// @(#)root/tmva $Id: MethodBDT.h,v 1.2 2006/05/23 13:03:15 brun Exp $
// Author: Andreas Hoecker, Joerg Stelzer, Helge Voss, Kai Voss

/**********************************************************************************
 * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
 * Package: TMVA                                                                  *
 * Class  : MethodBDT  (Boosted Decision Trees)                                   *
 *                                                                                *
 * Description:                                                                   *
 *      Analysis of Boosted Decision Trees                                        *
 *                                                                                *
 * Authors (alphabetical):                                                        *
 *      Andreas Hoecker <Andreas.Hocker@cern.ch> - CERN, Switzerland              *
 *      Xavier Prudent  <prudent@lapp.in2p3.fr>  - LAPP, France                   *
 *      Helge Voss      <Helge.Voss@cern.ch>     - MPI-KP Heidelberg, Germany     *
 *      Kai Voss        <Kai.Voss@cern.ch>       - U. of Victoria, Canada         *
 *                                                                                *
 * Copyright (c) 2005:                                                            *
 *      CERN, Switzerland,                                                        *
 *      U. of Victoria, Canada,                                                   *
 *      MPI-KP Heidelberg, Germany,                                               *
 *      LAPP, Annecy, France                                                      *
 *                                                                                *
 * Redistribution and use in source and binary forms, with or without             *
 * modification, are permitted according to the terms listed in LICENSE           *
 * (http://mva.sourceforge.net/license.txt)                                       *
 *                                                                                *
 **********************************************************************************/

#ifndef ROOT_TMVA_MethodBDT
#define ROOT_TMVA_MethodBDT

//////////////////////////////////////////////////////////////////////////
//                                                                      //
// MethodBDT                                                            //
//                                                                      //
// Analysis of Boosted Decision Trees                                   //
//                                                                      //
//////////////////////////////////////////////////////////////////////////

#include <vector>
#include "TH2.h"
#include "TTree.h"
#ifndef ROOT_TMVA_MethodBase
#include "TMVA/MethodBase.h"
#endif
#ifndef ROOT_TMVA_BinarySearchTree
#include "TMVA/BinarySearchTree.h"
#endif
#ifndef ROOT_TMVA_DecisionTree
#include "TMVA/DecisionTree.h"
#endif
#ifndef ROOT_TMVA_Event
#include "TMVA/Event.h"
#endif
#ifndef ROOT_TMVA_SeparationBase
#include "TMVA/SeparationBase.h"
#endif
#ifndef ROOT_TMVA_GiniIndex
#include "TMVA/GiniIndex.h"
#endif
#ifndef ROOT_TMVA_CrossEntropy
#include "TMVA/CrossEntropy.h"
#endif
#ifndef ROOT_TMVA_MisClassificationError
#include "TMVA/MisClassificationError.h"
#endif
#ifndef ROOT_TMVA_SdivSqrtSplusB
#include "TMVA/SdivSqrtSplusB.h"
#endif

namespace TMVA {

   class MethodBDT : public MethodBase {

   public:
      // MethodBDT (Boosted Decision Trees) options:
      // format and syntax of option string: "nTrees:BoostType:SeparationType:
      //                                      nEventsMin:dummy:
      //                                      nCuts:SignalFraction"
      // nTrees:          number of trees in the forest to be created
      // BoostType:       the boosting type for the trees in the forest (AdaBoost e.t.c..)
      // SeparationType   the separation criterion applied in the node splitting
      // nEventsMin:      the minimum number of events in a node (leaf criteria, stop splitting)
      // dummy:           a dummy variable, just to keep backward compatible
      // nCuts:  the number of steps in the optimisation of the cut for a node
      // SignalFraction:  scale parameter of the number of Bkg events
      //                  applied to the training sample to simulate different initial purity
      //                  of your data sample.
      //
      // known SeparationTypes are:
      //    - MisClassificationError
      //    - GiniIndex
      //    - CrossEntropy
      // known BoostTypes are:
      //    - AdaBoost
      //    - Bagging

      // constructor for training and reading
      MethodBDT( TString jobName,
                 vector<TString>* theVariables,
                 TTree* theTree ,
                 TString theOption = "100:AdaBoost:GiniIndex:10:0:20:-1",
                 TDirectory* theTargetDir = 0 );

      // constructor for calculating BDT-MVA using previously generatad decision trees
      MethodBDT( vector<TString> *theVariables,
                 TString theWeightFile,
                 TDirectory* theTargetDir = NULL );

      virtual ~MethodBDT( void );

      // write all Events from the Tree into a vector of Events, that are
      // more easily manipulated
      virtual void InitEventSample();

      // training method
      virtual void Train( void );

      // write weights to file
      virtual void WriteWeightsToFile( void );

      // read weights from file
      virtual void ReadWeightsFromFile( void );

      // write method specific histos to target file
      virtual void WriteHistosToFile( void ) ;

      // calculate the MVA value
      virtual Double_t GetMvaValue( Event *e );

      // apply the boost algorithm to a tree in the collection
      virtual Double_t Boost( std::vector<Event*>, DecisionTree *dt, Int_t iTree );

   protected:

   private:

      // boosting algorithm (adaptive boosting)
      Double_t AdaBoost(std::vector<Event*>, DecisionTree *dt );
      Double_t                        fAdaBoostBeta; // parameter in AdaBoost

      //--> not used: Double_t EpsilonBoost(std::vector<Event*>, DecisionTree *dt );

      // boosting as a random re-weighting
      Double_t Bagging(std::vector<Event*>, Int_t iTree);

      std::vector<Event*>             fEventSample; // the training events

      Int_t                           fNTrees;      // number of decision trees requested
      std::vector<DecisionTree*>      fForest;      // the collection of decision trees
      std::vector<double>             fBoostWeights;// the weights applied in the individual boosts
      TString                         fBoostType;   // string specifying the boost type

      //options for the decision Tree
      SeparationBase                 *fSepType;       // the separation used in node splitting
      Int_t                           fNodeMinEvents; // min number of events in node
      Double_t                        fDummyOpt;      // dummy option (for backward compatibility)

      Int_t                           fNCuts;          // grid used in cut applied in node splitting
      Double_t                        fSignalFraction; // scalefactor for bkg events to modify initial s/b fraction in training data

      // Init used in the various constructors
      void InitBDT( void );

      //some histograms for monitoring
      TH1F*                           fBoostWeightHist;//weights applied in boosting
      TH2F*                           fErrFractHist;   //error fraction vs tree number
      TTree*                          fMonitorNtuple;  //monitoring ntuple
      Int_t                           fITree      ;    //ntuple var: ith tree
      Double_t                        fBoostWeight;    //ntuple var: boost weight
      Double_t                        fErrorFraction;  //ntuple var: misclassification error fraction
      Int_t                           fNnodes;         //ntuple var: nNodes

      ClassDef(MethodBDT,0)  // Analysis of Boosted Decision Trees
         };

} // namespace TMVA

#endif