classification.C

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#include "TMVA/Factory.h"
#include "TMVA/DataLoader.h"
#include "TMVA/Tools.h"
#include "TMVA/Classification.h"

void classification(UInt_t jobs = 4)
{
   TMVA::Tools::Instance();

   TFile *input(0);
   TString fname = "./tmva_class_example.root";
   if (!gSystem->AccessPathName(fname)) {
      input = TFile::Open(fname); // check if file in local directory exists
   } else {
      TFile::SetCacheFileDir(".");
      input = TFile::Open("http://root.cern.ch/files/tmva_class_example.root", "CACHEREAD");
   }
   if (!input) {
      std::cout << "ERROR: could not open data file" << std::endl;
      exit(1);
   }

   // Register the training and test trees

   TTree *signalTree = (TTree *)input->Get("TreeS");
   TTree *background = (TTree *)input->Get("TreeB");

   TMVA::DataLoader *dataloader = new TMVA::DataLoader("dataset");
   // If you wish to modify default settings
   // (please check "src/Config.h" to see all available global options)
   //
   //    (TMVA::gConfig().GetVariablePlotting()).fTimesRMS = 8.0;
   //    (TMVA::gConfig().GetIONames()).fWeightFileDir = "myWeightDirectory";

   // Define the input variables that shall be used for the MVA training
   // note that you may also use variable expressions, such as: "3*var1/var2*abs(var3)"
   // [all types of expressions that can also be parsed by TTree::Draw( "expression" )]
   dataloader->AddVariable("myvar1 := var1+var2", 'F');
   dataloader->AddVariable("myvar2 := var1-var2", "Expression 2", "", 'F');
   dataloader->AddVariable("var3", "Variable 3", "units", 'F');
   dataloader->AddVariable("var4", "Variable 4", "units", 'F');

   // You can add so-called "Spectator variables", which are not used in the MVA training,
   // but will appear in the final "TestTree" produced by TMVA. This TestTree will contain the
   // input variables, the response values of all trained MVAs, and the spectator variables

   dataloader->AddSpectator("spec1 := var1*2", "Spectator 1", "units", 'F');
   dataloader->AddSpectator("spec2 := var1*3", "Spectator 2", "units", 'F');

   // global event weights per tree (see below for setting event-wise weights)
   Double_t signalWeight = 1.0;
   Double_t backgroundWeight = 1.0;

   // You can add an arbitrary number of signal or background trees
   dataloader->AddSignalTree(signalTree, signalWeight);
   dataloader->AddBackgroundTree(background, backgroundWeight);

   // Set individual event weights (the variables must exist in the original TTree)
   // -  for signal    : `dataloader->SetSignalWeightExpression    ("weight1*weight2");`
   // -  for background: `dataloader->SetBackgroundWeightExpression("weight1*weight2");`
   dataloader->SetBackgroundWeightExpression("weight");

   TFile *outputFile = TFile::Open("TMVAClass.root", "RECREATE");

   TMVA::Experimental::Classification *cl = new TMVA::Experimental::Classification(dataloader, Form("Jobs=%d", jobs));

   cl->BookMethod(TMVA::Types::kBDT, "BDT", "!H:!V:NTrees=2000:MinNodeSize=2.5%:MaxDepth=3:BoostType=AdaBoost:"
                                            "AdaBoostBeta=0.5:UseBaggedBoost:BaggedSampleFraction=0.5:SeparationType="
                                            "GiniIndex:nCuts=20");
   cl->BookMethod(TMVA::Types::kBDT, "BDTG", "!H:!V:NTrees=2000:MinNodeSize=2.5%:BoostType=Grad:Shrinkage=0.10:"
                                             "UseBaggedBoost:BaggedSampleFraction=0.5:nCuts=20:MaxDepth=2");
   cl->BookMethod(TMVA::Types::kSVM, "SVM", "Gamma=0.25:Tol=0.001:VarTransform=Norm");

   cl->BookMethod(TMVA::Types::kBDT, "BDTB", "!H:!V:NTrees=2000:BoostType=Bagging:SeparationType=GiniIndex:nCuts=20");

   cl->Evaluate(); // Train and Test all methods

   auto &results = cl->GetResults();

   TCanvas *c = new TCanvas(Form("ROC"));
   c->SetTitle("ROC-Integral Curve");

   auto mg = new TMultiGraph();
   for (UInt_t i = 0; i < results.size(); i++) {
      auto roc = results[i].GetROCGraph();
      roc->SetLineColorAlpha(i + 1, 0.1);
      mg->Add(roc);
   }
   mg->Draw("AL");
   mg->GetXaxis()->SetTitle(" Signal Efficiency ");
   mg->GetYaxis()->SetTitle(" Background Rejection ");
   c->BuildLegend(0.15, 0.15, 0.3, 0.3);
   c->Draw();

   outputFile->Close();
   delete cl;
}