57 : fLearningModel ( kFull )
58 , fImportanceCut ( 0 )
59 , fLinQuantile ( 0.025 )
61 , fAverageSupport ( 0.8 )
62 , fAverageRuleSigma( 0.4 )
66 , fRuleMinDist ( 1
e-3 )
67 , fNRulesGenerated ( 0 )
69 , fEventCacheOK ( true )
73 , fRuleMapEvents ( 0 )
83 : fAverageSupport ( 1 )
96 : fLearningModel ( kFull )
97 , fImportanceCut ( 0 )
98 , fLinQuantile ( 0.025 )
100 , fImportanceRef ( 1.0 )
101 , fAverageSupport ( 0.8 )
102 , fAverageRuleSigma( 0.4 )
106 , fRuleMinDist ( 1
e-3 )
107 , fNRulesGenerated ( 0 )
109 , fEventCacheOK ( true )
110 , fRuleMapOK ( true )
113 , fRuleMapEvents ( 0 )
124 for ( std::vector<Rule *>::iterator itrRule = fRules.begin(); itrRule != fRules.end(); ++itrRule ) {
136 SetAverageRuleSigma(0.4);
138 UInt_t nvars = GetMethodBase()->GetNvar();
139 fVarImportance.clear();
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++) {
148 fLinTermOK.push_back(
kTRUE);
155 fLogger->SetMinType(t);
164 return ( fRuleFit==0 ? 0:fRuleFit->GetMethodRuleFit());
173 return ( fRuleFit==0 ? 0:fRuleFit->GetMethodBase());
181 MakeRules( fRuleFit->GetForest() );
200 Int_t ncoeffs = fRules.size();
201 if (ncoeffs<1)
return 0;
205 for (
Int_t i=0; i<ncoeffs; i++) {
206 val = fRules[i]->GetCoefficient();
218 UInt_t nrules = fRules.size();
219 for (
UInt_t i=0; i<nrules; i++) {
220 fRules[i]->SetCoefficient(0.0);
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;
234 for (
UInt_t i=0; i<nrules; i++) {
235 fRules[i]->SetCoefficient(
v[i]);
244 UInt_t nrules = fRules.size();
246 if (nrules==0)
return;
248 for (
UInt_t i=0; i<nrules; i++) {
249 v[i] = (fRules[i]->GetCoefficient());
258 return &(fRuleFit->GetTrainingEvents());
266 return fRuleFit->GetTrainingEvent(i);
274 Log() << kVERBOSE <<
"Removing similar rules; distance = " << fRuleMinDist <<
Endl;
276 UInt_t nrulesIn = fRules.size();
278 std::vector< Char_t > removeMe( nrulesIn,
false );
283 for (
UInt_t i=0; i<nrulesIn; i++) {
286 for (
UInt_t k=i+1; k<nrulesIn; k++) {
292 remind = (
r>0.5 ? k:i);
299 if (!removeMe[remind]) {
300 removeMe[remind] =
true;
309 for (
UInt_t i=0; i<nrulesIn; i++) {
311 theRule = fRules[ind];
312 fRules.erase( fRules.begin() + ind );
318 UInt_t nrulesOut = fRules.size();
319 Log() << kVERBOSE <<
"Removed " << nrulesIn - nrulesOut <<
" out of " << nrulesIn <<
" rules" <<
Endl;
327 UInt_t nrules = fRules.size();
328 if (nrules==0)
return;
329 Log() << kVERBOSE <<
"Removing rules with relative importance < " << fImportanceCut <<
Endl;
330 if (fImportanceCut<=0)
return;
336 for (
UInt_t i=0; i<nrules; i++) {
337 if (fRules[ind]->GetRelImportance()<fImportanceCut) {
338 therule = fRules[ind];
339 fRules.erase( fRules.begin() + ind );
345 Log() << kINFO <<
"Removed " << nrules-ind <<
" out of a total of " << nrules
346 <<
" rules with importance < " << fImportanceCut <<
Endl;
354 UInt_t nlin = fLinNorm.size();
356 Log() << kVERBOSE <<
"Removing linear terms with relative importance < " << fImportanceCut <<
Endl;
359 for (
UInt_t i=0; i<nlin; i++) {
360 fLinTermOK.push_back( (fLinImportance[i]/fImportanceRef > fImportanceCut) );
369 Log() << kVERBOSE <<
"Evaluating Rule support" <<
Endl;
374 SetAverageRuleSigma(0.4);
375 const std::vector<const Event *> *events = GetTrainingEvents();
379 if ((nrules>0) && (events->size()>0)) {
380 for ( std::vector< Rule * >::iterator itrRule=fRules.begin(); itrRule!=fRules.end(); ++itrRule ) {
384 for ( std::vector<const Event * >::const_iterator itrEvent=events->begin(); itrEvent!=events->end(); ++itrEvent ) {
385 if ((*itrRule)->EvalEvent( *(*itrEvent) )) {
386 ew = (*itrEvent)->GetWeight();
388 if (GetMethodRuleFit()->DataInfo().IsSignal(*itrEvent)) ssig += ew;
393 s = s/fRuleFit->GetNEveEff();
395 t = (t<0 ? 0:sqrt(t));
399 (*itrRule)->SetSupport(s);
400 (*itrRule)->SetNorm(t);
401 (*itrRule)->SetSSB( ssb );
402 (*itrRule)->SetSSBNeve(
Double_t(ssig+sbkg));
404 fAverageSupport = stot/nrules;
405 fAverageRuleSigma =
TMath::Sqrt(fAverageSupport*(1.0-fAverageSupport));
406 Log() << kVERBOSE <<
"Standard deviation of support = " << fAverageRuleSigma <<
Endl;
407 Log() << kVERBOSE <<
"Average rule support = " << fAverageSupport <<
Endl;
416 Double_t maxRuleImp = CalcRuleImportance();
417 Double_t maxLinImp = CalcLinImportance();
418 Double_t maxImp = (maxRuleImp>maxLinImp ? maxRuleImp : maxLinImp);
419 SetImportanceRef( maxImp );
427 for (
UInt_t i=0; i<fRules.size(); i++ ) {
428 fRules[i]->SetImportanceRef(impref);
430 fImportanceRef = impref;
439 Int_t nrules = fRules.size();
440 for (
int i=0; i<nrules; i++ ) {
441 fRules[i]->CalcImportance();
442 imp = fRules[i]->GetImportance();
443 if (imp>maxImp) maxImp = imp;
445 for (
Int_t i=0; i<nrules; i++ ) {
446 fRules[i]->SetImportanceRef(maxImp);
458 UInt_t nvars = fLinCoefficients.size();
459 fLinImportance.resize(nvars,0.0);
460 if (!DoLinear())
return maxImp;
470 for (
UInt_t i=0; i<nvars; i++ ) {
471 imp = fAverageRuleSigma*
TMath::Abs(fLinCoefficients[i]);
472 fLinImportance[i] = imp;
473 if (imp>maxImp) maxImp = imp;
483 Log() << kVERBOSE <<
"Compute variable importance" <<
Endl;
485 UInt_t nrules = fRules.size();
486 if (GetMethodBase()==0) Log() << kFATAL <<
"RuleEnsemble::CalcVarImportance() - should not be here!" <<
Endl;
487 UInt_t nvars = GetMethodBase()->GetNvar();
490 fVarImportance.resize(nvars,0);
493 for (
UInt_t ind=0; ind<nrules; ind++ ) {
494 rimp = fRules[ind]->GetImportance();
495 nvarsUsed = fRules[ind]->GetNumVarsUsed();
497 Log() << kFATAL <<
"<CalcVarImportance> Variables for importance calc!!!??? A BUG!" <<
Endl;
498 rimpN = (nvarsUsed > 0 ? rimp/nvarsUsed:0.0);
499 for (
UInt_t iv=0; iv<nvars; iv++ ) {
500 if (fRules[ind]->ContainsVariable(iv)) {
501 fVarImportance[iv] += rimpN;
508 for (
UInt_t iv=0; iv<fLinTermOK.size(); iv++ ) {
509 if (fLinTermOK[iv]) fVarImportance[iv] += fLinImportance[iv];
516 for (
UInt_t iv=0; iv<nvars; iv++ ) {
517 if ( fVarImportance[iv] > maximp ) maximp = fVarImportance[iv];
520 for (
UInt_t iv=0; iv<nvars; iv++ ) {
521 fVarImportance[iv] *= 1.0/maximp;
535 fRules.resize(rules.size());
536 for (
UInt_t i=0; i<fRules.size(); i++) {
537 fRules[i] = rules[i];
549 if (!DoRules())
return;
558 UInt_t ntrees = forest.size();
559 for (
UInt_t ind=0; ind<ntrees; ind++ ) {
561 MakeRulesFromTree( forest[ind] );
562 nrules = CalcNRules( forest[ind] );
563 nendn = (nrules/2) + 1;
565 sumn2 += nendn*nendn;
566 nrulesCheck += nrules;
568 Double_t nmean = (ntrees>0) ? sumnendn/ntrees : 0;
570 Double_t ndev = 2.0*(nmean-2.0-nsigm)/(nmean-2.0+nsigm);
572 Log() << kVERBOSE <<
"Average number of end nodes per tree = " << nmean <<
Endl;
573 if (ntrees>1) Log() << kVERBOSE <<
"sigma of ditto ( ~= mean-2 ?) = "
576 Log() << kVERBOSE <<
"Deviation from exponential model = " << ndev <<
Endl;
577 Log() << kVERBOSE <<
"Corresponds to L (eq. 13, RuleFit ppr) = " << nmean <<
Endl;
579 if (nrulesCheck !=
static_cast<Int_t>(fRules.size())) {
581 <<
"BUG! number of generated and possible rules do not match! N(rules) = " << fRules.size()
582 <<
" != " << nrulesCheck <<
Endl;
584 Log() << kVERBOSE <<
"Number of generated rules: " << fRules.size() <<
Endl;
587 fNRulesGenerated = fRules.size();
589 RemoveSimilarRules();
601 if (!DoLinear())
return;
603 const std::vector<const Event *> *events = GetTrainingEvents();
604 UInt_t neve = events->size();
605 UInt_t nvars = ((*events)[0])->GetNVariables();
607 typedef std::pair< Double_t, Int_t> dataType;
608 typedef std::pair< Double_t, dataType > dataPoint;
610 std::vector< std::vector<dataPoint> > vardata(nvars);
611 std::vector< Double_t > varsum(nvars,0.0);
612 std::vector< Double_t > varsum2(nvars,0.0);
617 for (
UInt_t i=0; i<neve; i++) {
618 ew = ((*events)[i])->GetWeight();
620 val = ((*events)[i])->GetValue(
v);
621 vardata[
v].push_back( dataPoint( val, dataType(ew,((*events)[i])->GetClass()) ) );
627 fLinCoefficients.clear();
629 fLinDP.resize(nvars,0);
630 fLinDM.resize(nvars,0);
631 fLinCoefficients.resize(nvars,0);
632 fLinNorm.resize(nvars,0);
634 Double_t averageWeight = neve ? fRuleFit->GetNEveEff()/
static_cast<Double_t>(neve) : 0;
651 std::sort( vardata[
v].begin(),vardata[
v].end() );
652 nquant = fLinQuantile*fRuleFit->GetNEveEff();
656 while ( (ie<neve) && (neff<nquant) ) {
657 neff += vardata[
v][ie].second.first;
660 indquantM = (ie==0 ? 0:ie-1);
664 while ( (ie>0) && (neff<nquant) ) {
666 neff += vardata[
v][ie].second.first;
668 indquantP = (ie==neve ? ie=neve-1:ie);
670 fLinDM[
v] = vardata[
v][indquantM].first;
671 fLinDP[
v] = vardata[
v][indquantP].first;
675 if (fLinPDFB[
v])
delete fLinPDFB[
v];
676 if (fLinPDFS[
v])
delete fLinPDFS[
v];
677 fLinPDFB[
v] =
new TH1F(
Form(
"bkgvar%d",
v),
"bkg temphist",40,fLinDM[
v],fLinDP[
v]);
678 fLinPDFS[
v] =
new TH1F(
Form(
"sigvar%d",
v),
"sig temphist",40,fLinDM[
v],fLinDP[
v]);
679 fLinPDFB[
v]->Sumw2();
680 fLinPDFS[
v]->Sumw2();
684 const Double_t w = 1.0/fRuleFit->GetNEveEff();
685 for (ie=0; ie<neve; ie++) {
686 val = vardata[
v][ie].first;
687 ew = vardata[
v][ie].second.first;
688 type = vardata[
v][ie].second.second;
691 varsum2[
v] += ew*lx*lx;
694 if (
type==1) fLinPDFS[
v]->Fill(lx,
w*ew);
695 else fLinPDFB[
v]->Fill(lx,
w*ew);
701 stdl =
TMath::Sqrt( (varsum2[
v] - (varsum[
v]*varsum[
v]/fRuleFit->GetNEveEff()))/(fRuleFit->GetNEveEff()-averageWeight) );
702 fLinNorm[
v] = CalcLinNorm(stdl);
708 fLinPDFS[
v]->Write();
709 fLinPDFB[
v]->Write();
719 UInt_t nvars=fLinDP.size();
727 Int_t bin = fLinPDFS[
v]->FindBin(val);
728 fstot += fLinPDFS[
v]->GetBinContent(bin);
729 fbtot += fLinPDFB[
v]->GetBinContent(bin);
731 if (nvars<1)
return 0;
732 ntot = (fstot+fbtot)/
Double_t(nvars);
734 return fstot/(fstot+fbtot);
748 UInt_t nrules = fRules.size();
749 for (
UInt_t ir=0; ir<nrules; ir++) {
750 if (fEventRuleVal[ir]>0) {
751 ssb = fEventRuleVal[ir]*GetRulesConst(ir)->GetSSB();
752 neve = GetRulesConst(ir)->GetSSBNeve();
761 if (ntot>0)
return nsig/ntot;
790 if (DoLinear()) pl = PdfLinear(nls, nlt);
791 if (DoRules()) pr = PdfRule(nrs, nrt);
793 if ((nlt>0) && (nrt>0)) nt=2.0;
805 const std::vector<const Event *> *events = GetTrainingEvents();
806 const UInt_t neve = events->size();
807 const UInt_t nvars = GetMethodBase()->GetNvar();
808 const UInt_t nrules = fRules.size();
809 const Event *eveData;
825 std::vector<Int_t> varcnt;
833 varcnt.resize(nvars,0);
834 fRuleVarFrac.clear();
835 fRuleVarFrac.resize(nvars,0);
837 for (
UInt_t i=0; i<nrules; i++ ) {
839 if (fRules[i]->ContainsVariable(
v)) varcnt[
v]++;
841 sigRule = fRules[i]->IsSignalRule();
856 eveData = (*events)[
e];
857 tagged = fRules[i]->EvalEvent(*eveData);
858 sigTag = (tagged && sigRule);
859 bkgTag = (tagged && (!sigRule));
861 sigTrue = (eveData->
GetClass() == 0);
864 if (sigTag && sigTrue) nss++;
865 if (sigTag && !sigTrue) nsb++;
866 if (bkgTag && sigTrue) nbs++;
867 if (bkgTag && !sigTrue) nbb++;
871 if (ntag>0 && neve > 0) {
880 fRuleFSig = (nsig>0) ?
static_cast<Double_t>(nsig)/
static_cast<Double_t>(nsig+nbkg) : 0;
891 const UInt_t nrules = fRules.size();
895 for (
UInt_t i=0; i<nrules; i++ ) {
896 nc =
static_cast<Double_t>(fRules[i]->GetNcuts());
903 fRuleNCave = sumNc/nrules;
913 Log() << kHEADER <<
"-------------------RULE ENSEMBLE SUMMARY------------------------" <<
Endl;
915 if (mrf) Log() << kINFO <<
"Tree training method : " << (mrf->
UseBoost() ?
"AdaBoost":
"Random") <<
Endl;
916 Log() << kINFO <<
"Number of events per tree : " << fRuleFit->GetNTreeSample() <<
Endl;
917 Log() << kINFO <<
"Number of trees : " << fRuleFit->GetForest().size() <<
Endl;
918 Log() << kINFO <<
"Number of generated rules : " << fNRulesGenerated <<
Endl;
919 Log() << kINFO <<
"Idem, after cleanup : " << fRules.size() <<
Endl;
920 Log() << kINFO <<
"Average number of cuts per rule : " <<
Form(
"%8.2f",fRuleNCave) <<
Endl;
921 Log() << kINFO <<
"Spread in number of cuts per rules : " <<
Form(
"%8.2f",fRuleNCsig) <<
Endl;
922 Log() << kVERBOSE <<
"Complexity : " <<
Form(
"%8.2f",fRuleNCave*fRuleNCsig) <<
Endl;
923 Log() << kINFO <<
"----------------------------------------------------------------" <<
Endl;
924 Log() << kINFO <<
Endl;
932 const EMsgType kmtype=kINFO;
933 const Bool_t isDebug = (fLogger->GetMinType()<=kDEBUG);
935 Log() << kmtype <<
Endl;
936 Log() << kmtype <<
"================================================================" <<
Endl;
937 Log() << kmtype <<
" M o d e l " <<
Endl;
938 Log() << kmtype <<
"================================================================" <<
Endl;
941 const UInt_t nvars = GetMethodBase()->GetNvar();
942 const Int_t nrules = fRules.size();
945 for (
UInt_t iv = 0; iv<fVarImportance.size(); iv++) {
946 if (GetMethodBase()->GetInputLabel(iv).Length() > maxL) maxL = GetMethodBase()->GetInputLabel(iv).Length();
950 Log() << kDEBUG <<
"Variable importance:" <<
Endl;
951 for (
UInt_t iv = 0; iv<fVarImportance.size(); iv++) {
952 Log() << kDEBUG << std::setw(maxL) << GetMethodBase()->GetInputLabel(iv)
953 << std::resetiosflags(std::ios::right)
954 <<
" : " <<
Form(
" %3.3f",fVarImportance[iv]) <<
Endl;
958 Log() << kHEADER <<
"Offset (a0) = " << fOffset <<
Endl;
961 if (fLinNorm.size() > 0) {
962 Log() << kmtype <<
"------------------------------------" <<
Endl;
963 Log() << kmtype <<
"Linear model (weights unnormalised)" <<
Endl;
964 Log() << kmtype <<
"------------------------------------" <<
Endl;
965 Log() << kmtype << std::setw(maxL) <<
"Variable"
966 << std::resetiosflags(std::ios::right) <<
" : "
967 << std::setw(11) <<
" Weights"
968 << std::resetiosflags(std::ios::right) <<
" : "
970 << std::resetiosflags(std::ios::right)
972 Log() << kmtype <<
"------------------------------------" <<
Endl;
973 for (
UInt_t i=0; i<fLinNorm.size(); i++ ) {
974 Log() << kmtype << std::setw(std::max(maxL,8)) << GetMethodBase()->GetInputLabel(i);
977 << std::resetiosflags(std::ios::right)
978 <<
" : " <<
Form(
" %10.3e",fLinCoefficients[i]*fLinNorm[i])
979 <<
" : " <<
Form(
" %3.3f",fLinImportance[i]/fImportanceRef) <<
Endl;
982 Log() << kmtype <<
"-> importance below threshold = "
983 <<
Form(
" %3.3f",fLinImportance[i]/fImportanceRef) <<
Endl;
986 Log() << kmtype <<
"------------------------------------" <<
Endl;
989 else Log() << kmtype <<
"Linear terms were disabled" <<
Endl;
991 if ((!DoRules()) || (nrules==0)) {
993 Log() << kmtype <<
"Rule terms were disabled" <<
Endl;
996 Log() << kmtype <<
"Even though rules were included in the model, none passed! " << nrules <<
Endl;
1000 Log() << kmtype <<
"Number of rules = " << nrules <<
Endl;
1002 Log() << kmtype <<
"N(cuts) in rules, average = " << fRuleNCave <<
Endl;
1003 Log() << kmtype <<
" RMS = " << fRuleNCsig <<
Endl;
1004 Log() << kmtype <<
"Fraction of signal rules = " << fRuleFSig <<
Endl;
1005 Log() << kmtype <<
"Fraction of rules containing a variable (%):" <<
Endl;
1007 Log() << kmtype <<
" " << std::setw(maxL) << GetMethodBase()->GetInputLabel(
v);
1008 Log() << kmtype <<
Form(
" = %2.2f",fRuleVarFrac[
v]*100.0) <<
" %" <<
Endl;
1014 std::list< std::pair<double,int> > sortedImp;
1015 for (
Int_t i=0; i<nrules; i++) {
1016 sortedImp.push_back( std::pair<double,int>( fRules[i]->GetImportance(),i ) );
1020 Log() << kmtype <<
"Printing the first " << printN <<
" rules, ordered in importance." <<
Endl;
1022 for ( std::list< std::pair<double,int> >::reverse_iterator itpair = sortedImp.rbegin();
1023 itpair != sortedImp.rend(); ++itpair ) {
1024 ind = itpair->second;
1028 fRules[ind]->PrintLogger(
Form(
"Rule %4d : ",pind+1));
1031 if (nrules==printN) {
1032 Log() << kmtype <<
"All rules printed" <<
Endl;
1035 Log() << kmtype <<
"Skipping the next " << nrules-printN <<
" rules" <<
Endl;
1041 Log() << kmtype <<
"================================================================" <<
Endl;
1042 Log() << kmtype <<
Endl;
1050 Int_t dp = os.precision();
1051 UInt_t nrules = fRules.size();
1054 os <<
"ImportanceCut= " << fImportanceCut << std::endl;
1055 os <<
"LinQuantile= " << fLinQuantile << std::endl;
1056 os <<
"AverageSupport= " << fAverageSupport << std::endl;
1057 os <<
"AverageRuleSigma= " << fAverageRuleSigma << std::endl;
1058 os <<
"Offset= " << fOffset << std::endl;
1059 os <<
"NRules= " << nrules << std::endl;
1060 for (
UInt_t i=0; i<nrules; i++){
1061 os <<
"***Rule " << i << std::endl;
1062 (fRules[i])->PrintRaw(os);
1064 UInt_t nlinear = fLinNorm.size();
1066 os <<
"NLinear= " << fLinTermOK.size() << std::endl;
1067 for (
UInt_t i=0; i<nlinear; i++) {
1068 os <<
"***Linear " << i << std::endl;
1069 os << std::setprecision(10) << (fLinTermOK[i] ? 1:0) <<
" "
1070 << fLinCoefficients[i] <<
" "
1071 << fLinNorm[i] <<
" "
1074 << fLinImportance[i] <<
" " << std::endl;
1076 os << std::setprecision(dp);
1086 UInt_t nrules = fRules.size();
1087 UInt_t nlinear = fLinNorm.size();
1090 gTools().
AddAttr( re,
"LearningModel", (
int)fLearningModel );
1094 gTools().
AddAttr( re,
"AverageRuleSigma", fAverageRuleSigma );
1096 for (
UInt_t i=0; i<nrules; i++) fRules[i]->AddXMLTo(re);
1098 for (
UInt_t i=0; i<nlinear; i++) {
1118 Int_t iLearningModel;
1123 gTools().
ReadAttr( wghtnode,
"AverageSupport", fAverageSupport );
1124 gTools().
ReadAttr( wghtnode,
"AverageRuleSigma", fAverageRuleSigma );
1131 fRules.resize( nrules );
1133 for (i=0; i<nrules; i++) {
1134 fRules[i] =
new Rule();
1135 fRules[i]->SetRuleEnsemble(
this );
1136 fRules[i]->ReadFromXML( ch );
1142 fLinNorm .resize( nlinear );
1143 fLinTermOK .resize( nlinear );
1144 fLinCoefficients.resize( nlinear );
1145 fLinDP .resize( nlinear );
1146 fLinDM .resize( nlinear );
1147 fLinImportance .resize( nlinear );
1153 fLinTermOK[i] = (iok == 1);
1177 istr >> dummy >> fImportanceCut;
1178 istr >> dummy >> fLinQuantile;
1179 istr >> dummy >> fAverageSupport;
1180 istr >> dummy >> fAverageRuleSigma;
1181 istr >> dummy >> fOffset;
1182 istr >> dummy >> nrules;
1188 for (
UInt_t i=0; i<nrules; i++){
1189 istr >> dummy >> idum;
1190 fRules.push_back(
new Rule() );
1191 (fRules.back())->SetRuleEnsemble(
this );
1192 (fRules.back())->ReadRaw(istr);
1200 istr >> dummy >> nlinear;
1202 fLinNorm .resize( nlinear );
1203 fLinTermOK .resize( nlinear );
1204 fLinCoefficients.resize( nlinear );
1205 fLinDP .resize( nlinear );
1206 fLinDM .resize( nlinear );
1207 fLinImportance .resize( nlinear );
1211 for (
UInt_t i=0; i<nlinear; i++) {
1212 istr >> dummy >> idum;
1214 fLinTermOK[i] = (iok==1);
1215 istr >> fLinCoefficients[i];
1216 istr >> fLinNorm[i];
1219 istr >> fLinImportance[i];
1228 if(
this != &other) {
1255 if (dtree==0)
return 0;
1257 Int_t nendnodes = 0;
1258 FindNEndNodes( node, nendnodes );
1259 return 2*(nendnodes-1);
1267 if (node==0)
return;
1274 FindNEndNodes( nodeR, nendnodes );
1275 FindNEndNodes( nodeL, nendnodes );
1292 if (node==0)
return;
1298 Rule *rule = MakeTheRule(node);
1300 fRules.push_back( rule );
1305 Log() << kFATAL <<
"<AddRule> - ERROR failed in creating a rule! BUG!" <<
Endl;
1319 Log() << kFATAL <<
"<MakeTheRule> Input node is NULL. Should not happen. BUG!" <<
Endl;
1327 std::vector< const Node * > nodeVec;
1328 const Node *parent = node;
1333 nodeVec.push_back( node );
1336 if (!parent)
continue;
1339 nodeVec.insert( nodeVec.begin(), parent );
1342 if (nodeVec.size()<2) {
1343 Log() << kFATAL <<
"<MakeTheRule> BUG! Inconsistent Rule!" <<
Endl;
1346 Rule *rule =
new Rule(
this, nodeVec );
1356 Log() << kVERBOSE <<
"Making Rule map for all events" <<
Endl;
1358 if (events==0) events = GetTrainingEvents();
1359 if ((ifirst==0) || (ilast==0) || (ifirst>ilast)) {
1361 ilast = events->size()-1;
1364 if ((events!=fRuleMapEvents) ||
1365 (ifirst!=fRuleMapInd0) ||
1366 (ilast !=fRuleMapInd1)) {
1371 Log() << kVERBOSE <<
"<MakeRuleMap> Map is already valid" <<
Endl;
1374 fRuleMapEvents = events;
1375 fRuleMapInd0 = ifirst;
1376 fRuleMapInd1 = ilast;
1378 UInt_t nrules = GetNRules();
1380 Log() << kVERBOSE <<
"No rules found in MakeRuleMap()" <<
Endl;
1387 std::vector<UInt_t> ruleind;
1389 for (
UInt_t i=ifirst; i<=ilast; i++) {
1391 fRuleMap.push_back( ruleind );
1393 if (fRules[
r]->EvalEvent(*((*events)[i]))) {
1394 fRuleMap.back().push_back(
r);
1399 Log() << kVERBOSE <<
"Made rule map for event# " << ifirst <<
" : " << ilast <<
Endl;
1407 os <<
"DON'T USE THIS - TO BE REMOVED" << std::endl;
winID h TVirtualViewer3D TVirtualGLPainter p
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t r
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t Int_t Int_t Window_t TString Int_t GCValues_t GetPrimarySelectionOwner GetDisplay GetScreen GetColormap GetNativeEvent const char const char dpyName wid window const char font_name cursor keysym reg const char only_if_exist regb h Point_t winding char text const char depth char const char Int_t count const char ColorStruct_t color const char Pixmap_t Pixmap_t PictureAttributes_t attr const char char ret_data h unsigned char height h Atom_t Int_t ULong_t ULong_t unsigned char prop_list Atom_t Atom_t Atom_t Time_t type
R__EXTERN TRandom * gRandom
char * Form(const char *fmt,...)
Formats a string in a circular formatting buffer.
1-D histogram with a float per channel (see TH1 documentation)}
Short_t GetSelector() const
return index of variable used for discrimination at this node
Implementation of a Decision Tree.
virtual DecisionTreeNode * GetRoot() const
Virtual base Class for all MVA method.
Bool_t IsSilentFile() const
J Friedman's RuleFit method.
ostringstream derivative to redirect and format output
Node for the BinarySearch or Decision Trees.
virtual Node * GetLeft() const
virtual Node * GetParent() const
virtual Node * GetRight() const
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
Int_t CalcNRules(const TMVA::DecisionTree *dtree)
calculate the number of rules
UInt_t fNRulesGenerated
number of rules generated, before cleanup
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
Double_t fRuleFSig
N(sig)/N(sig)+N(bkg)
void FindNEndNodes(const TMVA::Node *node, Int_t &nendnodes)
find the number of leaf nodes
Bool_t fRuleMapOK
true if MakeRuleMap() has been called
RuleEnsemble()
constructor
UInt_t fRuleMapInd1
last index
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.
void MakeRuleMap(const std::vector< const TMVA::Event * > *events=nullptr, UInt_t ifirst=0, UInt_t ilast=0)
Makes rule map for all events.
const MethodBase * GetMethodBase() const
Get a pointer to the original MethodRuleFit.
Double_t GetOffset() const
Double_t fRuleNCave
N(cuts) average.
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
Double_t fImportanceRef
reference importance (max)
void PrintRaw(std::ostream &os) const
write rules to stream
Double_t fAverageRuleSigma
average rule sigma
Bool_t fEventCacheOK
true if rule/linear respons are updated
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)
UInt_t fRuleMapInd0
start index
void MakeRulesFromTree(const DecisionTree *dtree)
create rules from the decision tree structure
Double_t fRuleNCsig
idem sigma
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.
Implementation of a rule.
void SetMsgType(EMsgType t)
Double_t Rndm() override
Machine independent random number generator.
std::ostream & operator<<(std::ostream &os, const BinaryTree &tree)
MsgLogger & Endl(MsgLogger &ml)
Short_t Max(Short_t a, Short_t b)
Returns the largest of a and b.
Double_t Sqrt(Double_t x)
Returns the square root of x.
Short_t Min(Short_t a, Short_t b)
Returns the smallest of a and b.
Short_t Abs(Short_t d)
Returns the absolute value of parameter Short_t d.