ROOT
6.07/01
Reference Guide
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Definition at line 57 of file RuleFitParams.h.
Public Member Functions | |
RuleFitParams () | |
constructor More... | |
virtual | ~RuleFitParams () |
destructor More... | |
void | Init () |
Initializes all parameters using the RuleEnsemble and the training tree. More... | |
void | SetMsgType (EMsgType t) |
void | SetRuleFit (RuleFit *rf) |
void | SetGDNPathSteps (Int_t np) |
void | SetGDPathStep (Double_t s) |
void | SetGDTauRange (Double_t t0, Double_t t1) |
void | SetGDTauScan (UInt_t n) |
void | SetGDTau (Double_t t) |
void | SetGDErrScale (Double_t s) |
void | SetGDTauPrec (Double_t p) |
Int_t | Type (const Event *e) const |
UInt_t | GetPathIdx1 () const |
UInt_t | GetPathIdx2 () const |
UInt_t | GetPerfIdx1 () const |
UInt_t | GetPerfIdx2 () const |
Double_t | LossFunction (const Event &e) const |
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg) More... | |
Double_t | LossFunction (UInt_t evtidx) const |
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg) More... | |
Double_t | LossFunction (UInt_t evtidx, UInt_t itau) const |
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg) More... | |
Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff) const |
risk asessment More... | |
Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff, UInt_t itau) const |
risk asessment for tau model <itau> More... | |
Double_t | RiskPath () const |
Double_t | RiskPerf () const |
Double_t | RiskPerf (UInt_t itau) const |
UInt_t | RiskPerfTst () |
Estimates the error rate with the current set of parameters. More... | |
Double_t | Penalty () const |
This is the "lasso" penalty To be used for regression. More... | |
void | InitGD () |
Initialize GD path search. More... | |
Int_t | FindGDTau () |
This finds the cutoff parameter tau by scanning several different paths. More... | |
void | MakeGDPath () |
The following finds the gradient directed path in parameter space. More... | |
Protected Types | |
typedef std::vector< const TMVA::Event * > ::const_iterator | EventItr |
Protected Member Functions | |
void | InitNtuple () |
initializes the ntuple More... | |
void | CalcGDNTau () |
void | FillCoefficients () |
helper function to store the rule coefficients in local arrays More... | |
void | CalcFStar () |
Estimates F* (optimum scoring function) for all events for the given sets. More... | |
Double_t | ErrorRateBin () |
Estimates the error rate with the current set of parameters It uses a binary estimate of (y-F*(x)) (y-F*(x)) = (Num of events where sign(F)!=sign(y))/Neve y = {+1 if event is signal, -1 otherwise} — NOT USED —. More... | |
Double_t | ErrorRateReg () |
Estimates the error rate with the current set of parameters This code is pretty messy at the moment. More... | |
Double_t | ErrorRateRocRaw (std::vector< Double_t > &sFsig, std::vector< Double_t > &sFbkg) |
Double_t | ErrorRateRoc () |
Estimates the error rate with the current set of parameters. More... | |
void | ErrorRateRocTst () |
Estimates the error rate with the current set of parameters. More... | |
Double_t | Optimism () |
implementation of eq. More... | |
void | MakeGradientVector () |
make gradient vector More... | |
void | UpdateCoefficients () |
Establish maximum gradient for rules, linear terms and the offset. More... | |
Double_t | CalcAverageResponse () |
calulate the average response - TODO : rewrite bad dependancy on EvaluateAverage() ! More... | |
Double_t | CalcAverageResponseOLD () |
Double_t | CalcAverageTruth () |
calulate the average truth More... | |
void | EvaluateAverage (UInt_t ind1, UInt_t ind2, std::vector< Double_t > &avsel, std::vector< Double_t > &avrul) |
evaluate the average of each variable and f(x) in the given range More... | |
void | EvaluateAveragePath () |
void | EvaluateAveragePerf () |
void | MakeTstGradientVector () |
make test gradient vector for all tau same algorithm as MakeGradientVector() More... | |
void | UpdateTstCoefficients () |
Establish maximum gradient for rules, linear terms and the offset for all taus TODO: do not need index range! More... | |
void | CalcTstAverageResponse () |
calc average response for all test paths - TODO: see comment under CalcAverageResponse() note that 0 offset is used More... | |
Private Member Functions | |
MsgLogger & | Log () const |
message logger More... | |
Private Attributes | |
MsgLogger * | fLogger |
#include <TMVA/RuleFitParams.h>
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Definition at line 138 of file RuleFitParams.h.
TMVA::RuleFitParams::RuleFitParams | ( | ) |
constructor
Definition at line 61 of file RuleFitParams.cxx.
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destructor
Definition at line 101 of file RuleFitParams.cxx.
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calulate the average response - TODO : rewrite bad dependancy on EvaluateAverage() !
note that 0 offset is used
Definition at line 1526 of file RuleFitParams.cxx.
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calulate the average truth
Definition at line 1541 of file RuleFitParams.cxx.
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Estimates F* (optimum scoring function) for all events for the given sets.
The result is used in ErrorRateReg(). — NOT USED —
Definition at line 880 of file RuleFitParams.cxx.
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Definition at line 144 of file RuleFitParams.h.
Referenced by SetGDTauPrec().
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calc average response for all test paths - TODO: see comment under CalcAverageResponse() note that 0 offset is used
Definition at line 1505 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters It uses a binary estimate of (y-F*(x)) (y-F*(x)) = (Num of events where sign(F)!=sign(y))/Neve y = {+1 if event is signal, -1 otherwise} — NOT USED —.
Definition at line 1008 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters This code is pretty messy at the moment.
Cleanup is needed. – NOT USED —
Definition at line 963 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters.
It calculates the area under the bkg rejection vs signal efficiency curve. The value returned is 1-area. This works but is less efficient than calculating the Risk using RiskPerf().
Definition at line 1111 of file RuleFitParams.cxx.
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Definition at line 1039 of file RuleFitParams.cxx.
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Estimates the error rate with the current set of parameters.
It calculates the area under the bkg rejection vs signal efficiency curve. The value returned is 1-area.
See comment under ErrorRateRoc().
Definition at line 1161 of file RuleFitParams.cxx.
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evaluate the average of each variable and f(x) in the given range
Definition at line 205 of file RuleFitParams.cxx.
Referenced by EvaluateAveragePath(), and EvaluateAveragePerf().
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Definition at line 185 of file RuleFitParams.h.
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Definition at line 188 of file RuleFitParams.h.
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helper function to store the rule coefficients in local arrays
Definition at line 862 of file RuleFitParams.cxx.
Int_t TMVA::RuleFitParams::FindGDTau | ( | ) |
This finds the cutoff parameter tau by scanning several different paths.
Definition at line 446 of file RuleFitParams.cxx.
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Definition at line 99 of file RuleFitParams.h.
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Definition at line 100 of file RuleFitParams.h.
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Definition at line 101 of file RuleFitParams.h.
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Definition at line 102 of file RuleFitParams.h.
Initializes all parameters using the RuleEnsemble and the training tree.
Definition at line 111 of file RuleFitParams.cxx.
Referenced by RuleFitParams().
void TMVA::RuleFitParams::InitGD | ( | ) |
Initialize GD path search.
Definition at line 370 of file RuleFitParams.cxx.
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initializes the ntuple
Definition at line 182 of file RuleFitParams.cxx.
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message logger
Definition at line 262 of file RuleFitParams.h.
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg)
Definition at line 275 of file RuleFitParams.cxx.
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg)
Definition at line 287 of file RuleFitParams.cxx.
Implementation of squared-error ramp loss function (eq 39,40 in ref 1) This is used for binary Classifications where y = {+1,-1} for (sig,bkg)
Definition at line 299 of file RuleFitParams.cxx.
void TMVA::RuleFitParams::MakeGDPath | ( | ) |
The following finds the gradient directed path in parameter space.
More work is needed... FT, 24/9/2006 The algorithm is currently as follows: <***if not otherwise stated, the sample used below is [fPathIdx1,fPathIdx2]***>
The algorithm will warn if: I. the error rate was still decreasing when loop finnished -> increase fGDNPathSteps! II. minimum was found at an early stage -> decrease fGDPathStep III. DEBUG: risk > previous risk -> entered caotic region (regularization is too small)
Definition at line 534 of file RuleFitParams.cxx.
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make gradient vector
Definition at line 1387 of file RuleFitParams.cxx.
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make test gradient vector for all tau same algorithm as MakeGradientVector()
Definition at line 1267 of file RuleFitParams.cxx.
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implementation of eq.
7.17 in Hastie,Tibshirani & Friedman book this is the covariance between the estimated response yhat and the true value y. NOT REALLY SURE IF THIS IS CORRECT! — THIS IS NOT USED —
Definition at line 921 of file RuleFitParams.cxx.
Double_t TMVA::RuleFitParams::Penalty | ( | ) | const |
This is the "lasso" penalty To be used for regression.
— NOT USED —
Definition at line 353 of file RuleFitParams.cxx.
risk asessment
Definition at line 311 of file RuleFitParams.cxx.
Referenced by RiskPath(), and RiskPerf().
risk asessment for tau model <itau>
Definition at line 331 of file RuleFitParams.cxx.
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Definition at line 116 of file RuleFitParams.h.
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Definition at line 117 of file RuleFitParams.h.
Definition at line 118 of file RuleFitParams.h.
UInt_t TMVA::RuleFitParams::RiskPerfTst | ( | ) |
Estimates the error rate with the current set of parameters.
using the <Perf> subsample. Return the tau index giving the lowest error
Definition at line 1209 of file RuleFitParams.cxx.
Definition at line 93 of file RuleFitParams.h.
Definition at line 73 of file RuleFitParams.h.
Referenced by TMVA::RuleFit::SetGDNPathSteps().
Definition at line 76 of file RuleFitParams.h.
Referenced by TMVA::RuleFit::SetGDPathStep().
Definition at line 90 of file RuleFitParams.h.
Referenced by TMVA::RuleFit::SetGDTau().
Definition at line 94 of file RuleFitParams.h.
Definition at line 79 of file RuleFitParams.h.
Definition at line 87 of file RuleFitParams.h.
Definition at line 1571 of file RuleFitParams.cxx.
Definition at line 70 of file RuleFitParams.h.
Definition at line 1564 of file RuleFitParams.cxx.
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Establish maximum gradient for rules, linear terms and the offset.
Definition at line 1455 of file RuleFitParams.cxx.
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Establish maximum gradient for rules, linear terms and the offset for all taus TODO: do not need index range!
Definition at line 1338 of file RuleFitParams.cxx.
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Definition at line 213 of file RuleFitParams.h.
Referenced by EvaluateAveragePath().
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Definition at line 215 of file RuleFitParams.h.
Referenced by EvaluateAveragePerf().
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Definition at line 212 of file RuleFitParams.h.
Referenced by EvaluateAveragePath().
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Definition at line 214 of file RuleFitParams.h.
Referenced by EvaluateAveragePerf().
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Definition at line 240 of file RuleFitParams.h.
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Definition at line 256 of file RuleFitParams.h.
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Definition at line 257 of file RuleFitParams.h.
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Definition at line 242 of file RuleFitParams.h.
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Definition at line 243 of file RuleFitParams.h.
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Definition at line 226 of file RuleFitParams.h.
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Definition at line 225 of file RuleFitParams.h.
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Definition at line 238 of file RuleFitParams.h.
Referenced by SetGDErrScale().
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Definition at line 223 of file RuleFitParams.h.
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Definition at line 224 of file RuleFitParams.h.
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Definition at line 237 of file RuleFitParams.h.
Referenced by SetGDNPathSteps().
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Definition at line 230 of file RuleFitParams.h.
Referenced by CalcGDNTau(), and SetGDTauPrec().
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Definition at line 229 of file RuleFitParams.h.
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Definition at line 245 of file RuleFitParams.h.
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Definition at line 227 of file RuleFitParams.h.
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Definition at line 236 of file RuleFitParams.h.
Referenced by SetGDPathStep().
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Definition at line 235 of file RuleFitParams.h.
Referenced by SetGDTau().
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Definition at line 234 of file RuleFitParams.h.
Referenced by SetGDTauRange().
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Definition at line 233 of file RuleFitParams.h.
Referenced by SetGDTauRange().
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Definition at line 231 of file RuleFitParams.h.
Referenced by CalcGDNTau(), and SetGDTauPrec().
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Definition at line 232 of file RuleFitParams.h.
Referenced by SetGDTauScan().
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Definition at line 228 of file RuleFitParams.h.
Referenced by SetGDTauPrec().
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Definition at line 217 of file RuleFitParams.h.
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Definition at line 218 of file RuleFitParams.h.
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Definition at line 221 of file RuleFitParams.h.
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Definition at line 220 of file RuleFitParams.h.
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Definition at line 261 of file RuleFitParams.h.
Referenced by Log().
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Definition at line 209 of file RuleFitParams.h.
Referenced by RiskPath().
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Definition at line 210 of file RuleFitParams.h.
Referenced by RiskPerf().
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Definition at line 200 of file RuleFitParams.h.
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Definition at line 199 of file RuleFitParams.h.
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Definition at line 251 of file RuleFitParams.h.
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Definition at line 249 of file RuleFitParams.h.
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Definition at line 247 of file RuleFitParams.h.
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Definition at line 252 of file RuleFitParams.h.
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Definition at line 248 of file RuleFitParams.h.
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Definition at line 250 of file RuleFitParams.h.
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Definition at line 246 of file RuleFitParams.h.
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Definition at line 205 of file RuleFitParams.h.
Referenced by EvaluateAveragePath(), GetPathIdx1(), and RiskPath().
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Definition at line 206 of file RuleFitParams.h.
Referenced by EvaluateAveragePath(), GetPathIdx2(), and RiskPath().
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Definition at line 207 of file RuleFitParams.h.
Referenced by EvaluateAveragePerf(), GetPerfIdx1(), and RiskPerf().
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Definition at line 208 of file RuleFitParams.h.
Referenced by EvaluateAveragePerf(), GetPerfIdx2(), and RiskPerf().
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Definition at line 197 of file RuleFitParams.h.
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Definition at line 196 of file RuleFitParams.h.
Referenced by SetRuleFit().
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Definition at line 254 of file RuleFitParams.h.
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Definition at line 255 of file RuleFitParams.h.