Classification.cxx

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// @(#)root/tmva $Id$
// Author: Omar Zapata, Andreas Hoecker, Peter Speckmayer, Joerg Stelzer, Helge Voss, Kai Voss, Eckhard von Toerne, Jan
// Therhaag
 
#include <TMVA/Classification.h>
 
#include <TMVA/ClassifierFactory.h>
#include <TMVA/Config.h>
#include <TMVA/Configurable.h>
#include <TMVA/Tools.h>
#include <TMVA/Ranking.h>
#include <TMVA/DataSet.h>
#include <TMVA/IMethod.h>
#include <TMVA/MethodBase.h>
#include <TMVA/DataInputHandler.h>
#include <TMVA/DataSetManager.h>
#include <TMVA/DataSetInfo.h>
#include <TMVA/DataLoader.h>
#include <TMVA/MethodBoost.h>
#include <TMVA/MethodCategory.h>
#include <TMVA/ROCCalc.h>
#include <TMVA/ROCCurve.h>
#include <TMVA/MsgLogger.h>
 
#include <TMVA/VariableInfo.h>
#include <TMVA/VariableTransform.h>
 
#include <TMVA/Types.h>
 
#include <TROOT.h>
#include <TFile.h>
#include <TTree.h>
#include <TLeaf.h>
#include <TEventList.h>
#include <TH2.h>
#include <TText.h>
#include <TLegend.h>
#include <TGraph.h>
#include <TStyle.h>
#include <TMatrixF.h>
#include <TMatrixDSym.h>
#include <TMultiGraph.h>
#include <TPaletteAxis.h>
#include <TPrincipal.h>
#include <TMath.h>
#include <TObjString.h>
#include <TSystem.h>
#include <TCanvas.h>
#include <iostream>
#include <memory>
#define MinNoTrainingEvents 10
 
//_______________________________________________________________________
TMVA::Experimental::ClassificationResult::ClassificationResult() : fROCIntegral(0)
{
}
 
//_______________________________________________________________________
TMVA::Experimental::ClassificationResult::ClassificationResult(const ClassificationResult &cr) : TObject(cr)
{
   fMethod = cr.fMethod;
   fDataLoaderName = cr.fDataLoaderName;
   fMvaTrain = cr.fMvaTrain;
   fMvaTest = cr.fMvaTest;
   fIsCuts = cr.fIsCuts;
   fROCIntegral = cr.fROCIntegral;
}
 
//_______________________________________________________________________
/**
 * Method to get ROC-Integral value from mvas.
 * \param iClass category, default 0 then signal
 * \param type train/test tree, default test.
 * \return Double_t with the ROC-Integral value.
 */
Double_t TMVA::Experimental::ClassificationResult::GetROCIntegral(UInt_t iClass, TMVA::Types::ETreeType type)
{
   if (fIsCuts) {
      return fROCIntegral;
   } else {
      auto roc = GetROC(iClass, type);
      auto inte = roc->GetROCIntegral();
      delete roc;
      return inte;
   }
}
 
//_______________________________________________________________________
/**
 * Method to get TMVA::ROCCurve Object.
 * \param iClass category, default 0 then signal
 * \param type train/test tree, default test.
 * \return TMVA::ROCCurve object.
 */
TMVA::ROCCurve *TMVA::Experimental::ClassificationResult::GetROC(UInt_t iClass, TMVA::Types::ETreeType type)
{
   ROCCurve *fROCCurve = nullptr;
   if (type == TMVA::Types::kTesting)
      fROCCurve = new ROCCurve(fMvaTest[iClass]);
   else
      fROCCurve = new ROCCurve(fMvaTrain[iClass]);
   return fROCCurve;
}
 
//_______________________________________________________________________
TMVA::Experimental::ClassificationResult &TMVA::Experimental::ClassificationResult::
operator=(const TMVA::Experimental::ClassificationResult &cr)
{
   fMethod = cr.fMethod;
   fDataLoaderName = cr.fDataLoaderName;
   fMvaTrain = cr.fMvaTrain;
   fMvaTest = cr.fMvaTest;
   fIsCuts = cr.fIsCuts;
   fROCIntegral = cr.fROCIntegral;
   return *this;
}
 
//_______________________________________________________________________
/**
 * Method to print the results in stdout.
 * data loader name, method name/tittle and ROC-integ.
 */
void TMVA::Experimental::ClassificationResult::Show()
{
   MsgLogger fLogger("Classification");
   TMVA::MsgLogger::EnableOutput();
   TMVA::gConfig().SetSilent(kFALSE);
   TString hLine = "--------------------------------------------------- :";
 
   fLogger << kINFO << hLine << Endl;
   fLogger << kINFO << "DataSet              MVA                            :" << Endl;
   fLogger << kINFO << "Name:                Method/Title:    ROC-integ     :" << Endl;
   fLogger << kINFO << hLine << Endl;
   fLogger << kINFO << Form("%-20s %-15s  %#1.3f         :", fDataLoaderName.Data(),
                            Form("%s/%s", fMethod.GetValue<TString>("MethodName").Data(),
                                 fMethod.GetValue<TString>("MethodTitle").Data()),
                            GetROCIntegral())
           << Endl;
   fLogger << kINFO << hLine << Endl;
 
   TMVA::gConfig().SetSilent(kTRUE);
}
 
//_______________________________________________________________________
/**
 * Method to get TGraph object with the ROC curve.
 * \param iClass category, default 0 then signal
 * \param type train/test tree, default test.
 * \return TGraph object.
 */
TGraph *TMVA::Experimental::ClassificationResult::GetROCGraph(UInt_t iClass, TMVA::Types::ETreeType type)
{
   TGraph *roc = GetROC(iClass, type)->GetROCCurve();
   roc->SetName(Form("%s/%s", GetMethodName().Data(), GetMethodTitle().Data()));
   roc->SetTitle(Form("%s/%s", GetMethodName().Data(), GetMethodTitle().Data()));
   roc->GetXaxis()->SetTitle(" Signal Efficiency ");
   roc->GetYaxis()->SetTitle(" Background Rejection ");
   return roc;
}
 
//_______________________________________________________________________
/**
 * Method to check if method was booked.
 * \param methodname name of the method.
 * \param methodtitle method title.
 * \return boolean true if the method was booked, false in other case.
 */
Bool_t TMVA::Experimental::ClassificationResult::IsMethod(TString methodname, TString methodtitle)
{
   return fMethod.GetValue<TString>("MethodName") == methodname &&
                fMethod.GetValue<TString>("MethodTitle") == methodtitle
             ? kTRUE
             : kFALSE;
}
 
//_______________________________________________________________________
/**
 * Contructor to create a two class classifier.
 * \param dataloader TMVA::DataLoader object with the data to train/test.
 * \param file TFile object to save the results
 * \param options string extra options.
 */
TMVA::Experimental::Classification::Classification(DataLoader *dataloader, TFile *file, TString options)
   : TMVA::Envelope("Classification", dataloader, file, options), fAnalysisType(Types::kClassification),
     fCorrelations(kFALSE), fROC(kTRUE)
{
   DeclareOptionRef(fCorrelations, "Correlations", "boolean to show correlation in output");
   DeclareOptionRef(fROC, "ROC", "boolean to show ROC in output");
   ParseOptions();
   CheckForUnusedOptions();
 
   if (fModelPersistence)
      gSystem->MakeDirectory(fDataLoader->GetName()); // creating directory for DataLoader output
}
 
//_______________________________________________________________________
/**
 * Contructor to create a two class classifier without output file.
 * \param dataloader TMVA::DataLoader object with the data to train/test.
 * \param options string extra options.
 */
TMVA::Experimental::Classification::Classification(DataLoader *dataloader, TString options)
   : TMVA::Envelope("Classification", dataloader, NULL, options), fAnalysisType(Types::kClassification),
     fCorrelations(kFALSE), fROC(kTRUE)
{
 
   // init configurable
   SetConfigDescription("Configuration options for Classification running");
   SetConfigName(GetName());
 
   DeclareOptionRef(fCorrelations, "Correlations", "boolean to show correlation in output");
   DeclareOptionRef(fROC, "ROC", "boolean to show ROC in output");
   ParseOptions();
   CheckForUnusedOptions();
   if (fModelPersistence)
      gSystem->MakeDirectory(fDataLoader->GetName()); // creating directory for DataLoader output
   fAnalysisType = TMVA::Types::kClassification;
}
 
//_______________________________________________________________________
TMVA::Experimental::Classification::~Classification()
{
   for (auto m : fIMethods) {
      if (m != NULL)
         delete m;
   }
}
 
//_______________________________________________________________________
/**
 * return the options for the booked method.
 * \param methodname name of the method.
 * \param methodtitle method title.
 * \return string the with options for the ml method.
 */
TString TMVA::Experimental::Classification::GetMethodOptions(TString methodname, TString methodtitle)
{
   for (auto &meth : fMethods) {
      if (meth.GetValue<TString>("MethodName") == methodname && meth.GetValue<TString>("MethodTitle") == methodtitle)
         return meth.GetValue<TString>("MethodOptions");
   }
   return "";
}
 
//_______________________________________________________________________
/**
 * Method to perform Train/Test over all ml method booked.
 * If the option Jobs > 1 can do it in parallel with MultiProc.
 */
void TMVA::Experimental::Classification::Evaluate()
{
   fTimer.Reset();
   fTimer.Start();
 
   Bool_t roc = fROC;
   fROC = kFALSE;
   if (fJobs <= 1) {
      Train();
      Test();
   } else {
      for (auto &meth : fMethods) {
         GetMethod(meth.GetValue<TString>("MethodName"), meth.GetValue<TString>("MethodTitle"));
      }
      fWorkers.SetNWorkers(fJobs);
      auto executor = [=](UInt_t workerID) -> ClassificationResult {
         TMVA::MsgLogger::InhibitOutput();
         TMVA::gConfig().SetSilent(kTRUE);
         TMVA::gConfig().SetUseColor(kFALSE);
         TMVA::gConfig().SetDrawProgressBar(kFALSE);
         auto methodname = fMethods[workerID].GetValue<TString>("MethodName");
         auto methodtitle = fMethods[workerID].GetValue<TString>("MethodTitle");
         auto meth = GetMethod(methodname, methodtitle);
         if (!IsSilentFile()) {
            auto fname = Form(".%s%s%s.root", fDataLoader->GetName(), methodname.Data(), methodtitle.Data());
            auto f = new TFile(fname, "RECREATE");
            f->mkdir(fDataLoader->GetName());
            SetFile(f);
            meth->SetFile(f);
         }
         TrainMethod(methodname, methodtitle);
         TestMethod(methodname, methodtitle);
         if (!IsSilentFile()) {
            GetFile()->Close();
         }
         return GetResults(methodname, methodtitle);
      };
 
      fResults = fWorkers.Map(executor, ROOT::TSeqI(fMethods.size()));
      if (!IsSilentFile())
         MergeFiles();
   }
 
   fROC = roc;
   TMVA::gConfig().SetSilent(kFALSE);
 
   TString hLine = "--------------------------------------------------- :";
   Log() << kINFO << hLine << Endl;
   Log() << kINFO << "DataSet              MVA                            :" << Endl;
   Log() << kINFO << "Name:                Method/Title:    ROC-integ     :" << Endl;
   Log() << kINFO << hLine << Endl;
   for (auto &r : fResults) {
 
      Log() << kINFO << Form("%-20s %-15s  %#1.3f         :", r.GetDataLoaderName().Data(),
                             Form("%s/%s", r.GetMethodName().Data(), r.GetMethodTitle().Data()), r.GetROCIntegral())
            << Endl;
   }
   Log() << kINFO << hLine << Endl;
 
   Log() << kINFO << "-----------------------------------------------------" << Endl;
   Log() << kHEADER << "Evaluation done." << Endl << Endl;
   Log() << kINFO << Form("Jobs = %d Real Time = %lf ", fJobs, fTimer.RealTime()) << Endl;
   Log() << kINFO << "-----------------------------------------------------" << Endl;
   Log() << kINFO << "Evaluation done." << Endl;
   TMVA::gConfig().SetSilent(kTRUE);
}
 
//_______________________________________________________________________
/**
 * Method to train all booked ml methods.
 */
void TMVA::Experimental::Classification::Train()
{
   for (auto &meth : fMethods) {
      TrainMethod(meth.GetValue<TString>("MethodName"), meth.GetValue<TString>("MethodTitle"));
   }
}
 
//_______________________________________________________________________
/**
 *  Lets train an specific ml method.
 * \param methodname name of the method.
 * \param methodtitle method title.
 */
void TMVA::Experimental::Classification::TrainMethod(TString methodname, TString methodtitle)
{
   auto method = GetMethod(methodname, methodtitle);
   if (!method) {
      Log() << kFATAL
            << Form("Trying to train method %s %s that maybe is not booked.", methodname.Data(), methodtitle.Data())
            << Endl;
   }
   Log() << kHEADER << gTools().Color("bold") << Form("Training method %s %s", methodname.Data(), methodtitle.Data())
         << gTools().Color("reset") << Endl;
 
   Event::SetIsTraining(kTRUE);
   if ((fAnalysisType == Types::kMulticlass || fAnalysisType == Types::kClassification) &&
       method->DataInfo().GetNClasses() < 2)
      Log() << kFATAL << "You want to do classification training, but specified less than two classes." << Endl;
 
   // first print some information about the default dataset
   //    if(!IsSilentFile()) WriteDataInformation(method->fDataSetInfo);
 
   if (method->Data()->GetNTrainingEvents() < MinNoTrainingEvents) {
      Log() << kWARNING << "Method " << method->GetMethodName() << " not trained (training tree has less entries ["
            << method->Data()->GetNTrainingEvents() << "] than required [" << MinNoTrainingEvents << "]" << Endl;
      return;
   }
 
   Log() << kHEADER << "Train method: " << method->GetMethodName() << " for Classification" << Endl << Endl;
   method->TrainMethod();
   Log() << kHEADER << "Training finished" << Endl << Endl;
}
 
//_______________________________________________________________________
/**
 *  Lets train an specific ml method given the method type in enum TMVA::Types::EMVA
 * \param method TMVA::Types::EMVA type.
 * \param methodtitle method title.
 */
void TMVA::Experimental::Classification::TrainMethod(Types::EMVA method, TString methodtitle)
{
   TrainMethod(Types::Instance().GetMethodName(method), methodtitle);
}
 
//_______________________________________________________________________
/**
 * Return a TMVA::MethodBase object. if method is not booked then return a null
 * pointer.
 * \param methodname name of the method.
 * \param methodtitle method title.
 * \return TMVA::MethodBase object
 */
TMVA::MethodBase *TMVA::Experimental::Classification::GetMethod(TString methodname, TString methodtitle)
{
 
   if (!HasMethod(methodname, methodtitle)) {
      std::cout << methodname << " " << methodtitle << std::endl;
      Log() << kERROR << "Trying to get method not booked." << Endl;
      return 0;
   }
   Int_t index = -1;
   if (HasMethodObject(methodname, methodtitle, index)) {
      return dynamic_cast<MethodBase *>(fIMethods[index]);
   }
   // if is not created then lets to create it.
   if (GetDataLoaderDataInput().GetEntries() <=
       1) { // 0 entries --> 0 events, 1 entry --> dynamical dataset (or one entry)
      Log() << kFATAL << "No input data for the training provided!" << Endl;
   }
   Log() << kHEADER << "Loading booked method: " << gTools().Color("bold") << methodname << " " << methodtitle
         << gTools().Color("reset") << Endl << Endl;
 
   TString moptions = GetMethodOptions(methodname, methodtitle);
 
   // interpret option string with respect to a request for boosting (i.e., BostNum > 0)
   Int_t boostNum = 0;
   auto conf = new TMVA::Configurable(moptions);
   conf->DeclareOptionRef(boostNum = 0, "Boost_num", "Number of times the classifier will be boosted");
   conf->ParseOptions();
   delete conf;
 
   TString fFileDir;
   if (fModelPersistence) {
      fFileDir = fDataLoader->GetName();
      fFileDir += "/" + gConfig().GetIONames().fWeightFileDir;
   }
 
   // initialize methods
   IMethod *im;
   TString fJobName = GetName();
   if (!boostNum) {
      im = ClassifierFactory::Instance().Create(std::string(methodname.Data()), fJobName, methodtitle,
                                                GetDataLoaderDataSetInfo(), moptions);
   } else {
      // boosted classifier, requires a specific definition, making it transparent for the user
      Log() << kDEBUG << "Boost Number is " << boostNum << " > 0: train boosted classifier" << Endl;
      im = ClassifierFactory::Instance().Create(std::string("Boost"), fJobName, methodtitle, GetDataLoaderDataSetInfo(),
                                                moptions);
      MethodBoost *methBoost = dynamic_cast<MethodBoost *>(im);
      if (!methBoost)
         Log() << kFATAL << "Method with type kBoost cannot be casted to MethodCategory. /Classification" << Endl;
 
      if (fModelPersistence)
         methBoost->SetWeightFileDir(fFileDir);
      methBoost->SetModelPersistence(fModelPersistence);
      methBoost->SetBoostedMethodName(methodname);
      methBoost->fDataSetManager = GetDataLoaderDataSetManager();
      methBoost->SetFile(fFile.get());
      methBoost->SetSilentFile(IsSilentFile());
   }
 
   MethodBase *method = dynamic_cast<MethodBase *>(im);
   if (method == 0)
      return 0; // could not create method
 
   // set fDataSetManager if MethodCategory (to enable Category to create datasetinfo objects)
   if (method->GetMethodType() == Types::kCategory) {
      MethodCategory *methCat = (dynamic_cast<MethodCategory *>(im));
      if (!methCat)
         Log() << kFATAL << "Method with type kCategory cannot be casted to MethodCategory. /Classification" << Endl;
 
      if (fModelPersistence)
         methCat->SetWeightFileDir(fFileDir);
      methCat->SetModelPersistence(fModelPersistence);
      methCat->fDataSetManager = GetDataLoaderDataSetManager();
      methCat->SetFile(fFile.get());
      methCat->SetSilentFile(IsSilentFile());
   }
 
   if (!method->HasAnalysisType(fAnalysisType, GetDataLoaderDataSetInfo().GetNClasses(),
                                GetDataLoaderDataSetInfo().GetNTargets())) {
      Log() << kWARNING << "Method " << method->GetMethodTypeName() << " is not capable of handling ";
      Log() << "classification with " << GetDataLoaderDataSetInfo().GetNClasses() << " classes." << Endl;
      return 0;
   }
 
   if (fModelPersistence)
      method->SetWeightFileDir(fFileDir);
   method->SetModelPersistence(fModelPersistence);
   method->SetAnalysisType(fAnalysisType);
   method->SetupMethod();
   method->ParseOptions();
   method->ProcessSetup();
   method->SetFile(fFile.get());
   method->SetSilentFile(IsSilentFile());
 
   // check-for-unused-options is performed; may be overridden by derived classes
   method->CheckSetup();
   fIMethods.push_back(method);
   return method;
}
 
//_______________________________________________________________________
/**
 * Allows to check if the TMVA::MethodBase was created and return the index in the vector.
 * \param methodname name of the method.
 * \param methodtitle method title.
 * \param index refrence to Int_t with the position of the method into the vector fIMethods
 * \return boolean true if the method was found.
 */
Bool_t TMVA::Experimental::Classification::HasMethodObject(TString methodname, TString methodtitle, Int_t &index)
{
   if (fIMethods.empty())
      return kFALSE;
   for (UInt_t i = 0; i < fIMethods.size(); i++) {
      // they put method title like method name in MethodBase and type is type name
      auto methbase = dynamic_cast<MethodBase *>(fIMethods[i]);
      if (methbase->GetMethodTypeName() == methodname && methbase->GetMethodName() == methodtitle) {
         index = i;
         return kTRUE;
      }
   }
   return kFALSE;
}
 
//_______________________________________________________________________
/**
 * Perform test evaluation in all booked methods.
 */
void TMVA::Experimental::Classification::Test()
{
   for (auto &meth : fMethods) {
      TestMethod(meth.GetValue<TString>("MethodName"), meth.GetValue<TString>("MethodTitle"));
   }
}
 
//_______________________________________________________________________
/**
 *  Lets perform test an specific ml method.
 * \param methodname name of the method.
 * \param methodtitle method title.
 */
void TMVA::Experimental::Classification::TestMethod(TString methodname, TString methodtitle)
{
   auto method = GetMethod(methodname, methodtitle);
   if (!method) {
      Log() << kFATAL
            << Form("Trying to train method %s %s that maybe is not booked.", methodname.Data(), methodtitle.Data())
            << Endl;
   }
 
   Log() << kHEADER << gTools().Color("bold") << "Test all methods" << gTools().Color("reset") << Endl;
   Event::SetIsTraining(kFALSE);
 
   Types::EAnalysisType analysisType = method->GetAnalysisType();
   Log() << kHEADER << "Test method: " << method->GetMethodName() << " for Classification"
         << " performance" << Endl << Endl;
   method->AddOutput(Types::kTesting, analysisType);
 
   // -----------------------------------------------------------------------
   // First part of evaluation process
   // --> compute efficiencies, and other separation estimators
   // -----------------------------------------------------------------------
 
   // although equal, we now want to separate the output for the variables
   // and the real methods
   Int_t isel;                   // will be 0 for a Method; 1 for a Variable
   Int_t nmeth_used[2] = {0, 0}; // 0 Method; 1 Variable
 
   std::vector<std::vector<TString>> mname(2);
   std::vector<std::vector<Double_t>> sig(2), sep(2), roc(2);
   std::vector<std::vector<Double_t>> eff01(2), eff10(2), eff30(2), effArea(2);
   std::vector<std::vector<Double_t>> eff01err(2), eff10err(2), eff30err(2);
   std::vector<std::vector<Double_t>> trainEff01(2), trainEff10(2), trainEff30(2);
 
   method->SetFile(fFile.get());
   method->SetSilentFile(IsSilentFile());
 
   MethodBase *methodNoCuts = NULL;
   if (!IsCutsMethod(method))
      methodNoCuts = method;
 
   Log() << kHEADER << "Evaluate classifier: " << method->GetMethodName() << Endl << Endl;
   isel = (method->GetMethodTypeName().Contains("Variable")) ? 1 : 0;
 
   // perform the evaluation
   method->TestClassification();
 
   // evaluate the classifier
   mname[isel].push_back(method->GetMethodName());
   sig[isel].push_back(method->GetSignificance());
   sep[isel].push_back(method->GetSeparation());
   roc[isel].push_back(method->GetROCIntegral());
 
   Double_t err;
   eff01[isel].push_back(method->GetEfficiency("Efficiency:0.01", Types::kTesting, err));
   eff01err[isel].push_back(err);
   eff10[isel].push_back(method->GetEfficiency("Efficiency:0.10", Types::kTesting, err));
   eff10err[isel].push_back(err);
   eff30[isel].push_back(method->GetEfficiency("Efficiency:0.30", Types::kTesting, err));
   eff30err[isel].push_back(err);
   effArea[isel].push_back(method->GetEfficiency("", Types::kTesting, err)); // computes the area (average)
 
   trainEff01[isel].push_back(method->GetTrainingEfficiency("Efficiency:0.01")); // the first pass takes longer
   trainEff10[isel].push_back(method->GetTrainingEfficiency("Efficiency:0.10"));
   trainEff30[isel].push_back(method->GetTrainingEfficiency("Efficiency:0.30"));
 
   nmeth_used[isel]++;
 
   if (!IsSilentFile()) {
      Log() << kDEBUG << "\tWrite evaluation histograms to file" << Endl;
      method->WriteEvaluationHistosToFile(Types::kTesting);
      method->WriteEvaluationHistosToFile(Types::kTraining);
   }
 
   // now sort the variables according to the best 'eff at Beff=0.10'
   for (Int_t k = 0; k < 2; k++) {
      std::vector<std::vector<Double_t>> vtemp;
      vtemp.push_back(effArea[k]); // this is the vector that is ranked
      vtemp.push_back(eff10[k]);
      vtemp.push_back(eff01[k]);
      vtemp.push_back(eff30[k]);
      vtemp.push_back(eff10err[k]);
      vtemp.push_back(eff01err[k]);
      vtemp.push_back(eff30err[k]);
      vtemp.push_back(trainEff10[k]);
      vtemp.push_back(trainEff01[k]);
      vtemp.push_back(trainEff30[k]);
      vtemp.push_back(sig[k]);
      vtemp.push_back(sep[k]);
      vtemp.push_back(roc[k]);
      std::vector<TString> vtemps = mname[k];
      gTools().UsefulSortDescending(vtemp, &vtemps);
      effArea[k] = vtemp[0];
      eff10[k] = vtemp[1];
      eff01[k] = vtemp[2];
      eff30[k] = vtemp[3];
      eff10err[k] = vtemp[4];
      eff01err[k] = vtemp[5];
      eff30err[k] = vtemp[6];
      trainEff10[k] = vtemp[7];
      trainEff01[k] = vtemp[8];
      trainEff30[k] = vtemp[9];
      sig[k] = vtemp[10];
      sep[k] = vtemp[11];
      roc[k] = vtemp[12];
      mname[k] = vtemps;
   }
 
   // -----------------------------------------------------------------------
   // Second part of evaluation process
   // --> compute correlations among MVAs
   // --> compute correlations between input variables and MVA (determines importance)
   // --> count overlaps
   // -----------------------------------------------------------------------
   if (fCorrelations) {
      const Int_t nmeth = methodNoCuts == NULL ? 0 : 1;
      const Int_t nvar = method->fDataSetInfo.GetNVariables();
      if (nmeth > 0) {
 
         //              needed for correlations
         Double_t *dvec = new Double_t[nmeth + nvar];
         std::vector<Double_t> rvec;
 
         //              for correlations
         TPrincipal *tpSig = new TPrincipal(nmeth + nvar, "");
         TPrincipal *tpBkg = new TPrincipal(nmeth + nvar, "");
 
         //              set required tree branch references
         std::vector<TString> *theVars = new std::vector<TString>;
         std::vector<ResultsClassification *> mvaRes;
         theVars->push_back(methodNoCuts->GetTestvarName());
         rvec.push_back(methodNoCuts->GetSignalReferenceCut());
         theVars->back().ReplaceAll("MVA_", "");
         mvaRes.push_back(dynamic_cast<ResultsClassification *>(
            methodNoCuts->Data()->GetResults(methodNoCuts->GetMethodName(), Types::kTesting, Types::kMaxAnalysisType)));
 
         //              for overlap study
         TMatrixD *overlapS = new TMatrixD(nmeth, nmeth);
         TMatrixD *overlapB = new TMatrixD(nmeth, nmeth);
         (*overlapS) *= 0; // init...
         (*overlapB) *= 0; // init...
 
         //              loop over test tree
         DataSet *defDs = method->fDataSetInfo.GetDataSet();
         defDs->SetCurrentType(Types::kTesting);
         for (Int_t ievt = 0; ievt < defDs->GetNEvents(); ievt++) {
            const Event *ev = defDs->GetEvent(ievt);
 
            //                 for correlations
            TMatrixD *theMat = 0;
            for (Int_t im = 0; im < nmeth; im++) {
               //                    check for NaN value
               Double_t retval = (Double_t)(*mvaRes[im])[ievt][0];
               if (TMath::IsNaN(retval)) {
                  Log() << kWARNING << "Found NaN return value in event: " << ievt << " for method \""
                        << methodNoCuts->GetName() << "\"" << Endl;
                  dvec[im] = 0;
               } else
                  dvec[im] = retval;
            }
            for (Int_t iv = 0; iv < nvar; iv++)
               dvec[iv + nmeth] = (Double_t)ev->GetValue(iv);
            if (method->fDataSetInfo.IsSignal(ev)) {
               tpSig->AddRow(dvec);
               theMat = overlapS;
            } else {
               tpBkg->AddRow(dvec);
               theMat = overlapB;
            }
 
            //                 count overlaps
            for (Int_t im = 0; im < nmeth; im++) {
               for (Int_t jm = im; jm < nmeth; jm++) {
                  if ((dvec[im] - rvec[im]) * (dvec[jm] - rvec[jm]) > 0) {
                     (*theMat)(im, jm)++;
                     if (im != jm)
                        (*theMat)(jm, im)++;
                  }
               }
            }
         }
 
         //              renormalise overlap matrix
         (*overlapS) *= (1.0 / defDs->GetNEvtSigTest());  // init...
         (*overlapB) *= (1.0 / defDs->GetNEvtBkgdTest()); // init...
 
         tpSig->MakePrincipals();
         tpBkg->MakePrincipals();
 
         const TMatrixD *covMatS = tpSig->GetCovarianceMatrix();
         const TMatrixD *covMatB = tpBkg->GetCovarianceMatrix();
 
         const TMatrixD *corrMatS = gTools().GetCorrelationMatrix(covMatS);
         const TMatrixD *corrMatB = gTools().GetCorrelationMatrix(covMatB);
 
         //              print correlation matrices
         if (corrMatS != 0 && corrMatB != 0) {
 
            //                 extract MVA matrix
            TMatrixD mvaMatS(nmeth, nmeth);
            TMatrixD mvaMatB(nmeth, nmeth);
            for (Int_t im = 0; im < nmeth; im++) {
               for (Int_t jm = 0; jm < nmeth; jm++) {
                  mvaMatS(im, jm) = (*corrMatS)(im, jm);
                  mvaMatB(im, jm) = (*corrMatB)(im, jm);
               }
            }
 
            //                 extract variables - to MVA matrix
            std::vector<TString> theInputVars;
            TMatrixD varmvaMatS(nvar, nmeth);
            TMatrixD varmvaMatB(nvar, nmeth);
            for (Int_t iv = 0; iv < nvar; iv++) {
               theInputVars.push_back(method->fDataSetInfo.GetVariableInfo(iv).GetLabel());
               for (Int_t jm = 0; jm < nmeth; jm++) {
                  varmvaMatS(iv, jm) = (*corrMatS)(nmeth + iv, jm);
                  varmvaMatB(iv, jm) = (*corrMatB)(nmeth + iv, jm);
               }
            }
 
            if (nmeth > 1) {
               Log() << kINFO << Endl;
               Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                     << "Inter-MVA correlation matrix (signal):" << Endl;
               gTools().FormattedOutput(mvaMatS, *theVars, Log());
               Log() << kINFO << Endl;
 
               Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                     << "Inter-MVA correlation matrix (background):" << Endl;
               gTools().FormattedOutput(mvaMatB, *theVars, Log());
               Log() << kINFO << Endl;
            }
 
            Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                  << "Correlations between input variables and MVA response (signal):" << Endl;
            gTools().FormattedOutput(varmvaMatS, theInputVars, *theVars, Log());
            Log() << kINFO << Endl;
 
            Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                  << "Correlations between input variables and MVA response (background):" << Endl;
            gTools().FormattedOutput(varmvaMatB, theInputVars, *theVars, Log());
            Log() << kINFO << Endl;
         } else
            Log() << kWARNING << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                  << "<TestAllMethods> cannot compute correlation matrices" << Endl;
 
         //              print overlap matrices
         Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
               << "The following \"overlap\" matrices contain the fraction of events for which " << Endl;
         Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
               << "the MVAs 'i' and 'j' have returned conform answers about \"signal-likeness\"" << Endl;
         Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
               << "An event is signal-like, if its MVA output exceeds the following value:" << Endl;
         gTools().FormattedOutput(rvec, *theVars, "Method", "Cut value", Log());
         Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
               << "which correspond to the working point: eff(signal) = 1 - eff(background)" << Endl;
 
         //              give notice that cut method has been excluded from this test
         if (nmeth != 1)
            Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                  << "Note: no correlations and overlap with cut method are provided at present" << Endl;
 
         if (nmeth > 1) {
            Log() << kINFO << Endl;
            Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                  << "Inter-MVA overlap matrix (signal):" << Endl;
            gTools().FormattedOutput(*overlapS, *theVars, Log());
            Log() << kINFO << Endl;
 
            Log() << kINFO << Form("Dataset[%s] : ", method->fDataSetInfo.GetName())
                  << "Inter-MVA overlap matrix (background):" << Endl;
            gTools().FormattedOutput(*overlapB, *theVars, Log());
         }
 
         //              cleanup
         delete tpSig;
         delete tpBkg;
         delete corrMatS;
         delete corrMatB;
         delete theVars;
         delete overlapS;
         delete overlapB;
         delete[] dvec;
      }
   }
 
   // -----------------------------------------------------------------------
   // Third part of evaluation process
   // --> output
   // -----------------------------------------------------------------------
   // putting results in the classification result object
   auto &fResult = GetResults(methodname, methodtitle);
 
   // Binary classification
   if (fROC) {
      Log().EnableOutput();
      gConfig().SetSilent(kFALSE);
      Log() << Endl;
      TString hLine = "------------------------------------------------------------------------------------------"
                      "-------------------------";
      Log() << kINFO << "Evaluation results ranked by best signal efficiency and purity (area)" << Endl;
      Log() << kINFO << hLine << Endl;
      Log() << kINFO << "DataSet       MVA                       " << Endl;
      Log() << kINFO << "Name:         Method:          ROC-integ" << Endl;
 
      Log() << kDEBUG << hLine << Endl;
      for (Int_t k = 0; k < 2; k++) {
         if (k == 1 && nmeth_used[k] > 0) {
            Log() << kINFO << hLine << Endl;
            Log() << kINFO << "Input Variables: " << Endl << hLine << Endl;
         }
         for (Int_t i = 0; i < nmeth_used[k]; i++) {
            TString datasetName = fDataLoader->GetName();
            TString methodName = mname[k][i];
 
            if (k == 1) {
               methodName.ReplaceAll("Variable_", "");
            }
 
            TMVA::DataSet *dataset = method->Data();
            TMVA::Results *results = dataset->GetResults(methodName, Types::kTesting, this->fAnalysisType);
            std::vector<Bool_t> *mvaResType = dynamic_cast<ResultsClassification *>(results)->GetValueVectorTypes();
 
            Double_t rocIntegral = 0.0;
            if (mvaResType->size() != 0) {
               rocIntegral = GetROCIntegral(methodname, methodtitle);
            }
 
            if (sep[k][i] < 0 || sig[k][i] < 0) {
               // cannot compute separation/significance -> no MVA (usually for Cuts)
               fResult.fROCIntegral = effArea[k][i];
               Log() << kINFO
                     << Form("%-13s %-15s: %#1.3f", fDataLoader->GetName(), methodName.Data(), fResult.fROCIntegral)
                     << Endl;
            } else {
               fResult.fROCIntegral = rocIntegral;
               Log() << kINFO << Form("%-13s %-15s: %#1.3f", datasetName.Data(), methodName.Data(), rocIntegral)
                     << Endl;
            }
         }
      }
      Log() << kINFO << hLine << Endl;
      Log() << kINFO << Endl;
      Log() << kINFO << "Testing efficiency compared to training efficiency (overtraining check)" << Endl;
      Log() << kINFO << hLine << Endl;
      Log() << kINFO
            << "DataSet              MVA              Signal efficiency: from test sample (from training sample) "
            << Endl;
      Log() << kINFO << "Name:                Method:          @B=0.01             @B=0.10            @B=0.30   "
            << Endl;
      Log() << kINFO << hLine << Endl;
      for (Int_t k = 0; k < 2; k++) {
         if (k == 1 && nmeth_used[k] > 0) {
            Log() << kINFO << hLine << Endl;
            Log() << kINFO << "Input Variables: " << Endl << hLine << Endl;
         }
         for (Int_t i = 0; i < nmeth_used[k]; i++) {
            if (k == 1)
               mname[k][i].ReplaceAll("Variable_", "");
 
            Log() << kINFO << Form("%-20s %-15s: %#1.3f (%#1.3f)       %#1.3f (%#1.3f)      %#1.3f (%#1.3f)",
                                   method->fDataSetInfo.GetName(), (const char *)mname[k][i], eff01[k][i],
                                   trainEff01[k][i], eff10[k][i], trainEff10[k][i], eff30[k][i], trainEff30[k][i])
                  << Endl;
         }
      }
      Log() << kINFO << hLine << Endl;
      Log() << kINFO << Endl;
 
      if (gTools().CheckForSilentOption(GetOptions()))
         Log().InhibitOutput();
   } else if (IsCutsMethod(method)) { // end fROC
      for (Int_t k = 0; k < 2; k++) {
         for (Int_t i = 0; i < nmeth_used[k]; i++) {
 
            if (sep[k][i] < 0 || sig[k][i] < 0) {
               // cannot compute separation/significance -> no MVA (usually for Cuts)
               fResult.fROCIntegral = effArea[k][i];
            }
         }
      }
   }
 
   TMVA::DataSet *dataset = method->Data();
   dataset->SetCurrentType(Types::kTesting);
 
   if (IsCutsMethod(method)) {
      fResult.fIsCuts = kTRUE;
   } else {
      auto rocCurveTest = GetROC(methodname, methodtitle, 0, Types::kTesting);
      fResult.fMvaTest[0] = rocCurveTest->GetMvas();
      fResult.fROCIntegral = GetROCIntegral(methodname, methodtitle);
   }
   TString className = method->DataInfo().GetClassInfo(0)->GetName();
   fResult.fClassNames.push_back(className);
 
   if (!IsSilentFile()) {
      // write test/training trees
      RootBaseDir()->cd(method->fDataSetInfo.GetName());
      method->fDataSetInfo.GetDataSet()->GetTree(Types::kTesting)->Write("", TObject::kOverwrite);
      method->fDataSetInfo.GetDataSet()->GetTree(Types::kTraining)->Write("", TObject::kOverwrite);
   }
}
 
//_______________________________________________________________________
/**
 *  Lets perform test an specific ml method given the method type in enum TMVA::Types::EMVA.
 * \param method TMVA::Types::EMVA type.
 * \param methodtitle method title.
 */
void TMVA::Experimental::Classification::TestMethod(Types::EMVA method, TString methodtitle)
{
   TestMethod(Types::Instance().GetMethodName(method), methodtitle);
}
 
//_______________________________________________________________________
/**
 * return the the vector of TMVA::Experimental::ClassificationResult objects.
 * \return vector of results.
 */
std::vector<TMVA::Experimental::ClassificationResult> &TMVA::Experimental::Classification::GetResults()
{
   if (fResults.size() == 0)
      Log() << kFATAL << "No Classification results available" << Endl;
   return fResults;
}
 
//_______________________________________________________________________
/**
 * Allows to check if the ml method is a Cuts method.
 * \return boolen true if the method is a Cuts method.
 */
Bool_t TMVA::Experimental::Classification::IsCutsMethod(TMVA::MethodBase *method)
{
   return method->GetMethodType() == Types::kCuts ? kTRUE : kFALSE;
}
 
//_______________________________________________________________________
/**
 * Allow to get result for an specific ml method.
 * \param methodname name of the method.
 * \param methodtitle method title.
 * \return TMVA::Experimental::ClassificationResult object for the method.
 */
TMVA::Experimental::ClassificationResult &
TMVA::Experimental::Classification::GetResults(TString methodname, TString methodtitle)
{
   for (auto &result : fResults) {
      if (result.IsMethod(methodname, methodtitle))
         return result;
   }
   ClassificationResult result;
   result.fMethod["MethodName"] = methodname;
   result.fMethod["MethodTitle"] = methodtitle;
   result.fDataLoaderName = fDataLoader->GetName();
   fResults.push_back(result);
   return fResults.back();
}
 
//_______________________________________________________________________
/**
 * Method to get TMVA::ROCCurve Object.
 * \param method TMVA::MethodBase object
 * \param iClass category, default 0 then signal
 * \param type train/test tree, default test.
 * \return TMVA::ROCCurve object.
 */
TMVA::ROCCurve *
TMVA::Experimental::Classification::GetROC(TMVA::MethodBase *method, UInt_t iClass, Types::ETreeType type)
{
   TMVA::DataSet *dataset = method->Data();
   dataset->SetCurrentType(type);
   TMVA::Results *results = dataset->GetResults(method->GetName(), type, this->fAnalysisType);
 
   UInt_t nClasses = method->DataInfo().GetNClasses();
   if (this->fAnalysisType == Types::kMulticlass && iClass >= nClasses) {
      Log() << kERROR << Form("Given class number (iClass = %i) does not exist. There are %i classes in dataset.",
                              iClass, nClasses)
            << Endl;
      return nullptr;
   }
 
   TMVA::ROCCurve *rocCurve = nullptr;
   if (this->fAnalysisType == Types::kClassification) {
 
      std::vector<Float_t> *mvaRes = dynamic_cast<ResultsClassification *>(results)->GetValueVector();
      std::vector<Bool_t> *mvaResTypes = dynamic_cast<ResultsClassification *>(results)->GetValueVectorTypes();
      std::vector<Float_t> mvaResWeights;
 
      auto eventCollection = dataset->GetEventCollection(type);
      mvaResWeights.reserve(eventCollection.size());
      for (auto ev : eventCollection) {
         mvaResWeights.push_back(ev->GetWeight());
      }
 
      rocCurve = new TMVA::ROCCurve(*mvaRes, *mvaResTypes, mvaResWeights);
 
   } else if (this->fAnalysisType == Types::kMulticlass) {
      std::vector<Float_t> mvaRes;
      std::vector<Bool_t> mvaResTypes;
      std::vector<Float_t> mvaResWeights;
 
      std::vector<std::vector<Float_t>> *rawMvaRes = dynamic_cast<ResultsMulticlass *>(results)->GetValueVector();
 
      // Vector transpose due to values being stored as
      //    [ [0, 1, 2], [0, 1, 2], ... ]
      // in ResultsMulticlass::GetValueVector.
      mvaRes.reserve(rawMvaRes->size());
      for (auto item : *rawMvaRes) {
         mvaRes.push_back(item[iClass]);
      }
 
      auto eventCollection = dataset->GetEventCollection(type);
      mvaResTypes.reserve(eventCollection.size());
      mvaResWeights.reserve(eventCollection.size());
      for (auto ev : eventCollection) {
         mvaResTypes.push_back(ev->GetClass() == iClass);
         mvaResWeights.push_back(ev->GetWeight());
      }
 
      rocCurve = new TMVA::ROCCurve(mvaRes, mvaResTypes, mvaResWeights);
   }
 
   return rocCurve;
}
 
//_______________________________________________________________________
/**
 * Method to get TMVA::ROCCurve Object.
 * \param methodname ml method name.
 * \param methodtitle ml method title.
 * \param iClass category, default 0 then signal
 * \param type train/test tree, default test.
 * \return TMVA::ROCCurve object.
 */
TMVA::ROCCurve *TMVA::Experimental::Classification::GetROC(TString methodname, TString methodtitle, UInt_t iClass,
                                                           TMVA::Types::ETreeType type)
{
   return GetROC(GetMethod(methodname, methodtitle), iClass, type);
}
 
//_______________________________________________________________________
/**
 * Method to get ROC-Integral value from mvas.
 * \param methodname ml method name.
 * \param methodtitle ml method title.
 * \param iClass category, default 0 then signal
 * \return Double_t with the ROC-Integral value.
 */
Double_t TMVA::Experimental::Classification::GetROCIntegral(TString methodname, TString methodtitle, UInt_t iClass)
{
   TMVA::ROCCurve *rocCurve = GetROC(methodname, methodtitle, iClass);
   if (!rocCurve) {
      Log() << kFATAL
            << Form("ROCCurve object was not created in MethodName = %s MethodTitle = %s not found with Dataset = %s ",
                    methodname.Data(), methodtitle.Data(), fDataLoader->GetName())
            << Endl;
      return 0;
   }
 
   Int_t npoints = TMVA::gConfig().fVariablePlotting.fNbinsXOfROCCurve + 1;
   Double_t rocIntegral = rocCurve->GetROCIntegral(npoints);
   delete rocCurve;
 
   return rocIntegral;
}
 
//_______________________________________________________________________
void TMVA::Experimental::Classification::CopyFrom(TDirectory *src, TFile *file)
{
   TFile *savdir = file;
   TDirectory *adir = savdir;
   adir->cd();
   // loop on all entries of this directory
   TKey *key;
   TIter nextkey(src->GetListOfKeys());
   while ((key = (TKey *)nextkey())) {
      const Char_t *classname = key->GetClassName();
      TClass *cl = gROOT->GetClass(classname);
      if (!cl)
         continue;
      if (cl->InheritsFrom(TDirectory::Class())) {
         src->cd(key->GetName());
         TDirectory *subdir = file;
         adir->cd();
         CopyFrom(subdir, file);
         adir->cd();
      } else if (cl->InheritsFrom(TTree::Class())) {
         TTree *T = (TTree *)src->Get(key->GetName());
         adir->cd();
         TTree *newT = T->CloneTree(-1, "fast");
         newT->Write();
      } else {
         src->cd();
         TObject *obj = key->ReadObj();
         adir->cd();
         obj->Write();
         delete obj;
      }
   }
   adir->SaveSelf(kTRUE);
   savdir->cd();
}
 
//_______________________________________________________________________
void TMVA::Experimental::Classification::MergeFiles()
{
 
   auto dsdir = fFile->mkdir(fDataLoader->GetName()); // dataset dir
   TTree *TrainTree = 0;
   TTree *TestTree = 0;
   TFile *ifile = 0;
   TFile *ofile = 0;
   for (UInt_t i = 0; i < fMethods.size(); i++) {
      auto methodname = fMethods[i].GetValue<TString>("MethodName");
      auto methodtitle = fMethods[i].GetValue<TString>("MethodTitle");
      auto fname = Form(".%s%s%s.root", fDataLoader->GetName(), methodname.Data(), methodtitle.Data());
      TDirectoryFile *ds = 0;
      if (i == 0) {
         ifile = new TFile(fname);
         ds = (TDirectoryFile *)ifile->Get(fDataLoader->GetName());
      } else {
         ofile = new TFile(fname);
         ds = (TDirectoryFile *)ofile->Get(fDataLoader->GetName());
      }
      auto tmptrain = (TTree *)ds->Get("TrainTree");
      auto tmptest = (TTree *)ds->Get("TestTree");
      fFile->cd();
      fFile->cd(fDataLoader->GetName());
 
      auto methdirname = Form("Method_%s", methodtitle.Data());
      auto methdir = dsdir->mkdir(methdirname, methdirname);
      auto methdirbase = methdir->mkdir(methodtitle.Data(), methodtitle.Data());
      auto mfdir = (TDirectoryFile *)ds->Get(methdirname);
      auto mfdirbase = (TDirectoryFile *)mfdir->Get(methodtitle.Data());
 
      CopyFrom(mfdirbase, (TFile *)methdirbase);
      dsdir->cd();
      if (i == 0) {
         TrainTree = tmptrain->CopyTree("");
         TestTree = tmptest->CopyTree("");
      } else {
         Float_t mva = 0;
         auto trainbranch = TrainTree->Branch(methodtitle.Data(), &mva);
         tmptrain->SetBranchAddress(methodtitle.Data(), &mva);
         auto entries = tmptrain->GetEntries();
         for (UInt_t ev = 0; ev < entries; ev++) {
            tmptrain->GetEntry(ev);
            trainbranch->Fill();
         }
         auto testbranch = TestTree->Branch(methodtitle.Data(), &mva);
         tmptest->SetBranchAddress(methodtitle.Data(), &mva);
         entries = tmptest->GetEntries();
         for (UInt_t ev = 0; ev < entries; ev++) {
            tmptest->GetEntry(ev);
            testbranch->Fill();
         }
         ofile->Close();
      }
   }
   TrainTree->Write();
   TestTree->Write();
   ifile->Close();
   // cleaning
   for (UInt_t i = 0; i < fMethods.size(); i++) {
      auto methodname = fMethods[i].GetValue<TString>("MethodName");
      auto methodtitle = fMethods[i].GetValue<TString>("MethodTitle");
      auto fname = Form(".%s%s%s.root", fDataLoader->GetName(), methodname.Data(), methodtitle.Data());
      gSystem->Unlink(fname);
   }
}