ROOT
6.06/09
Reference Guide
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Definition at line 63 of file MethodBDT.h.
Public Member Functions | |
MethodBDT (const TString &jobName, const TString &methodTitle, DataSetInfo &theData, const TString &theOption="", TDirectory *theTargetDir=0) | |
MethodBDT (DataSetInfo &theData, const TString &theWeightFile, TDirectory *theTargetDir=NULL) | |
virtual | ~MethodBDT (void) |
destructor Note: fEventSample and ValidationSample are already deleted at the end of TRAIN When they are not used anymore for (UInt_t i=0; i<fEventSample.size(); i++) delete fEventSample[i]; for (UInt_t i=0; i<fValidationSample.size(); i++) delete fValidationSample[i]; More... | |
virtual Bool_t | HasAnalysisType (Types::EAnalysisType type, UInt_t numberClasses, UInt_t numberTargets) |
BDT can handle classification with multiple classes and regression with one regression-target. More... | |
void | InitEventSample () |
initialize the event sample (i.e. reset the boost-weights... etc) More... | |
virtual std::map< TString, Double_t > | OptimizeTuningParameters (TString fomType="ROCIntegral", TString fitType="FitGA") |
call the Optimzier with the set of paremeters and ranges that are meant to be tuned. More... | |
virtual void | SetTuneParameters (std::map< TString, Double_t > tuneParameters) |
set the tuning parameters accoding to the argument More... | |
void | Train (void) |
BDT training. More... | |
void | Reset (void) |
reset the method, as if it had just been instantiated (forget all training etc.) More... | |
void | AddWeightsXMLTo (void *parent) const |
write weights to XML More... | |
void | ReadWeightsFromStream (std::istream &istr) |
read the weights (BDT coefficients) More... | |
void | ReadWeightsFromXML (void *parent) |
reads the BDT from the xml file More... | |
void | WriteMonitoringHistosToFile (void) const |
Here we could write some histograms created during the processing to the output file. More... | |
Double_t | GetMvaValue (Double_t *err=0, Double_t *errUpper=0) |
UInt_t | GetNTrees () const |
const std::vector< Float_t > & | GetMulticlassValues () |
get the multiclass MVA response for the BDT classifier More... | |
const std::vector< Float_t > & | GetRegressionValues () |
get the regression value generated by the BDTs More... | |
Double_t | Boost (std::vector< const TMVA::Event * > &, DecisionTree *dt, UInt_t cls=0) |
apply the boosting alogrithim (the algorithm is selecte via the the "option" given in the constructor. More... | |
const Ranking * | CreateRanking () |
Compute ranking of input variables. More... | |
void | DeclareOptions () |
define the options (their key words) that can be set in the option string know options: nTrees number of trees in the forest to be created BoostType the boosting type for the trees in the forest (AdaBoost e.t.c..) known: AdaBoost AdaBoostR2 (Adaboost for regression) Bagging GradBoost AdaBoostBeta the boosting parameter, beta, for AdaBoost UseRandomisedTrees choose at each node splitting a random set of variables UseNvars use UseNvars variables in randomised trees UsePoission Nvars use UseNvars not as fixed number but as mean of a possion distribution SeparationType the separation criterion applied in the node splitting known: GiniIndex MisClassificationError CrossEntropy SDivSqrtSPlusB MinNodeSize: minimum percentage of training events in a leaf node (leaf criteria, stop splitting) nCuts: the number of steps in the optimisation of the cut for a node (if < 0, then step size is determined by the events) UseFisherCuts: use multivariate splits using the Fisher criterion UseYesNoLeaf decide if the classification is done simply by the node type, or the S/B (from the training) in the leaf node NodePurityLimit the minimum purity to classify a node as a signal node (used in pruning and boosting to determine misclassification error rate) PruneMethod The Pruning method: known: NoPruning // switch off pruning completely ExpectedError CostComplexity PruneStrength a parameter to adjust the amount of pruning. More... | |
void | ProcessOptions () |
the option string is decoded, for available options see "DeclareOptions" More... | |
void | SetMaxDepth (Int_t d) |
void | SetMinNodeSize (Double_t sizeInPercent) |
void | SetMinNodeSize (TString sizeInPercent) |
void | SetNTrees (Int_t d) |
void | SetAdaBoostBeta (Double_t b) |
void | SetNodePurityLimit (Double_t l) |
void | SetShrinkage (Double_t s) |
void | SetUseNvars (Int_t n) |
void | SetBaggedSampleFraction (Double_t f) |
const std::vector< TMVA::DecisionTree * > & | GetForest () const |
const std::vector< const TMVA::Event * > & | GetTrainingEvents () const |
const std::vector< double > & | GetBoostWeights () const |
std::vector< Double_t > | GetVariableImportance () |
Return the relative variable importance, normalized to all variables together having the importance 1. More... | |
Double_t | GetVariableImportance (UInt_t ivar) |
Returns the measure for the variable importance of variable "ivar" which is later used in GetVariableImportance() to calculate the relative variable importances. More... | |
Double_t | TestTreeQuality (DecisionTree *dt) |
test the tree quality.. in terms of Miscalssification More... | |
void | MakeClassSpecific (std::ostream &, const TString &) const |
make ROOT-independent C++ class for classifier response (classifier-specific implementation) More... | |
void | MakeClassSpecificHeader (std::ostream &, const TString &) const |
specific class header More... | |
void | MakeClassInstantiateNode (DecisionTreeNode *n, std::ostream &fout, const TString &className) const |
recursively descends a tree and writes the node instance to the output streem More... | |
void | GetHelpMessage () const |
Get help message text. More... | |
Public Member Functions inherited from TMVA::MethodBase | |
MethodBase (const TString &jobName, Types::EMVA methodType, const TString &methodTitle, DataSetInfo &dsi, const TString &theOption="", TDirectory *theBaseDir=0) | |
standard constructur More... | |
MethodBase (Types::EMVA methodType, DataSetInfo &dsi, const TString &weightFile, TDirectory *theBaseDir=0) | |
constructor used for Testing + Application of the MVA, only (no training), using given WeightFiles More... | |
virtual | ~MethodBase () |
destructor More... | |
void | SetupMethod () |
setup of methods More... | |
void | ProcessSetup () |
process all options the "CheckForUnusedOptions" is done in an independent call, since it may be overridden by derived class (sometimes, eg, fitters are used which can only be implemented during training phase) More... | |
virtual void | CheckSetup () |
check may be overridden by derived class (sometimes, eg, fitters are used which can only be implemented during training phase) More... | |
void | AddOutput (Types::ETreeType type, Types::EAnalysisType analysisType) |
void | TrainMethod () |
void | SetTrainTime (Double_t trainTime) |
Double_t | GetTrainTime () const |
void | SetTestTime (Double_t testTime) |
Double_t | GetTestTime () const |
virtual void | TestClassification () |
initialization More... | |
virtual Double_t | GetKSTrainingVsTest (Char_t SorB, TString opt="X") |
virtual void | TestMulticlass () |
test multiclass classification More... | |
virtual void | TestRegression (Double_t &bias, Double_t &biasT, Double_t &dev, Double_t &devT, Double_t &rms, Double_t &rmsT, Double_t &mInf, Double_t &mInfT, Double_t &corr, Types::ETreeType type) |
calculate <sum-of-deviation-squared> of regression output versus "true" value from test sample More... | |
Double_t | GetMvaValue (const TMVA::Event *const ev, Double_t *err=0, Double_t *errUpper=0) |
const std::vector< Float_t > & | GetRegressionValues (const TMVA::Event *const ev) |
virtual Double_t | GetProba (const Event *ev) |
virtual Double_t | GetProba (Double_t mvaVal, Double_t ap_sig) |
compute likelihood ratio More... | |
virtual Double_t | GetRarity (Double_t mvaVal, Types::ESBType reftype=Types::kBackground) const |
compute rarity: R(x) = Integrate_[-oo..x] { PDF(x') dx' } where PDF(x) is the PDF of the classifier's signal or background distribution More... | |
virtual void | MakeClass (const TString &classFileName=TString("")) const |
create reader class for method (classification only at present) More... | |
void | PrintHelpMessage () const |
prints out method-specific help method More... | |
void | WriteStateToFile () const |
write options and weights to file note that each one text file for the main configuration information and one ROOT file for ROOT objects are created More... | |
void | ReadStateFromFile () |
Function to write options and weights to file. More... | |
void | ReadStateFromStream (std::istream &tf) |
read the header from the weight files of the different MVA methods More... | |
void | ReadStateFromStream (TFile &rf) |
write reference MVA distributions (and other information) to a ROOT type weight file More... | |
void | ReadStateFromXMLString (const char *xmlstr) |
for reading from memory More... | |
virtual void | WriteEvaluationHistosToFile (Types::ETreeType treetype) |
writes all MVA evaluation histograms to file More... | |
virtual Double_t | GetEfficiency (const TString &, Types::ETreeType, Double_t &err) |
fill background efficiency (resp. More... | |
virtual Double_t | GetTrainingEfficiency (const TString &) |
virtual std::vector< Float_t > | GetMulticlassEfficiency (std::vector< std::vector< Float_t > > &purity) |
virtual std::vector< Float_t > | GetMulticlassTrainingEfficiency (std::vector< std::vector< Float_t > > &purity) |
virtual Double_t | GetSignificance () const |
compute significance of mean difference significance = |<S> - |/Sqrt(RMS_S2 + RMS_B2) More... | |
virtual Double_t | GetROCIntegral (TH1D *histS, TH1D *histB) const |
calculate the area (integral) under the ROC curve as a overall quality measure of the classification More... | |
virtual Double_t | GetROCIntegral (PDF *pdfS=0, PDF *pdfB=0) const |
calculate the area (integral) under the ROC curve as a overall quality measure of the classification More... | |
virtual Double_t | GetMaximumSignificance (Double_t SignalEvents, Double_t BackgroundEvents, Double_t &optimal_significance_value) const |
plot significance, S/Sqrt(S^2 + B^2), curve for given number of signal and background events; returns cut for maximum significance also returned via reference is the maximum significance More... | |
virtual Double_t | GetSeparation (TH1 *, TH1 *) const |
compute "separation" defined as <s2> = (1/2) Int_-oo..+oo { (S(x) - B(x))^2/(S(x) + B(x)) dx } More... | |
virtual Double_t | GetSeparation (PDF *pdfS=0, PDF *pdfB=0) const |
compute "separation" defined as <s2> = (1/2) Int_-oo..+oo { (S(x) - B(x))^2/(S(x) + B(x)) dx } More... | |
virtual void | GetRegressionDeviation (UInt_t tgtNum, Types::ETreeType type, Double_t &stddev, Double_t &stddev90Percent) const |
const TString & | GetJobName () const |
const TString & | GetMethodName () const |
TString | GetMethodTypeName () const |
Types::EMVA | GetMethodType () const |
const char * | GetName () const |
Returns name of object. More... | |
const TString & | GetTestvarName () const |
const TString | GetProbaName () const |
TString | GetWeightFileName () const |
retrieve weight file name More... | |
void | SetTestvarName (const TString &v="") |
UInt_t | GetNvar () const |
UInt_t | GetNVariables () const |
UInt_t | GetNTargets () const |
const TString & | GetInputVar (Int_t i) const |
const TString & | GetInputLabel (Int_t i) const |
const TString & | GetInputTitle (Int_t i) const |
Double_t | GetMean (Int_t ivar) const |
Double_t | GetRMS (Int_t ivar) const |
Double_t | GetXmin (Int_t ivar) const |
Double_t | GetXmax (Int_t ivar) const |
Double_t | GetSignalReferenceCut () const |
Double_t | GetSignalReferenceCutOrientation () const |
void | SetSignalReferenceCut (Double_t cut) |
void | SetSignalReferenceCutOrientation (Double_t cutOrientation) |
TDirectory * | BaseDir () const |
returns the ROOT directory where info/histograms etc of the corresponding MVA method instance are stored More... | |
TDirectory * | MethodBaseDir () const |
returns the ROOT directory where all instances of the corresponding MVA method are stored More... | |
void | SetMethodDir (TDirectory *methodDir) |
void | SetBaseDir (TDirectory *methodDir) |
void | SetMethodBaseDir (TDirectory *methodDir) |
UInt_t | GetTrainingTMVAVersionCode () const |
UInt_t | GetTrainingROOTVersionCode () const |
TString | GetTrainingTMVAVersionString () const |
calculates the TMVA version string from the training version code on the fly More... | |
TString | GetTrainingROOTVersionString () const |
calculates the ROOT version string from the training version code on the fly More... | |
TransformationHandler & | GetTransformationHandler (Bool_t takeReroutedIfAvailable=true) |
const TransformationHandler & | GetTransformationHandler (Bool_t takeReroutedIfAvailable=true) const |
void | RerouteTransformationHandler (TransformationHandler *fTargetTransformation) |
DataSet * | Data () const |
DataSetInfo & | DataInfo () const |
UInt_t | GetNEvents () const |
temporary event when testing on a different DataSet than the own one More... | |
const Event * | GetEvent () const |
const Event * | GetEvent (const TMVA::Event *ev) const |
const Event * | GetEvent (Long64_t ievt) const |
const Event * | GetEvent (Long64_t ievt, Types::ETreeType type) const |
const Event * | GetTrainingEvent (Long64_t ievt) const |
const Event * | GetTestingEvent (Long64_t ievt) const |
const std::vector< TMVA::Event * > & | GetEventCollection (Types::ETreeType type) |
returns the event collection (i.e. More... | |
virtual Bool_t | IsSignalLike () |
uses a pre-set cut on the MVA output (SetSignalReferenceCut and SetSignalReferenceCutOrientation) for a quick determination if an event would be selected as signal or background More... | |
virtual Bool_t | IsSignalLike (Double_t mvaVal) |
uses a pre-set cut on the MVA output (SetSignalReferenceCut and SetSignalReferenceCutOrientation) for a quick determination if an event with this mva output value would tbe selected as signal or background More... | |
Bool_t | HasMVAPdfs () const |
virtual void | SetAnalysisType (Types::EAnalysisType type) |
Types::EAnalysisType | GetAnalysisType () const |
Bool_t | DoRegression () const |
Bool_t | DoMulticlass () const |
void | DisableWriting (Bool_t setter) |
Public Member Functions inherited from TMVA::IMethod | |
IMethod () | |
virtual | ~IMethod () |
Public Member Functions inherited from TMVA::Configurable | |
Configurable (const TString &theOption="") | |
virtual | ~Configurable () |
default destructur More... | |
virtual void | ParseOptions () |
options parser More... | |
void | PrintOptions () const |
prints out the options set in the options string and the defaults More... | |
const char * | GetConfigName () const |
const char * | GetConfigDescription () const |
void | SetConfigName (const char *n) |
void | SetConfigDescription (const char *d) |
template<class T > | |
OptionBase * | DeclareOptionRef (T &ref, const TString &name, const TString &desc="") |
template<class T > | |
OptionBase * | DeclareOptionRef (T *&ref, Int_t size, const TString &name, const TString &desc="") |
template<class T > | |
void | AddPreDefVal (const T &) |
template<class T > | |
void | AddPreDefVal (const TString &optname, const T &) |
void | CheckForUnusedOptions () const |
checks for unused options in option string More... | |
const TString & | GetOptions () const |
void | SetOptions (const TString &s) |
void | WriteOptionsToStream (std::ostream &o, const TString &prefix) const |
write options to output stream (e.g. in writing the MVA weight files More... | |
void | ReadOptionsFromStream (std::istream &istr) |
read option back from the weight file More... | |
void | AddOptionsXMLTo (void *parent) const |
write options to XML file More... | |
void | ReadOptionsFromXML (void *node) |
void | SetMsgType (EMsgType t) |
template<class T > | |
TMVA::OptionBase * | DeclareOptionRef (T &ref, const TString &name, const TString &desc) |
template<class T > | |
TMVA::OptionBase * | DeclareOptionRef (T *&ref, Int_t size, const TString &name, const TString &desc) |
Public Member Functions inherited from TObject | |
TObject () | |
TObject (const TObject &object) | |
TObject copy ctor. More... | |
TObject & | operator= (const TObject &rhs) |
TObject assignment operator. More... | |
virtual | ~TObject () |
TObject destructor. More... | |
virtual void | AppendPad (Option_t *option="") |
Append graphics object to current pad. More... | |
virtual void | Browse (TBrowser *b) |
Browse object. May be overridden for another default action. More... | |
virtual const char * | ClassName () const |
Returns name of class to which the object belongs. More... | |
virtual void | Clear (Option_t *="") |
virtual TObject * | Clone (const char *newname="") const |
Make a clone of an object using the Streamer facility. More... | |
virtual Int_t | Compare (const TObject *obj) const |
Compare abstract method. More... | |
virtual void | Copy (TObject &object) const |
Copy this to obj. More... | |
virtual void | Delete (Option_t *option="") |
Delete this object. More... | |
virtual Int_t | DistancetoPrimitive (Int_t px, Int_t py) |
Computes distance from point (px,py) to the object. More... | |
virtual void | Draw (Option_t *option="") |
Default Draw method for all objects. More... | |
virtual void | DrawClass () const |
Draw class inheritance tree of the class to which this object belongs. More... | |
virtual TObject * | DrawClone (Option_t *option="") const |
Draw a clone of this object in the current pad. More... | |
virtual void | Dump () const |
Dump contents of object on stdout. More... | |
virtual void | Execute (const char *method, const char *params, Int_t *error=0) |
Execute method on this object with the given parameter string, e.g. More... | |
virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=0) |
Execute method on this object with parameters stored in the TObjArray. More... | |
virtual void | ExecuteEvent (Int_t event, Int_t px, Int_t py) |
Execute action corresponding to an event at (px,py). More... | |
virtual TObject * | FindObject (const char *name) const |
Must be redefined in derived classes. More... | |
virtual TObject * | FindObject (const TObject *obj) const |
Must be redefined in derived classes. More... | |
virtual Option_t * | GetDrawOption () const |
Get option used by the graphics system to draw this object. More... | |
virtual UInt_t | GetUniqueID () const |
Return the unique object id. More... | |
virtual const char * | GetIconName () const |
Returns mime type name of object. More... | |
virtual Option_t * | GetOption () const |
virtual char * | GetObjectInfo (Int_t px, Int_t py) const |
Returns string containing info about the object at position (px,py). More... | |
virtual const char * | GetTitle () const |
Returns title of object. More... | |
virtual Bool_t | HandleTimer (TTimer *timer) |
Execute action in response of a timer timing out. More... | |
virtual ULong_t | Hash () const |
Return hash value for this object. More... | |
virtual Bool_t | InheritsFrom (const char *classname) const |
Returns kTRUE if object inherits from class "classname". More... | |
virtual Bool_t | InheritsFrom (const TClass *cl) const |
Returns kTRUE if object inherits from TClass cl. More... | |
virtual void | Inspect () const |
Dump contents of this object in a graphics canvas. More... | |
virtual Bool_t | IsFolder () const |
Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More... | |
virtual Bool_t | IsEqual (const TObject *obj) const |
Default equal comparison (objects are equal if they have the same address in memory). More... | |
virtual Bool_t | IsSortable () const |
Bool_t | IsOnHeap () const |
Bool_t | IsZombie () const |
virtual Bool_t | Notify () |
This method must be overridden to handle object notification. More... | |
virtual void | ls (Option_t *option="") const |
The ls function lists the contents of a class on stdout. More... | |
virtual void | Paint (Option_t *option="") |
This method must be overridden if a class wants to paint itself. More... | |
virtual void | Pop () |
Pop on object drawn in a pad to the top of the display list. More... | |
virtual void | Print (Option_t *option="") const |
This method must be overridden when a class wants to print itself. More... | |
virtual Int_t | Read (const char *name) |
Read contents of object with specified name from the current directory. More... | |
virtual void | RecursiveRemove (TObject *obj) |
Recursively remove this object from a list. More... | |
virtual void | SaveAs (const char *filename="", Option_t *option="") const |
Save this object in the file specified by filename. More... | |
virtual void | SavePrimitive (std::ostream &out, Option_t *option="") |
Save a primitive as a C++ statement(s) on output stream "out". More... | |
virtual void | SetDrawOption (Option_t *option="") |
Set drawing option for object. More... | |
virtual void | SetUniqueID (UInt_t uid) |
Set the unique object id. More... | |
virtual void | UseCurrentStyle () |
Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. More... | |
virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) |
Write this object to the current directory. More... | |
virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const |
Write this object to the current directory. More... | |
void * | operator new (size_t sz) |
void * | operator new[] (size_t sz) |
void * | operator new (size_t sz, void *vp) |
void * | operator new[] (size_t sz, void *vp) |
void | operator delete (void *ptr) |
Operator delete. More... | |
void | operator delete[] (void *ptr) |
Operator delete []. More... | |
void | SetBit (UInt_t f, Bool_t set) |
Set or unset the user status bits as specified in f. More... | |
void | SetBit (UInt_t f) |
void | ResetBit (UInt_t f) |
Bool_t | TestBit (UInt_t f) const |
Int_t | TestBits (UInt_t f) const |
void | InvertBit (UInt_t f) |
virtual void | Info (const char *method, const char *msgfmt,...) const |
Issue info message. More... | |
virtual void | Warning (const char *method, const char *msgfmt,...) const |
Issue warning message. More... | |
virtual void | Error (const char *method, const char *msgfmt,...) const |
Issue error message. More... | |
virtual void | SysError (const char *method, const char *msgfmt,...) const |
Issue system error message. More... | |
virtual void | Fatal (const char *method, const char *msgfmt,...) const |
Issue fatal error message. More... | |
void | AbstractMethod (const char *method) const |
Use this method to implement an "abstract" method that you don't want to leave purely abstract. More... | |
void | MayNotUse (const char *method) const |
Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary). More... | |
void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const |
Use this method to declare a method obsolete. More... | |
Protected Member Functions | |
void | DeclareCompatibilityOptions () |
options that are used ONLY for the READER to ensure backward compatibility More... | |
Protected Member Functions inherited from TMVA::MethodBase | |
void | NoErrorCalc (Double_t *const err, Double_t *const errUpper) |
virtual void | ReadWeightsFromStream (TFile &) |
void | SetWeightFileName (TString) |
set the weight file name (depreciated) More... | |
const TString & | GetWeightFileDir () const |
void | SetWeightFileDir (TString fileDir) |
set directory of weight file More... | |
Bool_t | IsNormalised () const |
void | SetNormalised (Bool_t norm) |
Bool_t | Verbose () const |
Bool_t | Help () const |
const TString & | GetInternalVarName (Int_t ivar) const |
const TString & | GetOriginalVarName (Int_t ivar) const |
Bool_t | HasTrainingTree () const |
void | Statistics (Types::ETreeType treeType, const TString &theVarName, Double_t &, Double_t &, Double_t &, Double_t &, Double_t &, Double_t &) |
calculates rms,mean, xmin, xmax of the event variable this can be either done for the variables as they are or for normalised variables (in the range of 0-1) if "norm" is set to kTRUE More... | |
Bool_t | TxtWeightsOnly () const |
Bool_t | IsConstructedFromWeightFile () const |
Bool_t | IgnoreEventsWithNegWeightsInTraining () const |
Protected Member Functions inherited from TMVA::Configurable | |
Bool_t | LooseOptionCheckingEnabled () const |
void | EnableLooseOptions (Bool_t b=kTRUE) |
void | WriteOptionsReferenceToFile () |
write complete options to output stream More... | |
void | ResetSetFlag () |
resets the IsSet falg for all declare options to be called before options are read from stream More... | |
const TString & | GetReferenceFile () const |
MsgLogger & | Log () const |
Protected Member Functions inherited from TObject | |
void | MakeZombie () |
virtual void | DoError (int level, const char *location, const char *fmt, va_list va) const |
Interface to ErrorHandler (protected). More... | |
Private Member Functions | |
Double_t | GetMvaValue (Double_t *err, Double_t *errUpper, UInt_t useNTrees) |
Return the MVA value (range [-1;1]) that classifies the event according to the majority vote from the total number of decision trees. More... | |
Double_t | PrivateGetMvaValue (const TMVA::Event *ev, Double_t *err=0, Double_t *errUpper=0, UInt_t useNTrees=0) |
Return the MVA value (range [-1;1]) that classifies the event according to the majority vote from the total number of decision trees. More... | |
void | BoostMonitor (Int_t iTree) |
fills the ROCIntegral vs Itree from the testSample for the monitoring plots during the training . More... | |
void | Init (void) |
common initialisation with defaults for the BDT-Method More... | |
void | PreProcessNegativeEventWeights () |
o.k. More... | |
Double_t | AdaBoost (std::vector< const TMVA::Event * > &, DecisionTree *dt) |
the AdaBoost implementation. More... | |
Double_t | AdaCost (std::vector< const TMVA::Event * > &, DecisionTree *dt) |
the AdaCost boosting algorithm takes a simple cost Matrix (currently fixed for all events... More... | |
Double_t | Bagging () |
call it boot-strapping, re-sampling or whatever you like, in the end it is nothing else but applying "random" poisson weights to each event. More... | |
Double_t | RegBoost (std::vector< const TMVA::Event * > &, DecisionTree *dt) |
a special boosting only for Regression ... More... | |
Double_t | AdaBoostR2 (std::vector< const TMVA::Event * > &, DecisionTree *dt) |
adaption of the AdaBoost to regression problems (see H.Drucker 1997) More... | |
Double_t | GradBoost (std::vector< const TMVA::Event * > &, DecisionTree *dt, UInt_t cls=0) |
Calculate the desired response value for each region. More... | |
Double_t | GradBoostRegression (std::vector< const TMVA::Event * > &, DecisionTree *dt) |
Implementation of M_TreeBoost using a Huber loss function as desribed by Friedman 1999. More... | |
void | InitGradBoost (std::vector< const TMVA::Event * > &) |
initialize targets for first tree More... | |
void | UpdateTargets (std::vector< const TMVA::Event * > &, UInt_t cls=0) |
Calculate residua for all events;. More... | |
void | UpdateTargetsRegression (std::vector< const TMVA::Event * > &, Bool_t first=kFALSE) |
Calculate current residuals for all events and update targets for next iteration. More... | |
Double_t | GetGradBoostMVA (const TMVA::Event *e, UInt_t nTrees) |
returns MVA value: -1 for background, 1 for signal More... | |
void | GetBaggedSubSample (std::vector< const TMVA::Event * > &) |
fills fEventSample with fBaggedSampleFraction*NEvents random training events More... | |
Double_t | GetWeightedQuantile (std::vector< std::pair< Double_t, Double_t > > vec, const Double_t quantile, const Double_t SumOfWeights=0.0) |
calculates the quantile of the distribution of the first pair entries weighted with the values in the second pair entries More... | |
void | DeterminePreselectionCuts (const std::vector< const TMVA::Event * > &eventSample) |
find useful preselection cuts that will be applied before and Decision Tree training. More... | |
Double_t | ApplyPreselectionCuts (const Event *ev) |
aply the preselection cuts before even bothing about any Decision Trees in the GetMVA . More... | |
Static Private Attributes | |
static const Int_t | fgDebugLevel |
Additional Inherited Members | |
Public Types inherited from TMVA::MethodBase | |
enum | EWeightFileType { kROOT =0, kTEXT } |
Public Types inherited from TObject | |
enum | EStatusBits { kCanDelete = BIT(0), kMustCleanup = BIT(3), kObjInCanvas = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5), kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13) } |
enum | { kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff } |
enum | { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) } |
Static Public Member Functions inherited from TObject | |
static Long_t | GetDtorOnly () |
Return destructor only flag. More... | |
static void | SetDtorOnly (void *obj) |
Set destructor only flag. More... | |
static Bool_t | GetObjectStat () |
Get status of object stat flag. More... | |
static void | SetObjectStat (Bool_t stat) |
Turn on/off tracking of objects in the TObjectTable. More... | |
Public Attributes inherited from TMVA::MethodBase | |
const Event * | fTmpEvent |
Bool_t | fSetupCompleted |
Static Protected Member Functions inherited from TMVA::MethodBase | |
static MethodBase * | GetThisBase () |
return a pointer the base class of this method More... | |
Protected Attributes inherited from TMVA::MethodBase | |
Ranking * | fRanking |
std::vector< TString > * | fInputVars |
Int_t | fNbins |
Int_t | fNbinsMVAoutput |
Int_t | fNbinsH |
Types::EAnalysisType | fAnalysisType |
std::vector< Float_t > * | fRegressionReturnVal |
std::vector< Float_t > * | fMulticlassReturnVal |
UInt_t | fSignalClass |
UInt_t | fBackgroundClass |
#include <TMVA/MethodBDT.h>
TMVA::MethodBDT::MethodBDT | ( | const TString & | jobName, |
const TString & | methodTitle, | ||
DataSetInfo & | theData, | ||
const TString & | theOption = "" , |
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TDirectory * | theTargetDir = 0 |
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) |
TMVA::MethodBDT::MethodBDT | ( | DataSetInfo & | theData, |
const TString & | theWeightFile, | ||
TDirectory * | theTargetDir = NULL |
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) |
Definition at line 207 of file MethodBDT.cxx.
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destructor Note: fEventSample and ValidationSample are already deleted at the end of TRAIN When they are not used anymore for (UInt_t i=0; i<fEventSample.size(); i++) delete fEventSample[i]; for (UInt_t i=0; i<fValidationSample.size(); i++) delete fValidationSample[i];
Definition at line 708 of file MethodBDT.cxx.
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the AdaBoost implementation.
a new training sample is generated by weighting events that are misclassified by the decision tree. The weight applied is w = (1-err)/err or more general: w = ((1-err)/err)^beta where err is the fraction of misclassified events in the tree ( <0.5 assuming demanding the that previous selection was better than random guessing) and "beta" being a free parameter (standard: beta = 1) that modifies the boosting.
Definition at line 1703 of file MethodBDT.cxx.
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adaption of the AdaBoost to regression problems (see H.Drucker 1997)
Definition at line 2056 of file MethodBDT.cxx.
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the AdaCost boosting algorithm takes a simple cost Matrix (currently fixed for all events...
later could be modified to use individual cost matrices for each events as in the original paper...
true_signal true_bkg ---------------------------------- sel_signal | Css Ctb_ss Cxx.. in the range [0,1] sel_bkg | Cts_sb Cbb
and takes this into account when calculating the misclass. cost (former: error fraction):
err = sum_events ( weight* y_true*y_sel * beta(event)
Definition at line 1884 of file MethodBDT.cxx.
aply the preselection cuts before even bothing about any Decision Trees in the GetMVA .
. –> -1 for background +1 for Signal
Definition at line 2943 of file MethodBDT.cxx.
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call it boot-strapping, re-sampling or whatever you like, in the end it is nothing else but applying "random" poisson weights to each event.
Definition at line 2002 of file MethodBDT.cxx.
Double_t TMVA::MethodBDT::Boost | ( | std::vector< const TMVA::Event * > & | eventSample, |
DecisionTree * | dt, | ||
UInt_t | cls = 0 |
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) |
apply the boosting alogrithim (the algorithm is selecte via the the "option" given in the constructor.
The return value is the boosting weight
Definition at line 1575 of file MethodBDT.cxx.
fills the ROCIntegral vs Itree from the testSample for the monitoring plots during the training .
. but using the testing events
Definition at line 1609 of file MethodBDT.cxx.
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Compute ranking of input variables.
Implements TMVA::MethodBase.
Definition at line 2533 of file MethodBDT.cxx.
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options that are used ONLY for the READER to ensure backward compatibility
Reimplemented from TMVA::MethodBase.
Definition at line 423 of file MethodBDT.cxx.
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define the options (their key words) that can be set in the option string know options: nTrees number of trees in the forest to be created BoostType the boosting type for the trees in the forest (AdaBoost e.t.c..) known: AdaBoost AdaBoostR2 (Adaboost for regression) Bagging GradBoost AdaBoostBeta the boosting parameter, beta, for AdaBoost UseRandomisedTrees choose at each node splitting a random set of variables UseNvars use UseNvars variables in randomised trees UsePoission Nvars use UseNvars not as fixed number but as mean of a possion distribution SeparationType the separation criterion applied in the node splitting known: GiniIndex MisClassificationError CrossEntropy SDivSqrtSPlusB MinNodeSize: minimum percentage of training events in a leaf node (leaf criteria, stop splitting) nCuts: the number of steps in the optimisation of the cut for a node (if < 0, then step size is determined by the events) UseFisherCuts: use multivariate splits using the Fisher criterion UseYesNoLeaf decide if the classification is done simply by the node type, or the S/B (from the training) in the leaf node NodePurityLimit the minimum purity to classify a node as a signal node (used in pruning and boosting to determine misclassification error rate) PruneMethod The Pruning method: known: NoPruning // switch off pruning completely ExpectedError CostComplexity PruneStrength a parameter to adjust the amount of pruning.
Should be large enough such that overtraining is avoided. PruningValFraction number of events to use for optimizing pruning (only if PruneStrength < 0, i.e. automatic pruning) NegWeightTreatment IgnoreNegWeightsInTraining Ignore negative weight events in the training. DecreaseBoostWeight Boost ev. with neg. weight with 1/boostweight instead of boostweight PairNegWeightsGlobal Pair ev. with neg. and pos. weights in traning sample and "annihilate" them MaxDepth maximum depth of the decision tree allowed before further splitting is stopped
Implements TMVA::MethodBase.
Definition at line 311 of file MethodBDT.cxx.
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find useful preselection cuts that will be applied before and Decision Tree training.
. (and of course also applied in the GetMVA .. –> -1 for background +1 for Signal /*
Definition at line 2843 of file MethodBDT.cxx.
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fills fEventSample with fBaggedSampleFraction*NEvents random training events
Definition at line 2013 of file MethodBDT.cxx.
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Definition at line 306 of file MethodBDT.h.
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Definition at line 304 of file MethodBDT.h.
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returns MVA value: -1 for background, 1 for signal
Definition at line 1352 of file MethodBDT.cxx.
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Get help message text.
typical length of text line: "|--------------------------------------------------------------|"
Implements TMVA::IMethod.
Definition at line 2553 of file MethodBDT.cxx.
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get the multiclass MVA response for the BDT classifier
Reimplemented from TMVA::MethodBase.
Definition at line 2357 of file MethodBDT.cxx.
Implements TMVA::MethodBase.
Definition at line 2306 of file MethodBDT.cxx.
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Return the MVA value (range [-1;1]) that classifies the event according to the majority vote from the total number of decision trees.
Definition at line 2315 of file MethodBDT.cxx.
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Definition at line 113 of file MethodBDT.h.
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get the regression value generated by the BDTs
Reimplemented from TMVA::MethodBase.
Definition at line 2392 of file MethodBDT.cxx.
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Definition at line 305 of file MethodBDT.h.
vector< Double_t > TMVA::MethodBDT::GetVariableImportance | ( | ) |
Return the relative variable importance, normalized to all variables together having the importance 1.
The importance in evaluated as the total separation-gain that this variable had in the decision trees (weighted by the number of events)
Definition at line 2493 of file MethodBDT.cxx.
Returns the measure for the variable importance of variable "ivar" which is later used in GetVariableImportance() to calculate the relative variable importances.
Definition at line 2521 of file MethodBDT.cxx.
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calculates the quantile of the distribution of the first pair entries weighted with the values in the second pair entries
Definition at line 1430 of file MethodBDT.cxx.
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Calculate the desired response value for each region.
Definition at line 1445 of file MethodBDT.cxx.
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Implementation of M_TreeBoost using a Huber loss function as desribed by Friedman 1999.
Definition at line 1476 of file MethodBDT.cxx.
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BDT can handle classification with multiple classes and regression with one regression-target.
Implements TMVA::IMethod.
Definition at line 266 of file MethodBDT.cxx.
common initialisation with defaults for the BDT-Method
Implements TMVA::MethodBase.
Definition at line 642 of file MethodBDT.cxx.
initialize the event sample (i.e. reset the boost-weights... etc)
Definition at line 716 of file MethodBDT.cxx.
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initialize targets for first tree
Definition at line 1506 of file MethodBDT.cxx.
void TMVA::MethodBDT::MakeClassInstantiateNode | ( | DecisionTreeNode * | n, |
std::ostream & | fout, | ||
const TString & | className | ||
) | const |
recursively descends a tree and writes the node instance to the output streem
Definition at line 2797 of file MethodBDT.cxx.
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make ROOT-independent C++ class for classifier response (classifier-specific implementation)
Reimplemented from TMVA::MethodBase.
Definition at line 2610 of file MethodBDT.cxx.
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specific class header
Reimplemented from TMVA::MethodBase.
Definition at line 2686 of file MethodBDT.cxx.
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call the Optimzier with the set of paremeters and ranges that are meant to be tuned.
Reimplemented from TMVA::MethodBase.
Definition at line 1020 of file MethodBDT.cxx.
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o.k.
you know there are events with negative event weights. This routine will remove them by pairing them with the closest event(s) of the same event class with positive weights A first attempt is "brute force", I dont' try to be clever using search trees etc, just quick and dirty to see if the result is any good
Definition at line 882 of file MethodBDT.cxx.
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Return the MVA value (range [-1;1]) that classifies the event according to the majority vote from the total number of decision trees.
Definition at line 2330 of file MethodBDT.cxx.
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the option string is decoded, for available options see "DeclareOptions"
Implements TMVA::MethodBase.
Definition at line 442 of file MethodBDT.cxx.
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read the weights (BDT coefficients)
Implements TMVA::MethodBase.
Definition at line 2271 of file MethodBDT.cxx.
reads the BDT from the xml file
Implements TMVA::MethodBase.
Definition at line 2204 of file MethodBDT.cxx.
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a special boosting only for Regression ...
maybe I'll implement it later...
Definition at line 2048 of file MethodBDT.cxx.
reset the method, as if it had just been instantiated (forget all training etc.)
Reimplemented from TMVA::MethodBase.
Definition at line 680 of file MethodBDT.cxx.
Definition at line 139 of file MethodBDT.h.
Definition at line 143 of file MethodBDT.h.
Definition at line 134 of file MethodBDT.h.
Definition at line 614 of file MethodBDT.cxx.
Definition at line 627 of file MethodBDT.cxx.
Definition at line 140 of file MethodBDT.h.
Definition at line 138 of file MethodBDT.h.
Definition at line 141 of file MethodBDT.h.
set the tuning parameters accoding to the argument
Reimplemented from TMVA::MethodBase.
Definition at line 1071 of file MethodBDT.cxx.
Definition at line 142 of file MethodBDT.h.
Double_t TMVA::MethodBDT::TestTreeQuality | ( | DecisionTree * | dt | ) |
test the tree quality.. in terms of Miscalssification
Definition at line 1554 of file MethodBDT.cxx.
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Calculate residua for all events;.
Definition at line 1366 of file MethodBDT.cxx.
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Calculate current residuals for all events and update targets for next iteration.
Definition at line 1399 of file MethodBDT.cxx.
Here we could write some histograms created during the processing to the output file.
Reimplemented from TMVA::MethodBase.
Definition at line 2478 of file MethodBDT.cxx.
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Definition at line 217 of file MethodBDT.h.
Referenced by SetAdaBoostBeta().
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Definition at line 218 of file MethodBDT.h.
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Definition at line 247 of file MethodBDT.h.
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Definition at line 221 of file MethodBDT.h.
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Definition at line 222 of file MethodBDT.h.
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Definition at line 253 of file MethodBDT.h.
Referenced by SetBaggedSampleFraction().
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Definition at line 216 of file MethodBDT.h.
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Definition at line 265 of file MethodBDT.h.
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Definition at line 214 of file MethodBDT.h.
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Definition at line 271 of file MethodBDT.h.
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Definition at line 268 of file MethodBDT.h.
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Definition at line 270 of file MethodBDT.h.
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Definition at line 269 of file MethodBDT.h.
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Definition at line 259 of file MethodBDT.h.
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Definition at line 273 of file MethodBDT.h.
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Definition at line 266 of file MethodBDT.h.
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Definition at line 207 of file MethodBDT.h.
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Definition at line 213 of file MethodBDT.h.
Referenced by GetForest(), and GetNTrees().
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Definition at line 246 of file MethodBDT.h.
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Definition at line 295 of file MethodBDT.h.
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Definition at line 284 of file MethodBDT.h.
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Definition at line 283 of file MethodBDT.h.
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Definition at line 291 of file MethodBDT.h.
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Definition at line 256 of file MethodBDT.h.
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Definition at line 289 of file MethodBDT.h.
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Definition at line 288 of file MethodBDT.h.
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Definition at line 287 of file MethodBDT.h.
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Definition at line 286 of file MethodBDT.h.
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Definition at line 264 of file MethodBDT.h.
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Definition at line 282 of file MethodBDT.h.
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Definition at line 281 of file MethodBDT.h.
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Definition at line 241 of file MethodBDT.h.
Referenced by SetMaxDepth().
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Definition at line 236 of file MethodBDT.h.
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Definition at line 230 of file MethodBDT.h.
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Definition at line 231 of file MethodBDT.h.
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Definition at line 232 of file MethodBDT.h.
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Definition at line 263 of file MethodBDT.h.
Referenced by MethodBDT().
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Definition at line 234 of file MethodBDT.h.
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Definition at line 254 of file MethodBDT.h.
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Definition at line 240 of file MethodBDT.h.
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Definition at line 239 of file MethodBDT.h.
Referenced by SetNodePurityLimit().
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Definition at line 255 of file MethodBDT.h.
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Definition at line 212 of file MethodBDT.h.
Referenced by SetNTrees().
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Definition at line 257 of file MethodBDT.h.
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Definition at line 243 of file MethodBDT.h.
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Definition at line 244 of file MethodBDT.h.
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Definition at line 245 of file MethodBDT.h.
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Definition at line 248 of file MethodBDT.h.
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Definition at line 225 of file MethodBDT.h.
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Definition at line 228 of file MethodBDT.h.
Referenced by MethodBDT().
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Definition at line 229 of file MethodBDT.h.
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Definition at line 220 of file MethodBDT.h.
Referenced by SetShrinkage().
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Definition at line 215 of file MethodBDT.h.
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Definition at line 209 of file MethodBDT.h.
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Definition at line 223 of file MethodBDT.h.
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Definition at line 210 of file MethodBDT.h.
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Definition at line 258 of file MethodBDT.h.
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Definition at line 219 of file MethodBDT.h.
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Definition at line 237 of file MethodBDT.h.
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Definition at line 235 of file MethodBDT.h.
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Definition at line 251 of file MethodBDT.h.
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Definition at line 249 of file MethodBDT.h.
Referenced by SetUseNvars().
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Definition at line 250 of file MethodBDT.h.
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Definition at line 238 of file MethodBDT.h.
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Definition at line 208 of file MethodBDT.h.
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Definition at line 275 of file MethodBDT.h.
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Definition at line 224 of file MethodBDT.h.