ROOT 6.18/05 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< constTMVA::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>
|
protected |
Definition at line 134 of file RuleFitParams.h.
TMVA::RuleFitParams::RuleFitParams | ( | ) |
constructor
Definition at line 65 of file RuleFitParams.cxx.
|
virtual |
destructor
Definition at line 105 of file RuleFitParams.cxx.
|
protected |
calculate the average response - TODO : rewrite bad dependancy on EvaluateAverage() !
note that 0 offset is used
Definition at line 1519 of file RuleFitParams.cxx.
|
protected |
|
protected |
calculate the average truth
Definition at line 1534 of file RuleFitParams.cxx.
|
protected |
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.
|
inlineprotected |
Definition at line 140 of file RuleFitParams.h.
|
protected |
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.
|
protected |
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.
|
protected |
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.
|
protected |
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.
|
protected |
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.
|
protected |
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.
|
protected |
evaluate the average of each variable and f(x) in the given range
Definition at line 209 of file RuleFitParams.cxx.
|
inlineprotected |
Definition at line 181 of file RuleFitParams.h.
|
inlineprotected |
Definition at line 184 of file RuleFitParams.h.
|
protected |
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.
|
inline |
Definition at line 95 of file RuleFitParams.h.
|
inline |
Definition at line 96 of file RuleFitParams.h.
|
inline |
Definition at line 97 of file RuleFitParams.h.
|
inline |
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.
|
protected |
initializes the ntuple
Definition at line 186 of file RuleFitParams.cxx.
|
inlineprivate |
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.
|
protected |
make gradient vector
Definition at line 1382 of file RuleFitParams.cxx.
|
protected |
make test gradient vector for all tau same algorithm as MakeGradientVector()
Definition at line 1264 of file RuleFitParams.cxx.
|
protected |
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.
|
inline |
Definition at line 112 of file RuleFitParams.h.
|
inline |
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.
Definition at line 89 of file RuleFitParams.h.
Definition at line 69 of file RuleFitParams.h.
Definition at line 72 of file RuleFitParams.h.
Definition at line 86 of file RuleFitParams.h.
Definition at line 90 of file RuleFitParams.h.
Definition at line 75 of file RuleFitParams.h.
Definition at line 83 of file RuleFitParams.h.
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.
|
protected |
Establish maximum gradient for rules, linear terms and the offset.
Definition at line 1448 of file RuleFitParams.cxx.
|
protected |
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.
|
protected |
Definition at line 209 of file RuleFitParams.h.
|
protected |
Definition at line 211 of file RuleFitParams.h.
|
protected |
Definition at line 208 of file RuleFitParams.h.
|
protected |
Definition at line 210 of file RuleFitParams.h.
|
protected |
Definition at line 236 of file RuleFitParams.h.
|
protected |
Definition at line 252 of file RuleFitParams.h.
|
protected |
Definition at line 253 of file RuleFitParams.h.
|
protected |
Definition at line 238 of file RuleFitParams.h.
|
protected |
Definition at line 239 of file RuleFitParams.h.
|
protected |
Definition at line 222 of file RuleFitParams.h.
|
protected |
Definition at line 221 of file RuleFitParams.h.
|
protected |
Definition at line 234 of file RuleFitParams.h.
|
protected |
Definition at line 219 of file RuleFitParams.h.
|
protected |
Definition at line 220 of file RuleFitParams.h.
|
protected |
Definition at line 233 of file RuleFitParams.h.
|
protected |
Definition at line 226 of file RuleFitParams.h.
|
protected |
Definition at line 225 of file RuleFitParams.h.
|
protected |
Definition at line 241 of file RuleFitParams.h.
|
protected |
Definition at line 223 of file RuleFitParams.h.
|
protected |
Definition at line 232 of file RuleFitParams.h.
|
protected |
Definition at line 231 of file RuleFitParams.h.
|
protected |
Definition at line 230 of file RuleFitParams.h.
|
protected |
Definition at line 229 of file RuleFitParams.h.
|
protected |
Definition at line 227 of file RuleFitParams.h.
|
protected |
Definition at line 228 of file RuleFitParams.h.
|
protected |
Definition at line 224 of file RuleFitParams.h.
|
protected |
Definition at line 213 of file RuleFitParams.h.
|
protected |
Definition at line 214 of file RuleFitParams.h.
|
protected |
Definition at line 217 of file RuleFitParams.h.
|
protected |
Definition at line 216 of file RuleFitParams.h.
|
mutableprivate |
Definition at line 257 of file RuleFitParams.h.
|
protected |
Definition at line 205 of file RuleFitParams.h.
|
protected |
Definition at line 206 of file RuleFitParams.h.
|
protected |
Definition at line 196 of file RuleFitParams.h.
|
protected |
Definition at line 195 of file RuleFitParams.h.
|
protected |
Definition at line 247 of file RuleFitParams.h.
|
protected |
Definition at line 245 of file RuleFitParams.h.
|
protected |
Definition at line 243 of file RuleFitParams.h.
|
protected |
Definition at line 248 of file RuleFitParams.h.
|
protected |
Definition at line 244 of file RuleFitParams.h.
|
protected |
Definition at line 246 of file RuleFitParams.h.
|
protected |
Definition at line 242 of file RuleFitParams.h.
|
protected |
Definition at line 201 of file RuleFitParams.h.
|
protected |
Definition at line 202 of file RuleFitParams.h.
|
protected |
Definition at line 203 of file RuleFitParams.h.
|
protected |
Definition at line 204 of file RuleFitParams.h.
|
protected |
Definition at line 193 of file RuleFitParams.h.
|
protected |
Definition at line 192 of file RuleFitParams.h.
|
protected |
Definition at line 250 of file RuleFitParams.h.
|
protected |
Definition at line 251 of file RuleFitParams.h.