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RuleEnsemble.cxx
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1// @(#)root/tmva $Id$
2// Author: Andreas Hoecker, Joerg Stelzer, Fredrik Tegenfeldt, Helge Voss
3
4/**********************************************************************************
5 * Project: TMVA - a Root-integrated toolkit for multivariate data analysis *
6 * Package: TMVA *
7 * Class : RuleEnsemble *
8 * Web : http://tmva.sourceforge.net *
9 * *
10 * Description: *
11 * A class generating an ensemble of rules *
12 * Input: a forest of decision trees *
13 * Output: an ensemble of rules *
14 * *
15 * Authors (alphabetical): *
16 * Fredrik Tegenfeldt <Fredrik.Tegenfeldt@cern.ch> - Iowa State U., USA *
17 * Helge Voss <Helge.Voss@cern.ch> - MPI-KP Heidelberg, GER *
18 * *
19 * Copyright (c) 2005: *
20 * CERN, Switzerland *
21 * Iowa State U. *
22 * MPI-K Heidelberg, Germany *
23 * *
24 * Redistribution and use in source and binary forms, with or without *
25 * modification, are permitted according to the terms listed in LICENSE *
26 * (http://tmva.sourceforge.net/LICENSE) *
27 **********************************************************************************/
28
29/*! \class TMVA::RuleEnsemble
30\ingroup TMVA
31
32*/
33#include "TMVA/RuleEnsemble.h"
34
35#include "TMVA/DataSetInfo.h"
36#include "TMVA/DecisionTree.h"
37#include "TMVA/Event.h"
38#include "TMVA/MethodBase.h"
39#include "TMVA/MethodRuleFit.h"
40#include "TMVA/MsgLogger.h"
41#include "TMVA/RuleFit.h"
42#include "TMVA/Tools.h"
43#include "TMVA/Types.h"
44
45#include "TRandom3.h"
46#include "TH1F.h"
47
48#include <algorithm>
49#include <cstdlib>
50#include <iomanip>
51#include <list>
52
53////////////////////////////////////////////////////////////////////////////////
54/// constructor
55
57 : fLearningModel ( kFull )
58 , fImportanceCut ( 0 )
59 , fLinQuantile ( 0.025 ) // default quantile for killing outliers in linear terms
60 , fOffset ( 0 )
61 , fAverageSupport ( 0.8 )
62 , fAverageRuleSigma( 0.4 ) // default value - used if only linear model is chosen
63 , fRuleFSig ( 0 )
64 , fRuleNCave ( 0 )
65 , fRuleNCsig ( 0 )
66 , fRuleMinDist ( 1e-3 ) // closest allowed 'distance' between two rules
67 , fNRulesGenerated ( 0 )
68 , fEvent ( 0 )
69 , fEventCacheOK ( true )
70 , fRuleMapOK ( true )
71 , fRuleMapInd0 ( 0 )
72 , fRuleMapInd1 ( 0 )
73 , fRuleMapEvents ( 0 )
74 , fLogger( new MsgLogger("RuleFit") )
75{
76 Initialize( rf );
77}
78
79////////////////////////////////////////////////////////////////////////////////
80/// copy constructor
81
83 : fAverageSupport ( 1 )
84 , fEvent(0)
85 , fRuleMapEvents(0)
86 , fRuleFit(0)
87 , fLogger( new MsgLogger("RuleFit") )
88{
89 Copy( other );
90}
91
92////////////////////////////////////////////////////////////////////////////////
93/// constructor
94
96 : fLearningModel ( kFull )
97 , fImportanceCut ( 0 )
98 , fLinQuantile ( 0.025 ) // default quantile for killing outliers in linear terms
99 , fOffset ( 0 )
100 , fImportanceRef ( 1.0 )
101 , fAverageSupport ( 0.8 )
102 , fAverageRuleSigma( 0.4 ) // default value - used if only linear model is chosen
103 , fRuleFSig ( 0 )
104 , fRuleNCave ( 0 )
105 , fRuleNCsig ( 0 )
106 , fRuleMinDist ( 1e-3 ) // closest allowed 'distance' between two rules
107 , fNRulesGenerated ( 0 )
108 , fEvent ( 0 )
109 , fEventCacheOK ( true )
110 , fRuleMapOK ( true )
111 , fRuleMapInd0 ( 0 )
112 , fRuleMapInd1 ( 0 )
113 , fRuleMapEvents ( 0 )
114 , fRuleFit ( 0 )
115 , fLogger( new MsgLogger("RuleFit") )
116{
117}
118
119////////////////////////////////////////////////////////////////////////////////
120/// destructor
121
123{
124 for ( std::vector<Rule *>::iterator itrRule = fRules.begin(); itrRule != fRules.end(); ++itrRule ) {
125 delete *itrRule;
126 }
127 // NOTE: Should not delete the histos fLinPDFB/S since they are delete elsewhere
128 delete fLogger;
129}
130
131////////////////////////////////////////////////////////////////////////////////
132/// Initializes all member variables with default values
133
135{
136 SetAverageRuleSigma(0.4); // default value - used if only linear model is chosen
137 fRuleFit = rf;
138 UInt_t nvars = GetMethodBase()->GetNvar();
139 fVarImportance.clear();
140 fLinPDFB.clear();
141 fLinPDFS.clear();
142 //
143 fVarImportance.resize( nvars,0.0 );
144 fLinPDFB.resize( nvars,0 );
145 fLinPDFS.resize( nvars,0 );
146 fImportanceRef = 1.0;
147 for (UInt_t i=0; i<nvars; i++) { // a priori all linear terms are equally valid
148 fLinTermOK.push_back(kTRUE);
149 }
150}
151
152////////////////////////////////////////////////////////////////////////////////
153
155 fLogger->SetMinType(t);
156}
157
158////////////////////////////////////////////////////////////////////////////////
159///
160/// Get a pointer to the original MethodRuleFit.
161
163{
164 return ( fRuleFit==0 ? 0:fRuleFit->GetMethodRuleFit());
165}
166
167////////////////////////////////////////////////////////////////////////////////
168///
169/// Get a pointer to the original MethodRuleFit.
170
172{
173 return ( fRuleFit==0 ? 0:fRuleFit->GetMethodBase());
174}
175
176////////////////////////////////////////////////////////////////////////////////
177/// create model
178
180{
181 MakeRules( fRuleFit->GetForest() );
182
183 MakeLinearTerms();
184
185 MakeRuleMap();
186
187 CalcRuleSupport();
188
189 RuleStatistics();
190
191 PrintRuleGen();
192}
193
194////////////////////////////////////////////////////////////////////////////////
195///
196/// Calculates sqrt(Sum(a_i^2)), i=1..N (NOTE do not include a0)
197
199{
200 Int_t ncoeffs = fRules.size();
201 if (ncoeffs<1) return 0;
202 //
203 Double_t sum2=0;
204 Double_t val;
205 for (Int_t i=0; i<ncoeffs; i++) {
206 val = fRules[i]->GetCoefficient();
207 sum2 += val*val;
208 }
209 return sum2;
210}
211
212////////////////////////////////////////////////////////////////////////////////
213/// reset all rule coefficients
214
216{
217 fOffset = 0.0;
218 UInt_t nrules = fRules.size();
219 for (UInt_t i=0; i<nrules; i++) {
220 fRules[i]->SetCoefficient(0.0);
221 }
222}
223
224////////////////////////////////////////////////////////////////////////////////
225/// set all rule coefficients
226
227void TMVA::RuleEnsemble::SetCoefficients( const std::vector< Double_t > & v )
228{
229 UInt_t nrules = fRules.size();
230 if (v.size()!=nrules) {
231 Log() << kFATAL << "<SetCoefficients> - BUG TRAP - input vector wrong size! It is = " << v.size()
232 << " when it should be = " << nrules << Endl;
233 }
234 for (UInt_t i=0; i<nrules; i++) {
235 fRules[i]->SetCoefficient(v[i]);
236 }
237}
238
239////////////////////////////////////////////////////////////////////////////////
240/// Retrieve all rule coefficients
241
242void TMVA::RuleEnsemble::GetCoefficients( std::vector< Double_t > & v )
243{
244 UInt_t nrules = fRules.size();
245 v.resize(nrules);
246 if (nrules==0) return;
247 //
248 for (UInt_t i=0; i<nrules; i++) {
249 v[i] = (fRules[i]->GetCoefficient());
250 }
251}
252
253////////////////////////////////////////////////////////////////////////////////
254/// get list of training events from the rule fitter
255
256const std::vector<const TMVA::Event*>* TMVA::RuleEnsemble::GetTrainingEvents() const
257{
258 return &(fRuleFit->GetTrainingEvents());
259}
260
261////////////////////////////////////////////////////////////////////////////////
262/// get the training event from the rule fitter
263
265{
266 return fRuleFit->GetTrainingEvent(i);
267}
268
269////////////////////////////////////////////////////////////////////////////////
270/// remove rules that behave similar
271
273{
274 Log() << kVERBOSE << "Removing similar rules; distance = " << fRuleMinDist << Endl;
275
276 UInt_t nrulesIn = fRules.size();
277 TMVA::Rule *first, *second;
278 std::vector< Char_t > removeMe( nrulesIn,false ); // <--- stores boolean
279
280 Int_t nrem = 0;
281 Int_t remind=-1;
282 Double_t r;
283
284 for (UInt_t i=0; i<nrulesIn; i++) {
285 if (!removeMe[i]) {
286 first = fRules[i];
287 for (UInt_t k=i+1; k<nrulesIn; k++) {
288 if (!removeMe[k]) {
289 second = fRules[k];
290 Bool_t equal = first->Equal(*second,kTRUE,fRuleMinDist);
291 if (equal) {
292 r = gRandom->Rndm();
293 remind = (r>0.5 ? k:i); // randomly select rule
294 }
295 else {
296 remind = -1;
297 }
298
299 if (remind>-1) {
300 if (!removeMe[remind]) {
301 removeMe[remind] = true;
302 nrem++;
303 }
304 }
305 }
306 }
307 }
308 }
309 UInt_t ind = 0;
310 Rule *theRule;
311 for (UInt_t i=0; i<nrulesIn; i++) {
312 if (removeMe[i]) {
313 theRule = fRules[ind];
314 fRules.erase( fRules.begin() + ind );
315 delete theRule;
316 ind--;
317 }
318 ind++;
319 }
320 UInt_t nrulesOut = fRules.size();
321 Log() << kVERBOSE << "Removed " << nrulesIn - nrulesOut << " out of " << nrulesIn << " rules" << Endl;
322}
323
324////////////////////////////////////////////////////////////////////////////////
325/// cleanup rules
326
328{
329 UInt_t nrules = fRules.size();
330 if (nrules==0) return;
331 Log() << kVERBOSE << "Removing rules with relative importance < " << fImportanceCut << Endl;
332 if (fImportanceCut<=0) return;
333 //
334 // Mark rules to be removed
335 //
336 Rule *therule;
337 Int_t ind=0;
338 for (UInt_t i=0; i<nrules; i++) {
339 if (fRules[ind]->GetRelImportance()<fImportanceCut) {
340 therule = fRules[ind];
341 fRules.erase( fRules.begin() + ind );
342 delete therule;
343 ind--;
344 }
345 ind++;
346 }
347 Log() << kINFO << "Removed " << nrules-ind << " out of a total of " << nrules
348 << " rules with importance < " << fImportanceCut << Endl;
349}
350
351////////////////////////////////////////////////////////////////////////////////
352/// cleanup linear model
353
355{
356 UInt_t nlin = fLinNorm.size();
357 if (nlin==0) return;
358 Log() << kVERBOSE << "Removing linear terms with relative importance < " << fImportanceCut << Endl;
359 //
360 fLinTermOK.clear();
361 for (UInt_t i=0; i<nlin; i++) {
362 fLinTermOK.push_back( (fLinImportance[i]/fImportanceRef > fImportanceCut) );
363 }
364}
365
366////////////////////////////////////////////////////////////////////////////////
367/// calculate the support for all rules
368
370{
371 Log() << kVERBOSE << "Evaluating Rule support" << Endl;
372 Double_t s,t,stot,ttot,ssb;
373 Double_t ssig, sbkg, ssum;
374 Int_t indrule=0;
375 stot = 0;
376 ttot = 0;
377 // reset to default values
378 SetAverageRuleSigma(0.4);
379 const std::vector<const Event *> *events = GetTrainingEvents();
380 Double_t nrules = static_cast<Double_t>(fRules.size());
381 Double_t ew;
382 //
383 if ((nrules>0) && (events->size()>0)) {
384 for ( std::vector< Rule * >::iterator itrRule=fRules.begin(); itrRule!=fRules.end(); ++itrRule ) {
385 s=0.0;
386 ssig=0.0;
387 sbkg=0.0;
388 for ( std::vector<const Event * >::const_iterator itrEvent=events->begin(); itrEvent!=events->end(); ++itrEvent ) {
389 if ((*itrRule)->EvalEvent( *(*itrEvent) )) {
390 ew = (*itrEvent)->GetWeight();
391 s += ew;
392 if (GetMethodRuleFit()->DataInfo().IsSignal(*itrEvent)) ssig += ew;
393 else sbkg += ew;
394 }
395 }
396 //
397 s = s/fRuleFit->GetNEveEff();
398 t = s*(1.0-s);
399 t = (t<0 ? 0:sqrt(t));
400 stot += s;
401 ttot += t;
402 ssum = ssig+sbkg;
403 ssb = (ssum>0 ? Double_t(ssig)/Double_t(ssig+sbkg) : 0.0 );
404 (*itrRule)->SetSupport(s);
405 (*itrRule)->SetNorm(t);
406 (*itrRule)->SetSSB( ssb );
407 (*itrRule)->SetSSBNeve(Double_t(ssig+sbkg));
408 indrule++;
409 }
410 fAverageSupport = stot/nrules;
411 fAverageRuleSigma = TMath::Sqrt(fAverageSupport*(1.0-fAverageSupport));
412 Log() << kVERBOSE << "Standard deviation of support = " << fAverageRuleSigma << Endl;
413 Log() << kVERBOSE << "Average rule support = " << fAverageSupport << Endl;
414 }
415}
416
417////////////////////////////////////////////////////////////////////////////////
418/// calculate the importance of each rule
419
421{
422 Double_t maxRuleImp = CalcRuleImportance();
423 Double_t maxLinImp = CalcLinImportance();
424 Double_t maxImp = (maxRuleImp>maxLinImp ? maxRuleImp : maxLinImp);
425 SetImportanceRef( maxImp );
426}
427
428////////////////////////////////////////////////////////////////////////////////
429/// set reference importance
430
432{
433 for ( UInt_t i=0; i<fRules.size(); i++ ) {
434 fRules[i]->SetImportanceRef(impref);
435 }
436 fImportanceRef = impref;
437}
438////////////////////////////////////////////////////////////////////////////////
439/// calculate importance of each rule
440
442{
443 Double_t maxImp=-1.0;
444 Double_t imp;
445 Int_t nrules = fRules.size();
446 for ( int i=0; i<nrules; i++ ) {
447 fRules[i]->CalcImportance();
448 imp = fRules[i]->GetImportance();
449 if (imp>maxImp) maxImp = imp;
450 }
451 for ( Int_t i=0; i<nrules; i++ ) {
452 fRules[i]->SetImportanceRef(maxImp);
453 }
454
455 return maxImp;
456}
457
458////////////////////////////////////////////////////////////////////////////////
459/// calculate the linear importance for each rule
460
462{
463 Double_t maxImp=-1.0;
464 UInt_t nvars = fLinCoefficients.size();
465 fLinImportance.resize(nvars,0.0);
466 if (!DoLinear()) return maxImp;
467 //
468 // The linear importance is:
469 // I = |b_x|*sigma(x)
470 // Note that the coefficients in fLinCoefficients are for the normalized x
471 // => b'_x * x' = b'_x * sigma(r)*x/sigma(x)
472 // => b_x = b'_x*sigma(r)/sigma(x)
473 // => I = |b'_x|*sigma(r)
474 //
475 Double_t imp;
476 for ( UInt_t i=0; i<nvars; i++ ) {
477 imp = fAverageRuleSigma*TMath::Abs(fLinCoefficients[i]);
478 fLinImportance[i] = imp;
479 if (imp>maxImp) maxImp = imp;
480 }
481 return maxImp;
482}
483
484////////////////////////////////////////////////////////////////////////////////
485/// Calculates variable importance using eq (35) in RuleFit paper by Friedman et.al
486
488{
489 Log() << kVERBOSE << "Compute variable importance" << Endl;
490 Double_t rimp;
491 UInt_t nrules = fRules.size();
492 if (GetMethodBase()==0) Log() << kFATAL << "RuleEnsemble::CalcVarImportance() - should not be here!" << Endl;
493 UInt_t nvars = GetMethodBase()->GetNvar();
494 UInt_t nvarsUsed;
495 Double_t rimpN;
496 fVarImportance.resize(nvars,0);
497 // rules
498 if (DoRules()) {
499 for ( UInt_t ind=0; ind<nrules; ind++ ) {
500 rimp = fRules[ind]->GetImportance();
501 nvarsUsed = fRules[ind]->GetNumVarsUsed();
502 if (nvarsUsed<1)
503 Log() << kFATAL << "<CalcVarImportance> Variables for importance calc!!!??? A BUG!" << Endl;
504 rimpN = (nvarsUsed > 0 ? rimp/nvarsUsed:0.0);
505 for ( UInt_t iv=0; iv<nvars; iv++ ) {
506 if (fRules[ind]->ContainsVariable(iv)) {
507 fVarImportance[iv] += rimpN;
508 }
509 }
510 }
511 }
512 // linear terms
513 if (DoLinear()) {
514 for ( UInt_t iv=0; iv<fLinTermOK.size(); iv++ ) {
515 if (fLinTermOK[iv]) fVarImportance[iv] += fLinImportance[iv];
516 }
517 }
518 //
519 // Make variable importance relative the strongest variable
520 //
521 Double_t maximp = 0.0;
522 for ( UInt_t iv=0; iv<nvars; iv++ ) {
523 if ( fVarImportance[iv] > maximp ) maximp = fVarImportance[iv];
524 }
525 if (maximp>0) {
526 for ( UInt_t iv=0; iv<nvars; iv++ ) {
527 fVarImportance[iv] *= 1.0/maximp;
528 }
529 }
530}
531
532////////////////////////////////////////////////////////////////////////////////
533/// set rules
534///
535/// first clear all
536
537void TMVA::RuleEnsemble::SetRules( const std::vector<Rule *> & rules )
538{
539 DeleteRules();
540 //
541 fRules.resize(rules.size());
542 for (UInt_t i=0; i<fRules.size(); i++) {
543 fRules[i] = rules[i];
544 }
545 fEventCacheOK = kFALSE;
546}
547
548////////////////////////////////////////////////////////////////////////////////
549/// Makes rules from the given decision tree.
550/// First node in all rules is ALWAYS the root node.
551
552void TMVA::RuleEnsemble::MakeRules( const std::vector< const DecisionTree *> & forest )
553{
554 fRules.clear();
555 if (!DoRules()) return;
556 //
557 Int_t nrulesCheck=0;
558 Int_t nrules;
559 Int_t nendn;
560 Double_t sumnendn=0;
561 Double_t sumn2=0;
562 //
563 // UInt_t prevs;
564 UInt_t ntrees = forest.size();
565 for ( UInt_t ind=0; ind<ntrees; ind++ ) {
566 // prevs = fRules.size();
567 MakeRulesFromTree( forest[ind] );
568 nrules = CalcNRules( forest[ind] );
569 nendn = (nrules/2) + 1;
570 sumnendn += nendn;
571 sumn2 += nendn*nendn;
572 nrulesCheck += nrules;
573 }
574 Double_t nmean = (ntrees>0) ? sumnendn/ntrees : 0;
575 Double_t nsigm = TMath::Sqrt( gTools().ComputeVariance(sumn2,sumnendn,ntrees) );
576 Double_t ndev = 2.0*(nmean-2.0-nsigm)/(nmean-2.0+nsigm);
577 //
578 Log() << kVERBOSE << "Average number of end nodes per tree = " << nmean << Endl;
579 if (ntrees>1) Log() << kVERBOSE << "sigma of ditto ( ~= mean-2 ?) = "
580 << nsigm
581 << Endl;
582 Log() << kVERBOSE << "Deviation from exponential model = " << ndev << Endl;
583 Log() << kVERBOSE << "Corresponds to L (eq. 13, RuleFit ppr) = " << nmean << Endl;
584 // a BUG trap
585 if (nrulesCheck != static_cast<Int_t>(fRules.size())) {
586 Log() << kFATAL
587 << "BUG! number of generated and possible rules do not match! N(rules) = " << fRules.size()
588 << " != " << nrulesCheck << Endl;
589 }
590 Log() << kVERBOSE << "Number of generated rules: " << fRules.size() << Endl;
591
592 // save initial number of rules
593 fNRulesGenerated = fRules.size();
594
595 RemoveSimilarRules();
596
597 ResetCoefficients();
598
599}
600
601////////////////////////////////////////////////////////////////////////////////
602/// Make the linear terms as in eq 25, ref 2
603/// For this the b and (1-b) quantiles are needed
604
606{
607 if (!DoLinear()) return;
608
609 const std::vector<const Event *> *events = GetTrainingEvents();
610 UInt_t neve = events->size();
611 UInt_t nvars = ((*events)[0])->GetNVariables(); // Event -> GetNVariables();
612 Double_t val,ew;
613 typedef std::pair< Double_t, Int_t> dataType;
614 typedef std::pair< Double_t, dataType > dataPoint;
615
616 std::vector< std::vector<dataPoint> > vardata(nvars);
617 std::vector< Double_t > varsum(nvars,0.0);
618 std::vector< Double_t > varsum2(nvars,0.0);
619 // first find stats of all variables
620 // vardata[v][i].first -> value of var <v> in event <i>
621 // vardata[v][i].second.first -> the event weight
622 // vardata[v][i].second.second -> the event type
623 for (UInt_t i=0; i<neve; i++) {
624 ew = ((*events)[i])->GetWeight();
625 for (UInt_t v=0; v<nvars; v++) {
626 val = ((*events)[i])->GetValue(v);
627 vardata[v].push_back( dataPoint( val, dataType(ew,((*events)[i])->GetClass()) ) );
628 }
629 }
630 //
631 fLinDP.clear();
632 fLinDM.clear();
633 fLinCoefficients.clear();
634 fLinNorm.clear();
635 fLinDP.resize(nvars,0);
636 fLinDM.resize(nvars,0);
637 fLinCoefficients.resize(nvars,0);
638 fLinNorm.resize(nvars,0);
639
640 Double_t averageWeight = neve ? fRuleFit->GetNEveEff()/static_cast<Double_t>(neve) : 0;
641 // sort and find limits
642 Double_t stdl;
643
644 // find normalisation given in ref 2 after eq 26
645 Double_t lx;
646 Double_t nquant;
647 Double_t neff;
648 UInt_t indquantM;
649 UInt_t indquantP;
650
651 MethodBase *fMB=const_cast<MethodBase *>(fRuleFit->GetMethodBase());
652
653 for (UInt_t v=0; v<nvars; v++) {
654 varsum[v] = 0;
655 varsum2[v] = 0;
656 //
657 std::sort( vardata[v].begin(),vardata[v].end() );
658 nquant = fLinQuantile*fRuleFit->GetNEveEff(); // quantile = 0.025
659 neff=0;
660 UInt_t ie=0;
661 // first scan for lower quantile (including weights)
662 while ( (ie<neve) && (neff<nquant) ) {
663 neff += vardata[v][ie].second.first;
664 ie++;
665 }
666 indquantM = (ie==0 ? 0:ie-1);
667 // now for upper quantile
668 ie = neve;
669 neff=0;
670 while ( (ie>0) && (neff<nquant) ) {
671 ie--;
672 neff += vardata[v][ie].second.first;
673 }
674 indquantP = (ie==neve ? ie=neve-1:ie);
675 //
676 fLinDM[v] = vardata[v][indquantM].first; // delta-
677 fLinDP[v] = vardata[v][indquantP].first; // delta+
678
679 if(!fMB->IsSilentFile())
680 {
681 if (fLinPDFB[v]) delete fLinPDFB[v];
682 if (fLinPDFS[v]) delete fLinPDFS[v];
683 fLinPDFB[v] = new TH1F(Form("bkgvar%d",v),"bkg temphist",40,fLinDM[v],fLinDP[v]);
684 fLinPDFS[v] = new TH1F(Form("sigvar%d",v),"sig temphist",40,fLinDM[v],fLinDP[v]);
685 fLinPDFB[v]->Sumw2();
686 fLinPDFS[v]->Sumw2();
687 }
688 //
689 Int_t type;
690 const Double_t w = 1.0/fRuleFit->GetNEveEff();
691 for (ie=0; ie<neve; ie++) {
692 val = vardata[v][ie].first;
693 ew = vardata[v][ie].second.first;
694 type = vardata[v][ie].second.second;
695 lx = TMath::Min( fLinDP[v], TMath::Max( fLinDM[v], val ) );
696 varsum[v] += ew*lx;
697 varsum2[v] += ew*lx*lx;
698 if(!fMB->IsSilentFile())
699 {
700 if (type==1) fLinPDFS[v]->Fill(lx,w*ew);
701 else fLinPDFB[v]->Fill(lx,w*ew);
702 }
703 }
704 //
705 // Get normalization.
706 //
707 stdl = TMath::Sqrt( (varsum2[v] - (varsum[v]*varsum[v]/fRuleFit->GetNEveEff()))/(fRuleFit->GetNEveEff()-averageWeight) );
708 fLinNorm[v] = CalcLinNorm(stdl);
709 }
710 // Save PDFs - for debugging purpose
711 if(!fMB->IsSilentFile())
712 {
713 for (UInt_t v=0; v<nvars; v++) {
714 fLinPDFS[v]->Write();
715 fLinPDFB[v]->Write();
716 }
717 }
718}
719
720////////////////////////////////////////////////////////////////////////////////
721/// This function returns Pr( y = 1 | x ) for the linear terms.
722
724{
725 UInt_t nvars=fLinDP.size();
726
727 Double_t fstot=0;
728 Double_t fbtot=0;
729 nsig = 0;
730 ntot = nvars;
731 for (UInt_t v=0; v<nvars; v++) {
732 Double_t val = fEventLinearVal[v];
733 Int_t bin = fLinPDFS[v]->FindBin(val);
734 fstot += fLinPDFS[v]->GetBinContent(bin);
735 fbtot += fLinPDFB[v]->GetBinContent(bin);
736 }
737 if (nvars<1) return 0;
738 ntot = (fstot+fbtot)/Double_t(nvars);
739 nsig = (fstot)/Double_t(nvars);
740 return fstot/(fstot+fbtot);
741}
742
743////////////////////////////////////////////////////////////////////////////////
744/// This function returns Pr( y = 1 | x ) for rules.
745/// The probability returned is normalized against the number of rules which are actually passed
746
748{
749 Double_t sump = 0;
750 Double_t sumok = 0;
751 Double_t sumz = 0;
752 Double_t ssb;
753 Double_t neve;
754 //
755 UInt_t nrules = fRules.size();
756 for (UInt_t ir=0; ir<nrules; ir++) {
757 if (fEventRuleVal[ir]>0) {
758 ssb = fEventRuleVal[ir]*GetRulesConst(ir)->GetSSB(); // S/(S+B) is evaluated in CalcRuleSupport() using ALL training events
759 neve = GetRulesConst(ir)->GetSSBNeve(); // number of events accepted by the rule
760 sump += ssb*neve; // number of signal events
761 sumok += neve; // total number of events passed
762 }
763 else sumz += 1.0; // all events
764 }
765
766 nsig = sump;
767 ntot = sumok;
768 //
769 if (ntot>0) return nsig/ntot;
770 return 0.0;
771}
772
773////////////////////////////////////////////////////////////////////////////////
774/// We want to estimate F* = argmin Eyx( L(y,F(x) ), min wrt F(x)
775/// F(x) = FL(x) + FR(x) , linear and rule part
776
778{
779 SetEvent(e);
780 UpdateEventVal();
781 return FStar();
782}
783
784////////////////////////////////////////////////////////////////////////////////
785/// We want to estimate F* = argmin Eyx( L(y,F(x) ), min wrt F(x)
786/// F(x) = FL(x) + FR(x) , linear and rule part
787
789{
790 Double_t p=0;
791 Double_t nrs=0, nrt=0;
792 Double_t nls=0, nlt=0;
793 Double_t nt;
794 Double_t pr=0;
795 Double_t pl=0;
796
797 // first calculate Pr(y=1|X) for rules and linear terms
798 if (DoLinear()) pl = PdfLinear(nls, nlt);
799 if (DoRules()) pr = PdfRule(nrs, nrt);
800 // nr(l)t=0 or 1
801 if ((nlt>0) && (nrt>0)) nt=2.0;
802 else nt=1.0;
803 p = (pl+pr)/nt;
804 return 2.0*p-1.0;
805}
806
807////////////////////////////////////////////////////////////////////////////////
808/// calculate various statistics for this rule
809
811{
812 // TODO: NOT YET UPDATED FOR WEIGHTS
813 const std::vector<const Event *> *events = GetTrainingEvents();
814 const UInt_t neve = events->size();
815 const UInt_t nvars = GetMethodBase()->GetNvar();
816 const UInt_t nrules = fRules.size();
817 const Event *eveData;
818 // Flags
819 Bool_t sigRule;
820 Bool_t sigTag;
821 Bool_t bkgTag;
822 // Bool_t noTag;
823 Bool_t sigTrue;
824 Bool_t tagged;
825 // Counters
826 Int_t nsig=0;
827 Int_t nbkg=0;
828 Int_t ntag=0;
829 Int_t nss=0;
830 Int_t nsb=0;
831 Int_t nbb=0;
832 Int_t nbs=0;
833 std::vector<Int_t> varcnt;
834 // Clear vectors
835 fRulePSS.clear();
836 fRulePSB.clear();
837 fRulePBS.clear();
838 fRulePBB.clear();
839 fRulePTag.clear();
840 //
841 varcnt.resize(nvars,0);
842 fRuleVarFrac.clear();
843 fRuleVarFrac.resize(nvars,0);
844 //
845 for ( UInt_t i=0; i<nrules; i++ ) {
846 for ( UInt_t v=0; v<nvars; v++) {
847 if (fRules[i]->ContainsVariable(v)) varcnt[v]++; // count how often a variable occurs
848 }
849 sigRule = fRules[i]->IsSignalRule();
850 if (sigRule) { // rule is a signal rule (ie s/(s+b)>0.5)
851 nsig++;
852 }
853 else {
854 nbkg++;
855 }
856 // reset counters
857 nss=0;
858 nsb=0;
859 nbs=0;
860 nbb=0;
861 ntag=0;
862 // loop over all events
863 for (UInt_t e=0; e<neve; e++) {
864 eveData = (*events)[e];
865 tagged = fRules[i]->EvalEvent(*eveData);
866 sigTag = (tagged && sigRule); // it's tagged as a signal
867 bkgTag = (tagged && (!sigRule)); // ... as bkg
868 // noTag = !(sigTag || bkgTag); // ... not tagged
869 sigTrue = (eveData->GetClass() == 0); // true if event is true signal
870 if (tagged) {
871 ntag++;
872 if (sigTag && sigTrue) nss++;
873 if (sigTag && !sigTrue) nsb++;
874 if (bkgTag && sigTrue) nbs++;
875 if (bkgTag && !sigTrue) nbb++;
876 }
877 }
878 // Fill tagging probabilities
879 if (ntag>0 && neve > 0) { // should always be the case, but let's make sure and keep coverity quiet
880 fRulePTag.push_back(Double_t(ntag)/Double_t(neve));
881 fRulePSS.push_back(Double_t(nss)/Double_t(ntag));
882 fRulePSB.push_back(Double_t(nsb)/Double_t(ntag));
883 fRulePBS.push_back(Double_t(nbs)/Double_t(ntag));
884 fRulePBB.push_back(Double_t(nbb)/Double_t(ntag));
885 }
886 //
887 }
888 fRuleFSig = (nsig>0) ? static_cast<Double_t>(nsig)/static_cast<Double_t>(nsig+nbkg) : 0;
889 for ( UInt_t v=0; v<nvars; v++) {
890 fRuleVarFrac[v] = (nrules>0) ? Double_t(varcnt[v])/Double_t(nrules) : 0;
891 }
892}
893
894////////////////////////////////////////////////////////////////////////////////
895/// calculate various statistics for this rule
896
898{
899 const UInt_t nrules = fRules.size();
900 Double_t nc;
901 Double_t sumNc =0;
902 Double_t sumNc2=0;
903 for ( UInt_t i=0; i<nrules; i++ ) {
904 nc = static_cast<Double_t>(fRules[i]->GetNcuts());
905 sumNc += nc;
906 sumNc2 += nc*nc;
907 }
908 fRuleNCave = 0.0;
909 fRuleNCsig = 0.0;
910 if (nrules>0) {
911 fRuleNCave = sumNc/nrules;
912 fRuleNCsig = TMath::Sqrt(gTools().ComputeVariance(sumNc2,sumNc,nrules));
913 }
914}
915
916////////////////////////////////////////////////////////////////////////////////
917/// print rule generation info
918
920{
921 Log() << kHEADER << "-------------------RULE ENSEMBLE SUMMARY------------------------" << Endl;
922 const MethodRuleFit *mrf = GetMethodRuleFit();
923 if (mrf) Log() << kINFO << "Tree training method : " << (mrf->UseBoost() ? "AdaBoost":"Random") << Endl;
924 Log() << kINFO << "Number of events per tree : " << fRuleFit->GetNTreeSample() << Endl;
925 Log() << kINFO << "Number of trees : " << fRuleFit->GetForest().size() << Endl;
926 Log() << kINFO << "Number of generated rules : " << fNRulesGenerated << Endl;
927 Log() << kINFO << "Idem, after cleanup : " << fRules.size() << Endl;
928 Log() << kINFO << "Average number of cuts per rule : " << Form("%8.2f",fRuleNCave) << Endl;
929 Log() << kINFO << "Spread in number of cuts per rules : " << Form("%8.2f",fRuleNCsig) << Endl;
930 Log() << kVERBOSE << "Complexity : " << Form("%8.2f",fRuleNCave*fRuleNCsig) << Endl;
931 Log() << kINFO << "----------------------------------------------------------------" << Endl;
932 Log() << kINFO << Endl;
933}
934
935////////////////////////////////////////////////////////////////////////////////
936/// print function
937
939{
940 const EMsgType kmtype=kINFO;
941 const Bool_t isDebug = (fLogger->GetMinType()<=kDEBUG);
942 //
943 Log() << kmtype << Endl;
944 Log() << kmtype << "================================================================" << Endl;
945 Log() << kmtype << " M o d e l " << Endl;
946 Log() << kmtype << "================================================================" << Endl;
947
948 Int_t ind;
949 const UInt_t nvars = GetMethodBase()->GetNvar();
950 const Int_t nrules = fRules.size();
951 const Int_t printN = TMath::Min(10,nrules); //nrules+1;
952 Int_t maxL = 0;
953 for (UInt_t iv = 0; iv<fVarImportance.size(); iv++) {
954 if (GetMethodBase()->GetInputLabel(iv).Length() > maxL) maxL = GetMethodBase()->GetInputLabel(iv).Length();
955 }
956 //
957 if (isDebug) {
958 Log() << kDEBUG << "Variable importance:" << Endl;
959 for (UInt_t iv = 0; iv<fVarImportance.size(); iv++) {
960 Log() << kDEBUG << std::setw(maxL) << GetMethodBase()->GetInputLabel(iv)
961 << std::resetiosflags(std::ios::right)
962 << " : " << Form(" %3.3f",fVarImportance[iv]) << Endl;
963 }
964 }
965 //
966 Log() << kHEADER << "Offset (a0) = " << fOffset << Endl;
967 //
968 if (DoLinear()) {
969 if (fLinNorm.size() > 0) {
970 Log() << kmtype << "------------------------------------" << Endl;
971 Log() << kmtype << "Linear model (weights unnormalised)" << Endl;
972 Log() << kmtype << "------------------------------------" << Endl;
973 Log() << kmtype << std::setw(maxL) << "Variable"
974 << std::resetiosflags(std::ios::right) << " : "
975 << std::setw(11) << " Weights"
976 << std::resetiosflags(std::ios::right) << " : "
977 << "Importance"
978 << std::resetiosflags(std::ios::right)
979 << Endl;
980 Log() << kmtype << "------------------------------------" << Endl;
981 for ( UInt_t i=0; i<fLinNorm.size(); i++ ) {
982 Log() << kmtype << std::setw(std::max(maxL,8)) << GetMethodBase()->GetInputLabel(i);
983 if (fLinTermOK[i]) {
984 Log() << kmtype
985 << std::resetiosflags(std::ios::right)
986 << " : " << Form(" %10.3e",fLinCoefficients[i]*fLinNorm[i])
987 << " : " << Form(" %3.3f",fLinImportance[i]/fImportanceRef) << Endl;
988 }
989 else {
990 Log() << kmtype << "-> importance below threshold = "
991 << Form(" %3.3f",fLinImportance[i]/fImportanceRef) << Endl;
992 }
993 }
994 Log() << kmtype << "------------------------------------" << Endl;
995 }
996 }
997 else Log() << kmtype << "Linear terms were disabled" << Endl;
998
999 if ((!DoRules()) || (nrules==0)) {
1000 if (!DoRules()) {
1001 Log() << kmtype << "Rule terms were disabled" << Endl;
1002 }
1003 else {
1004 Log() << kmtype << "Even though rules were included in the model, none passed! " << nrules << Endl;
1005 }
1006 }
1007 else {
1008 Log() << kmtype << "Number of rules = " << nrules << Endl;
1009 if (isDebug) {
1010 Log() << kmtype << "N(cuts) in rules, average = " << fRuleNCave << Endl;
1011 Log() << kmtype << " RMS = " << fRuleNCsig << Endl;
1012 Log() << kmtype << "Fraction of signal rules = " << fRuleFSig << Endl;
1013 Log() << kmtype << "Fraction of rules containing a variable (%):" << Endl;
1014 for ( UInt_t v=0; v<nvars; v++) {
1015 Log() << kmtype << " " << std::setw(maxL) << GetMethodBase()->GetInputLabel(v);
1016 Log() << kmtype << Form(" = %2.2f",fRuleVarFrac[v]*100.0) << " %" << Endl;
1017 }
1018 }
1019 //
1020 // Print out all rules sorted in importance
1021 //
1022 std::list< std::pair<double,int> > sortedImp;
1023 for (Int_t i=0; i<nrules; i++) {
1024 sortedImp.push_back( std::pair<double,int>( fRules[i]->GetImportance(),i ) );
1025 }
1026 sortedImp.sort();
1027 //
1028 Log() << kmtype << "Printing the first " << printN << " rules, ordered in importance." << Endl;
1029 int pind=0;
1030 for ( std::list< std::pair<double,int> >::reverse_iterator itpair = sortedImp.rbegin();
1031 itpair != sortedImp.rend(); ++itpair ) {
1032 ind = itpair->second;
1033 // if (pind==0) impref =
1034 // Log() << kmtype << "Rule #" <<
1035 // Log() << kmtype << *fRules[ind] << Endl;
1036 fRules[ind]->PrintLogger(Form("Rule %4d : ",pind+1));
1037 pind++;
1038 if (pind==printN) {
1039 if (nrules==printN) {
1040 Log() << kmtype << "All rules printed" << Endl;
1041 }
1042 else {
1043 Log() << kmtype << "Skipping the next " << nrules-printN << " rules" << Endl;
1044 }
1045 break;
1046 }
1047 }
1048 }
1049 Log() << kmtype << "================================================================" << Endl;
1050 Log() << kmtype << Endl;
1051}
1052
1053////////////////////////////////////////////////////////////////////////////////
1054/// write rules to stream
1055
1056void TMVA::RuleEnsemble::PrintRaw( std::ostream & os ) const
1057{
1058 Int_t dp = os.precision();
1059 UInt_t nrules = fRules.size();
1060 // std::sort(fRules.begin(),fRules.end());
1061 //
1062 os << "ImportanceCut= " << fImportanceCut << std::endl;
1063 os << "LinQuantile= " << fLinQuantile << std::endl;
1064 os << "AverageSupport= " << fAverageSupport << std::endl;
1065 os << "AverageRuleSigma= " << fAverageRuleSigma << std::endl;
1066 os << "Offset= " << fOffset << std::endl;
1067 os << "NRules= " << nrules << std::endl;
1068 for (UInt_t i=0; i<nrules; i++){
1069 os << "***Rule " << i << std::endl;
1070 (fRules[i])->PrintRaw(os);
1071 }
1072 UInt_t nlinear = fLinNorm.size();
1073 //
1074 os << "NLinear= " << fLinTermOK.size() << std::endl;
1075 for (UInt_t i=0; i<nlinear; i++) {
1076 os << "***Linear " << i << std::endl;
1077 os << std::setprecision(10) << (fLinTermOK[i] ? 1:0) << " "
1078 << fLinCoefficients[i] << " "
1079 << fLinNorm[i] << " "
1080 << fLinDM[i] << " "
1081 << fLinDP[i] << " "
1082 << fLinImportance[i] << " " << std::endl;
1083 }
1084 os << std::setprecision(dp);
1085}
1086
1087////////////////////////////////////////////////////////////////////////////////
1088/// write rules to XML
1089
1090void* TMVA::RuleEnsemble::AddXMLTo(void* parent) const
1091{
1092 void* re = gTools().AddChild( parent, "Weights" ); // this is the "RuleEnsemble"
1093
1094 UInt_t nrules = fRules.size();
1095 UInt_t nlinear = fLinNorm.size();
1096 gTools().AddAttr( re, "NRules", nrules );
1097 gTools().AddAttr( re, "NLinear", nlinear );
1098 gTools().AddAttr( re, "LearningModel", (int)fLearningModel );
1099 gTools().AddAttr( re, "ImportanceCut", fImportanceCut );
1100 gTools().AddAttr( re, "LinQuantile", fLinQuantile );
1101 gTools().AddAttr( re, "AverageSupport", fAverageSupport );
1102 gTools().AddAttr( re, "AverageRuleSigma", fAverageRuleSigma );
1103 gTools().AddAttr( re, "Offset", fOffset );
1104 for (UInt_t i=0; i<nrules; i++) fRules[i]->AddXMLTo(re);
1105
1106 for (UInt_t i=0; i<nlinear; i++) {
1107 void* lin = gTools().AddChild( re, "Linear" );
1108 gTools().AddAttr( lin, "OK", (fLinTermOK[i] ? 1:0) );
1109 gTools().AddAttr( lin, "Coeff", fLinCoefficients[i] );
1110 gTools().AddAttr( lin, "Norm", fLinNorm[i] );
1111 gTools().AddAttr( lin, "DM", fLinDM[i] );
1112 gTools().AddAttr( lin, "DP", fLinDP[i] );
1113 gTools().AddAttr( lin, "Importance", fLinImportance[i] );
1114 }
1115 return re;
1116}
1117
1118////////////////////////////////////////////////////////////////////////////////
1119/// read rules from XML
1120
1122{
1123 UInt_t nrules, nlinear;
1124 gTools().ReadAttr( wghtnode, "NRules", nrules );
1125 gTools().ReadAttr( wghtnode, "NLinear", nlinear );
1126 Int_t iLearningModel;
1127 gTools().ReadAttr( wghtnode, "LearningModel", iLearningModel );
1128 fLearningModel = (ELearningModel) iLearningModel;
1129 gTools().ReadAttr( wghtnode, "ImportanceCut", fImportanceCut );
1130 gTools().ReadAttr( wghtnode, "LinQuantile", fLinQuantile );
1131 gTools().ReadAttr( wghtnode, "AverageSupport", fAverageSupport );
1132 gTools().ReadAttr( wghtnode, "AverageRuleSigma", fAverageRuleSigma );
1133 gTools().ReadAttr( wghtnode, "Offset", fOffset );
1134
1135 // read rules
1136 DeleteRules();
1137
1138 UInt_t i = 0;
1139 fRules.resize( nrules );
1140 void* ch = gTools().GetChild( wghtnode );
1141 for (i=0; i<nrules; i++) {
1142 fRules[i] = new Rule();
1143 fRules[i]->SetRuleEnsemble( this );
1144 fRules[i]->ReadFromXML( ch );
1145
1146 ch = gTools().GetNextChild(ch);
1147 }
1148
1149 // read linear classifier (Fisher)
1150 fLinNorm .resize( nlinear );
1151 fLinTermOK .resize( nlinear );
1152 fLinCoefficients.resize( nlinear );
1153 fLinDP .resize( nlinear );
1154 fLinDM .resize( nlinear );
1155 fLinImportance .resize( nlinear );
1156
1157 Int_t iok;
1158 i=0;
1159 while(ch) {
1160 gTools().ReadAttr( ch, "OK", iok );
1161 fLinTermOK[i] = (iok == 1);
1162 gTools().ReadAttr( ch, "Coeff", fLinCoefficients[i] );
1163 gTools().ReadAttr( ch, "Norm", fLinNorm[i] );
1164 gTools().ReadAttr( ch, "DM", fLinDM[i] );
1165 gTools().ReadAttr( ch, "DP", fLinDP[i] );
1166 gTools().ReadAttr( ch, "Importance", fLinImportance[i] );
1167
1168 i++;
1169 ch = gTools().GetNextChild(ch);
1170 }
1171}
1172
1173////////////////////////////////////////////////////////////////////////////////
1174/// read rule ensemble from stream
1175
1176void TMVA::RuleEnsemble::ReadRaw( std::istream & istr )
1177{
1178 UInt_t nrules;
1179 //
1180 std::string dummy;
1181 Int_t idum;
1182 //
1183 // First block is general stuff
1184 //
1185 istr >> dummy >> fImportanceCut;
1186 istr >> dummy >> fLinQuantile;
1187 istr >> dummy >> fAverageSupport;
1188 istr >> dummy >> fAverageRuleSigma;
1189 istr >> dummy >> fOffset;
1190 istr >> dummy >> nrules;
1191 //
1192 // Now read in the rules
1193 //
1194 DeleteRules();
1195 //
1196 for (UInt_t i=0; i<nrules; i++){
1197 istr >> dummy >> idum; // read line "***Rule <ind>"
1198 fRules.push_back( new Rule() );
1199 (fRules.back())->SetRuleEnsemble( this );
1200 (fRules.back())->ReadRaw(istr);
1201 }
1202 //
1203 // and now the linear terms
1204 //
1205 UInt_t nlinear;
1206 //
1207 // coverity[tainted_data_argument]
1208 istr >> dummy >> nlinear;
1209 //
1210 fLinNorm .resize( nlinear );
1211 fLinTermOK .resize( nlinear );
1212 fLinCoefficients.resize( nlinear );
1213 fLinDP .resize( nlinear );
1214 fLinDM .resize( nlinear );
1215 fLinImportance .resize( nlinear );
1216 //
1217
1218 Int_t iok;
1219 for (UInt_t i=0; i<nlinear; i++) {
1220 istr >> dummy >> idum;
1221 istr >> iok;
1222 fLinTermOK[i] = (iok==1);
1223 istr >> fLinCoefficients[i];
1224 istr >> fLinNorm[i];
1225 istr >> fLinDM[i];
1226 istr >> fLinDP[i];
1227 istr >> fLinImportance[i];
1228 }
1229}
1230
1231////////////////////////////////////////////////////////////////////////////////
1232/// copy function
1233
1235{
1236 if(this != &other) {
1237 fRuleFit = other.GetRuleFit();
1238 fRuleMinDist = other.GetRuleMinDist();
1239 fOffset = other.GetOffset();
1240 fRules = other.GetRulesConst();
1241 fImportanceCut = other.GetImportanceCut();
1242 fVarImportance = other.GetVarImportance();
1243 fLearningModel = other.GetLearningModel();
1244 fLinQuantile = other.GetLinQuantile();
1245 fRuleNCsig = other.fRuleNCsig;
1246 fAverageRuleSigma = other.fAverageRuleSigma;
1247 fEventCacheOK = other.fEventCacheOK;
1248 fImportanceRef = other.fImportanceRef;
1249 fNRulesGenerated = other.fNRulesGenerated;
1250 fRuleFSig = other.fRuleFSig;
1251 fRuleMapInd0 = other.fRuleMapInd0;
1252 fRuleMapInd1 = other.fRuleMapInd1;
1253 fRuleMapOK = other.fRuleMapOK;
1254 fRuleNCave = other.fRuleNCave;
1255 }
1256}
1257
1258////////////////////////////////////////////////////////////////////////////////
1259/// calculate the number of rules
1260
1262{
1263 if (dtree==0) return 0;
1264 Node *node = dtree->GetRoot();
1265 Int_t nendnodes = 0;
1266 FindNEndNodes( node, nendnodes );
1267 return 2*(nendnodes-1);
1268}
1269
1270////////////////////////////////////////////////////////////////////////////////
1271/// find the number of leaf nodes
1272
1273void TMVA::RuleEnsemble::FindNEndNodes( const Node *node, Int_t & nendnodes )
1274{
1275 if (node==0) return;
1276 if ((node->GetRight()==0) && (node->GetLeft()==0)) {
1277 ++nendnodes;
1278 return;
1279 }
1280 const Node *nodeR = node->GetRight();
1281 const Node *nodeL = node->GetLeft();
1282 FindNEndNodes( nodeR, nendnodes );
1283 FindNEndNodes( nodeL, nendnodes );
1284}
1285
1286////////////////////////////////////////////////////////////////////////////////
1287/// create rules from the decision tree structure
1288
1290{
1291 Node *node = dtree->GetRoot();
1292 AddRule( node );
1293}
1294
1295////////////////////////////////////////////////////////////////////////////////
1296/// add a new rule to the tree
1297
1299{
1300 if (node==0) return;
1301 if (node->GetParent()==0) { // it's a root node, don't make a rule
1302 AddRule( node->GetRight() );
1303 AddRule( node->GetLeft() );
1304 }
1305 else {
1306 Rule *rule = MakeTheRule(node);
1307 if (rule) {
1308 fRules.push_back( rule );
1309 AddRule( node->GetRight() );
1310 AddRule( node->GetLeft() );
1311 }
1312 else {
1313 Log() << kFATAL << "<AddRule> - ERROR failed in creating a rule! BUG!" << Endl;
1314 }
1315 }
1316}
1317
1318////////////////////////////////////////////////////////////////////////////////
1319/// Make a Rule from a given Node.
1320/// The root node (ie no parent) does not generate a Rule.
1321/// The first node in a rule is always the root node => fNodes.size()>=2
1322/// Each node corresponds to a cut and the cut value is given by the parent node.
1323
1325{
1326 if (node==0) {
1327 Log() << kFATAL << "<MakeTheRule> Input node is NULL. Should not happen. BUG!" << Endl;
1328 return 0;
1329 }
1330
1331 if (node->GetParent()==0) { // a root node - ignore
1332 return 0;
1333 }
1334 //
1335 std::vector< const Node * > nodeVec;
1336 const Node *parent = node;
1337 //
1338 // Make list with the input node at the end:
1339 // <root node> <node1> <node2> ... <node given as argument>
1340 //
1341 nodeVec.push_back( node );
1342 while (parent!=0) {
1343 parent = parent->GetParent();
1344 if (!parent) continue;
1345 const DecisionTreeNode* dtn = dynamic_cast<const DecisionTreeNode*>(parent);
1346 if (dtn && dtn->GetSelector()>=0)
1347 nodeVec.insert( nodeVec.begin(), parent );
1348
1349 }
1350 if (nodeVec.size()<2) {
1351 Log() << kFATAL << "<MakeTheRule> BUG! Inconsistent Rule!" << Endl;
1352 return 0;
1353 }
1354 Rule *rule = new Rule( this, nodeVec );
1355 rule->SetMsgType( Log().GetMinType() );
1356 return rule;
1357}
1358
1359////////////////////////////////////////////////////////////////////////////////
1360/// Makes rule map for all events
1361
1362void TMVA::RuleEnsemble::MakeRuleMap(const std::vector<const Event *> *events, UInt_t ifirst, UInt_t ilast)
1363{
1364 Log() << kVERBOSE << "Making Rule map for all events" << Endl;
1365 // make rule response map
1366 if (events==0) events = GetTrainingEvents();
1367 if ((ifirst==0) || (ilast==0) || (ifirst>ilast)) {
1368 ifirst = 0;
1369 ilast = events->size()-1;
1370 }
1371 // check if identical to previous call
1372 if ((events!=fRuleMapEvents) ||
1373 (ifirst!=fRuleMapInd0) ||
1374 (ilast !=fRuleMapInd1)) {
1375 fRuleMapOK = kFALSE;
1376 }
1377 //
1378 if (fRuleMapOK) {
1379 Log() << kVERBOSE << "<MakeRuleMap> Map is already valid" << Endl;
1380 return; // already cached
1381 }
1382 fRuleMapEvents = events;
1383 fRuleMapInd0 = ifirst;
1384 fRuleMapInd1 = ilast;
1385 // check number of rules
1386 UInt_t nrules = GetNRules();
1387 if (nrules==0) {
1388 Log() << kVERBOSE << "No rules found in MakeRuleMap()" << Endl;
1389 fRuleMapOK = kTRUE;
1390 return;
1391 }
1392 //
1393 // init map
1394 //
1395 std::vector<UInt_t> ruleind;
1396 fRuleMap.clear();
1397 for (UInt_t i=ifirst; i<=ilast; i++) {
1398 ruleind.clear();
1399 fRuleMap.push_back( ruleind );
1400 for (UInt_t r=0; r<nrules; r++) {
1401 if (fRules[r]->EvalEvent(*((*events)[i]))) {
1402 fRuleMap.back().push_back(r); // save only rules that are accepted
1403 }
1404 }
1405 }
1406 fRuleMapOK = kTRUE;
1407 Log() << kVERBOSE << "Made rule map for event# " << ifirst << " : " << ilast << Endl;
1408}
1409
1410////////////////////////////////////////////////////////////////////////////////
1411/// std::ostream operator
1412
1413std::ostream& TMVA::operator<< ( std::ostream& os, const RuleEnsemble & rules )
1414{
1415 os << "DON'T USE THIS - TO BE REMOVED" << std::endl;
1416 rules.Print();
1417 return os;
1418}
ROOT::R::TRInterface & r
Definition Object.C:4
#define e(i)
Definition RSha256.hxx:103
const Bool_t kFALSE
Definition RtypesCore.h:92
double Double_t
Definition RtypesCore.h:59
const Bool_t kTRUE
Definition RtypesCore.h:91
int type
Definition TGX11.cxx:121
double sqrt(double)
R__EXTERN TRandom * gRandom
Definition TRandom.h:62
char * Form(const char *fmt,...)
1-D histogram with a float per channel (see TH1 documentation)}
Definition TH1.h:575
Short_t GetSelector() const
Implementation of a Decision Tree.
virtual DecisionTreeNode * GetRoot() const
UInt_t GetClass() const
Definition Event.h:86
Virtual base Class for all MVA method.
Definition MethodBase.h:111
Bool_t IsSilentFile() const
Definition MethodBase.h:378
J Friedman's RuleFit method.
Bool_t UseBoost() const
ostringstream derivative to redirect and format output
Definition MsgLogger.h:59
Node for the BinarySearch or Decision Trees.
Definition Node.h:58
virtual Node * GetLeft() const
Definition Node.h:89
virtual Node * GetParent() const
Definition Node.h:91
virtual Node * GetRight() const
Definition Node.h:90
virtual ~RuleEnsemble()
destructor
void CalcVarImportance()
Calculates variable importance using eq (35) in RuleFit paper by Friedman et.al.
void SetImportanceRef(Double_t impref)
set reference importance
void CalcImportance()
calculate the importance of each rule
void PrintRuleGen() const
print rule generation info
void MakeRuleMap(const std::vector< const TMVA::Event * > *events=0, UInt_t ifirst=0, UInt_t ilast=0)
Makes rule map for all events.
Int_t CalcNRules(const TMVA::DecisionTree *dtree)
calculate the number of rules
void ResetCoefficients()
reset all rule coefficients
void SetMsgType(EMsgType t)
Double_t GetLinQuantile() const
void ReadRaw(std::istream &istr)
read rule ensemble from stream
void AddRule(const Node *node)
add a new rule to the tree
void ReadFromXML(void *wghtnode)
read rules from XML
Double_t GetImportanceCut() const
const Event * GetTrainingEvent(UInt_t i) const
get the training event from the rule fitter
const std::vector< const TMVA::Event * > * GetTrainingEvents() const
get list of training events from the rule fitter
Double_t GetRuleMinDist() const
void SetRules(const std::vector< TMVA::Rule * > &rules)
set rules
void MakeRules(const std::vector< const TMVA::DecisionTree * > &forest)
Makes rules from the given decision tree.
void RemoveSimilarRules()
remove rules that behave similar
void FindNEndNodes(const TMVA::Node *node, Int_t &nendnodes)
find the number of leaf nodes
RuleEnsemble()
constructor
const std::vector< Double_t > & GetVarImportance() const
void CleanupRules()
cleanup rules
void Initialize(const RuleFit *rf)
Initializes all member variables with default values.
void CleanupLinear()
cleanup linear model
void RuleResponseStats()
calculate various statistics for this rule
const RuleFit * GetRuleFit() const
void * AddXMLTo(void *parent) const
write rules to XML
const std::vector< TMVA::Rule * > & GetRulesConst() const
const MethodRuleFit * GetMethodRuleFit() const
Get a pointer to the original MethodRuleFit.
void MakeModel()
create model
void RuleStatistics()
calculate various statistics for this rule
void SetCoefficients(const std::vector< Double_t > &v)
set all rule coefficients
void Print() const
print function
Double_t PdfRule(Double_t &nsig, Double_t &ntot) const
This function returns Pr( y = 1 | x ) for rules.
const MethodBase * GetMethodBase() const
Get a pointer to the original MethodRuleFit.
Double_t GetOffset() const
void Copy(RuleEnsemble const &other)
copy function
Double_t CalcLinImportance()
calculate the linear importance for each rule
Double_t CalcRuleImportance()
calculate importance of each rule
void PrintRaw(std::ostream &os) const
write rules to stream
Double_t fAverageRuleSigma
void CalcRuleSupport()
calculate the support for all rules
ELearningModel GetLearningModel() const
Double_t PdfLinear(Double_t &nsig, Double_t &ntot) const
This function returns Pr( y = 1 | x ) for the linear terms.
Double_t CoefficientRadius()
Calculates sqrt(Sum(a_i^2)), i=1..N (NOTE do not include a0)
void MakeRulesFromTree(const DecisionTree *dtree)
create rules from the decision tree structure
void MakeLinearTerms()
Make the linear terms as in eq 25, ref 2 For this the b and (1-b) quantiles are needed.
Rule * MakeTheRule(const Node *node)
Make a Rule from a given Node.
void GetCoefficients(std::vector< Double_t > &v)
Retrieve all rule coefficients.
Double_t FStar() const
We want to estimate F* = argmin Eyx( L(y,F(x) ), min wrt F(x) F(x) = FL(x) + FR(x) ,...
A class implementing various fits of rule ensembles.
Definition RuleFit.h:46
Implementation of a rule.
Definition Rule.h:50
void SetMsgType(EMsgType t)
Definition Rule.cxx:156
void * GetNextChild(void *prevchild, const char *childname=0)
XML helpers.
Definition Tools.cxx:1174
void * AddChild(void *parent, const char *childname, const char *content=0, bool isRootNode=false)
add child node
Definition Tools.cxx:1136
void * GetChild(void *parent, const char *childname=0)
get child node
Definition Tools.cxx:1162
void ReadAttr(void *node, const char *, T &value)
read attribute from xml
Definition Tools.h:335
void AddAttr(void *node, const char *, const T &value, Int_t precision=16)
add attribute to xml
Definition Tools.h:353
virtual Double_t Rndm()
Machine independent random number generator.
Definition TRandom.cxx:552
Tools & gTools()
std::ostream & operator<<(std::ostream &os, const BinaryTree &tree)
MsgLogger & Endl(MsgLogger &ml)
Definition MsgLogger.h:158
Short_t Max(Short_t a, Short_t b)
Definition TMathBase.h:212
Double_t Sqrt(Double_t x)
Definition TMath.h:691
Short_t Min(Short_t a, Short_t b)
Definition TMathBase.h:180
Short_t Abs(Short_t d)
Definition TMathBase.h:120
Definition first.py:1