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TMVA::CostComplexityPruneTool Class Reference

A class to prune a decision tree using the Cost Complexity method.

(see "Classification and Regression Trees" by Leo Breiman et al)

Some definitions:

  • \( T_{max} \) - the initial, usually highly overtrained tree, that is to be pruned back
  • \( R(T) \) - quality index (Gini, misclassification rate, or other) of a tree \( T \)
  • \( \sim T \) - set of terminal nodes in \( T \)
  • \( T' \) - the pruned subtree of \( T_max \) that has the best quality index \( R(T') \)
  • \( \alpha \) - the prune strength parameter in Cost Complexity pruning \( (R_{\alpha}(T) = R(T) + \alpha*|\sim T|) \)

There are two running modes in CCPruner: (i) one may select a prune strength and prune back the tree \( T_{max}\) until the criterion:

\[ \alpha < \frac{R(T) - R(t)}{|\sim T_t| - 1} \]

is true for all nodes t in \( T \), or (ii) the algorithm finds the sequence of critical points \( \alpha_k < \alpha_{k+1} ... < \alpha_K \) such that \( T_K = root(T_{max}) \) and then selects the optimally-pruned subtree, defined to be the subtree with the best quality index for the validation sample.

Definition at line 62 of file CostComplexityPruneTool.h.

Public Member Functions

 CostComplexityPruneTool (SeparationBase *qualityIndex=NULL)
 the constructor for the cost complexity pruning
 
virtual ~CostComplexityPruneTool ()
 the destructor for the cost complexity pruning
 
virtual PruningInfoCalculatePruningInfo (DecisionTree *dt, const IPruneTool::EventSample *testEvents=NULL, Bool_t isAutomatic=kFALSE)
 the routine that basically "steers" the pruning process.
 
- Public Member Functions inherited from TMVA::IPruneTool
 IPruneTool ()
 
virtual ~IPruneTool ()
 
Double_t GetPruneStrength () const
 
Bool_t IsAutomatic () const
 
void SetAutomatic ()
 
void SetPruneStrength (Double_t alpha)
 

Private Member Functions

void InitTreePruningMetaData (DecisionTreeNode *n)
 the optimal index of the prune sequence
 
MsgLoggerLog () const
 output stream to save logging information
 
void Optimize (DecisionTree *dt, Double_t weights)
 after the critical \( \alpha \) values (at which the corresponding nodes would be pruned away) had been established in the "InitMetaData" we need now: automatic pruning:
 

Private Attributes

MsgLoggerfLogger
 
Int_t fOptimalK
 map of R(T) -> pruning index
 
std::vector< DecisionTreeNode * > fPruneSequence
 the quality index used to calculate R(t), R(T) = sum[t in ~T]{ R(t) }
 
std::vector< Double_tfPruneStrengthList
 map of weakest links (i.e., branches to prune) -> pruning index
 
std::vector< Double_tfQualityIndexList
 map of alpha -> pruning index
 
SeparationBasefQualityIndexTool
 

Additional Inherited Members

- Public Types inherited from TMVA::IPruneTool
typedef std::vector< const Event * > EventSample
 
- Protected Attributes inherited from TMVA::IPruneTool
Double_t B
 
Double_t fPruneStrength
 
Double_t S
 regularization parameter in pruning
 

#include <TMVA/CostComplexityPruneTool.h>

Inheritance diagram for TMVA::CostComplexityPruneTool:
[legend]

Constructor & Destructor Documentation

◆ CostComplexityPruneTool()

CostComplexityPruneTool::CostComplexityPruneTool ( SeparationBase qualityIndex = NULL)

the constructor for the cost complexity pruning

Definition at line 68 of file CostComplexityPruneTool.cxx.

◆ ~CostComplexityPruneTool()

CostComplexityPruneTool::~CostComplexityPruneTool ( )
virtual

the destructor for the cost complexity pruning

Definition at line 89 of file CostComplexityPruneTool.cxx.

Member Function Documentation

◆ CalculatePruningInfo()

PruningInfo * CostComplexityPruneTool::CalculatePruningInfo ( DecisionTree dt,
const IPruneTool::EventSample validationSample = NULL,
Bool_t  isAutomatic = kFALSE 
)
virtual

the routine that basically "steers" the pruning process.

Call the calculation of the pruning sequence, the tree quality and alike..

Implements TMVA::IPruneTool.

Definition at line 98 of file CostComplexityPruneTool.cxx.

◆ InitTreePruningMetaData()

void CostComplexityPruneTool::InitTreePruningMetaData ( DecisionTreeNode n)
private

the optimal index of the prune sequence

initialise "meta data" for the pruning, like the "costcomplexity", the critical alpha, the minimal alpha down the tree, etc... for each node!!

Definition at line 181 of file CostComplexityPruneTool.cxx.

◆ Log()

MsgLogger & TMVA::CostComplexityPruneTool::Log ( ) const
inlineprivate

output stream to save logging information

Definition at line 87 of file CostComplexityPruneTool.h.

◆ Optimize()

void CostComplexityPruneTool::Optimize ( DecisionTree dt,
Double_t  weights 
)
private

after the critical \( \alpha \) values (at which the corresponding nodes would be pruned away) had been established in the "InitMetaData" we need now: automatic pruning:

find the value of \( \alpha \) for which the test sample gives minimal error, on the tree with all nodes pruned that have \( \alpha_{critical} < \alpha \), fixed parameter pruning

Definition at line 236 of file CostComplexityPruneTool.cxx.

Member Data Documentation

◆ fLogger

MsgLogger* TMVA::CostComplexityPruneTool::fLogger
mutableprivate

Definition at line 86 of file CostComplexityPruneTool.h.

◆ fOptimalK

Int_t TMVA::CostComplexityPruneTool::fOptimalK
private

map of R(T) -> pruning index

Definition at line 77 of file CostComplexityPruneTool.h.

◆ fPruneSequence

std::vector<DecisionTreeNode*> TMVA::CostComplexityPruneTool::fPruneSequence
private

the quality index used to calculate R(t), R(T) = sum[t in ~T]{ R(t) }

Definition at line 73 of file CostComplexityPruneTool.h.

◆ fPruneStrengthList

std::vector<Double_t> TMVA::CostComplexityPruneTool::fPruneStrengthList
private

map of weakest links (i.e., branches to prune) -> pruning index

Definition at line 74 of file CostComplexityPruneTool.h.

◆ fQualityIndexList

std::vector<Double_t> TMVA::CostComplexityPruneTool::fQualityIndexList
private

map of alpha -> pruning index

Definition at line 75 of file CostComplexityPruneTool.h.

◆ fQualityIndexTool

SeparationBase* TMVA::CostComplexityPruneTool::fQualityIndexTool
private

Definition at line 71 of file CostComplexityPruneTool.h.

Libraries for TMVA::CostComplexityPruneTool:

The documentation for this class was generated from the following files: