SVWorkingSet.h

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// @(#)root/tmva $Id$
// Author: Andrzej Zemla
 
/**********************************************************************************
 * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
 * Package: TMVA                                                                  *
 * Class  : SVWorkingSet                                                          *
 *                                             *
 *                                                                                *
 * Description:                                                                   *
 *      Working class for Support Vector Machine                                  *
 *                                                                                *
 * Authors (alphabetical):                                                        *
 *      Marcin Wolter  <Marcin.Wolter@cern.ch> - IFJ PAN, Krakow, Poland          *
 *      Andrzej Zemla  <azemla@cern.ch>        - IFJ PAN, Krakow, Poland          *
 *      (IFJ PAN: Henryk Niewodniczanski Inst. Nucl. Physics, Krakow, Poland)     *
 *                                                                                *
 * Copyright (c) 2005:                                                            *
 *      CERN, Switzerland                                                         *
 *      MPI-K Heidelberg, Germany                                                 *
 *      PAN, Krakow, Poland                                                       *
 *                                                                                *
 * 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_SVWorkingSet
#define ROOT_TMVA_SVWorkingSet
 
#include <vector>
 
#include "RtypesCore.h"
 
namespace TMVA {
 
   class SVEvent;
   class SVKernelMatrix;
   class SVKernelFunction;
   class MsgLogger;
 
   class SVWorkingSet {
 
   public:
 
      SVWorkingSet();
      SVWorkingSet( std::vector<TMVA::SVEvent*>*, SVKernelFunction*, Float_t , Bool_t);
      ~SVWorkingSet();
 
      Bool_t  ExamineExample( SVEvent*);
      Bool_t  TakeStep      ( SVEvent*, SVEvent*);
      Bool_t  Terminated();
      void    Train(UInt_t nIter=1000);
      std::vector<TMVA::SVEvent*>* GetSupportVectors();
      Float_t GetBpar() {return 0.5*(fB_low + fB_up);}
 
      //for regression
      Bool_t ExamineExampleReg(SVEvent*);
      Bool_t TakeStepReg(SVEvent*, SVEvent*);
      Bool_t IsDiffSignificant(Float_t, Float_t, Float_t);
      void   TrainReg();
 
      //setting up helper variables for JsMVA
      void SetIPythonInteractive(bool* ExitFromTraining, UInt_t *fIPyCurrentIter_){
        fExitFromTraining = ExitFromTraining;
        fIPyCurrentIter = fIPyCurrentIter_;
      }
 
 
   private:
 
      Bool_t fdoRegression;                     ///< TODO temporary, find nicer solution
      std::vector<TMVA::SVEvent*> *fInputData;  ///< input events
      std::vector<TMVA::SVEvent*> *fSupVec;     ///< output events - support vectors
      SVKernelFunction            *fKFunction;  ///< kernel function
      SVKernelMatrix              *fKMatrix;    ///< kernel matrix
 
      SVEvent                     *fTEventUp;   ///< last optimized event
      SVEvent                     *fTEventLow;  ///< last optimized event
 
      Float_t                     fB_low;       ///< documentation
      Float_t                     fB_up;        ///< documentation
      Float_t                     fTolerance;   ///< documentation
 
      mutable MsgLogger*          fLogger;      ///<! message logger
 
      // variables for JsMVA
      UInt_t *fIPyCurrentIter = nullptr;
      bool * fExitFromTraining = nullptr;
 
      void SetIndex( TMVA::SVEvent* );
   };
}
 
#endif //ROOT_TMVA_SVWorkingSet