MethodDT.h

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// @(#)root/tmva $Id$
// Author: Andreas Hoecker, Joerg Stelzer, Helge Voss, Kai Voss
 
/**********************************************************************************
 * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
 * Package: TMVA                                                                  *
 * Class  : MethodDT  (Boosted Decision Trees)                                   *
 *                                             *
 *                                                                                *
 * Description:                                                                   *
 *      Analysis of Boosted Decision Trees                                        *
 *                                                                                *
 * Authors (alphabetical):                                                        *
 *      Andreas Hoecker <Andreas.Hocker@cern.ch> - CERN, Switzerland              *
 *      Helge Voss      <Helge.Voss@cern.ch>     - MPI-K Heidelberg, Germany      *
 *      Or Cohen        <orcohenor@gmail.com>    - Weizmann Inst., Israel         *
 *                                                                                *
 * Copyright (c) 2005:                                                            *
 *      CERN, Switzerland                                                         *
 *      MPI-K Heidelberg, Germany                                                 *
 *                                                                                *
 * Redistribution and use in source and binary forms, with or without             *
 * modification, are permitted according to the terms listed in LICENSE           *
 * (see tmva/doc/LICENSE)                                          *
 **********************************************************************************/
 
#ifndef ROOT_TMVA_MethodDT
#define ROOT_TMVA_MethodDT
 
//////////////////////////////////////////////////////////////////////////
//                                                                      //
// MethodDT                                                             //
//                                                                      //
// Analysis of Single Decision Tree                                     //
//                                                                      //
//////////////////////////////////////////////////////////////////////////
 
#include <vector>
#include "TH1.h"
#include "TH2.h"
#include "TTree.h"
#include "TMVA/MethodBase.h"
#include "TMVA/DecisionTree.h"
#include "TMVA/Event.h"
 
namespace TMVA {
   class MethodBoost;
 
   class MethodDT : public MethodBase {
   public:
      MethodDT( const TString& jobName,
                const TString& methodTitle,
                DataSetInfo& theData,
                const TString& theOption = "");
 
      MethodDT( DataSetInfo& dsi,
                const TString& theWeightFile);
 
      virtual ~MethodDT( void );
 
      virtual Bool_t HasAnalysisType( Types::EAnalysisType type, UInt_t numberClasses, UInt_t numberTargets );
 
      void Train( void );
 
      using MethodBase::ReadWeightsFromStream;
 
      // write weights to file
      void AddWeightsXMLTo( void* parent ) const;
 
      // read weights from file
      void ReadWeightsFromStream( std::istream& istr );
      void ReadWeightsFromXML   ( void* wghtnode );
 
      // calculate the MVA value
      Double_t GetMvaValue( Double_t* err = nullptr, Double_t* errUpper = nullptr );
 
      // the option handling methods
      void DeclareOptions();
      void ProcessOptions();
      void DeclareCompatibilityOptions();
 
      void GetHelpMessage() const;
 
      // ranking of input variables
      const Ranking* CreateRanking();
 
      Double_t PruneTree( );
 
      Double_t TestTreeQuality( DecisionTree *dt );
 
      Double_t GetPruneStrength () { return fPruneStrength; }
 
      void SetMinNodeSize(Double_t sizeInPercent);
      void SetMinNodeSize(TString sizeInPercent);
 
      Int_t GetNNodesBeforePruning(){return fTree->GetNNodesBeforePruning();}
      Int_t GetNNodes(){return fTree->GetNNodes();}
 
   private:
      // Init used in the various constructors
      void Init( void );
 
   private:
 
 
      std::vector<Event*>             fEventSample;     ///< the training events
 
      DecisionTree*                   fTree;            ///< the decision tree
      //options for the decision Tree
      SeparationBase                 *fSepType;         ///< the separation used in node splitting
      TString                         fSepTypeS;        ///< the separation (option string) used in node splitting
      Int_t                           fMinNodeEvents;   ///< min number of events in node
      Float_t                         fMinNodeSize;     ///< min percentage of training events in node
      TString                         fMinNodeSizeS;    ///< string containing min percentage of training events in node
 
      Int_t                           fNCuts;           ///< grid used in cut applied in node splitting
      Bool_t                          fUseYesNoLeaf;    ///< use sig or bkg classification in leave nodes or sig/bkg
      Double_t                        fNodePurityLimit; ///< purity limit for sig/bkg nodes
      UInt_t                          fMaxDepth;        ///< max depth
 
 
      Double_t                         fErrorFraction;   ///< ntuple var: misclassification error fraction
      Double_t                         fPruneStrength;   ///< a parameter to set the "amount" of pruning..needs to be adjusted
      DecisionTree::EPruneMethod       fPruneMethod;     ///< method used for pruning
      TString                          fPruneMethodS;    ///< prune method option String
      Bool_t                           fAutomatic;       ///< use user given prune strength or automatically determined one using a validation sample
      Bool_t                           fRandomisedTrees; ///< choose a random subset of possible cut variables at each node during training
      Int_t                            fUseNvars;        ///< the number of variables used in the randomised tree splitting
      Bool_t                           fUsePoissonNvars; ///< fUseNvars is used as a poisson mean, and the actual value of useNvars is at each step drawn form that distribution
      std::vector<Double_t>           fVariableImportance; ///< the relative importance of the different variables
 
      Double_t                        fDeltaPruneStrength; ///< step size in pruning, is adjusted according to experience of previous trees
      // debugging flags
      static const Int_t  fgDebugLevel = 0;     ///< debug level determining some printout/control plots etc.
 
 
      Bool_t fPruneBeforeBoost; ///< ancient variable, only needed for "CompatibilityOptions"
 
      ClassDef(MethodDT,0);  // Analysis of Decision Trees
 
   };
}
 
#endif