96 , fDetailedMonitoring(
kFALSE)
99 , fBaggedSampleFraction(0)
100 , fBoostedMethodTitle(methodTitle)
101 , fBoostedMethodOptions(theOption)
102 , fMonitorBoostedMethod(kFALSE)
107 , fOverlap_integral(0.0)
110 fMVAvalues =
new std::vector<Float_t>;
119 , fDetailedMonitoring(
kFALSE)
122 , fBaggedSampleFraction(0)
123 , fBoostedMethodTitle(
"")
124 , fBoostedMethodOptions(
"")
125 , fMonitorBoostedMethod(
kFALSE)
130 , fOverlap_integral(0.0)
175 "Number of times the classifier is boosted" );
178 "Write monitoring histograms for each boosted classifier" );
181 "Produce histograms for detailed boost monitoring" );
191 "The ADA boost parameter that sets the effect of every boost step on the events' weights" );
194 "Type of transform applied to every boosted method linear, log, step" );
201 "Seed for random number generator used for bagging" );
217 "How to set the final weight of the boosted classifiers" );
225 "Type of transform applied to every boosted method linear, log, step" );
239 "Recalculate the classifier MVA Signallike cut at every boost iteration" );
275 results->
Store(
new TH1F(
"ROCIntegral_test",
"ROC integral of single classifier (testing sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegral_test");
276 results->
Store(
new TH1F(
"ROCIntegralBoosted_test",
"ROC integral of boosted method (testing sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegralBoosted_test");
277 results->
Store(
new TH1F(
"ROCIntegral_train",
"ROC integral of single classifier (training sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegral_train");
278 results->
Store(
new TH1F(
"ROCIntegralBoosted_train",
"ROC integral of boosted method (training sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegralBoosted_train");
341 Log() <<
kDEBUG <<
"CheckSetup: trying to repair things" <<
Endl;
356 if (
Data()->GetNTrainingEvents()==0)
Log() <<
kFATAL <<
"<Train> Data() has zero events" <<
Endl;
374 if (varTrafoStart >0) {
376 if (varTrafoEnd<varTrafoStart)
406 Log() <<
kFATAL <<
"Method with type kCategory cannot be casted to MethodCategory. /MethodBoost" <<
Endl;
482 if (StopCounter > 0 &&
fBoostType !=
"Bagging") {
485 Log() <<
kINFO <<
"Error rate has reached 0.5 ("<<
fMethodError<<
"), boosting process stopped at #" << fBoostNum <<
" classifier" <<
Endl;
487 Log() <<
kINFO <<
"The classifier might be too strong to boost with Beta = " <<
fAdaBoostBeta <<
", try reducing it." <<
Endl;
509 TH1F* tmp =
dynamic_cast<TH1F*
>( results->
GetHist(
"ClassifierWeight") );
541 Int_t signalClass = 0;
542 if (
DataInfo().GetClassInfo(
"Signal") != 0) {
546 meanS, meanB, rmsS, rmsB, xmin, xmax, signalClass );
618 for (
UInt_t imtd=0; imtd<nloop; imtd++) {
623 for (
UInt_t imtd=0; imtd<nloop; imtd++) {
642 for (
UInt_t imtd=0;imtd<nloop;imtd++) {
647 if (dir==0)
continue;
692 const Int_t nBins=10001;
699 if (val>maxMVA) maxMVA=val;
700 if (val<minMVA) minMVA=val;
702 maxMVA = maxMVA+(maxMVA-minMVA)/nBins;
726 mvaS->
Fill(mvaVal,weight);
728 mvaB->
Fill(mvaVal,weight);
762 for (
Int_t ibin=1;ibin<=nBins;ibin++){
773 if (separationGain < sepGain->GetSeparationGain(sSel,bSel,sTot,bTot)
780 if (sSel*(bTot-bSel) > (sTot-sSel)*bSel) mvaCutOrientation=-1;
781 else mvaCutOrientation=1;
814 <<
" s2="<<(sTot-sSelCut)
815 <<
" b2="<<(bTot-bSelCut)
816 <<
" s/b(1)=" << sSelCut/bSelCut
817 <<
" s/b(2)=" << (sTot-sSelCut)/(bTot-bSelCut)
818 <<
" index before cut=" << parentIndex
819 <<
" after: left=" << leftIndex
820 <<
" after: right=" << rightIndex
821 <<
" sepGain=" << parentIndex-( (sSelCut+bSelCut) * leftIndex + (sTot-sSelCut+bTot-bSelCut) * rightIndex )/(sTot+bTot)
822 <<
" sepGain="<<separationGain
826 <<
" cutOrientation="<<mvaCutOrientation
868 Log() <<
kWARNING <<
" AdaBoost called without classifier reference - needed for calulating AdaBoost " <<
Endl;
877 if (discreteAdaBoost) {
918 if (discreteAdaBoost){
920 WrongDetection[ievt]=
kFALSE;
922 WrongDetection[ievt]=
kTRUE;
927 mvaProb = 2*(mvaProb-0.5);
931 sumWrong+= w*trueType*mvaProb;
943 Log() <<
kWARNING <<
"Your classifier worked perfectly on the training sample --> serious overtraining expected and no boosting done " <<
Endl;
946 if (discreteAdaBoost)
968 if (discreteAdaBoost){
970 if (WrongDetection[ievt] && boostWeight != 0) {
981 mvaProb = 2*(mvaProb-0.5);
988 boostfactor =
TMath::Exp(-1*boostWeight*trueType*mvaProb);
996 Double_t normWeight = oldSum/newSum;
1017 delete[] WrongDetection;
1018 if (MVAProb)
delete MVAProb;
1052 Log() <<
"This method combines several classifier of one species in a "<<
Endl;
1053 Log() <<
"single multivariate quantity via the boost algorithm." <<
Endl;
1054 Log() <<
"the output is a weighted sum over all individual classifiers" <<
Endl;
1055 Log() <<
"By default, the AdaBoost method is employed, which gives " <<
Endl;
1056 Log() <<
"events that were misclassified in the previous tree a larger " <<
Endl;
1057 Log() <<
"weight in the training of the following classifier."<<
Endl;
1058 Log() <<
"Optionally, Bagged boosting can also be applied." <<
Endl;
1062 Log() <<
"The most important parameter in the configuration is the "<<
Endl;
1063 Log() <<
"number of boosts applied (Boost_Num) and the choice of boosting"<<
Endl;
1064 Log() <<
"(Boost_Type), which can be set to either AdaBoost or Bagging." <<
Endl;
1065 Log() <<
"AdaBoosting: The most important parameters in this configuration" <<
Endl;
1066 Log() <<
"is the beta parameter (Boost_AdaBoostBeta) " <<
Endl;
1067 Log() <<
"When boosting a linear classifier, it is sometimes advantageous"<<
Endl;
1068 Log() <<
"to transform the MVA output non-linearly. The following options" <<
Endl;
1069 Log() <<
"are available: step, log, and minmax, the default is no transform."<<
Endl;
1071 Log() <<
"Some classifiers are hard to boost and do not improve much in"<<
Endl;
1072 Log() <<
"their performance by boosting them, some even slightly deteriorate"<<
Endl;
1073 Log() <<
"due to the boosting." <<
Endl;
1074 Log() <<
"The booking of the boost method is special since it requires"<<
Endl;
1075 Log() <<
"the booing of the method to be boosted and the boost itself."<<
Endl;
1076 Log() <<
"This is solved by booking the method to be boosted and to add"<<
Endl;
1077 Log() <<
"all Boost parameters, which all begin with \"Boost_\" to the"<<
Endl;
1078 Log() <<
"options string. The factory separates the options and initiates"<<
Endl;
1079 Log() <<
"the boost process. The TMVA macro directory contains the example"<<
Endl;
1080 Log() <<
"macro \"Boost.C\"" <<
Endl;
1110 if (val < sigcut) val = sigcut;
1125 norm +=fMethodWeight[i];
1163 if (singleMethod && !method) {
1164 Log() <<
kFATAL <<
" What do you do? Your method:" 1166 <<
" seems not to be a propper TMVA method" 1176 if (!singleMethod) {
1182 if (AllMethodsWeight != 0.0) {
1190 std::vector <Float_t>* mvaRes;
1194 mvaRes =
new std::vector <Float_t>(
GetNEvents());
1206 Int_t signalClass = 0;
1207 if (
DataInfo().GetClassInfo(
"Signal") != 0) {
1211 meanS, meanB, rmsS, rmsB, xmin, xmax, signalClass );
1218 TH1* mva_s =
new TH1F(
"MVA_S",
"MVA_S",
fNbins, xmin, xmax );
1219 TH1* mva_b =
new TH1F(
"MVA_B",
"MVA_B",
fNbins, xmin, xmax );
1220 TH1 *mva_s_overlap=0, *mva_b_overlap=0;
1221 if (CalcOverlapIntergral) {
1222 mva_s_overlap =
new TH1F(
"MVA_S_OVERLAP",
"MVA_S_OVERLAP",
fNbins, xmin, xmax );
1223 mva_b_overlap =
new TH1F(
"MVA_B_OVERLAP",
"MVA_B_OVERLAP",
fNbins, xmin, xmax );
1229 else mva_b->
Fill( (*mvaRes)[ievt], w );
1231 if (CalcOverlapIntergral) {
1234 mva_s_overlap->
Fill( (*mvaRes)[ievt], w_ov );
1236 mva_b_overlap->Fill( (*mvaRes)[ievt], w_ov );
1248 if (CalcOverlapIntergral) {
1255 Double_t bc_b = mva_b_overlap->GetBinContent(bin);
1256 if (bc_s > 0.0 && bc_b > 0.0)
1260 delete mva_s_overlap;
1261 delete mva_b_overlap;
1283 Log() <<
kFATAL <<
"dynamic cast to MethodBase* failed" <<
Endl;
1326 Log() <<
kINFO <<
"<Train> average number of nodes before/after pruning : " 1338 if (methodIndex < 3){
1339 Log() <<
kDEBUG <<
"No detailed boost monitoring for " 1341 <<
" yet available " <<
Endl;
1352 results->
Store(
new TH2F(
Form(
"EventDistSig_%d",methodIndex),
Form(
"EventDistSig_%d",methodIndex),100,0,7,100,0,7));
1354 results->
Store(
new TH2F(
Form(
"EventDistBkg_%d",methodIndex),
Form(
"EventDistBkg_%d",methodIndex),100,0,7,100,0,7));
1366 else h=results->
GetHist2D(
Form(
"EventDistBkg_%d",methodIndex));
1367 if (h) h->
Fill(v0,v1,w);
IMethod * Create(const std::string &name, const TString &job, const TString &title, DataSetInfo &dsi, const TString &option)
creates the method if needed based on the method name using the creator function the factory has stor...
static ClassifierFactory & Instance()
access to the ClassifierFactory singleton creates the instance if needed
void SetModelPersistence(Bool_t status)
virtual Int_t Fill(Double_t x)
Increment bin with abscissa X by 1.
void SetMsgType(EMsgType t)
static long int sum(long int i)
Double_t GetBoostROCIntegral(Bool_t, Types::ETreeType, Bool_t CalcOverlapIntergral=kFALSE)
Calculate the ROC integral of a single classifier or even the whole boosted classifier.
Random number generator class based on M.
void MonitorBoost(Types::EBoostStage stage, UInt_t methodIdx=0)
fill various monitoring histograms from information of the individual classifiers that have been boos...
std::vector< Float_t > * fMVAvalues
THist< 1, int, THistStatContent > TH1I
virtual Double_t PoissonD(Double_t mean)
Generates a random number according to a Poisson law.
MsgLogger & Endl(MsgLogger &ml)
void SingleTrain()
initialization
TString GetMethodName(Types::EMVA method) const
std::vector< TH1 *> fTestSigMVAHist
Double_t Bagging()
Bagging or Bootstrap boosting, gives new random poisson weight for every event.
virtual Double_t GetMvaValue(Double_t *errLower=0, Double_t *errUpper=0)=0
Double_t AdaBoost(MethodBase *method, Bool_t useYesNoLeaf)
the standard (discrete or real) AdaBoost algorithm
void WriteMonitoringHistosToFile(void) const
write special monitoring histograms to file dummy implementation here --------------— ...
static Types & Instance()
the the single instance of "Types" if existin already, or create it (Signleton)
virtual void WriteEvaluationHistosToFile(Types::ETreeType treetype)
writes all MVA evaluation histograms to file
virtual Int_t Fill()
Fill all branches.
THist< 1, float, THistStatContent, THistStatUncertainty > TH1F
OptionBase * DeclareOptionRef(T &ref, const TString &name, const TString &desc="")
Bool_t fDetailedMonitoring
virtual Double_t GetBinContent(Int_t bin) const
Return content of bin number bin.
virtual Bool_t HasAnalysisType(Types::EAnalysisType type, UInt_t numberClasses, UInt_t)
Boost can handle classification with 2 classes and regression with one regression-target.
MethodBoost(const TString &jobName, const TString &methodTitle, DataSetInfo &theData, const TString &theOption="")
void DrawProgressBar(Int_t, const TString &comment="")
draws progress bar in color or B&W caution:
void SetSignalReferenceCutOrientation(Double_t cutOrientation)
virtual Double_t GetMean(Int_t axis=1) const
For axis = 1,2 or 3 returns the mean value of the histogram along X,Y or Z axis.
Ssiz_t Index(const char *pat, Ssiz_t i=0, ECaseCompare cmp=kExact) const
tomato 1-D histogram with a float per channel (see TH1 documentation)}
TransformationHandler & GetTransformationHandler(Bool_t takeReroutedIfAvailable=true)
Short_t Min(Short_t a, Short_t b)
void ToLower()
Change string to lower-case.
virtual TDirectory * mkdir(const char *name, const char *title="")
Create a sub-directory and return a pointer to the created directory.
std::vector< TH1 *> fTrainBgdMVAHist
const Ranking * CreateRanking()
virtual Double_t GetBinLowEdge(Int_t bin) const
Return bin lower edge for 1D histogram.
void SetSilentFile(Bool_t status)
void ResetBoostWeights()
resetting back the boosted weights of the events to 1
TString GetElapsedTime(Bool_t Scientific=kTRUE)
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 ...
virtual Bool_t IsSignalLike()
uses a pre-set cut on the MVA output (SetSignalReferenceCut and SetSignalReferenceCutOrientation) for...
void SetMethodDir(TDirectory *methodDir)
Double_t fOverlap_integral
static void InhibitOutput()
void FindMVACut(MethodBase *method)
find the CUT on the individual MVA that defines an event as correct or misclassified (to be used in t...
void AddEvent(Double_t val, Double_t weight, Int_t type)
void ProcessOptions()
process user options
Double_t SingleBoost(MethodBase *method)
const Event * GetEvent() const
std::vector< Double_t > fMethodWeight
virtual ~MethodBoost(void)
destructor
virtual void SetMarkerColor(Color_t mcolor=1)
Set the marker color.
virtual void ParseOptions()
options parser
void SetupMethod()
setup of methods
DataSetInfo & DataInfo() const
Double_t GetWeight() const
return the event weight - depending on whether the flag IgnoreNegWeightsInTraining is or not...
UInt_t GetNEvents() const
temporary event when testing on a different DataSet than the own one
virtual void Delete(Option_t *option="")
Delete this object.
Bool_t BookMethod(Types::EMVA theMethod, TString methodTitle, TString theOption)
just registering the string from which the boosted classifier will be created
virtual Int_t Write(const char *name=0, Int_t option=0, Int_t bufsize=0)
Write this object to the current directory.
RooCmdArg Timer(Bool_t flag=kTRUE)
Results * GetResults(const TString &, Types::ETreeType type, Types::EAnalysisType analysistype)
TString info(resultsName+"/"); switch(type) { case Types::kTraining: info += "kTraining/"; break; cas...
Service class for 2-Dim histogram classes.
const char * GetName() const
ClassInfo * GetClassInfo(Int_t clNum) const
class TMVA::Config::VariablePlotting fVariablePlotting
virtual void WriteEvaluationHistosToFile(Types::ETreeType treetype)
writes all MVA evaluation histograms to file
Double_t fBaggedSampleFraction
virtual void SetBinContent(Int_t bin, Double_t content)
Set bin content see convention for numbering bins in TH1::GetBin In case the bin number is greater th...
char * Form(const char *fmt,...)
DataSetManager * fDataSetManager
void ScaleBoostWeight(Double_t s) const
const TString & GetJobName() const
const TString & GetMethodName() const
tomato 1-D histogram with a double per channel (see TH1 documentation)}
virtual TDirectory * GetDirectory(const char *apath, Bool_t printError=false, const char *funcname="GetDirectory")
Find a directory named "apath".
IMethod * GetLastMethod()
void CreateMVAHistorgrams()
Double_t Gaus(Double_t x, Double_t mean=0, Double_t sigma=1, Bool_t norm=kFALSE)
Calculate a gaussian function with mean and sigma.
MethodBase * fCurrentMethod
UInt_t GetNVariables() const
Float_t GetValue(UInt_t ivar) const
return value of i'th variable
virtual Double_t GetSeparationGain(const Double_t &nSelS, const Double_t &nSelB, const Double_t &nTotS, const Double_t &nTotB)
Separation Gain: the measure of how the quality of separation of the sample increases by splitting th...
TString & Remove(Ssiz_t pos)
void DeclareCompatibilityOptions()
options that are used ONLY for the READER to ensure backward compatibility they are hence without any...
TString fBoostedMethodOptions
const std::vector< TMVA::Event * > & GetEventCollection(Types::ETreeType type)
returns the event collection (i.e.
virtual void CheckSetup()
check may be overridden by derived class (sometimes, eg, fitters are used which can only be implement...
Bool_t fMonitorBoostedMethod
void RerouteTransformationHandler(TransformationHandler *fTargetTransformation)
void CheckSetup()
check may be overridden by derived class (sometimes, eg, fitters are used which can only be implement...
Describe directory structure in memory.
std::vector< TH1 *> fTrainSigMVAHist
TString fBoostedMethodTitle
TH1 * GetHist(const TString &alias) const
void SetBoostWeight(Double_t w) const
void SetCurrentType(Types::ETreeType type) const
void AddPreDefVal(const T &)
void GetHelpMessage() const
Get help message text.
virtual void WriteMonitoringHistosToFile() const
write special monitoring histograms to file dummy implementation here --------------— ...
MethodBase * GetCurrentMethod()
Int_t GetNNodesBeforePruning()
virtual const char * GetName() const
Returns name of object.
void ProcessSetup()
process all options the "CheckForUnusedOptions" is done in an independent call, since it may be overr...
const TString & GetOptions() const
virtual void TestClassification()
initialization
virtual Int_t Branch(TCollection *list, Int_t bufsize=32000, Int_t splitlevel=99, const char *name="")
Create one branch for each element in the collection.
TString fBoostedMethodName
#define REGISTER_METHOD(CLASS)
for example
std::vector< IMethod * > fMethods
Abstract ClassifierFactory template that handles arbitrary types.
Double_t GetMVAProbAt(Double_t value)
TH2 * GetHist2D(const TString &alias) const
DataSetManager * fDataSetManager
virtual Bool_t cd(const char *path=0)
Change current directory to "this" directory.
TDirectory * BaseDir() const
returns the ROOT directory where info/histograms etc of the corresponding MVA method instance are sto...
virtual void DeclareCompatibilityOptions()
options that are used ONLY for the READER to ensure backward compatibility they are hence without any...
virtual Double_t GetSeparationIndex(const Double_t &s, const Double_t &b)=0
Short_t Max(Short_t a, Short_t b)
void SetWeightFileDir(TString fileDir)
set directory of weight file
Double_t GetOriginalWeight() const
Bool_t fHistoricBoolOption
void InitHistos()
initialisation routine
Double_t GetSignalReferenceCut() const
THist< 1, double, THistStatContent, THistStatUncertainty > TH1D
Long64_t GetNEvents(Types::ETreeType type=Types::kMaxTreeType) const
Bool_t IsSignal(const Event *ev) const
Types::EAnalysisType GetAnalysisType() const
A TTree object has a header with a name and a title.
void Store(TObject *obj, const char *alias=0)
virtual Int_t GetNbinsX() const
std::vector< TH1 *> fBTrainSigMVAHist
static void EnableOutput()
Int_t Fill(Double_t)
Invalid Fill method.
virtual void SetTitle(const char *title="")
Set the title of the TNamed.
THist< 2, float, THistStatContent, THistStatUncertainty > TH2F
std::vector< TH1 *> fBTrainBgdMVAHist
Double_t GetMvaValue(Double_t *err=0, Double_t *errUpper=0)
return boosted MVA response
double norm(double *x, double *p)
Types::EMVA GetMethodType() const
virtual void TestClassification()
initialization
const Event * GetEvent() const
virtual void SetAnalysisType(Types::EAnalysisType type)
std::vector< TH1 *> fTestBgdMVAHist
void NoErrorCalc(Double_t *const err, Double_t *const errUpper)
void SetSignalReferenceCut(Double_t cut)
const char * Data() const
Bool_t IsModelPersistence()