      std::vector
         < TH1* >   fTestBgdMVAHist;
 
      //monitoring tree/ntuple and it's variables
      TTree*                fMonitorTree;     ///< tree  to monitor values during the boosting
      Double_t              fBoostWeight;     ///< the weight used to boost the next classifier
      Double_t              fMethodError;     ///< estimation of the level error of the classifier
      // analysing the train dataset
      Double_t           fROC_training;       ///< roc integral of last trained method (on training sample)
 
      // overlap integral of mva distributions for signal and
      // background (training sample)
      Double_t           fOverlap_integral;
 
      std::vector<Float_t> *fMVAvalues;       ///< mva values for the last trained method
 
      DataSetManager*    fDataSetManager;     ///< DSMTEST
      TString fHistoricOption;                ///< historic variable, only needed for "CompatibilityOptions"
      Bool_t fHistoricBoolOption;             ///< historic variable, only needed for "CompatibilityOptions"
 
   protected:
 
      // get help message text
      void GetHelpMessage() const override;
 
      ClassDefOverride(MethodBoost,0);
   };
}
 
#endif