// @(#)root/tmva $Id$ /********************************************************************************** * Project : TMVA - a ROOT-integrated toolkit for multivariate data analysis * * Package : TMVA * * Exectuable: TMVAClassification * * * * This executable provides examples for the training and testing of the * * TMVA classifiers. * * * * As input data is used a toy-MC sample consisting of four Gaussian-distributed * * and linearly correlated input variables. * * * * The methods to be used can be switched on and off by means of booleans. * * * * Compile and run the example with the following commands * * * * make * * ./TMVAClassification * * * * where: = "method1 method2" * * are the TMVA classifier names * * * * example: * * ./TMVAClassification Fisher LikelihoodPCA BDT * * * * If no method given, a default set is of classifiers is used * * * * The output file "TMVA.root" can be analysed with the use of dedicated * * macros (simply say: root -l <../macros/macro.C>), which can be conveniently * * invoked through a GUI launched by the command * * * * root -l ./TMVAGui.C * **********************************************************************************/ #include #include #include #include #include "TChain.h" #include "TFile.h" #include "TTree.h" #include "TString.h" #include "TObjString.h" #include "TSystem.h" #include "TROOT.h" #include "TMVA/Factory.h" #include "TMVA/Tools.h" // read input data file with ascii format (otherwise ROOT) ? Bool_t ReadDataFromAsciiIFormat = kFALSE; int main( int argc, char** argv ) { //--------------------------------------------------------------- // Default MVA methods to be trained + tested std::map Use; // --- Cut optimisation Use["Cuts"] = 1; Use["CutsD"] = 1; Use["CutsPCA"] = 0; Use["CutsGA"] = 0; Use["CutsSA"] = 0; // // --- 1-dimensional likelihood ("naive Bayes estimator") Use["Likelihood"] = 1; Use["LikelihoodD"] = 0; // the "D" extension indicates decorrelated input variables (see option strings) Use["LikelihoodPCA"] = 1; // the "PCA" extension indicates PCA-transformed input variables (see option strings) Use["LikelihoodKDE"] = 0; Use["LikelihoodMIX"] = 0; // // --- Mutidimensional likelihood and Nearest-Neighbour methods Use["PDERS"] = 1; Use["PDERSD"] = 0; Use["PDERSPCA"] = 0; Use["PDEFoam"] = 1; Use["PDEFoamBoost"] = 0; // uses generalised MVA method boosting Use["KNN"] = 1; // k-nearest neighbour method // // --- Linear Discriminant Analysis Use["LD"] = 1; // Linear Discriminant identical to Fisher Use["Fisher"] = 0; Use["FisherG"] = 0; Use["BoostedFisher"] = 0; // uses generalised MVA method boosting Use["HMatrix"] = 0; // // --- Function Discriminant analysis Use["FDA_GA"] = 1; // minimisation of user-defined function using Genetics Algorithm Use["FDA_SA"] = 0; Use["FDA_MC"] = 0; Use["FDA_MT"] = 0; Use["FDA_GAMT"] = 0; Use["FDA_MCMT"] = 0; // // --- Neural Networks (all are feed-forward Multilayer Perceptrons) Use["MLP"] = 0; // Recommended ANN Use["MLPBFGS"] = 0; // Recommended ANN with optional training method Use["MLPBNN"] = 1; // Recommended ANN with BFGS training method and bayesian regulator Use["CFMlpANN"] = 0; // Depreciated ANN from ALEPH Use["TMlpANN"] = 0; // ROOT's own ANN // // --- Support Vector Machine Use["SVM"] = 1; // // --- Boosted Decision Trees Use["BDT"] = 1; // uses Adaptive Boost Use["BDTG"] = 0; // uses Gradient Boost Use["BDTB"] = 0; // uses Bagging Use["BDTD"] = 0; // decorrelation + Adaptive Boost Use["BDTF"] = 0; // allow usage of fisher discriminant for node splitting // // --- Friedman's RuleFit method, ie, an optimised series of cuts ("rules") Use["RuleFit"] = 1; // --------------------------------------------------------------- std::cout << std::endl << "==> Start TMVAClassification" << std::endl; bool batchMode(false); bool useDefaultMethods(true); // Select methods (don't look at this code - not of interest) for (int i=1; i::iterator it = Use.begin(); it != Use.end(); it++) std::cout << it->first << " "; std::cout << std::endl; return 1; } useDefaultMethods = false; } if (!useDefaultMethods) { for (std::map::iterator it = Use.begin(); it != Use.end(); it++) it->second = 0; for (int i=1; iAddVariable( "myvar1 := var1+var2", 'F' ); factory->AddVariable( "myvar2 := var1-var2", "Expression 2", "", 'F' ); factory->AddVariable( "var3", "Variable 3", "units", 'F' ); factory->AddVariable( "var4", "Variable 4", "units", 'F' ); // You can add so-called "Spectator variables", which are not used in the MVA training, // but will appear in the final "TestTree" produced by TMVA. This TestTree will contain the // input variables, the response values of all trained MVAs, and the spectator variables factory->AddSpectator( "spec1 := var1*2", "Spectator 1", "units", 'F' ); factory->AddSpectator( "spec2 := var1*3", "Spectator 2", "units", 'F' ); // Read training and test data // (it is also possible to use ASCII format as input -> see TMVA Users Guide) TString fname = "./tmva_class_example.root"; if (gSystem->AccessPathName( fname )) // file does not exist in local directory gSystem->Exec("wget http://root.cern.ch/files/tmva_class_example.root"); TFile *input = TFile::Open( fname ); std::cout << "--- TMVAClassification : Using input file: " << input->GetName() << std::endl; // --- Register the training and test trees TTree *signal = (TTree*)input->Get("TreeS"); TTree *background = (TTree*)input->Get("TreeB"); // global event weights per tree (see below for setting event-wise weights) Double_t signalWeight = 1.0; Double_t backgroundWeight = 1.0; // You can add an arbitrary number of signal or background trees factory->AddSignalTree ( signal, signalWeight ); factory->AddBackgroundTree( background, backgroundWeight ); // To give different trees for training and testing, do as follows: // factory->AddSignalTree( signalTrainingTree, signalTrainWeight, "Training" ); // factory->AddSignalTree( signalTestTree, signalTestWeight, "Test" ); // Use the following code instead of the above two or four lines to add signal and background // training and test events "by hand" // NOTE that in this case one should not give expressions (such as "var1+var2") in the input // variable definition, but simply compute the expression before adding the event // // // --- begin ---------------------------------------------------------- // std::vector vars( 4 ); // vector has size of number of input variables // Float_t treevars[4], weight; // // // Signal // for (UInt_t ivar=0; ivar<4; ivar++) signal->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) ); // for (UInt_t i=0; iGetEntries(); i++) { // signal->GetEntry(i); // for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar]; // // add training and test events; here: first half is training, second is testing // // note that the weight can also be event-wise // if (i < signal->GetEntries()/2.0) factory->AddSignalTrainingEvent( vars, signalWeight ); // else factory->AddSignalTestEvent ( vars, signalWeight ); // } // // // Background (has event weights) // background->SetBranchAddress( "weight", &weight ); // for (UInt_t ivar=0; ivar<4; ivar++) background->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) ); // for (UInt_t i=0; iGetEntries(); i++) { // background->GetEntry(i); // for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar]; // // add training and test events; here: first half is training, second is testing // // note that the weight can also be event-wise // if (i < background->GetEntries()/2) factory->AddBackgroundTrainingEvent( vars, backgroundWeight*weight ); // else factory->AddBackgroundTestEvent ( vars, backgroundWeight*weight ); // } // --- end ------------------------------------------------------------ // // --- end of tree registration // Set individual event weights (the variables must exist in the original TTree) // for signal : factory->SetSignalWeightExpression ("weight1*weight2"); // for background: factory->SetBackgroundWeightExpression("weight1*weight2"); factory->SetBackgroundWeightExpression("weight"); // Apply additional cuts on the signal and background samples (can be different) TCut mycuts = ""; // for example: TCut mycuts = "abs(var1)<0.5 && abs(var2-0.5)<1"; TCut mycutb = ""; // for example: TCut mycutb = "abs(var1)<0.5"; // Tell the factory how to use the training and testing events // // If no numbers of events are given, half of the events in the tree are used // for training, and the other half for testing: // factory->PrepareTrainingAndTestTree( mycut, "SplitMode=random:!V" ); // To also specify the number of testing events, use: // factory->PrepareTrainingAndTestTree( mycut, // "NSigTrain=3000:NBkgTrain=3000:NSigTest=3000:NBkgTest=3000:SplitMode=Random:!V" ); factory->PrepareTrainingAndTestTree( mycuts, mycutb, "nTrain_Signal=0:nTrain_Background=0:SplitMode=Random:NormMode=NumEvents:!V" ); // ---- Book MVA methods // // Please lookup the various method configuration options in the corresponding cxx files, eg: // src/MethoCuts.cxx, etc, or here: http://tmva.sourceforge.net/optionRef.html // it is possible to preset ranges in the option string in which the cut optimisation should be done: // "...:CutRangeMin[2]=-1:CutRangeMax[2]=1"...", where [2] is the third input variable // Cut optimisation if (Use["Cuts"]) factory->BookMethod( TMVA::Types::kCuts, "Cuts", "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart" ); if (Use["CutsD"]) factory->BookMethod( TMVA::Types::kCuts, "CutsD", "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart:VarTransform=Decorrelate" ); if (Use["CutsPCA"]) factory->BookMethod( TMVA::Types::kCuts, "CutsPCA", "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart:VarTransform=PCA" ); if (Use["CutsGA"]) factory->BookMethod( TMVA::Types::kCuts, "CutsGA", "H:!V:FitMethod=GA:CutRangeMin[0]=-10:CutRangeMax[0]=10:VarProp[1]=FMax:EffSel:Steps=30:Cycles=3:PopSize=400:SC_steps=10:SC_rate=5:SC_factor=0.95" ); if (Use["CutsSA"]) factory->BookMethod( TMVA::Types::kCuts, "CutsSA", "!H:!V:FitMethod=SA:EffSel:MaxCalls=150000:KernelTemp=IncAdaptive:InitialTemp=1e+6:MinTemp=1e-6:Eps=1e-10:UseDefaultScale" ); // Likelihood ("naive Bayes estimator") if (Use["Likelihood"]) factory->BookMethod( TMVA::Types::kLikelihood, "Likelihood", "H:!V:!TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmoothBkg[1]=10:NSmooth=1:NAvEvtPerBin=50" ); // Decorrelated likelihood if (Use["LikelihoodD"]) factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodD", "!H:!V:TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmooth=5:NAvEvtPerBin=50:VarTransform=Decorrelate" ); // PCA-transformed likelihood if (Use["LikelihoodPCA"]) factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodPCA", "!H:!V:!TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmooth=5:NAvEvtPerBin=50:VarTransform=PCA" ); // Use a kernel density estimator to approximate the PDFs if (Use["LikelihoodKDE"]) factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodKDE", "!H:!V:!TransformOutput:PDFInterpol=KDE:KDEtype=Gauss:KDEiter=Adaptive:KDEFineFactor=0.3:KDEborder=None:NAvEvtPerBin=50" ); // Use a variable-dependent mix of splines and kernel density estimator if (Use["LikelihoodMIX"]) factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodMIX", "!H:!V:!TransformOutput:PDFInterpolSig[0]=KDE:PDFInterpolBkg[0]=KDE:PDFInterpolSig[1]=KDE:PDFInterpolBkg[1]=KDE:PDFInterpolSig[2]=Spline2:PDFInterpolBkg[2]=Spline2:PDFInterpolSig[3]=Spline2:PDFInterpolBkg[3]=Spline2:KDEtype=Gauss:KDEiter=Nonadaptive:KDEborder=None:NAvEvtPerBin=50" ); // Test the multi-dimensional probability density estimator // here are the options strings for the MinMax and RMS methods, respectively: // "!H:!V:VolumeRangeMode=MinMax:DeltaFrac=0.2:KernelEstimator=Gauss:GaussSigma=0.3" ); // "!H:!V:VolumeRangeMode=RMS:DeltaFrac=3:KernelEstimator=Gauss:GaussSigma=0.3" ); if (Use["PDERS"]) factory->BookMethod( TMVA::Types::kPDERS, "PDERS", "!H:!V:NormTree=T:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600" ); if (Use["PDERSD"]) factory->BookMethod( TMVA::Types::kPDERS, "PDERSD", "!H:!V:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600:VarTransform=Decorrelate" ); if (Use["PDERSPCA"]) factory->BookMethod( TMVA::Types::kPDERS, "PDERSPCA", "!H:!V:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600:VarTransform=PCA" ); // Multi-dimensional likelihood estimator using self-adapting phase-space binning if (Use["PDEFoam"]) factory->BookMethod( TMVA::Types::kPDEFoam, "PDEFoam", "!H:!V:SigBgSeparate=F:TailCut=0.001:VolFrac=0.0666:nActiveCells=500:nSampl=2000:nBin=5:Nmin=100:Kernel=None:Compress=T" ); if (Use["PDEFoamBoost"]) factory->BookMethod( TMVA::Types::kPDEFoam, "PDEFoamBoost", "!H:!V:Boost_Num=30:Boost_Transform=linear:SigBgSeparate=F:MaxDepth=4:UseYesNoCell=T:DTLogic=MisClassificationError:FillFoamWithOrigWeights=F:TailCut=0:nActiveCells=500:nBin=20:Nmin=400:Kernel=None:Compress=T" ); // K-Nearest Neighbour classifier (KNN) if (Use["KNN"]) factory->BookMethod( TMVA::Types::kKNN, "KNN", "H:nkNN=20:ScaleFrac=0.8:SigmaFact=1.0:Kernel=Gaus:UseKernel=F:UseWeight=T:!Trim" ); // H-Matrix (chi2-squared) method if (Use["HMatrix"]) factory->BookMethod( TMVA::Types::kHMatrix, "HMatrix", "!H:!V" ); // Linear discriminant (same as Fisher discriminant) if (Use["LD"]) factory->BookMethod( TMVA::Types::kLD, "LD", "H:!V:VarTransform=None:CreateMVAPdfs:PDFInterpolMVAPdf=Spline2:NbinsMVAPdf=50:NsmoothMVAPdf=10" ); // Fisher discriminant (same as LD) if (Use["Fisher"]) factory->BookMethod( TMVA::Types::kFisher, "Fisher", "H:!V:Fisher:CreateMVAPdfs:PDFInterpolMVAPdf=Spline2:NbinsMVAPdf=50:NsmoothMVAPdf=10" ); // Fisher with Gauss-transformed input variables if (Use["FisherG"]) factory->BookMethod( TMVA::Types::kFisher, "FisherG", "H:!V:VarTransform=Gauss" ); // Composite classifier: ensemble (tree) of boosted Fisher classifiers if (Use["BoostedFisher"]) factory->BookMethod( TMVA::Types::kFisher, "BoostedFisher", "H:!V:Boost_Num=20:Boost_Transform=log:Boost_Type=AdaBoost:Boost_AdaBoostBeta=0.2"); // Function discrimination analysis (FDA) -- test of various fitters - the recommended one is Minuit (or GA or SA) if (Use["FDA_MC"]) factory->BookMethod( TMVA::Types::kFDA, "FDA_MC", "H:!V:Formula=(0)+(1)*x0+(2)*x1+(3)*x2+(4)*x3:ParRanges=(-1,1);(-10,10);(-10,10);(-10,10);(-10,10):FitMethod=MC:SampleSize=100000:Sigma=0.1" ); if (Use["FDA_GA"]) // can also use Simulated Annealing (SA) algorithm (see Cuts_SA options]) factory->BookMethod( TMVA::Types::kFDA, "FDA_GA", "H:!V:Formula=(0)+(1)*x0+(2)*x1+(3)*x2+(4)*x3:ParRanges=(-1,1);(-10,10);(-10,10);(-10,10);(-10,10):FitMethod=GA:PopSize=300:Cycles=3:Steps=3:Trim=True:SaveBestGen=1" ); if (Use["FDA_SA"]) // can also use Simulated Annealing (SA) algorithm (see Cuts_SA options]) factory->BookMethod( TMVA::Types::kFDA, "FDA_SA", "H:!V:Formula=(0)+(1)*x0+(2)*x1+(3)*x2+(4)*x3:ParRanges=(-1,1);(-10,10);(-10,10);(-10,10);(-10,10):FitMethod=SA:MaxCalls=15000:KernelTemp=IncAdaptive:InitialTemp=1e+6:MinTemp=1e-6:Eps=1e-10:UseDefaultScale" ); if (Use["FDA_MT"]) factory->BookMethod( TMVA::Types::kFDA, "FDA_MT", "H:!V:Formula=(0)+(1)*x0+(2)*x1+(3)*x2+(4)*x3:ParRanges=(-1,1);(-10,10);(-10,10);(-10,10);(-10,10):FitMethod=MINUIT:ErrorLevel=1:PrintLevel=-1:FitStrategy=2:UseImprove:UseMinos:SetBatch" ); if (Use["FDA_GAMT"]) factory->BookMethod( TMVA::Types::kFDA, "FDA_GAMT", "H:!V:Formula=(0)+(1)*x0+(2)*x1+(3)*x2+(4)*x3:ParRanges=(-1,1);(-10,10);(-10,10);(-10,10);(-10,10):FitMethod=GA:Converger=MINUIT:ErrorLevel=1:PrintLevel=-1:FitStrategy=0:!UseImprove:!UseMinos:SetBatch:Cycles=1:PopSize=5:Steps=5:Trim" ); if (Use["FDA_MCMT"]) factory->BookMethod( TMVA::Types::kFDA, "FDA_MCMT", "H:!V:Formula=(0)+(1)*x0+(2)*x1+(3)*x2+(4)*x3:ParRanges=(-1,1);(-10,10);(-10,10);(-10,10);(-10,10):FitMethod=MC:Converger=MINUIT:ErrorLevel=1:PrintLevel=-1:FitStrategy=0:!UseImprove:!UseMinos:SetBatch:SampleSize=20" ); // TMVA ANN: MLP (recommended ANN) -- all ANNs in TMVA are Multilayer Perceptrons if (Use["MLP"]) factory->BookMethod( TMVA::Types::kMLP, "MLP", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=60:HiddenLayers=N+5:TestRate=5:!UseRegulator" ); if (Use["MLPBFGS"]) factory->BookMethod( TMVA::Types::kMLP, "MLPBFGS", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=60:HiddenLayers=N+5:TestRate=5:TrainingMethod=BFGS:!UseRegulator" ); if (Use["MLPBNN"]) factory->BookMethod( TMVA::Types::kMLP, "MLPBNN", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=60:HiddenLayers=N+5:TestRate=5:TrainingMethod=BFGS:UseRegulator" ); // BFGS training with bayesian regulators // CF(Clermont-Ferrand)ANN if (Use["CFMlpANN"]) factory->BookMethod( TMVA::Types::kCFMlpANN, "CFMlpANN", "!H:!V:NCycles=2000:HiddenLayers=N+1,N" ); // n_cycles:#nodes:#nodes:... // Tmlp(Root)ANN if (Use["TMlpANN"]) factory->BookMethod( TMVA::Types::kTMlpANN, "TMlpANN", "!H:!V:NCycles=200:HiddenLayers=N+1,N:LearningMethod=BFGS:ValidationFraction=0.3" ); // n_cycles:#nodes:#nodes:... // Support Vector Machine if (Use["SVM"]) factory->BookMethod( TMVA::Types::kSVM, "SVM", "Gamma=0.25:Tol=0.001:VarTransform=Norm" ); // Boosted Decision Trees if (Use["BDTG"]) // Gradient Boost factory->BookMethod( TMVA::Types::kBDT, "BDTG", "!H:!V:NTrees=1000:MinNodeSize=1.5%:BoostType=Grad:Shrinkage=0.10:UseBaggedBoost:BaggedSampleFraction=0.5:nCuts=20:MaxDepth=2" ); if (Use["BDT"]) // Adaptive Boost factory->BookMethod( TMVA::Types::kBDT, "BDT", "!H:!V:NTrees=1000:MinNodeSize=2.5%:MaxDepth=3:BoostType=AdaBoost:AdaBoostBeta=0.5:UseBaggedBoost:BaggedSampleFraction=0.5:SeparationType=GiniIndex:nCuts=20" ); if (Use["BDTB"]) // Bagging factory->BookMethod( TMVA::Types::kBDT, "BDTB", "!H:!V:NTrees=400:BoostType=Bagging:SeparationType=GiniIndex:nCuts=20" ); if (Use["BDTD"]) // Decorrelation + Adaptive Boost factory->BookMethod( TMVA::Types::kBDT, "BDTD", "!H:!V:NTrees=400:MinNodeSize=5%:MaxDepth=3:BoostType=AdaBoost:SeparationType=GiniIndex:nCuts=20:VarTransform=Decorrelate" ); if (Use["BDTF"]) // Allow Using Fisher discriminant in node splitting for (strong) linearly correlated variables factory->BookMethod( TMVA::Types::kBDT, "BDTMitFisher", "!H:!V:NTrees=50:MinNodeSize=2.5%:UseFisherCuts:MaxDepth=3:BoostType=AdaBoost:AdaBoostBeta=0.5:SeparationType=GiniIndex:nCuts=20" ); // RuleFit -- TMVA implementation of Friedman's method if (Use["RuleFit"]) factory->BookMethod( TMVA::Types::kRuleFit, "RuleFit", "H:!V:RuleFitModule=RFTMVA:Model=ModRuleLinear:MinImp=0.001:RuleMinDist=0.001:NTrees=20:fEventsMin=0.01:fEventsMax=0.5:GDTau=-1.0:GDTauPrec=0.01:GDStep=0.01:GDNSteps=10000:GDErrScale=1.02" ); // For an example of the category classifier, see: TMVAClassificationCategory // For an example of the category classifier usage, see: TMVAClassificationCategory // -------------------------------------------------------------------------------------------------- // ---- Now you can optimize the setting (configuration) of the MVAs using the set of training events // ---- STILL EXPERIMENTAL and only implemented for BDT's ! // factory->OptimizeAllMethods("SigEffAt001","Scan"); // factory->OptimizeAllMethods("ROCIntegral","FitGA"); // -------------------------------------------------------------------------------------------------- // ---- Now you can tell the factory to train, test, and evaluate the MVAs // Train MVAs using the set of training events factory->TrainAllMethods(); // ---- Evaluate all MVAs using the set of test events factory->TestAllMethods(); // ----- Evaluate and compare performance of all configured MVAs factory->EvaluateAllMethods(); // -------------------------------------------------------------- // Save the output outputFile->Close(); std::cout << "==> Wrote root file: " << outputFile->GetName() << std::endl << "==> TMVAClassification is done!" << std::endl << std::endl << "==> To view the results, launch the GUI: \"root -l ./TMVAGui.C\"" << std::endl << std::endl; // Clean up delete factory; }