MethodSVM.h

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// @(#)root/tmva $Id$    
// Author: Marcin Wolter, Andrzej Zemla
 
/**********************************************************************************
 * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
 * Package: TMVA                                                                  *
 * Class  : MethodSVM                                                             *
 * Web    : http://tmva.sourceforge.net                                           *
 *                                                                                *
 * Description:                                                                   *
 *      Support Vector Machine                                                    *
 *                                                                                *
 * Authors (alphabetical):                                                        *
 *      Marcin Wolter  <Marcin.Wolter@cern.ch> - IFJ PAN, Krakow, Poland          *
 *      Andrzej Zemla  <azemla@cern.ch>         - IFJ PAN, Krakow, Poland         *
 *      (IFJ PAN: Henryk Niewodniczanski Inst. Nucl. Physics, Krakow, Poland)     *   
 *                                                                                *
 * Introduction of regression by:                                                 *
 *      Krzysztof Danielowski <danielow@cern.ch> - IFJ PAN & AGH, Krakow, Poland  *
 *      Kamil Kraszewski      <kalq@cern.ch>     - IFJ PAN & UJ, Krakow, Poland   *
 *      Maciej Kruk           <mkruk@cern.ch>    - IFJ PAN & AGH, Krakow, Poland  *
 *                                                                                *
 * Copyright (c) 2005:                                                            *
 *      CERN, Switzerland                                                         * 
 *      MPI-K Heidelberg, Germany                                                 * 
 *      PAN, Krakow, Poland                                                       *
 *                                                                                *
 * Redistribution and use in source and binary forms, with or without             *
 * modification, are permitted according to the terms listed in LICENSE           *
 * (http://tmva.sourceforge.net/LICENSE)                                          *
 **********************************************************************************/
 
#ifndef ROOT_TMVA_MethodSVM
#define ROOT_TMVA_MethodSVM
 
//////////////////////////////////////////////////////////////////////////
//                                                                      //
// MethodSVM                                                            //
//                                                                      //
// SMO Platt's SVM classifier with Keerthi & Shavade improvements       //
//                                                                      //
//////////////////////////////////////////////////////////////////////////
 
#include "TMVA/MethodBase.h"
#include "TMatrixDfwd.h"
#include <string>
#include <vector>
#include <map>
 
#ifndef ROOT_TMVA_TVectorD
#include "TVectorD.h"
#include "TMVA/SVKernelFunction.h"
#endif
 
namespace TMVA
{
   class SVWorkingSet;
   class SVEvent;
   class SVKernelFunction;
 
   class MethodSVM : public MethodBase {
 
   public:
 
      MethodSVM( const TString& jobName, const TString& methodTitle, DataSetInfo& theData,
                 const TString& theOption = "" );
 
      MethodSVM( DataSetInfo& theData, const TString& theWeightFile);
 
      virtual ~MethodSVM( void );
 
      virtual Bool_t HasAnalysisType( Types::EAnalysisType type, UInt_t numberClasses, UInt_t numberTargets );
 
      // optimise tuning parameters
      virtual std::map<TString,Double_t> OptimizeTuningParameters(TString fomType="ROCIntegral", TString fitType="Minuit");
      virtual void SetTuneParameters(std::map<TString,Double_t> tuneParameters);
      std::vector<TMVA::SVKernelFunction::EKernelType> MakeKernelList(std::string multiKernels, TString kernel);
      std::map< TString,std::vector<Double_t> > GetTuningOptions();
 
      // training method
      void Train( void );
 
      // revoke training (required for optimise tuning parameters)
      void Reset( void );
 
      using MethodBase::ReadWeightsFromStream;
 
      // write weights to file
      void WriteWeightsToStream( TFile& fout   ) const;
      void AddWeightsXMLTo     ( void*  parent ) const;
 
      // read weights from file
      void ReadWeightsFromStream( std::istream& istr );
      void ReadWeightsFromStream( TFile& fFin     );
      void ReadWeightsFromXML   ( void*  wghtnode );
      // calculate the MVA value
 
      Double_t GetMvaValue( Double_t* err = 0, Double_t* errUpper = 0 );
      const std::vector<Float_t>& GetRegressionValues();
 
      void Init( void );
 
      // ranking of input variables
      const Ranking* CreateRanking() { return 0; } 
 
      // for SVM optimisation                                                         
      void SetGamma(Double_t g){fGamma = g;}
      void SetCost(Double_t c){fCost = c;}
      void SetMGamma(std::string & mg);
      void SetOrder(Double_t o){fOrder = o;}
      void SetTheta(Double_t t){fTheta = t;}
      void SetKappa(Double_t k){fKappa = k;}
      void SetMult(Double_t m){fMult = m;}
 
      void GetMGamma(const std::vector<float> & gammas);
 
   protected:
 
      // make ROOT-independent C++ class for classifier response (classifier-specific implementation)
      void MakeClassSpecific( std::ostream&, const TString& ) const;
 
      // get help message text
      void GetHelpMessage() const;
 
   private:
 
      // the option handling methods
      void DeclareOptions();
      void DeclareCompatibilityOptions();
      void ProcessOptions();
      Double_t getLoss( TString lossFunction );
      
      Float_t                       fCost;                // cost value
      Float_t                       fTolerance;           // tolerance parameter
      UInt_t                        fMaxIter;             // max number of iteration
      UShort_t                      fNSubSets;            // nr of subsets, default 1
      Float_t                       fBparm;               // free plane coefficient 
      Float_t                       fGamma;               // RBF Kernel parameter
      SVWorkingSet*                 fWgSet;               // svm working set 
      std::vector<TMVA::SVEvent*>*  fInputData;           // vector of training data in SVM format
      std::vector<TMVA::SVEvent*>*  fSupportVectors;      // contains support vectors
      SVKernelFunction*             fSVKernelFunction;    // kernel function
 
      TVectorD*                     fMinVars;             // for normalization //is it still needed?? 
      TVectorD*                     fMaxVars;             // for normalization //is it still needed?? 
 
      // for kernel functions
      TString                       fTheKernel;           // kernel name
      Float_t                       fDoubleSigmaSquared;  // for RBF Kernel
      Int_t                         fOrder;               // for Polynomial Kernel ( polynomial order )
      Float_t                       fTheta;               // for Sigmoidal Kernel
      Float_t                       fKappa;               // for Sigmoidal Kernel
      Float_t                       fMult;
      std::vector<Float_t>          fmGamma;              // vector of gammas for multi-gaussian kernel                                                                    
      Float_t                       fNumVars;             // number of input variables for multi-gaussian                                                                  
      std::vector<TString>          fVarNames;
      std::string                   fGammas;
      std::string                   fGammaList;
      std::string                   fTune;                // Specify parameters to be tuned
      std::string                   fMultiKernels;
 
      Int_t                 fDataSize;
      TString fLoss;
      
      ClassDef(MethodSVM,0);  // Support Vector Machine
   };
 
} // namespace TMVA
 
#endif // MethodSVM_H