A class doing the actual fitting of a linear model using rules as base functions.
Definition at line 49 of file RuleFitParams.h.
Public Member Functions | |
RuleFitParams () | |
constructor | |
virtual | ~RuleFitParams () |
destructor | |
Int_t | FindGDTau () |
This finds the cutoff parameter tau by scanning several different paths. | |
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. | |
void | InitGD () |
Initialize GD path search. | |
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) | |
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) | |
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) | |
void | MakeGDPath () |
The following finds the gradient directed path in parameter space. | |
Double_t | Penalty () const |
This is the "lasso" penalty To be used for regression. | |
Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff) const |
risk assessment | |
Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff, UInt_t itau) const |
risk assessment for tau model <itau> | |
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. | |
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() ! | |
Double_t | CalcAverageResponseOLD () |
Double_t | CalcAverageTruth () |
calculate the average truth | |
void | CalcFStar () |
Estimates F* (optimum scoring function) for all events for the given sets. | |
void | CalcGDNTau () |
void | CalcTstAverageResponse () |
calc average response for all test paths - TODO: see comment under CalcAverageResponse() note that 0 offset is used | |
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 —. | |
Double_t | ErrorRateReg () |
Estimates the error rate with the current set of parameters This code is pretty messy at the moment. | |
Double_t | ErrorRateRoc () |
Estimates the error rate with the current set of parameters. | |
Double_t | ErrorRateRocRaw (std::vector< Double_t > &sFsig, std::vector< Double_t > &sFbkg) |
Estimates the error rate with the current set of parameters. | |
void | ErrorRateRocTst () |
Estimates the error rate with the current set of parameters. | |
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 | |
void | EvaluateAveragePath () |
void | EvaluateAveragePerf () |
void | FillCoefficients () |
helper function to store the rule coefficients in local arrays | |
void | InitNtuple () |
initializes the ntuple | |
void | MakeGradientVector () |
make gradient vector | |
void | MakeTstGradientVector () |
make test gradient vector for all tau same algorithm as MakeGradientVector() | |
Double_t | Optimism () |
implementation of eq. | |
void | UpdateCoefficients () |
Establish maximum gradient for rules, linear terms and the offset. | |
void | UpdateTstCoefficients () |
Establish maximum gradient for rules, linear terms and the offset for all taus TODO: do not need index range! | |
Private Member Functions | |
MsgLogger & | Log () const |
message logger | |
Private Attributes | |
MsgLogger * | fLogger |
#include <TMVA/RuleFitParams.h>
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Definition at line 130 of file RuleFitParams.h.
TMVA::RuleFitParams::RuleFitParams | ( | ) |
constructor
Definition at line 64 of file RuleFitParams.cxx.
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destructor
Definition at line 104 of file RuleFitParams.cxx.
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calculate the average response - TODO : rewrite bad dependancy on EvaluateAverage() !
note that 0 offset is used
Definition at line 1516 of file RuleFitParams.cxx.
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calculate the average truth
Definition at line 1531 of file RuleFitParams.cxx.
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Estimates F* (optimum scoring function) for all events for the given sets.
The result is used in ErrorRateReg(). — NOT USED —
Definition at line 885 of file RuleFitParams.cxx.
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Definition at line 136 of file RuleFitParams.h.
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calc average response for all test paths - TODO: see comment under CalcAverageResponse() note that 0 offset is used
Definition at line 1495 of file RuleFitParams.cxx.
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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 1008 of file RuleFitParams.cxx.
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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 964 of file RuleFitParams.cxx.
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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 1109 of file RuleFitParams.cxx.
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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 1042 of file RuleFitParams.cxx.
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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 1157 of file RuleFitParams.cxx.
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evaluate the average of each variable and f(x) in the given range
Definition at line 208 of file RuleFitParams.cxx.
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Definition at line 177 of file RuleFitParams.h.
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Definition at line 180 of file RuleFitParams.h.
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helper function to store the rule coefficients in local arrays
Definition at line 868 of file RuleFitParams.cxx.
Int_t TMVA::RuleFitParams::FindGDTau | ( | ) |
This finds the cutoff parameter tau by scanning several different paths.
Definition at line 449 of file RuleFitParams.cxx.
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Definition at line 91 of file RuleFitParams.h.
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Definition at line 92 of file RuleFitParams.h.
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Definition at line 93 of file RuleFitParams.h.
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Definition at line 94 of file RuleFitParams.h.
void TMVA::RuleFitParams::Init | ( | ) |
Initializes all parameters using the RuleEnsemble and the training tree.
Definition at line 114 of file RuleFitParams.cxx.
void TMVA::RuleFitParams::InitGD | ( | ) |
Initialize GD path search.
Definition at line 373 of file RuleFitParams.cxx.
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initializes the ntuple
Definition at line 185 of file RuleFitParams.cxx.
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message logger
Definition at line 254 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 278 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 290 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 302 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 538 of file RuleFitParams.cxx.
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make gradient vector
Definition at line 1379 of file RuleFitParams.cxx.
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make test gradient vector for all tau same algorithm as MakeGradientVector()
Definition at line 1261 of file RuleFitParams.cxx.
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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 925 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 356 of file RuleFitParams.cxx.
risk assessment
Definition at line 314 of file RuleFitParams.cxx.
risk assessment for tau model <itau>
Definition at line 334 of file RuleFitParams.cxx.
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Definition at line 108 of file RuleFitParams.h.
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Definition at line 109 of file RuleFitParams.h.
Definition at line 110 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 1203 of file RuleFitParams.cxx.
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void TMVA::RuleFitParams::SetMsgType | ( | EMsgType | t | ) |
Definition at line 1560 of file RuleFitParams.cxx.
Definition at line 62 of file RuleFitParams.h.
Definition at line 1554 of file RuleFitParams.cxx.
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Establish maximum gradient for rules, linear terms and the offset.
Definition at line 1445 of file RuleFitParams.cxx.
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Establish maximum gradient for rules, linear terms and the offset for all taus TODO: do not need index range!
Definition at line 1331 of file RuleFitParams.cxx.
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