52 #include "TDirectory.h" 88 , fDetailedMonitoring(
kFALSE)
91 , fBaggedSampleFraction(0)
92 , fBoostedMethodTitle(methodTitle)
93 , fBoostedMethodOptions(theOption)
94 , fMonitorBoostedMethod(kFALSE)
99 , fOverlap_integral(0.0)
102 fMVAvalues =
new std::vector<Float_t>;
112 , fDetailedMonitoring(
kFALSE)
115 , fBaggedSampleFraction(0)
116 , fBoostedMethodTitle(
"")
117 , fBoostedMethodOptions(
"")
118 , fMonitorBoostedMethod(
kFALSE)
123 , fOverlap_integral(0.0)
168 "Number of times the classifier is boosted" );
171 "Write monitoring histograms for each boosted classifier" );
174 "Produce histograms for detailed boost monitoring" );
184 "The ADA boost parameter that sets the effect of every boost step on the events' weights" );
187 "Type of transform applied to every boosted method linear, log, step" );
194 "Seed for random number generator used for bagging" );
210 "How to set the final weight of the boosted classifiers" );
218 "Type of transform applied to every boosted method linear, log, step" );
232 "Recalculate the classifier MVA Signallike cut at every boost iteration" );
268 results->
Store(
new TH1F(
"ROCIntegral_test",
"ROC integral of single classifier (testing sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegral_test");
269 results->
Store(
new TH1F(
"ROCIntegralBoosted_test",
"ROC integral of boosted method (testing sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegralBoosted_test");
270 results->
Store(
new TH1F(
"ROCIntegral_train",
"ROC integral of single classifier (training sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegral_train");
271 results->
Store(
new TH1F(
"ROCIntegralBoosted_train",
"ROC integral of boosted method (training sample)",
fBoostNum,0,
fBoostNum),
"ROCIntegralBoosted_train");
334 Log() <<
kDEBUG <<
"CheckSetup: trying to repair things" <<
Endl;
349 if (
Data()->GetNTrainingEvents()==0)
Log() <<
kFATAL <<
"<Train> Data() has zero events" <<
Endl;
367 if (varTrafoStart >0) {
369 if (varTrafoEnd<varTrafoStart)
399 Log() <<
kFATAL <<
"Method with type kCategory cannot be casted to MethodCategory. /MethodBoost" <<
Endl;
472 if (StopCounter > 0 &&
fBoostType !=
"Bagging") {
475 Log() <<
kINFO <<
"Error rate has reached 0.5 ("<<
fMethodError<<
"), boosting process stopped at #" << fBoostNum <<
" classifier" <<
Endl;
477 Log() <<
kINFO <<
"The classifier might be too strong to boost with Beta = " <<
fAdaBoostBeta <<
", try reducing it." <<
Endl;
499 TH1F* tmp =
dynamic_cast<TH1F*
>( results->
GetHist(
"ClassifierWeight") );
531 Int_t signalClass = 0;
532 if (
DataInfo().GetClassInfo(
"Signal") != 0) {
536 meanS, meanB, rmsS, rmsB, xmin, xmax, signalClass );
608 for (
UInt_t imtd=0; imtd<nloop; imtd++) {
613 for (
UInt_t imtd=0; imtd<nloop; imtd++) {
632 for (
UInt_t imtd=0;imtd<nloop;imtd++) {
637 if (dir==0)
continue;
673 const Int_t nBins=10001;
680 if (val>maxMVA) maxMVA=val;
681 if (val<minMVA) minMVA=val;
683 maxMVA = maxMVA+(maxMVA-minMVA)/nBins;
707 mvaS->
Fill(mvaVal,weight);
709 mvaB->
Fill(mvaVal,weight);
743 for (
Int_t ibin=1;ibin<=nBins;ibin++){
754 if (separationGain < sepGain->GetSeparationGain(sSel,bSel,sTot,bTot)
761 if (sSel*(bTot-bSel) > (sTot-sSel)*bSel) mvaCutOrientation=-1;
762 else mvaCutOrientation=1;
795 <<
" s2="<<(sTot-sSelCut)
796 <<
" b2="<<(bTot-bSelCut)
797 <<
" s/b(1)=" << sSelCut/bSelCut
798 <<
" s/b(2)=" << (sTot-sSelCut)/(bTot-bSelCut)
799 <<
" index before cut=" << parentIndex
800 <<
" after: left=" << leftIndex
801 <<
" after: right=" << rightIndex
802 <<
" sepGain=" << parentIndex-( (sSelCut+bSelCut) * leftIndex + (sTot-sSelCut+bTot-bSelCut) * rightIndex )/(sTot+bTot)
803 <<
" sepGain="<<separationGain
807 <<
" cutOrientation="<<mvaCutOrientation
846 Log() <<
kWARNING <<
" AdaBoost called without classifier reference - needed for calulating AdaBoost " <<
Endl;
855 if (discreteAdaBoost) {
893 if (discreteAdaBoost){
895 WrongDetection[ievt]=
kFALSE;
897 WrongDetection[ievt]=
kTRUE;
902 mvaProb = 2*(mvaProb-0.5);
906 sumWrong+= w*trueType*mvaProb;
918 Log() <<
kWARNING <<
"Your classifier worked perfectly on the training sample --> serious overtraining expected and no boosting done " <<
Endl;
921 if (discreteAdaBoost)
943 if (discreteAdaBoost){
945 if (WrongDetection[ievt] && boostWeight != 0) {
956 mvaProb = 2*(mvaProb-0.5);
963 boostfactor =
TMath::Exp(-1*boostWeight*trueType*mvaProb);
971 Double_t normWeight = oldSum/newSum;
992 delete[] WrongDetection;
993 if (MVAProb)
delete MVAProb;
1027 Log() <<
"This method combines several classifier of one species in a "<<
Endl;
1028 Log() <<
"single multivariate quantity via the boost algorithm." <<
Endl;
1029 Log() <<
"the output is a weighted sum over all individual classifiers" <<
Endl;
1030 Log() <<
"By default, the AdaBoost method is employed, which gives " <<
Endl;
1031 Log() <<
"events that were misclassified in the previous tree a larger " <<
Endl;
1032 Log() <<
"weight in the training of the following classifier."<<
Endl;
1033 Log() <<
"Optionally, Bagged boosting can also be applied." <<
Endl;
1037 Log() <<
"The most important parameter in the configuration is the "<<
Endl;
1038 Log() <<
"number of boosts applied (Boost_Num) and the choice of boosting"<<
Endl;
1039 Log() <<
"(Boost_Type), which can be set to either AdaBoost or Bagging." <<
Endl;
1040 Log() <<
"AdaBoosting: The most important parameters in this configuration" <<
Endl;
1041 Log() <<
"is the beta parameter (Boost_AdaBoostBeta) " <<
Endl;
1042 Log() <<
"When boosting a linear classifier, it is sometimes advantageous"<<
Endl;
1043 Log() <<
"to transform the MVA output non-linearly. The following options" <<
Endl;
1044 Log() <<
"are available: step, log, and minmax, the default is no transform."<<
Endl;
1046 Log() <<
"Some classifiers are hard to boost and do not improve much in"<<
Endl;
1047 Log() <<
"their performance by boosting them, some even slightly deteriorate"<<
Endl;
1048 Log() <<
"due to the boosting." <<
Endl;
1049 Log() <<
"The booking of the boost method is special since it requires"<<
Endl;
1050 Log() <<
"the booing of the method to be boosted and the boost itself."<<
Endl;
1051 Log() <<
"This is solved by booking the method to be boosted and to add"<<
Endl;
1052 Log() <<
"all Boost parameters, which all begin with \"Boost_\" to the"<<
Endl;
1053 Log() <<
"options string. The factory separates the options and initiates"<<
Endl;
1054 Log() <<
"the boost process. The TMVA macro directory contains the example"<<
Endl;
1055 Log() <<
"macro \"Boost.C\"" <<
Endl;
1085 if (val < sigcut) val = sigcut;
1100 norm +=fMethodWeight[i];
1138 if (singleMethod && !method) {
1139 Log() <<
kFATAL <<
" What do you do? Your method:" 1141 <<
" seems not to be a propper TMVA method" 1151 if (!singleMethod) {
1157 if (AllMethodsWeight != 0.0) {
1165 std::vector <Float_t>* mvaRes;
1169 mvaRes =
new std::vector <Float_t>(
GetNEvents());
1181 Int_t signalClass = 0;
1182 if (
DataInfo().GetClassInfo(
"Signal") != 0) {
1186 meanS, meanB, rmsS, rmsB, xmin, xmax, signalClass );
1193 TH1* mva_s =
new TH1F(
"MVA_S",
"MVA_S",
fNbins, xmin, xmax );
1194 TH1* mva_b =
new TH1F(
"MVA_B",
"MVA_B",
fNbins, xmin, xmax );
1195 TH1 *mva_s_overlap=0, *mva_b_overlap=0;
1196 if (CalcOverlapIntergral) {
1197 mva_s_overlap =
new TH1F(
"MVA_S_OVERLAP",
"MVA_S_OVERLAP",
fNbins, xmin, xmax );
1198 mva_b_overlap =
new TH1F(
"MVA_B_OVERLAP",
"MVA_B_OVERLAP",
fNbins, xmin, xmax );
1204 else mva_b->
Fill( (*mvaRes)[ievt], w );
1206 if (CalcOverlapIntergral) {
1209 mva_s_overlap->
Fill( (*mvaRes)[ievt], w_ov );
1211 mva_b_overlap->Fill( (*mvaRes)[ievt], w_ov );
1223 if (CalcOverlapIntergral) {
1230 Double_t bc_b = mva_b_overlap->GetBinContent(bin);
1231 if (bc_s > 0.0 && bc_b > 0.0)
1235 delete mva_s_overlap;
1236 delete mva_b_overlap;
1258 Log() <<
kFATAL <<
"dynamic cast to MethodBase* failed" <<
Endl;
1301 Log() <<
kINFO <<
"<Train> average number of nodes before/after pruning : " 1313 if (methodIndex < 3){
1314 Log() <<
kINFO <<
"No detailed boost monitoring for " 1316 <<
" yet available " <<
Endl;
1327 results->
Store(
new TH2F(
Form(
"EventDistSig_%d",methodIndex),
Form(
"EventDistSig_%d",methodIndex),100,0,7,100,0,7));
1329 results->
Store(
new TH2F(
Form(
"EventDistBkg_%d",methodIndex),
Form(
"EventDistBkg_%d",methodIndex),100,0,7,100,0,7));
1341 else h=results->
GetHist2D(
Form(
"EventDistBkg_%d",methodIndex));
1342 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
virtual Int_t Fill(Double_t x)
Increment bin with abscissa X by 1.
void SetMsgType(EMsgType t)
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
virtual Double_t PoissonD(Double_t mean)
Generates a random number according to a Poisson law.
MsgLogger & Endl(MsgLogger &ml)
void SingleTrain()
initialization
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 --------------— ...
virtual void WriteEvaluationHistosToFile(Types::ETreeType treetype)
writes all MVA evaluation histograms to file
virtual Int_t Fill()
Fill all branches.
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.
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
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 historam Better to use h1.GetXaxis().GetBinLowEdge(bin) ...
void ResetBoostWeights()
resetting back the boosted weights of the events to 1
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 ...
TDirectory * MethodBaseDir() const
returns the ROOT directory where all instances of the corresponding MVA method are stored ...
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 Types & Instance()
the the single instance of "Types" if existin already, or create it (Signleton)
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...
MethodBoost(const TString &jobName, const TString &methodTitle, DataSetInfo &theData, const TString &theOption="", TDirectory *theTargetDir=NULL)
void AddEvent(Double_t val, Double_t weight, Int_t type)
void ProcessOptions()
process user options
TString GetMethodName(Types::EMVA method) const
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)
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
TString GetElapsedTime(Bool_t Scientific=kTRUE)
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
Returns name of object.
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
1-D histogram with a double per channel (see TH1 documentation)}
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()
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)
Double_t GetOriginalWeight() const
Bool_t fHistoricBoolOption
void InitHistos()
initialisation routine
Double_t GetSignalReferenceCut() const
virtual TDirectory * GetDirectory(const char *namecycle, Bool_t printError=false, const char *funcname="GetDirectory")
Find a directory using apath.
Long64_t GetNEvents(Types::ETreeType type=Types::kMaxTreeType) const
Bool_t IsSignal(const Event *ev) const
void DrawProgressBar(Int_t, const TString &comment="")
draws progress bar in color or B&W caution:
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="")
Change (i.e. set) the title of the TNamed.
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