ROOT 6.12/07 Reference Guide |
A class doing the actual fitting of a linear model using rules as base functions.
Definition at line 53 of file RuleFitParams.h.
Public Member Functions | |
RuleFitParams () | |
constructor More... | |
virtual | ~RuleFitParams () |
destructor More... | |
Int_t | FindGDTau () |
This finds the cutoff parameter tau by scanning several different paths. More... | |
UInt_t | GetPathIdx1 () const |
UInt_t | GetPathIdx2 () const |
UInt_t | GetPerfIdx1 () const |
UInt_t | GetPerfIdx2 () const |
void | Init () |
Initializes all parameters using the RuleEnsemble and the training tree. More... | |
void | InitGD () |
Initialize GD path search. More... | |
Double_t | LossFunction (const Event &e) const |
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg) More... | |
Double_t | LossFunction (UInt_t evtidx) const |
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg) More... | |
Double_t | LossFunction (UInt_t evtidx, UInt_t itau) const |
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg) More... | |
void | MakeGDPath () |
The following finds the gradient directed path in parameter space. More... | |
Double_t | Penalty () const |
This is the "lasso" penalty To be used for regression. More... | |
Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff) const |
risk assessment More... | |
Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff, UInt_t itau) const |
risk assessment for tau model <itau> More... | |
Double_t | RiskPath () const |
Double_t | RiskPerf () const |
Double_t | RiskPerf (UInt_t itau) const |
UInt_t | RiskPerfTst () |
Estimates the error rate with the current set of parameters. More... | |
void | SetGDErrScale (Double_t s) |
void | SetGDNPathSteps (Int_t np) |
void | SetGDPathStep (Double_t s) |
void | SetGDTau (Double_t t) |
void | SetGDTauPrec (Double_t p) |
void | SetGDTauRange (Double_t t0, Double_t t1) |
void | SetGDTauScan (UInt_t n) |
void | SetMsgType (EMsgType t) |
void | SetRuleFit (RuleFit *rf) |
Int_t | Type (const Event *e) const |
Protected Types | |
typedef std::vector< const TMVA::Event * >::const_iterator | EventItr |
Protected Member Functions | |
Double_t | CalcAverageResponse () |
calculate the average response - TODO : rewrite bad dependancy on EvaluateAverage() ! More... | |
Double_t | CalcAverageResponseOLD () |
Double_t | CalcAverageTruth () |
calculate the average truth More... | |
void | CalcFStar () |
Estimates F* (optimum scoring function) for all events for the given sets. More... | |
void | CalcGDNTau () |
void | CalcTstAverageResponse () |
calc average response for all test paths - TODO: see comment under CalcAverageResponse() note that 0 offset is used More... | |
Double_t | ErrorRateBin () |
Estimates the error rate with the current set of parameters It uses a binary estimate of (y-F*(x)) (y-F*(x)) = (Num of events where sign(F)!=sign(y))/Neve y = {+1 if event is signal, -1 otherwise} — NOT USED —. More... | |
Double_t | ErrorRateReg () |
Estimates the error rate with the current set of parameters This code is pretty messy at the moment. More... | |
Double_t | ErrorRateRoc () |
Estimates the error rate with the current set of parameters. More... | |
Double_t | ErrorRateRocRaw (std::vector< Double_t > &sFsig, std::vector< Double_t > &sFbkg) |
Estimates the error rate with the current set of parameters. More... | |
void | ErrorRateRocTst () |
Estimates the error rate with the current set of parameters. More... | |
void | EvaluateAverage (UInt_t ind1, UInt_t ind2, std::vector< Double_t > &avsel, std::vector< Double_t > &avrul) |
evaluate the average of each variable and f(x) in the given range More... | |
void | EvaluateAveragePath () |
void | EvaluateAveragePerf () |
void | FillCoefficients () |
helper function to store the rule coefficients in local arrays More... | |
void | InitNtuple () |
initializes the ntuple More... | |
void | MakeGradientVector () |
make gradient vector More... | |
void | MakeTstGradientVector () |
make test gradient vector for all tau same algorithm as MakeGradientVector() More... | |
Double_t | Optimism () |
implementation of eq. More... | |
void | UpdateCoefficients () |
Establish maximum gradient for rules, linear terms and the offset. More... | |
void | UpdateTstCoefficients () |
Establish maximum gradient for rules, linear terms and the offset for all taus TODO: do not need index range! More... | |
Private Member Functions | |
MsgLogger & | Log () const |
message logger More... | |
Private Attributes | |
MsgLogger * | fLogger |
#include <TMVA/RuleFitParams.h>
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Definition at line 134 of file RuleFitParams.h.
TMVA::RuleFitParams::RuleFitParams | ( | ) |
constructor
Definition at line 65 of file RuleFitParams.cxx.
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destructor
Definition at line 105 of file RuleFitParams.cxx.
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calculate the average response - TODO : rewrite bad dependancy on EvaluateAverage() !
note that 0 offset is used
Definition at line 1519 of file RuleFitParams.cxx.
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calculate the average truth
Definition at line 1534 of file RuleFitParams.cxx.
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Estimates F* (optimum scoring function) for all events for the given sets.
The result is used in ErrorRateReg(). — NOT USED —
Definition at line 886 of file RuleFitParams.cxx.
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Definition at line 140 of file RuleFitParams.h.
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calc average response for all test paths - TODO: see comment under CalcAverageResponse() note that 0 offset is used
Definition at line 1498 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters It uses a binary estimate of (y-F*(x)) (y-F*(x)) = (Num of events where sign(F)!=sign(y))/Neve y = {+1 if event is signal, -1 otherwise} — NOT USED —.
Definition at line 1011 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters This code is pretty messy at the moment.
Cleanup is needed. – NOT USED —
Definition at line 967 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters.
It calculates the area under the bkg rejection vs signal efficiency curve. The value returned is 1-area. This works but is less efficient than calculating the Risk using RiskPerf().
Definition at line 1112 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters.
It calculates the area under the bkg rejection vs signal efficiency curve. The value returned is 1-area.
Definition at line 1045 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters.
It calculates the area under the bkg rejection vs signal efficiency curve. The value returned is 1-area.
See comment under ErrorRateRoc().
Definition at line 1160 of file RuleFitParams.cxx.
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evaluate the average of each variable and f(x) in the given range
Definition at line 209 of file RuleFitParams.cxx.
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Definition at line 181 of file RuleFitParams.h.
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Definition at line 184 of file RuleFitParams.h.
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helper function to store the rule coefficients in local arrays
Definition at line 869 of file RuleFitParams.cxx.
Int_t TMVA::RuleFitParams::FindGDTau | ( | ) |
This finds the cutoff parameter tau by scanning several different paths.
Definition at line 450 of file RuleFitParams.cxx.
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Definition at line 95 of file RuleFitParams.h.
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Definition at line 96 of file RuleFitParams.h.
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Definition at line 97 of file RuleFitParams.h.
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Definition at line 98 of file RuleFitParams.h.
Initializes all parameters using the RuleEnsemble and the training tree.
Definition at line 115 of file RuleFitParams.cxx.
void TMVA::RuleFitParams::InitGD | ( | ) |
Initialize GD path search.
Definition at line 374 of file RuleFitParams.cxx.
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initializes the ntuple
Definition at line 186 of file RuleFitParams.cxx.
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message logger
Definition at line 258 of file RuleFitParams.h.
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg)
Definition at line 279 of file RuleFitParams.cxx.
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg)
Definition at line 291 of file RuleFitParams.cxx.
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg)
Definition at line 303 of file RuleFitParams.cxx.
void TMVA::RuleFitParams::MakeGDPath | ( | ) |
The following finds the gradient directed path in parameter space.
More work is needed... FT, 24/9/2006
The algorithm is currently as follows (if not otherwise stated, the sample used below is [fPathIdx1,fPathIdx2]):
The algorithm will warn if:
Definition at line 539 of file RuleFitParams.cxx.
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make gradient vector
Definition at line 1382 of file RuleFitParams.cxx.
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make test gradient vector for all tau same algorithm as MakeGradientVector()
Definition at line 1264 of file RuleFitParams.cxx.
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implementation of eq.
7.17 in Hastie,Tibshirani & Friedman book this is the covariance between the estimated response yhat and the true value y. NOT REALLY SURE IF THIS IS CORRECT! — THIS IS NOT USED —
Definition at line 926 of file RuleFitParams.cxx.
Double_t TMVA::RuleFitParams::Penalty | ( | ) | const |
This is the "lasso" penalty To be used for regression.
— NOT USED —
Definition at line 357 of file RuleFitParams.cxx.
risk assessment
Definition at line 315 of file RuleFitParams.cxx.
risk assessment for tau model <itau>
Definition at line 335 of file RuleFitParams.cxx.
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Definition at line 112 of file RuleFitParams.h.
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Definition at line 113 of file RuleFitParams.h.
Definition at line 114 of file RuleFitParams.h.
UInt_t TMVA::RuleFitParams::RiskPerfTst | ( | ) |
Estimates the error rate with the current set of parameters.
using the <Perf> subsample. Return the tau index giving the lowest error
Definition at line 1206 of file RuleFitParams.cxx.
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void TMVA::RuleFitParams::SetMsgType | ( | EMsgType | t | ) |
Definition at line 1563 of file RuleFitParams.cxx.
Definition at line 66 of file RuleFitParams.h.
Definition at line 1557 of file RuleFitParams.cxx.
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Establish maximum gradient for rules, linear terms and the offset.
Definition at line 1448 of file RuleFitParams.cxx.
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Establish maximum gradient for rules, linear terms and the offset for all taus TODO: do not need index range!
Definition at line 1334 of file RuleFitParams.cxx.
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