Definition at line 53 of file RuleEnsemble.h.
Public Types | |
enum | ELearningModel { kFull =0 , kRules =1 , kLinear =2 } |
Public Member Functions | |
RuleEnsemble () | |
constructor | |
RuleEnsemble (const RuleEnsemble &other) | |
copy constructor | |
RuleEnsemble (RuleFit *rf) | |
constructor | |
virtual | ~RuleEnsemble () |
destructor | |
void | AddOffset (Double_t v) |
void * | AddXMLTo (void *parent) const |
write rules to XML | |
void | CalcImportance () |
calculate the importance of each rule | |
Double_t | CalcLinImportance () |
calculate the linear importance for each rule | |
Double_t | CalcLinNorm (Double_t stdev) |
Int_t | CalcNRules (const TMVA::DecisionTree *dtree) |
calculate the number of rules | |
Double_t | CalcRuleImportance () |
calculate importance of each rule | |
void | CalcRuleSupport () |
calculate the support for all rules | |
void | CalcVarImportance () |
Calculates variable importance using eq (35) in RuleFit paper by Friedman et.al. | |
void | CleanupLinear () |
cleanup linear model | |
void | CleanupRules () |
cleanup rules | |
void | ClearCoefficients (Double_t val=0) |
void | ClearLinCoefficients (Double_t val=0) |
void | ClearLinNorm (Double_t val=1.0) |
void | ClearRuleMap () |
Double_t | CoefficientRadius () |
Calculates sqrt(Sum(a_i^2)), i=1..N (NOTE do not include a0) | |
Bool_t | DoFull () const |
Bool_t | DoLinear () const |
Bool_t | DoOnlyLinear () const |
Bool_t | DoOnlyRules () const |
Bool_t | DoRules () const |
Double_t | EvalEvent () const |
Double_t | EvalEvent (const Event &e) |
Double_t | EvalEvent (const Event &e, Double_t ofs, const std::vector< Double_t > &coefs, const std::vector< Double_t > &lincoefs) |
Double_t | EvalEvent (Double_t ofs, const std::vector< Double_t > &coefs, const std::vector< Double_t > &lincoefs) const |
Double_t | EvalEvent (UInt_t evtidx) const |
Double_t | EvalEvent (UInt_t evtidx, Double_t ofs, const std::vector< Double_t > &coefs, const std::vector< Double_t > &lincoefs) const |
Double_t | EvalLinEvent () const |
Double_t | EvalLinEvent (const Event &e) |
Double_t | EvalLinEvent (const Event &e, const std::vector< Double_t > &coefs) |
Double_t | EvalLinEvent (const Event &e, UInt_t vind) |
Double_t | EvalLinEvent (const std::vector< Double_t > &coefs) const |
Double_t | EvalLinEvent (UInt_t evtidx) const |
Double_t | EvalLinEvent (UInt_t evtidx, const std::vector< Double_t > &coefs) const |
Double_t | EvalLinEvent (UInt_t evtidx, UInt_t vind) const |
Double_t | EvalLinEvent (UInt_t evtidx, UInt_t vind, Double_t coefs) const |
Double_t | EvalLinEventRaw (UInt_t vind, const Event &e, Bool_t norm) const |
Double_t | EvalLinEventRaw (UInt_t vind, UInt_t evtidx, Bool_t norm) const |
void | FindNEndNodes (const TMVA::Node *node, Int_t &nendnodes) |
find the number of leaf nodes | |
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) , linear and rule part. | |
Double_t | FStar (const TMVA::Event &e) |
We want to estimate F* = argmin Eyx( L(y,F(x) ), min wrt F(x) F(x) = FL(x) + FR(x) , linear and rule part. | |
Double_t | GetAverageRuleSigma () const |
Double_t | GetAverageSupport () const |
void | GetCoefficients (std::vector< Double_t > &v) |
Retrieve all rule coefficients. | |
const Event * | GetEvent () const |
Double_t | GetEventLinearVal (UInt_t i) const |
Double_t | GetEventLinearValNorm (UInt_t i) const |
const std::vector< UInt_t > & | GetEventRuleMap (UInt_t evtidx) const |
Double_t | GetEventRuleVal (UInt_t i) const |
Double_t | GetImportanceCut () const |
Double_t | GetImportanceRef () const |
ELearningModel | GetLearningModel () const |
const std::vector< Double_t > & | GetLinCoefficients () const |
Double_t | GetLinCoefficients (int i) const |
Double_t | GetLinDM (int i) const |
Double_t | GetLinDP (int i) const |
const std::vector< Double_t > & | GetLinImportance () const |
Double_t | GetLinImportance (int i) const |
const std::vector< Double_t > & | GetLinNorm () const |
Double_t | GetLinNorm (int i) const |
Double_t | GetLinQuantile () const |
const MethodBase * | GetMethodBase () const |
Get a pointer to the original MethodRuleFit. | |
const MethodRuleFit * | GetMethodRuleFit () const |
Get a pointer to the original MethodRuleFit. | |
UInt_t | GetNLinear () const |
UInt_t | GetNRules () const |
Double_t | GetOffset () const |
const RuleFit * | GetRuleFit () const |
const TMVA::Event * | GetRuleMapEvent (UInt_t evtidx) const |
Double_t | GetRuleMinDist () const |
Double_t | GetRulePBB (int i) const |
Double_t | GetRulePBS (int i) const |
Double_t | GetRulePSB (int i) const |
Double_t | GetRulePSS (int i) const |
Double_t | GetRulePTag (int i) const |
std::vector< TMVA::Rule * > & | GetRules () |
Rule * | GetRules (int i) |
const std::vector< TMVA::Rule * > & | GetRulesConst () const |
const Rule * | GetRulesConst (int i) const |
UInt_t | GetRulesNCuts (int i) 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 | |
const std::vector< Double_t > & | GetVarImportance () const |
Double_t | GetVarImportance (int i) const |
void | Initialize (const RuleFit *rf) |
Initializes all member variables with default values. | |
Bool_t | IsLinTermOK (int i) const |
Bool_t | IsRuleMapOK () const |
void | MakeLinearTerms () |
Make the linear terms as in eq 25, ref 2 For this the b and (1-b) quantiles are needed. | |
void | MakeModel () |
create model | |
void | MakeRuleMap (const std::vector< const TMVA::Event * > *events=nullptr, UInt_t ifirst=0, UInt_t ilast=0) |
Makes rule map for all events. | |
void | MakeRules (const std::vector< const TMVA::DecisionTree * > &forest) |
Makes rules from the given decision tree. | |
void | operator= (const RuleEnsemble &other) |
Double_t | PdfLinear (Double_t &nsig, Double_t &ntot) const |
This function returns Pr( y = 1 | x ) for the linear terms. | |
Double_t | PdfRule (Double_t &nsig, Double_t &ntot) const |
This function returns Pr( y = 1 | x ) for rules. | |
void | Print () const |
print function | |
void | PrintRaw (std::ostream &os) const |
write rules to stream | |
void | PrintRuleGen () const |
print rule generation info | |
void | ReadFromXML (void *wghtnode) |
read rules from XML | |
void | ReadRaw (std::istream &istr) |
read rule ensemble from stream | |
void | RemoveSimilarRules () |
remove rules that behave similar | |
void | RuleResponseStats () |
calculate various statistics for this rule | |
void | RuleStatistics () |
calculate various statistics for this rule | |
void | SetAverageRuleSigma (Double_t v) |
void | SetCoefficient (UInt_t i, Double_t v) |
void | SetCoefficients (const std::vector< Double_t > &v) |
set all rule coefficients | |
void | SetEvent (const Event &e) |
void | SetImportanceCut (Double_t minimp=0) |
void | SetImportanceRef (Double_t impref) |
set reference importance | |
void | SetLinCoefficient (UInt_t i, Double_t v) |
void | SetLinCoefficients (const std::vector< Double_t > &v) |
void | SetLinDM (const std::vector< Double_t > &xmin) |
void | SetLinDP (const std::vector< Double_t > &xmax) |
void | SetLinNorm (const std::vector< Double_t > &norm) |
void | SetLinQuantile (Double_t q) |
void | SetModelFull () |
void | SetModelLinear () |
void | SetModelRules () |
void | SetMsgType (EMsgType t) |
void | SetOffset (Double_t v=0.0) |
void | SetRuleFit (const RuleFit *rf) |
void | SetRuleMinDist (Double_t d) |
void | SetRules (const std::vector< TMVA::Rule * > &rules) |
set rules | |
void | UpdateEventVal () |
Private Member Functions | |
void | AddRule (const Node *node) |
add a new rule to the tree | |
void | Copy (RuleEnsemble const &other) |
copy function | |
void | DeleteRules () |
MsgLogger & | Log () const |
void | MakeRulesFromTree (const DecisionTree *dtree) |
create rules from the decision tree structure | |
Rule * | MakeTheRule (const Node *node) |
Make a Rule from a given Node. | |
void | ResetCoefficients () |
reset all rule coefficients | |
Private Attributes | |
Double_t | fAverageRuleSigma |
average rule sigma | |
Double_t | fAverageSupport |
average support (over all rules) | |
const Event * | fEvent |
current event. | |
Bool_t | fEventCacheOK |
true if rule/linear respons are updated | |
std::vector< Double_t > | fEventLinearVal |
linear respons | |
std::vector< Char_t > | fEventRuleVal |
the rule respons of current event <--— stores boolean | |
Double_t | fImportanceCut |
minimum importance accepted | |
Double_t | fImportanceRef |
reference importance (max) | |
ELearningModel | fLearningModel |
can be full (rules+linear), rules, linear | |
std::vector< Double_t > | fLinCoefficients |
linear coefficients, one per variable | |
std::vector< Double_t > | fLinDM |
delta- | |
std::vector< Double_t > | fLinDP |
delta+ in eq 24, ref 2 | |
std::vector< Double_t > | fLinImportance |
linear term importance | |
std::vector< Double_t > | fLinNorm |
norm of ditto, see after eq 26 in ref 2 | |
std::vector< TH1F * > | fLinPDFB |
pdfs for each variable, background | |
std::vector< TH1F * > | fLinPDFS |
pdfs for each variable, signal | |
Double_t | fLinQuantile |
quantile cut to remove outliers | |
std::vector< Char_t > | fLinTermOK |
flags linear terms with sufficient strong importance <– stores boolean | |
MsgLogger * | fLogger |
! message logger | |
UInt_t | fNRulesGenerated |
number of rules generated, before cleanup | |
Double_t | fOffset |
offset in discriminator function | |
const RuleFit * | fRuleFit |
pointer to rule fit object | |
Double_t | fRuleFSig |
N(sig)/N(sig)+N(bkg) | |
std::vector< std::vector< UInt_t > > | fRuleMap |
map of rule responses | |
const std::vector< const TMVA::Event * > * | fRuleMapEvents |
pointer to vector of events used | |
UInt_t | fRuleMapInd0 |
start index | |
UInt_t | fRuleMapInd1 |
last index | |
Bool_t | fRuleMapOK |
true if MakeRuleMap() has been called | |
Double_t | fRuleMinDist |
minimum rule distance | |
Double_t | fRuleNCave |
N(cuts) average. | |
Double_t | fRuleNCsig |
idem sigma | |
std::vector< Double_t > | fRulePBB |
p(tag as B|B) | |
std::vector< Double_t > | fRulePBS |
p(tag as B|S) | |
std::vector< Double_t > | fRulePSB |
p(tag as S|B) | |
std::vector< Double_t > | fRulePSS |
p(tag as S|S) - tagged as S if rule is SIG and the event is accepted | |
std::vector< Double_t > | fRulePTag |
p(tag) | |
std::vector< TMVA::Rule * > | fRules |
vector of rules | |
std::vector< Double_t > | fRuleVarFrac |
fraction of rules using a given variable - size of vector = n(variables) | |
std::vector< Double_t > | fVarImportance |
one importance per input variable | |
Friends | |
std::ostream & | operator<< (std::ostream &os, const RuleEnsemble &rules) |
#include <TMVA/RuleEnsemble.h>
Enumerator | |
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kFull | |
kRules | |
kLinear |
Definition at line 60 of file RuleEnsemble.h.
TMVA::RuleEnsemble::RuleEnsemble | ( | RuleFit * | rf | ) |
constructor
Definition at line 56 of file RuleEnsemble.cxx.
TMVA::RuleEnsemble::RuleEnsemble | ( | const RuleEnsemble & | other | ) |
copy constructor
Definition at line 82 of file RuleEnsemble.cxx.
TMVA::RuleEnsemble::RuleEnsemble | ( | ) |
constructor
Definition at line 95 of file RuleEnsemble.cxx.
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destructor
Definition at line 122 of file RuleEnsemble.cxx.
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Definition at line 109 of file RuleEnsemble.h.
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add a new rule to the tree
Definition at line 1290 of file RuleEnsemble.cxx.
void * TMVA::RuleEnsemble::AddXMLTo | ( | void * | parent | ) | const |
write rules to XML
Definition at line 1082 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::CalcImportance | ( | ) |
calculate the importance of each rule
Definition at line 414 of file RuleEnsemble.cxx.
Double_t TMVA::RuleEnsemble::CalcLinImportance | ( | ) |
calculate the linear importance for each rule
Definition at line 455 of file RuleEnsemble.cxx.
Definition at line 116 of file RuleEnsemble.h.
Int_t TMVA::RuleEnsemble::CalcNRules | ( | const TMVA::DecisionTree * | dtree | ) |
calculate the number of rules
Definition at line 1253 of file RuleEnsemble.cxx.
Double_t TMVA::RuleEnsemble::CalcRuleImportance | ( | ) |
calculate importance of each rule
Definition at line 435 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::CalcRuleSupport | ( | ) |
calculate the support for all rules
Definition at line 367 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::CalcVarImportance | ( | ) |
Calculates variable importance using eq (35) in RuleFit paper by Friedman et.al.
Definition at line 481 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::CleanupLinear | ( | ) |
cleanup linear model
Definition at line 352 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::CleanupRules | ( | ) |
cleanup rules
Definition at line 325 of file RuleEnsemble.cxx.
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Double_t TMVA::RuleEnsemble::CoefficientRadius | ( | ) |
Calculates sqrt(Sum(a_i^2)), i=1..N (NOTE do not include a0)
Definition at line 198 of file RuleEnsemble.cxx.
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copy function
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Definition at line 549 of file RuleEnsemble.h.
void TMVA::RuleEnsemble::FindNEndNodes | ( | const TMVA::Node * | node, |
Int_t & | nendnodes | ||
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find the number of leaf nodes
Definition at line 1265 of file RuleEnsemble.cxx.
Double_t TMVA::RuleEnsemble::FStar | ( | ) | const |
We want to estimate F* = argmin Eyx( L(y,F(x) ), min wrt F(x) F(x) = FL(x) + FR(x) , linear and rule part.
Definition at line 780 of file RuleEnsemble.cxx.
Double_t TMVA::RuleEnsemble::FStar | ( | const TMVA::Event & | e | ) |
We want to estimate F* = argmin Eyx( L(y,F(x) ), min wrt F(x) F(x) = FL(x) + FR(x) , linear and rule part.
Definition at line 769 of file RuleEnsemble.cxx.
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Definition at line 292 of file RuleEnsemble.h.
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Definition at line 291 of file RuleEnsemble.h.
void TMVA::RuleEnsemble::GetCoefficients | ( | std::vector< Double_t > & | v | ) |
Retrieve all rule coefficients.
Definition at line 242 of file RuleEnsemble.cxx.
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const TMVA::MethodBase * TMVA::RuleEnsemble::GetMethodBase | ( | ) | const |
Get a pointer to the original MethodRuleFit.
Definition at line 171 of file RuleEnsemble.cxx.
const TMVA::MethodRuleFit * TMVA::RuleEnsemble::GetMethodRuleFit | ( | ) | const |
Get a pointer to the original MethodRuleFit.
Definition at line 162 of file RuleEnsemble.cxx.
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const TMVA::Event * TMVA::RuleEnsemble::GetTrainingEvent | ( | UInt_t | i | ) | const |
get the training event from the rule fitter
Definition at line 264 of file RuleEnsemble.cxx.
const std::vector< const TMVA::Event * > * TMVA::RuleEnsemble::GetTrainingEvents | ( | ) | const |
get list of training events from the rule fitter
Definition at line 256 of file RuleEnsemble.cxx.
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Definition at line 268 of file RuleEnsemble.h.
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void TMVA::RuleEnsemble::Initialize | ( | const RuleFit * | rf | ) |
Initializes all member variables with default values.
Definition at line 134 of file RuleEnsemble.cxx.
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Definition at line 382 of file RuleEnsemble.h.
void TMVA::RuleEnsemble::MakeLinearTerms | ( | ) |
Make the linear terms as in eq 25, ref 2 For this the b and (1-b) quantiles are needed.
Definition at line 599 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::MakeModel | ( | ) |
create model
Definition at line 179 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::MakeRuleMap | ( | const std::vector< const TMVA::Event * > * | events = nullptr , |
UInt_t | ifirst = 0 , |
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UInt_t | ilast = 0 |
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Makes rule map for all events.
Definition at line 1354 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::MakeRules | ( | const std::vector< const TMVA::DecisionTree * > & | forest | ) |
Makes rules from the given decision tree.
First node in all rules is ALWAYS the root node.
Definition at line 546 of file RuleEnsemble.cxx.
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create rules from the decision tree structure
Definition at line 1281 of file RuleEnsemble.cxx.
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Make a Rule from a given Node.
The root node (ie no parent) does not generate a Rule. The first node in a rule is always the root node => fNodes.size()>=2 Each node corresponds to a cut and the cut value is given by the parent node.
Definition at line 1316 of file RuleEnsemble.cxx.
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Definition at line 236 of file RuleEnsemble.h.
This function returns Pr( y = 1 | x ) for the linear terms.
Definition at line 717 of file RuleEnsemble.cxx.
This function returns Pr( y = 1 | x ) for rules.
The probability returned is normalized against the number of rules which are actually passed
Definition at line 741 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::Print | ( | ) | const |
print function
Definition at line 930 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::PrintRaw | ( | std::ostream & | os | ) | const |
write rules to stream
Definition at line 1048 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::PrintRuleGen | ( | ) | const |
print rule generation info
Definition at line 911 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::ReadFromXML | ( | void * | wghtnode | ) |
read rules from XML
Definition at line 1113 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::ReadRaw | ( | std::istream & | istr | ) |
read rule ensemble from stream
Definition at line 1168 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::RemoveSimilarRules | ( | ) |
remove rules that behave similar
Definition at line 272 of file RuleEnsemble.cxx.
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reset all rule coefficients
Definition at line 215 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::RuleResponseStats | ( | ) |
calculate various statistics for this rule
Definition at line 802 of file RuleEnsemble.cxx.
void TMVA::RuleEnsemble::RuleStatistics | ( | ) |
calculate various statistics for this rule
Definition at line 889 of file RuleEnsemble.cxx.
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Definition at line 133 of file RuleEnsemble.h.
Definition at line 106 of file RuleEnsemble.h.
void TMVA::RuleEnsemble::SetCoefficients | ( | const std::vector< Double_t > & | v | ) |
set all rule coefficients
Definition at line 227 of file RuleEnsemble.cxx.
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Definition at line 141 of file RuleEnsemble.h.
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Definition at line 127 of file RuleEnsemble.h.
void TMVA::RuleEnsemble::SetImportanceRef | ( | Double_t | impref | ) |
set reference importance
Definition at line 425 of file RuleEnsemble.cxx.
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void TMVA::RuleEnsemble::SetMsgType | ( | EMsgType | t | ) |
Definition at line 154 of file RuleEnsemble.cxx.
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Definition at line 102 of file RuleEnsemble.h.
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Definition at line 124 of file RuleEnsemble.h.
void TMVA::RuleEnsemble::SetRules | ( | const std::vector< TMVA::Rule * > & | rules | ) |
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Definition at line 387 of file RuleEnsemble.h.
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average rule sigma
Definition at line 353 of file RuleEnsemble.h.
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average support (over all rules)
Definition at line 352 of file RuleEnsemble.h.
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current event.
Definition at line 368 of file RuleEnsemble.h.
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true if rule/linear respons are updated
Definition at line 369 of file RuleEnsemble.h.
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linear respons
Definition at line 371 of file RuleEnsemble.h.
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the rule respons of current event <--— stores boolean
Definition at line 370 of file RuleEnsemble.h.
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minimum importance accepted
Definition at line 338 of file RuleEnsemble.h.
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reference importance (max)
Definition at line 351 of file RuleEnsemble.h.
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can be full (rules+linear), rules, linear
Definition at line 337 of file RuleEnsemble.h.
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linear coefficients, one per variable
Definition at line 345 of file RuleEnsemble.h.
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delta-
Definition at line 344 of file RuleEnsemble.h.
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delta+ in eq 24, ref 2
Definition at line 343 of file RuleEnsemble.h.
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linear term importance
Definition at line 349 of file RuleEnsemble.h.
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norm of ditto, see after eq 26 in ref 2
Definition at line 346 of file RuleEnsemble.h.
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private |
pdfs for each variable, background
Definition at line 347 of file RuleEnsemble.h.
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private |
pdfs for each variable, signal
Definition at line 348 of file RuleEnsemble.h.
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private |
quantile cut to remove outliers
Definition at line 339 of file RuleEnsemble.h.
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private |
flags linear terms with sufficient strong importance <– stores boolean
Definition at line 342 of file RuleEnsemble.h.
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! message logger
Definition at line 381 of file RuleEnsemble.h.
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private |
number of rules generated, before cleanup
Definition at line 366 of file RuleEnsemble.h.
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private |
offset in discriminator function
Definition at line 340 of file RuleEnsemble.h.
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private |
pointer to rule fit object
Definition at line 379 of file RuleEnsemble.h.
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private |
Definition at line 361 of file RuleEnsemble.h.
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private |
map of rule responses
Definition at line 374 of file RuleEnsemble.h.
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private |
pointer to vector of events used
Definition at line 377 of file RuleEnsemble.h.
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private |
start index
Definition at line 375 of file RuleEnsemble.h.
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private |
last index
Definition at line 376 of file RuleEnsemble.h.
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private |
true if MakeRuleMap() has been called
Definition at line 373 of file RuleEnsemble.h.
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private |
minimum rule distance
Definition at line 365 of file RuleEnsemble.h.
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private |
N(cuts) average.
Definition at line 362 of file RuleEnsemble.h.
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private |
idem sigma
Definition at line 363 of file RuleEnsemble.h.
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private |
p(tag as B|B)
Definition at line 359 of file RuleEnsemble.h.
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private |
p(tag as B|S)
Definition at line 358 of file RuleEnsemble.h.
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private |
p(tag as S|B)
Definition at line 357 of file RuleEnsemble.h.
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private |
p(tag as S|S) - tagged as S if rule is SIG and the event is accepted
Definition at line 356 of file RuleEnsemble.h.
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private |
Definition at line 360 of file RuleEnsemble.h.
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private |
vector of rules
Definition at line 341 of file RuleEnsemble.h.
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private |
fraction of rules using a given variable - size of vector = n(variables)
Definition at line 355 of file RuleEnsemble.h.
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private |
one importance per input variable
Definition at line 350 of file RuleEnsemble.h.