// @(#)root/tmva $Id$ // Author: Andreas Hoecker, Joerg Stelzer, Fredrik Tegenfeldt, Helge Voss /********************************************************************************** * Project: TMVA - a Root-integrated toolkit for multivariate data analysis * * Package: TMVA * * Class : RuleFitAPI * * Web : http://tmva.sourceforge.net * * * * Description: * * Interface to Friedman's RuleFit method * * * * Authors (alphabetical): * * Andreas Hoecker - CERN, Switzerland * * Fredrik Tegenfeldt - Iowa State U., USA * * Helge Voss - MPI-KP Heidelberg, Ger. * * Kai Voss - U. of Victoria, Canada * * * * Copyright (c) 2005: * * CERN, Switzerland * * U. of Victoria, Canada * * MPI-KP Heidelberg, Germany * * LAPP, Annecy, France * * * * Redistribution and use in source and binary forms, with or without * * modification, are permitted according to the terms listed in LICENSE * * * **********************************************************************************/ #ifndef ROOT_TMVA_RuleFitAPI #define ROOT_TMVA_RuleFitAPI ////////////////////////////////////////////////////////////////////////// // // // RuleFitAPI // // // // J Friedman's RuleFit method // // // ////////////////////////////////////////////////////////////////////////// #include #include "TMVA/MsgLogger.h" namespace TMVA { class MethodRuleFit; class RuleFit; class RuleFitAPI { public: RuleFitAPI( const TMVA::MethodRuleFit *rfbase, TMVA::RuleFit *rulefit, EMsgType minType ); virtual ~RuleFitAPI(); // welcome message void WelcomeMessage(); // message on howto get the binary void HowtoSetupRF(); // Set RuleFit working directory void SetRFWorkDir(const char * wdir); // Check RF work dir - aborts if it fails void CheckRFWorkDir(); // run rf_go.exe in various modes inline void TrainRuleFit(); inline void TestRuleFit(); inline void VarImp(); // read result into MethodRuleFit Bool_t ReadModelSum(); // Get working directory const TString GetRFWorkDir() const { return fRFWorkDir; } protected: enum ERFMode { kRfRegress=1, kRfClass=2 }; // RuleFit modes, default=Class enum EModel { kRfLinear=0, kRfRules=1, kRfBoth=2 }; // models, default=Both (rules+linear) enum ERFProgram { kRfTrain=0, kRfPredict, kRfVarimp }; // rf_go.exe running mode // integer parameters typedef struct { Int_t mode; Int_t lmode; Int_t n; Int_t p; Int_t max_rules; Int_t tree_size; Int_t path_speed; Int_t path_xval; Int_t path_steps; Int_t path_testfreq; Int_t tree_store; Int_t cat_store; } IntParms; // float parameters typedef struct { Float_t xmiss; Float_t trim_qntl; Float_t huber; Float_t inter_supp; Float_t memory_par; Float_t samp_fract; Float_t path_inc; Float_t conv_fac; } RealParms; // setup void InitRuleFit(); void FillRealParmsDef(); void FillIntParmsDef(); void ImportSetup(); void SetTrainParms(); void SetTestParms(); // run Int_t RunRuleFit(); // set rf_go.exe running mode void SetRFTrain() { fRFProgram = kRfTrain; } void SetRFPredict() { fRFProgram = kRfPredict; } void SetRFVarimp() { fRFProgram = kRfVarimp; } // handle rulefit files inline TString GetRFName(TString name); inline Bool_t OpenRFile(TString name, std::ofstream & f); inline Bool_t OpenRFile(TString name, std::ifstream & f); // read/write binary files inline Bool_t WriteInt(std::ofstream & f, const Int_t *v, Int_t n=1); inline Bool_t WriteFloat(std::ofstream & f, const Float_t *v, Int_t n=1); inline Int_t ReadInt(std::ifstream & f, Int_t *v, Int_t n=1) const; inline Int_t ReadFloat(std::ifstream & f, Float_t *v, Int_t n=1) const; // write rf_go.exe i/o files Bool_t WriteAll(); Bool_t WriteIntParms(); Bool_t WriteRealParms(); Bool_t WriteLx(); Bool_t WriteProgram(); Bool_t WriteRealVarImp(); Bool_t WriteRfOut(); Bool_t WriteRfStatus(); Bool_t WriteRuleFitMod(); Bool_t WriteRuleFitSum(); Bool_t WriteTrain(); Bool_t WriteVarNames(); Bool_t WriteVarImp(); Bool_t WriteYhat(); Bool_t WriteTest(); // read rf_go.exe i/o files Bool_t ReadYhat(); Bool_t ReadIntParms(); Bool_t ReadRealParms(); Bool_t ReadLx(); Bool_t ReadProgram(); Bool_t ReadRealVarImp(); Bool_t ReadRfOut(); Bool_t ReadRfStatus(); Bool_t ReadRuleFitMod(); Bool_t ReadRuleFitSum(); Bool_t ReadTrainX(); Bool_t ReadTrainY(); Bool_t ReadTrainW(); Bool_t ReadVarNames(); Bool_t ReadVarImp(); private: // prevent empty constructor from being used RuleFitAPI(); const MethodRuleFit *fMethodRuleFit; // parent method - set in constructor RuleFit *fRuleFit; // non const ptr to RuleFit class in MethodRuleFit // std::vector fRFYhat; // score results from test sample std::vector fRFVarImp; // variable importances std::vector fRFVarImpInd; // variable index TString fRFWorkDir; // working directory IntParms fRFIntParms; // integer parameters RealParms fRFRealParms; // real parameters std::vector fRFLx; // variable selector ERFProgram fRFProgram; // what to run TString fModelType; // model type string mutable MsgLogger fLogger; // message logger ClassDef(RuleFitAPI,0) // Friedman's RuleFit method }; } // namespace TMVA //_______________________________________________________________________ void TMVA::RuleFitAPI::TrainRuleFit() { // run rf_go.exe to train the model SetTrainParms(); WriteAll(); RunRuleFit(); } //_______________________________________________________________________ void TMVA::RuleFitAPI::TestRuleFit() { // run rf_go.exe with the test data SetTestParms(); WriteAll(); RunRuleFit(); ReadYhat(); // read in the scores } //_______________________________________________________________________ void TMVA::RuleFitAPI::VarImp() { // run rf_go.exe to get the variable importance SetRFVarimp(); WriteAll(); RunRuleFit(); ReadVarImp(); // read in the variable importances } //_______________________________________________________________________ TString TMVA::RuleFitAPI::GetRFName(TString name) { // get the name inluding the rulefit directory return fRFWorkDir+"/"+name; } //_______________________________________________________________________ Bool_t TMVA::RuleFitAPI::OpenRFile(TString name, std::ofstream & f) { // open a file for writing in the rulefit directory TString fullName = GetRFName(name); f.open(fullName); if (!f.is_open()) { fLogger << kERROR << "Error opening RuleFit file for output: " << fullName << Endl; return kFALSE; } return kTRUE; } //_______________________________________________________________________ Bool_t TMVA::RuleFitAPI::OpenRFile(TString name, std::ifstream & f) { // open a file for reading in the rulefit directory TString fullName = GetRFName(name); f.open(fullName); if (!f.is_open()) { fLogger << kERROR << "Error opening RuleFit file for input: " << fullName << Endl; return kFALSE; } return kTRUE; } //_______________________________________________________________________ Bool_t TMVA::RuleFitAPI::WriteInt(std::ofstream & f, const Int_t *v, Int_t n) { // write an int if (!f.is_open()) return kFALSE; return (Bool_t)f.write(reinterpret_cast(v), n*sizeof(Int_t)); } //_______________________________________________________________________ Bool_t TMVA::RuleFitAPI::WriteFloat(std::ofstream & f, const Float_t *v, Int_t n) { // write a float if (!f.is_open()) return kFALSE; return (Bool_t)f.write(reinterpret_cast(v), n*sizeof(Float_t)); } //_______________________________________________________________________ Int_t TMVA::RuleFitAPI::ReadInt(std::ifstream & f, Int_t *v, Int_t n) const { // read an int if (!f.is_open()) return 0; if (f.read(reinterpret_cast(v), n*sizeof(Int_t))) return 1; return 0; } //_______________________________________________________________________ Int_t TMVA::RuleFitAPI::ReadFloat(std::ifstream & f, Float_t *v, Int_t n) const { // read a float if (!f.is_open()) return 0; if (f.read(reinterpret_cast(v), n*sizeof(Float_t))) return 1; return 0; } #endif // RuleFitAPI_H