100 , fDetailedMonitoring(
kFALSE)
103 , fBaggedSampleFraction(0)
104 , fBoostedMethodTitle(methodTitle)
105 , fBoostedMethodOptions(theOption)
106 , fMonitorBoostedMethod(kFALSE)
111 , fOverlap_integral(0.0)
114 fMVAvalues =
new std::vector<Float_t>;
115 fDataSetManager =
NULL;
116 fHistoricBoolOption =
kFALSE;
125 , fDetailedMonitoring(
kFALSE)
128 , fBaggedSampleFraction(0)
129 , fBoostedMethodTitle(
"")
130 , fBoostedMethodOptions(
"")
131 , fMonitorBoostedMethod(
kFALSE)
136 , fOverlap_integral(0.0)
183 "Number of times the classifier is boosted" );
186 "Write monitoring histograms for each boosted classifier" );
189 "Produce histograms for detailed boost monitoring" );
199 "The ADA boost parameter that sets the effect of every boost step on the events' weights" );
202 "Type of transform applied to every boosted method linear, log, step" );
209 "Seed for random number generator used for bagging" );
225 "How to set the final weight of the boosted classifiers" );
233 "Type of transform applied to every boosted method linear, log, step" );
247 "Recalculate the classifier MVA Signallike cut at every boost iteration" );
284 results->
Store(
new TH1F(
"ROCIntegral_test",
"ROC integral of single classifier (testing sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegral_test");
285 results->
Store(
new TH1F(
"ROCIntegralBoosted_test",
"ROC integral of boosted method (testing sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegralBoosted_test");
286 results->
Store(
new TH1F(
"ROCIntegral_train",
"ROC integral of single classifier (training sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegral_train");
287 results->
Store(
new TH1F(
"ROCIntegralBoosted_train",
"ROC integral of boosted method (training sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegralBoosted_train");
350 Log() << kDEBUG <<
"CheckSetup: trying to repair things" <<
Endl;
365 if (
Data()->GetNTrainingEvents()==0)
Log() << kFATAL <<
"<Train> Data() has zero events" <<
Endl;
383 if (varTrafoStart >0) {
385 if (varTrafoEnd<varTrafoStart)
407 Log() << kFATAL <<
"uups.. guess the booking of the " <<
fCurrentMethodIdx <<
"-th classifier somehow failed" <<
Endl;
415 Log() << kFATAL <<
"Method with type kCategory cannot be casted to MethodCategory. /MethodBoost" <<
Endl;
491 if (StopCounter > 0 &&
fBoostType !=
"Bagging") {
494 Log() << kINFO <<
"Error rate has reached 0.5 ("<<
fMethodError<<
"), boosting process stopped at #" << fBoostNum <<
" classifier" <<
Endl;
496 Log() << kINFO <<
"The classifier might be too strong to boost with Beta = " <<
fAdaBoostBeta <<
", try reducing it." <<
Endl;
518 TH1F* tmp =
dynamic_cast<TH1F*
>( results->
GetHist(
"ClassifierWeight") );
546 if (
fBoostNum <=0)
Log() << kFATAL <<
"CreateHistograms called before fBoostNum is initialized" <<
Endl;
550 Int_t signalClass = 0;
551 if (
DataInfo().GetClassInfo(
"Signal") != 0) {
555 meanS, meanB, rmsS, rmsB, xmin, xmax, signalClass );
627 for (
UInt_t imtd=0; imtd<nloop; imtd++) {
632 for (
UInt_t imtd=0; imtd<nloop; imtd++) {
651 for (
UInt_t imtd=0;imtd<nloop;imtd++) {
656 if (dir==0)
continue;
701 const Int_t nBins=10001;
708 if (val>maxMVA) maxMVA=val;
709 if (val<minMVA) minMVA=val;
711 maxMVA = maxMVA+(maxMVA-minMVA)/nBins;
735 mvaS->
Fill(mvaVal,weight);
737 mvaB->
Fill(mvaVal,weight);
773 for (
Int_t ibin=1;ibin<=nBins;ibin++){
784 if (separationGain < sepGain->GetSeparationGain(sSel,bSel,sTot,bTot)
791 if (sSel*(bTot-bSel) > (sTot-sSel)*bSel) mvaCutOrientation=-1;
792 else mvaCutOrientation=1;
825 <<
" s2="<<(sTot-sSelCut)
826 <<
" b2="<<(bTot-bSelCut)
827 <<
" s/b(1)=" << sSelCut/bSelCut
828 <<
" s/b(2)=" << (sTot-sSelCut)/(bTot-bSelCut)
829 <<
" index before cut=" << parentIndex
830 <<
" after: left=" << leftIndex
831 <<
" after: right=" << rightIndex
832 <<
" sepGain=" << parentIndex-( (sSelCut+bSelCut) * leftIndex + (sTot-sSelCut+bTot-bSelCut) * rightIndex )/(sTot+bTot)
833 <<
" sepGain="<<separationGain
837 <<
" cutOrientation="<<mvaCutOrientation
868 Log() << kFATAL <<
"<Boost> unknown boost option " <<
fBoostType<<
" called" <<
Endl;
879 Log() << kWARNING <<
" AdaBoost called without classifier reference - needed for calculating AdaBoost " <<
Endl;
888 if (discreteAdaBoost) {
929 if (discreteAdaBoost){
931 WrongDetection[ievt]=
kFALSE;
933 WrongDetection[ievt]=
kTRUE;
938 mvaProb = 2*(mvaProb-0.5);
942 sumWrong+= w*trueType*mvaProb;
954 Log() << kWARNING <<
"Your classifier worked perfectly on the training sample --> serious overtraining expected and no boosting done " <<
Endl;
957 if (discreteAdaBoost)
979 if (discreteAdaBoost){
981 if (WrongDetection[ievt] && boostWeight != 0) {
992 mvaProb = 2*(mvaProb-0.5);
999 boostfactor =
TMath::Exp(-1*boostWeight*trueType*mvaProb);
1007 Double_t normWeight = oldSum/newSum;
1028 delete[] WrongDetection;
1029 if (MVAProb)
delete MVAProb;
1063 Log() <<
"This method combines several classifier of one species in a "<<
Endl;
1064 Log() <<
"single multivariate quantity via the boost algorithm." <<
Endl;
1065 Log() <<
"the output is a weighted sum over all individual classifiers" <<
Endl;
1066 Log() <<
"By default, the AdaBoost method is employed, which gives " <<
Endl;
1067 Log() <<
"events that were misclassified in the previous tree a larger " <<
Endl;
1068 Log() <<
"weight in the training of the following classifier."<<
Endl;
1069 Log() <<
"Optionally, Bagged boosting can also be applied." <<
Endl;
1073 Log() <<
"The most important parameter in the configuration is the "<<
Endl;
1074 Log() <<
"number of boosts applied (Boost_Num) and the choice of boosting"<<
Endl;
1075 Log() <<
"(Boost_Type), which can be set to either AdaBoost or Bagging." <<
Endl;
1076 Log() <<
"AdaBoosting: The most important parameters in this configuration" <<
Endl;
1077 Log() <<
"is the beta parameter (Boost_AdaBoostBeta) " <<
Endl;
1078 Log() <<
"When boosting a linear classifier, it is sometimes advantageous"<<
Endl;
1079 Log() <<
"to transform the MVA output non-linearly. The following options" <<
Endl;
1080 Log() <<
"are available: step, log, and minmax, the default is no transform."<<
Endl;
1082 Log() <<
"Some classifiers are hard to boost and do not improve much in"<<
Endl;
1083 Log() <<
"their performance by boosting them, some even slightly deteriorate"<<
Endl;
1084 Log() <<
"due to the boosting." <<
Endl;
1085 Log() <<
"The booking of the boost method is special since it requires"<<
Endl;
1086 Log() <<
"the booing of the method to be boosted and the boost itself."<<
Endl;
1087 Log() <<
"This is solved by booking the method to be boosted and to add"<<
Endl;
1088 Log() <<
"all Boost parameters, which all begin with \"Boost_\" to the"<<
Endl;
1089 Log() <<
"options string. The factory separates the options and initiates"<<
Endl;
1090 Log() <<
"the boost process. The TMVA macro directory contains the example"<<
Endl;
1091 Log() <<
"macro \"Boost.C\"" <<
Endl;
1121 if (val < sigcut) val = sigcut;
1136 norm +=fMethodWeight[i];
1174 if (singleMethod && !method) {
1175 Log() << kFATAL <<
" What do you do? Your method:" 1177 <<
" seems not to be a propper TMVA method" 1187 if (!singleMethod) {
1193 if (AllMethodsWeight != 0.0) {
1201 std::vector <Float_t>* mvaRes;
1205 mvaRes =
new std::vector <Float_t>(
GetNEvents());
1217 Int_t signalClass = 0;
1218 if (
DataInfo().GetClassInfo(
"Signal") != 0) {
1222 meanS, meanB, rmsS, rmsB, xmin, xmax, signalClass );
1229 TH1* mva_s =
new TH1F(
"MVA_S",
"MVA_S",
fNbins, xmin, xmax );
1230 TH1* mva_b =
new TH1F(
"MVA_B",
"MVA_B",
fNbins, xmin, xmax );
1231 TH1 *mva_s_overlap=0, *mva_b_overlap=0;
1232 if (CalcOverlapIntergral) {
1233 mva_s_overlap =
new TH1F(
"MVA_S_OVERLAP",
"MVA_S_OVERLAP",
fNbins, xmin, xmax );
1234 mva_b_overlap =
new TH1F(
"MVA_B_OVERLAP",
"MVA_B_OVERLAP",
fNbins, xmin, xmax );
1240 else mva_b->
Fill( (*mvaRes)[ievt], w );
1242 if (CalcOverlapIntergral) {
1245 mva_s_overlap->
Fill( (*mvaRes)[ievt], w_ov );
1247 mva_b_overlap->Fill( (*mvaRes)[ievt], w_ov );
1259 if (CalcOverlapIntergral) {
1266 Double_t bc_b = mva_b_overlap->GetBinContent(bin);
1267 if (bc_s > 0.0 && bc_b > 0.0)
1271 delete mva_s_overlap;
1272 delete mva_b_overlap;
1294 Log() << kFATAL <<
"dynamic cast to MethodBase* failed" <<
Endl;
1336 Log() << kINFO <<
"<Train> average number of nodes before/after pruning : " 1348 if (methodIndex < 3){
1349 Log() << kDEBUG <<
"No detailed boost monitoring for " 1351 <<
" yet available " <<
Endl;
1362 results->
Store(
new TH2F(
Form(
"EventDistSig_%d",methodIndex),
Form(
"EventDistSig_%d",methodIndex),100,0,7,100,0,7));
1364 results->
Store(
new TH2F(
Form(
"EventDistBkg_%d",methodIndex),
Form(
"EventDistBkg_%d",methodIndex),100,0,7,100,0,7));
1376 else h=results->
GetHist2D(
Form(
"EventDistBkg_%d",methodIndex));
1377 if (h) h->
Fill(v0,v1,w);
IMethod * Create(const std::string &name, const TString &job, const TString &title, DataSetInfo &dsi, const TString &option)
creates the method if needed based on the method name using the creator function the factory has stor...
static ClassifierFactory & Instance()
access to the ClassifierFactory singleton creates the instance if needed
void SetModelPersistence(Bool_t status)
virtual Int_t Fill(Double_t x)
Increment bin with abscissa X by 1.
void SetMsgType(EMsgType t)
virtual Double_t GetSeparationGain(const Double_t nSelS, const Double_t nSelB, const Double_t nTotS, const Double_t nTotB)
Separation Gain: the measure of how the quality of separation of the sample increases by splitting th...
static long int sum(long int i)
Double_t GetBoostROCIntegral(Bool_t, Types::ETreeType, Bool_t CalcOverlapIntergral=kFALSE)
Calculate the ROC integral of a single classifier or even the whole boosted classifier.
Random number generator class based on M.
void MonitorBoost(Types::EBoostStage stage, UInt_t methodIdx=0)
fill various monitoring histograms from information of the individual classifiers that have been boos...
std::vector< Float_t > * fMVAvalues
THist< 1, int, THistStatContent > TH1I
virtual Double_t PoissonD(Double_t mean)
Generates a random number according to a Poisson law.
MsgLogger & Endl(MsgLogger &ml)
Singleton class for Global types used by TMVA.
void SingleTrain()
initialization
TString GetMethodName(Types::EMVA method) const
std::vector< TH1 *> fTestSigMVAHist
Double_t Bagging()
Bagging or Bootstrap boosting, gives new random poisson weight for every event.
virtual Double_t GetMvaValue(Double_t *errLower=0, Double_t *errUpper=0)=0
Double_t AdaBoost(MethodBase *method, Bool_t useYesNoLeaf)
the standard (discrete or real) AdaBoost algorithm
void WriteMonitoringHistosToFile(void) const
write special monitoring histograms to file dummy implementation here --------------— ...
static Types & Instance()
the the single instance of "Types" if existing already, or create it (Singleton)
virtual void WriteEvaluationHistosToFile(Types::ETreeType treetype)
writes all MVA evaluation histograms to file
virtual Int_t Fill()
Fill all branches.
THist< 1, float, THistStatContent, THistStatUncertainty > TH1F
OptionBase * DeclareOptionRef(T &ref, const TString &name, const TString &desc="")
Bool_t fDetailedMonitoring
virtual Double_t GetBinContent(Int_t bin) const
Return content of bin number bin.
virtual Bool_t HasAnalysisType(Types::EAnalysisType type, UInt_t numberClasses, UInt_t)
Boost can handle classification with 2 classes and regression with one regression-target.
MethodBoost(const TString &jobName, const TString &methodTitle, DataSetInfo &theData, const TString &theOption="")
Virtual base Class for all MVA method.
void SetSignalReferenceCutOrientation(Double_t cutOrientation)
virtual Double_t GetMean(Int_t axis=1) const
For axis = 1,2 or 3 returns the mean value of the histogram along X,Y or Z axis.
Ssiz_t Index(const char *pat, Ssiz_t i=0, ECaseCompare cmp=kExact) const
tomato 1-D histogram with a float per channel (see TH1 documentation)}
TransformationHandler & GetTransformationHandler(Bool_t takeReroutedIfAvailable=true)
Ranking for variables in method (implementation)
Short_t Min(Short_t a, Short_t b)
void ToLower()
Change string to lower-case.
virtual TDirectory * mkdir(const char *name, const char *title="")
Create a sub-directory "a" or a hierarchy of sub-directories "a/b/c/...".
std::vector< TH1 *> fTrainBgdMVAHist
const Ranking * CreateRanking()
virtual Double_t GetBinLowEdge(Int_t bin) const
Return bin lower edge for 1D histogram.
void SetSilentFile(Bool_t status)
void ResetBoostWeights()
resetting back the boosted weights of the events to 1
virtual Double_t GetROCIntegral(TH1D *histS, TH1D *histB) const
calculate the area (integral) under the ROC curve as a overall quality measure of the classification ...
virtual Bool_t IsSignalLike()
uses a pre-set cut on the MVA output (SetSignalReferenceCut and SetSignalReferenceCutOrientation) for...
void SetMethodDir(TDirectory *methodDir)
Double_t fOverlap_integral
static void InhibitOutput()
void FindMVACut(MethodBase *method)
find the CUT on the individual MVA that defines an event as correct or misclassified (to be used in t...
void AddEvent(Double_t val, Double_t weight, Int_t type)
void ProcessOptions()
process user options
Double_t SingleBoost(MethodBase *method)
const Event * GetEvent() const
std::vector< Double_t > fMethodWeight
Virtual base class for combining several TMVA method.
virtual ~MethodBoost(void)
destructor
virtual void SetMarkerColor(Color_t mcolor=1)
Set the marker color.
virtual void ParseOptions()
options parser
void SetupMethod()
setup of methods
DataSetInfo & DataInfo() const
Class that contains all the data information.
PDF wrapper for histograms; uses user-defined spline interpolation.
Double_t GetWeight() const
return the event weight - depending on whether the flag IgnoreNegWeightsInTraining is or not...
UInt_t GetNEvents() const
temporary event when testing on a different DataSet than the own one
Class for boosting a TMVA method.
TString GetElapsedTime(Bool_t Scientific=kTRUE)
returns pretty string with elapsed time
virtual void Delete(Option_t *option="")
Delete this object.
Bool_t BookMethod(Types::EMVA theMethod, TString methodTitle, TString theOption)
just registering the string from which the boosted classifier will be created
virtual Int_t Write(const char *name=0, Int_t option=0, Int_t bufsize=0)
Write this object to the current directory.
RooCmdArg Timer(Bool_t flag=kTRUE)
Results * GetResults(const TString &, Types::ETreeType type, Types::EAnalysisType analysistype)
Service class for 2-Dim histogram classes.
const char * GetName() const
ClassInfo * GetClassInfo(Int_t clNum) const
class TMVA::Config::VariablePlotting fVariablePlotting
virtual void WriteEvaluationHistosToFile(Types::ETreeType treetype)
writes all MVA evaluation histograms to file
Double_t fBaggedSampleFraction
Implementation of the GiniIndex as separation criterion.
virtual void SetBinContent(Int_t bin, Double_t content)
Set bin content see convention for numbering bins in TH1::GetBin In case the bin number is greater th...
char * Form(const char *fmt,...)
DataSetManager * fDataSetManager
void ScaleBoostWeight(Double_t s) const
const TString & GetJobName() const
const TString & GetMethodName() const
An interface to calculate the "SeparationGain" for different separation criteria used in various trai...
tomato 1-D histogram with a double per channel (see TH1 documentation)}
virtual TDirectory * GetDirectory(const char *apath, Bool_t printError=false, const char *funcname="GetDirectory")
Find a directory named "apath".
IMethod * GetLastMethod()
virtual Double_t GetSeparationIndex(const Double_t s, const Double_t b)=0
void CreateMVAHistorgrams()
Double_t Gaus(Double_t x, Double_t mean=0, Double_t sigma=1, Bool_t norm=kFALSE)
Calculate a gaussian function with mean and sigma.
MethodBase * fCurrentMethod
UInt_t GetNVariables() const
Float_t GetValue(UInt_t ivar) const
return value of i'th variable
Class for categorizing the phase space.
TString & Remove(Ssiz_t pos)
void DeclareCompatibilityOptions()
options that are used ONLY for the READER to ensure backward compatibility they are hence without any...
TString fBoostedMethodOptions
const std::vector< TMVA::Event * > & GetEventCollection(Types::ETreeType type)
returns the event collection (i.e.
virtual void CheckSetup()
check may be overridden by derived class (sometimes, eg, fitters are used which can only be implement...
Bool_t fMonitorBoostedMethod
void RerouteTransformationHandler(TransformationHandler *fTargetTransformation)
void CheckSetup()
check may be overridden by derived class (sometimes, eg, fitters are used which can only be implement...
Describe directory structure in memory.
std::vector< TH1 *> fTrainSigMVAHist
TString fBoostedMethodTitle
TH1 * GetHist(const TString &alias) const
void SetBoostWeight(Double_t w) const
void SetCurrentType(Types::ETreeType type) const
void AddPreDefVal(const T &)
void GetHelpMessage() const
Get help message text.
virtual void WriteMonitoringHistosToFile() const
write special monitoring histograms to file dummy implementation here --------------— ...
MethodBase * GetCurrentMethod()
Int_t GetNNodesBeforePruning()
virtual const char * GetName() const
Returns name of object.
void ProcessSetup()
process all options the "CheckForUnusedOptions" is done in an independent call, since it may be overr...
const TString & GetOptions() const
virtual void TestClassification()
initialization
Interface for all concrete MVA method implementations.
virtual Int_t Branch(TCollection *list, Int_t bufsize=32000, Int_t splitlevel=99, const char *name="")
Create one branch for each element in the collection.
TString fBoostedMethodName
#define REGISTER_METHOD(CLASS)
for example
std::vector< IMethod * > fMethods
Abstract ClassifierFactory template that handles arbitrary types.
Double_t GetMVAProbAt(Double_t value)
TH2 * GetHist2D(const TString &alias) const
DataSetManager * fDataSetManager
virtual Bool_t cd(const char *path=0)
Change current directory to "this" directory.
TDirectory * BaseDir() const
returns the ROOT directory where info/histograms etc of the corresponding MVA method instance are sto...
virtual void DeclareCompatibilityOptions()
options that are used ONLY for the READER to ensure backward compatibility they are hence without any...
Class that is the base-class for a vector of result.
Short_t Max(Short_t a, Short_t b)
void SetWeightFileDir(TString fileDir)
set directory of weight file
Double_t GetOriginalWeight() const
Bool_t fHistoricBoolOption
void InitHistos()
initialisation routine
Double_t GetSignalReferenceCut() const
THist< 1, double, THistStatContent, THistStatUncertainty > TH1D
Long64_t GetNEvents(Types::ETreeType type=Types::kMaxTreeType) const
Bool_t IsSignal(const Event *ev) const
void DrawProgressBar(Int_t, const TString &comment="")
draws progress bar in color or B&W caution:
Types::EAnalysisType GetAnalysisType() const
A TTree object has a header with a name and a title.
void Store(TObject *obj, const char *alias=0)
virtual Int_t GetNbinsX() const
std::vector< TH1 *> fBTrainSigMVAHist
static void EnableOutput()
Int_t Fill(Double_t)
Invalid Fill method.
virtual void SetTitle(const char *title="")
Set the title of the TNamed.
THist< 2, float, THistStatContent, THistStatUncertainty > TH2F
std::vector< TH1 *> fBTrainBgdMVAHist
Double_t GetMvaValue(Double_t *err=0, Double_t *errUpper=0)
return boosted MVA response
double norm(double *x, double *p)
Types::EMVA GetMethodType() const
Timing information for training and evaluation of MVA methods.
virtual void TestClassification()
initialization
const Event * GetEvent() const
virtual void SetAnalysisType(Types::EAnalysisType type)
std::vector< TH1 *> fTestBgdMVAHist
Analysis of Boosted Decision Trees.
void NoErrorCalc(Double_t *const err, Double_t *const errUpper)
void SetSignalReferenceCut(Double_t cut)
const char * Data() const
Bool_t IsModelPersistence()