library: libTMVA #include "MethodFisher.h" |
virtual void | DeclareOptions() |
void | GetCov_BetweenClass() |
void | GetCov_Full() |
void | GetCov_WithinClass() |
void | GetDiscrimPower() |
void | GetFisherCoeff() |
void | GetMean() |
void | InitFisher() |
void | InitMatrices() |
void | PrintCoefficients() |
virtual void | ProcessOptions() |
enum EFisherMethod { | kFisher | |
kMahalanobis | ||
}; | ||
enum TMVA::MethodBase::EWeightFileType { | kROOT | |
kTEXT | ||
}; | ||
enum TMVA::MethodBase::ECutOrientation { | kNegative | |
kPositive | ||
}; | ||
enum TObject::EStatusBits { | kCanDelete | |
kMustCleanup | ||
kObjInCanvas | ||
kIsReferenced | ||
kHasUUID | ||
kCannotPick | ||
kNoContextMenu | ||
kInvalidObject | ||
}; | ||
enum TObject::[unnamed] { | kIsOnHeap | |
kNotDeleted | ||
kZombie | ||
kBitMask | ||
kSingleKey | ||
kOverwrite | ||
kWriteDelete | ||
}; |
TMVA::Ranking* | TMVA::MethodBase::fRanking | ranking |
vector<TString>* | TMVA::MethodBase::fInputVars | vector of input variables used in MVA |
Bool_t | TMVA::MethodBase::fIsOK | status of sanity checks |
TH1* | TMVA::MethodBase::fHistS_plotbin | MVA plots used for graphics representation (signal) |
TH1* | TMVA::MethodBase::fHistB_plotbin | MVA plots used for graphics representation (background) |
TH1* | TMVA::MethodBase::fHistS_highbin | MVA plots used for efficiency calculations (signal) |
TH1* | TMVA::MethodBase::fHistB_highbin | MVA plots used for efficiency calculations (background) |
TH1* | TMVA::MethodBase::fEffS | efficiency plot (signal) |
TH1* | TMVA::MethodBase::fEffB | efficiency plot (background) |
TH1* | TMVA::MethodBase::fEffBvsS | background efficiency versus signal efficiency |
TH1* | TMVA::MethodBase::fRejBvsS | background rejection (=1-eff.) versus signal efficiency |
TH1* | TMVA::MethodBase::fHistBhatS | working histograms needed for mu-transform (signal) |
TH1* | TMVA::MethodBase::fHistBhatB | working histograms needed for mu-transform (background) |
TH1* | TMVA::MethodBase::fHistMuS | mu-transform (signal) |
TH1* | TMVA::MethodBase::fHistMuB | mu-transform (background) |
TH1* | TMVA::MethodBase::fTrainEffS | Training efficiency plot (signal) |
TH1* | TMVA::MethodBase::fTrainEffB | Training efficiency plot (background) |
TH1* | TMVA::MethodBase::fTrainEffBvsS | Training background efficiency versus signal efficiency |
TH1* | TMVA::MethodBase::fTrainRejBvsS | Training background rejection (=1-eff.) versus signal efficiency |
Double_t | TMVA::MethodBase::fX | |
Double_t | TMVA::MethodBase::fMode | |
TGraph* | TMVA::MethodBase::fGraphS | graphs used for splines for efficiency (signal) |
TGraph* | TMVA::MethodBase::fGraphB | graphs used for splines for efficiency (background) |
TGraph* | TMVA::MethodBase::fGrapheffBvsS | graphs used for splines for signal eff. versus background eff. |
TMVA::PDF* | TMVA::MethodBase::fSplS | PDFs of MVA distribution (signal) |
TMVA::PDF* | TMVA::MethodBase::fSplB | PDFs of MVA distribution (background) |
TSpline* | TMVA::MethodBase::fSpleffBvsS | splines for signal eff. versus background eff. |
TGraph* | TMVA::MethodBase::fGraphTrainS | graphs used for splines for training efficiency (signal) |
TGraph* | TMVA::MethodBase::fGraphTrainB | graphs used for splines for training efficiency (background) |
TGraph* | TMVA::MethodBase::fGraphTrainEffBvsS | graphs used for splines for training signal eff. versus background eff. |
TMVA::PDF* | TMVA::MethodBase::fSplTrainS | PDFs of training MVA distribution (signal) |
TMVA::PDF* | TMVA::MethodBase::fSplTrainB | PDFs of training MVA distribution (background) |
TSpline* | TMVA::MethodBase::fSplTrainEffBvsS | splines for training signal eff. versus background eff. |
Int_t | TMVA::MethodBase::fNbins | number of bins in representative histograms |
Int_t | TMVA::MethodBase::fNbinsH | number of bins in evaluation histograms |
TMVA::MethodBase::ECutOrientation | TMVA::MethodBase::fCutOrientation | +1 if Sig>Bkg, -1 otherwise |
TMVA::TSpline1* | TMVA::MethodBase::fSplRefS | helper splines for RootFinder (signal) |
TMVA::TSpline1* | TMVA::MethodBase::fSplRefB | helper splines for RootFinder (background) |
TMVA::TSpline1* | TMVA::MethodBase::fSplTrainRefS | helper splines for RootFinder (signal) |
TMVA::TSpline1* | TMVA::MethodBase::fSplTrainRefB | helper splines for RootFinder (background) |
TMVA::OptionBase* | TMVA::MethodBase::fLastDeclaredOption | last declared option |
TList | TMVA::MethodBase::fListOfOptions | option list |
TMVA::MsgLogger | TMVA::MethodBase::fLogger | message logger |
/* Fisher and Mahalanobis Discriminants (Linear Discriminant Analysis)
In the method of Fisher discriminants event selection is performed
in a transformed variable space with zero linear correlations, by
distinguishing the mean values of the signal and background
distributions.
The linear discriminant analysis determines an axis in the (correlated) hyperspace of the input variables such that, when projecting the output classes (signal and background) upon this axis, they are pushed as far as possible away from each other, while events of a same class are confined in a close vicinity. The linearity property of this method is reflected in the metric with which "far apart" and "close vicinity" are determined: the covariance matrix of the discriminant variable space.
The classification of the events in signal and background classes
relies on the following characteristics (only): overall sample means,
_______________________________________________________________________
standard constructor for the "Fisher"
constructor to calculate the Fisher-MVA from previously generatad coefficients (weight file)
MethodFisher options: format and syntax of option string: "type" where type is "Fisher" or "Mahalanobis"
initialisaton method; creates global matrices and vectors should never be called without existing trainingTree
the matrix of covariance 'within class' reflects the dispersion of the events relative to the center of gravity of their own class
the matrix of covariance 'between class' reflects the dispersion of the events of a class relative to the global center of gravity of all the class hence the separation between classes
Fisher = Sum { [coeff]*[variables] } let Xs be the array of the mean values of variables for signal evts let Xb be the array of the mean values of variables for backgd evts let InvWith be the inverse matrix of the 'within class' correlation matrix then the array of Fisher coefficients is [coeff] =sqrt(fNsig*fNbgd)/fNevt*transpose{Xs-Xb}*InvWith
computation of discrimination power indicator for each variable small values of "fWith" indicates little compactness of sig & of backgd big values of "fBetw" indicates large separation between sig & backgd we want signal & backgd classes as compact and separated as possible the discriminating power is then defined as the ration "fBetw/fWith"
display Fisher coefficients and discriminating power for each variable check maximum length of variable name