Definition at line 57 of file RuleFitParams.h.
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| RuleFitParams () |
| constructor More...
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virtual | ~RuleFitParams () |
| destructor More...
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Int_t | FindGDTau () |
| This finds the cutoff parameter tau by scanning several different paths. More...
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UInt_t | GetPathIdx1 () const |
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UInt_t | GetPathIdx2 () const |
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UInt_t | GetPerfIdx1 () const |
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UInt_t | GetPerfIdx2 () const |
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void | Init () |
| Initializes all parameters using the RuleEnsemble and the training tree. More...
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void | InitGD () |
| Initialize GD path search. More...
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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...
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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...
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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...
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void | MakeGDPath () |
| The following finds the gradient directed path in parameter space. More...
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Double_t | Penalty () const |
| This is the "lasso" penalty To be used for regression. More...
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Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff) const |
| risk asessment More...
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Double_t | Risk (UInt_t ind1, UInt_t ind2, Double_t neff, UInt_t itau) const |
| risk asessment for tau model <itau> More...
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Double_t | RiskPath () const |
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Double_t | RiskPerf () const |
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Double_t | RiskPerf (UInt_t itau) const |
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UInt_t | RiskPerfTst () |
| Estimates the error rate with the current set of parameters. More...
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void | SetGDErrScale (Double_t s) |
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void | SetGDNPathSteps (Int_t np) |
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void | SetGDPathStep (Double_t s) |
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void | SetGDTau (Double_t t) |
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void | SetGDTauPrec (Double_t p) |
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void | SetGDTauRange (Double_t t0, Double_t t1) |
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void | SetGDTauScan (UInt_t n) |
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void | SetMsgType (EMsgType t) |
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void | SetRuleFit (RuleFit *rf) |
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Int_t | Type (const Event *e) const |
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#include <TMVA/RuleFitParams.h>
◆ EventItr
◆ RuleFitParams()
TMVA::RuleFitParams::RuleFitParams |
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◆ ~RuleFitParams()
TMVA::RuleFitParams::~RuleFitParams |
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◆ CalcAverageResponse()
Double_t TMVA::RuleFitParams::CalcAverageResponse |
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◆ CalcAverageResponseOLD()
Double_t TMVA::RuleFitParams::CalcAverageResponseOLD |
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◆ CalcAverageTruth()
Double_t TMVA::RuleFitParams::CalcAverageTruth |
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◆ CalcFStar()
void TMVA::RuleFitParams::CalcFStar |
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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 882 of file RuleFitParams.cxx.
◆ CalcGDNTau()
void TMVA::RuleFitParams::CalcGDNTau |
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◆ CalcTstAverageResponse()
void TMVA::RuleFitParams::CalcTstAverageResponse |
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◆ ErrorRateBin()
Double_t TMVA::RuleFitParams::ErrorRateBin |
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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 1010 of file RuleFitParams.cxx.
◆ ErrorRateReg()
Double_t TMVA::RuleFitParams::ErrorRateReg |
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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 965 of file RuleFitParams.cxx.
◆ ErrorRateRoc()
Double_t TMVA::RuleFitParams::ErrorRateRoc |
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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 1113 of file RuleFitParams.cxx.
◆ ErrorRateRocRaw()
◆ ErrorRateRocTst()
void TMVA::RuleFitParams::ErrorRateRocTst |
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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 1163 of file RuleFitParams.cxx.
◆ EvaluateAverage()
evaluate the average of each variable and f(x) in the given range
Definition at line 205 of file RuleFitParams.cxx.
◆ EvaluateAveragePath()
void TMVA::RuleFitParams::EvaluateAveragePath |
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◆ EvaluateAveragePerf()
void TMVA::RuleFitParams::EvaluateAveragePerf |
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◆ FillCoefficients()
void TMVA::RuleFitParams::FillCoefficients |
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helper function to store the rule coefficients in local arrays
Definition at line 864 of file RuleFitParams.cxx.
◆ FindGDTau()
Int_t TMVA::RuleFitParams::FindGDTau |
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This finds the cutoff parameter tau by scanning several different paths.
Definition at line 446 of file RuleFitParams.cxx.
◆ GetPathIdx1()
UInt_t TMVA::RuleFitParams::GetPathIdx1 |
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◆ GetPathIdx2()
UInt_t TMVA::RuleFitParams::GetPathIdx2 |
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◆ GetPerfIdx1()
UInt_t TMVA::RuleFitParams::GetPerfIdx1 |
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◆ GetPerfIdx2()
UInt_t TMVA::RuleFitParams::GetPerfIdx2 |
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◆ Init()
◆ InitGD()
void TMVA::RuleFitParams::InitGD |
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◆ InitNtuple()
void TMVA::RuleFitParams::InitNtuple |
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◆ Log()
MsgLogger& TMVA::RuleFitParams::Log |
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◆ LossFunction() [1/3]
Double_t TMVA::RuleFitParams::LossFunction |
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const Event & |
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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.
◆ LossFunction() [2/3]
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.
◆ LossFunction() [3/3]
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.
◆ MakeGDPath()
void TMVA::RuleFitParams::MakeGDPath |
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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]>
- Set offset to -average(y(true)) and all coefs=0 => average of F(x)==0
- FindGDTau() : start scanning using several paths defined by different tau choose the tau yielding the best path
- start the scanning the chosen path
- check error rate at a given frequency data used for check: [fPerfIdx1,fPerfIdx2]
- stop when either of the following onditions are fullfilled: a. loop index==fGDNPathSteps b. error > fGDErrScale*errmin c. only in DEBUG mode: risk is not monotoneously decreasing
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.
◆ MakeGradientVector()
void TMVA::RuleFitParams::MakeGradientVector |
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◆ MakeTstGradientVector()
void TMVA::RuleFitParams::MakeTstGradientVector |
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◆ Optimism()
Double_t TMVA::RuleFitParams::Optimism |
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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 923 of file RuleFitParams.cxx.
◆ Penalty()
Double_t TMVA::RuleFitParams::Penalty |
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const |
This is the "lasso" penalty To be used for regression.
— NOT USED —
Definition at line 353 of file RuleFitParams.cxx.
◆ Risk() [1/2]
◆ Risk() [2/2]
◆ RiskPath()
Double_t TMVA::RuleFitParams::RiskPath |
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◆ RiskPerf() [1/2]
Double_t TMVA::RuleFitParams::RiskPerf |
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◆ RiskPerf() [2/2]
◆ RiskPerfTst()
UInt_t TMVA::RuleFitParams::RiskPerfTst |
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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 1211 of file RuleFitParams.cxx.
◆ SetGDErrScale()
◆ SetGDNPathSteps()
void TMVA::RuleFitParams::SetGDNPathSteps |
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Int_t |
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◆ SetGDPathStep()
◆ SetGDTau()
◆ SetGDTauPrec()
◆ SetGDTauRange()
◆ SetGDTauScan()
void TMVA::RuleFitParams::SetGDTauScan |
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UInt_t |
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◆ SetMsgType()
◆ SetRuleFit()
◆ Type()
Int_t TMVA::RuleFitParams::Type |
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const Event * |
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◆ UpdateCoefficients()
void TMVA::RuleFitParams::UpdateCoefficients |
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Establish maximum gradient for rules, linear terms and the offset.
Definition at line 1457 of file RuleFitParams.cxx.
◆ UpdateTstCoefficients()
void TMVA::RuleFitParams::UpdateTstCoefficients |
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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 1340 of file RuleFitParams.cxx.
◆ fAverageRulePath
std::vector<Double_t> TMVA::RuleFitParams::fAverageRulePath |
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◆ fAverageRulePerf
std::vector<Double_t> TMVA::RuleFitParams::fAverageRulePerf |
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◆ fAverageSelectorPath
std::vector<Double_t> TMVA::RuleFitParams::fAverageSelectorPath |
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◆ fAverageSelectorPerf
std::vector<Double_t> TMVA::RuleFitParams::fAverageSelectorPerf |
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◆ fAverageTruth
Double_t TMVA::RuleFitParams::fAverageTruth |
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◆ fbkgave
◆ fbkgrms
◆ fFstar
std::vector<Double_t> TMVA::RuleFitParams::fFstar |
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◆ fFstarMedian
Double_t TMVA::RuleFitParams::fFstarMedian |
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◆ fGDCoefLinTst
std::vector< std::vector<Double_t> > TMVA::RuleFitParams::fGDCoefLinTst |
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◆ fGDCoefTst
std::vector< std::vector<Double_t> > TMVA::RuleFitParams::fGDCoefTst |
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◆ fGDErrScale
Double_t TMVA::RuleFitParams::fGDErrScale |
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◆ fGDErrTst
std::vector<Double_t> TMVA::RuleFitParams::fGDErrTst |
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◆ fGDErrTstOK
std::vector<Char_t> TMVA::RuleFitParams::fGDErrTstOK |
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◆ fGDNPathSteps
Int_t TMVA::RuleFitParams::fGDNPathSteps |
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◆ fGDNTau
UInt_t TMVA::RuleFitParams::fGDNTau |
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◆ fGDNTauTstOK
UInt_t TMVA::RuleFitParams::fGDNTauTstOK |
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◆ fGDNtuple
TTree* TMVA::RuleFitParams::fGDNtuple |
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◆ fGDOfsTst
std::vector<Double_t> TMVA::RuleFitParams::fGDOfsTst |
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◆ fGDPathStep
Double_t TMVA::RuleFitParams::fGDPathStep |
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◆ fGDTau
◆ fGDTauMax
◆ fGDTauMin
◆ fGDTauPrec
Double_t TMVA::RuleFitParams::fGDTauPrec |
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◆ fGDTauScan
UInt_t TMVA::RuleFitParams::fGDTauScan |
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◆ fGDTauVec
std::vector< Double_t > TMVA::RuleFitParams::fGDTauVec |
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◆ fGradVec
std::vector<Double_t> TMVA::RuleFitParams::fGradVec |
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◆ fGradVecLin
std::vector<Double_t> TMVA::RuleFitParams::fGradVecLin |
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◆ fGradVecLinTst
std::vector< std::vector<Double_t> > TMVA::RuleFitParams::fGradVecLinTst |
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◆ fGradVecTst
std::vector< std::vector<Double_t> > TMVA::RuleFitParams::fGradVecTst |
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◆ fLogger
◆ fNEveEffPath
Double_t TMVA::RuleFitParams::fNEveEffPath |
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◆ fNEveEffPerf
Double_t TMVA::RuleFitParams::fNEveEffPerf |
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◆ fNLinear
UInt_t TMVA::RuleFitParams::fNLinear |
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◆ fNRules
UInt_t TMVA::RuleFitParams::fNRules |
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◆ fNTCoeff
◆ fNTCoefRad
Double_t TMVA::RuleFitParams::fNTCoefRad |
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◆ fNTErrorRate
Double_t TMVA::RuleFitParams::fNTErrorRate |
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◆ fNTLinCoeff
Double_t* TMVA::RuleFitParams::fNTLinCoeff |
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◆ fNTNuval
◆ fNTOffset
◆ fNTRisk
◆ fPathIdx1
UInt_t TMVA::RuleFitParams::fPathIdx1 |
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◆ fPathIdx2
UInt_t TMVA::RuleFitParams::fPathIdx2 |
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◆ fPerfIdx1
UInt_t TMVA::RuleFitParams::fPerfIdx1 |
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◆ fPerfIdx2
UInt_t TMVA::RuleFitParams::fPerfIdx2 |
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◆ fRuleEnsemble
◆ fRuleFit
RuleFit* TMVA::RuleFitParams::fRuleFit |
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◆ fsigave
◆ fsigrms
The documentation for this class was generated from the following files: