// @(#)root/tmva $Id: RuleEnsemble.h 20882 2007-11-19 11:31:26Z rdm $ // Author: Andreas Hoecker, Joerg Stelzer, Fredrik Tegenfeldt, Helge Voss /********************************************************************************** * Project: TMVA - a Root-integrated toolkit for multivariate data analysis * * Package: TMVA * * Class : RuleEnsemble * * Web : http://tmva.sourceforge.net * * * * Description: * * A class generating an ensemble of rules * * Input: a forest of decision trees * * Output: an ensemble of rules * * * * Authors (alphabetical): * * Fredrik Tegenfeldt - Iowa State U., USA * * Helge Voss - MPI-KP Heidelberg, Ger. * * * * Copyright (c) 2005: * * CERN, Switzerland * * Iowa State U. * * MPI-K Heidelberg, Germany * * * * 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_RuleEnsemble #define ROOT_TMVA_RuleEnsemble #if ROOT_VERSION_CODE >= 364802 #ifndef ROOT_TMathBase #include "TMathBase.h" #endif #else #ifndef ROOT_TMath #include "TMath.h" #endif #endif #ifndef ROOT_TMVA_DecisionTree #include "TMVA/DecisionTree.h" #endif #ifndef ROOT_TMVA_Event #include "TMVA/Event.h" #endif #ifndef ROOT_TMVA_Rule #include "TMVA/Rule.h" #endif #ifndef ROOT_TMVA_MsgLogger #include "TMVA/MsgLogger.h" #endif class TH1F; namespace TMVA { class TBits; class MethodRuleFit; class RuleFit; class RuleEnsemble; ostream& operator<<( ostream& os, const RuleEnsemble& event ); class RuleEnsemble { // output operator for a RuleEnsemble friend ostream& operator<< ( ostream& os, const RuleEnsemble& rules ); public: enum ELearningModel { kFull, kRules, kLinear }; // main constructor RuleEnsemble( RuleFit* rf ); // copy constructor RuleEnsemble( const RuleEnsemble& other ); // empty constructor RuleEnsemble(); // destructor virtual ~RuleEnsemble(); // initialize void Initialize( const RuleFit* rf ); // set message type void SetMsgType( EMsgType t ) { fLogger.SetMinType(t); } // makes the model - calls MakeRules() and MakeLinearTerms() void MakeModel(); // generates the rules from a given forest of decision trees void MakeRules( const std::vector< const TMVA::DecisionTree *>& forest ); // make the linear terms void MakeLinearTerms(); // select linear model void SetModelLinear() { fLearningModel = kLinear; } // select rule model void SetModelRules() { fLearningModel = kRules; } // select full (linear+rules) model void SetModelFull() { fLearningModel = kFull; } // set rule collection (if not created by MakeRules()) void SetRules( const std::vector< TMVA::Rule *> & rules ); // set RuleFit ptr void SetRuleFit( const RuleFit *rf ) { fRuleFit = rf; } // set coefficients void SetCoefficients( const std::vector< Double_t >& v ); void SetCoefficient( UInt_t i, Double_t v ) { if (iSetCoefficient(v); } // void SetOffset(Double_t v=0.0) { fOffset=v; } void AddOffset(Double_t v) { fOffset+=v; } void SetLinCoefficients( const std::vector< Double_t >& v ) { fLinCoefficients = v; } void SetLinCoefficient( UInt_t i, Double_t v ) { fLinCoefficients[i] = v; } void SetLinDM( const std::vector & xmin ) { fLinDM = xmin; } void SetLinDP( const std::vector & xmax ) { fLinDP = xmax; } void SetLinNorm( const std::vector & norm ) { fLinNorm = norm; } Double_t CalcLinNorm( Double_t stdev ) { return ( stdev>0 ? fAverageRuleSigma/stdev : 1.0 ); } // clear coefficients void ClearCoefficients( Double_t val=0 ) { for (UInt_t i=0; iSetCoefficient(val); } void ClearLinCoefficients( Double_t val=0 ) { for (UInt_t i=0; i0.5) v=0.5; fAverageRuleSigma = v; fAverageSupport = 0.5*(1.0+TMath::Sqrt(1.0-4.0*v*v)); } // Calculate the number of possible rules from a given tree Int_t CalcNRules( const TMVA::DecisionTree* dtree ); // Recursivly search for end-nodes; used by CalcNRules() void FindNEndNodes( const TMVA::Node* node, Int_t& nendnodes ); // set current event to be used void SetEvent( const Event & e ) { fEvent = &e; fEventCacheOK = kFALSE; } // fill cached values of rule/linear respons inline void UpdateEventVal(); // fill binary rule respons for all events (or selected subset) void MakeRuleMap(const std::vector *events=0, UInt_t ifirst=0, UInt_t ilast=0); // clear rule map void ClearRuleMap() { fRuleMap.clear(); fRuleMapEvents=0; } // evaluates the event using the ensemble of rules // the following uses fEventCache, that is per event saved in cache inline Double_t EvalEvent() const; inline Double_t EvalEvent( const Event & e ); // same as previous but using other model coefficients inline Double_t EvalEvent( Double_t ofs, const std::vector & coefs, const std::vector & lincoefs) const; inline Double_t EvalEvent( const Event & e, Double_t ofs, const std::vector & coefs, const std::vector & lincoefs); // same as above but using the event index // these will use fRuleMap - MUST call MakeRuleMap() before - no check... inline Double_t EvalEvent( UInt_t evtidx ) const; inline Double_t EvalEvent( UInt_t evtidx, Double_t ofs, const std::vector & coefs, const std::vector & lincoefs) const; // evaluate the linear term using event by reference // inline Double_t EvalLinEvent( UInt_t vind ) const; inline Double_t EvalLinEvent() const; inline Double_t EvalLinEvent( const std::vector & coefs ) const; inline Double_t EvalLinEvent( const Event &e ); inline Double_t EvalLinEvent( const Event &e, UInt_t vind ); inline Double_t EvalLinEvent( const Event &e, const std::vector & coefs ); // idem but using evtidx - must call MakeRuleMap() first inline Double_t EvalLinEvent( UInt_t evtidx ) const; inline Double_t EvalLinEvent( UInt_t evtidx, const std::vector & coefs ) const; inline Double_t EvalLinEvent( UInt_t evtidx, UInt_t vind ) const; inline Double_t EvalLinEvent( UInt_t evtidx, UInt_t vind, Double_t coefs ) const; // evaluate linear terms used to fill fEventLinearVal Double_t EvalLinEventRaw( UInt_t vind, const Event &e, Bool_t norm ) const; Double_t EvalLinEventRaw( UInt_t vind, UInt_t evtidx, Bool_t norm ) const; // calculate p(y=1|x) for a given event using the linear terms Double_t PdfLinear( Double_t & nsig, Double_t & ntot ) const; // calculate p(y=1|x) for a given event using the rules Double_t PdfRule( Double_t & nsig, Double_t & ntot ) const; // calculate F* = 2*p(y=1|x) - 1 Double_t FStar() const; Double_t FStar(const TMVA::Event & e ); // set reference importance for all model objects void SetImportanceRef(Double_t impref); // calculates the support for all rules given the set of events void CalcRuleSupport(); // calculates rule importance void CalcImportance(); // calculates rule importance Double_t CalcRuleImportance(); // calculates linear importance Double_t CalcLinImportance(); // calculates variable importance void CalcVarImportance(); // remove rules of low importance void CleanupRules(); // remove linear terms of low importance void CleanupLinear(); // remove similar rules void RemoveSimilarRules(); // get rule statistics void RuleStatistics(); // get rule response stats void RuleResponseStats(); // copy operator void operator=( const RuleEnsemble& other ) { Copy( other ); } // calculate sum of the squared coefficents Double_t CoefficientRadius(); // fill the vector with the coefficients void GetCoefficients( std::vector< Double_t >& v ); // accessors const MethodRuleFit* GetMethodRuleFit() const; const MethodBase* GetMethodBase() const; const RuleFit* GetRuleFit() const { return fRuleFit; } // const std::vector* GetTrainingEvents() const; const Event* GetTrainingEvent(UInt_t i) const; const Event* GetEvent() const { return fEvent; } // Bool_t DoLinear() const { return (fLearningModel==kFull) || (fLearningModel==kLinear); } Bool_t DoRules() const { return (fLearningModel==kFull) || (fLearningModel==kRules); } Bool_t DoOnlyRules() const { return (fLearningModel==kRules); } Bool_t DoOnlyLinear() const { return (fLearningModel==kLinear); } Bool_t DoFull() const { return (fLearningModel==kFull); } ELearningModel GetLearningModel() const { return fLearningModel; } Double_t GetImportanceCut() const { return fImportanceCut; } Double_t GetImportanceRef() const { return fImportanceRef; } Double_t GetOffset() const { return fOffset; } UInt_t GetNRules() const { return (DoRules() ? fRules.size():0); } const std::vector& GetRulesConst() const { return fRules; } std::vector& GetRules() { return fRules; } const std::vector< Double_t >& GetLinCoefficients() const { return fLinCoefficients; } const std::vector< Double_t >& GetLinNorm() const { return fLinNorm; } const std::vector< Double_t >& GetLinImportance() const { return fLinImportance; } const std::vector< Double_t >& GetVarImportance() const { return fVarImportance; } UInt_t GetNLinear() const { return (DoLinear() ? fLinNorm.size():0); } Double_t GetLinQuantile() const { return fLinQuantile; } const Rule *GetRulesConst(int i) const { return fRules[i]; } Rule *GetRules(int i) { return fRules[i]; } UInt_t GetRulesNCuts(int i) const { return fRules[i]->GetRuleCut()->GetNcuts(); } Double_t GetRuleMinDist() const { return fRuleMinDist; } Double_t GetLinCoefficients(int i) const { return fLinCoefficients[i]; } Double_t GetLinNorm(int i) const { return fLinNorm[i]; } Double_t GetLinDM(int i) const { return fLinDM[i]; } Double_t GetLinDP(int i) const { return fLinDP[i]; } Double_t GetLinImportance(int i) const { return fLinImportance[i]; } Double_t GetVarImportance(int i) const { return fVarImportance[i]; } Double_t GetRulePTag(int i) const { return fRulePTag[i]; } Double_t GetRulePSS(int i) const { return fRulePSS[i]; } Double_t GetRulePSB(int i) const { return fRulePSB[i]; } Double_t GetRulePBS(int i) const { return fRulePBS[i]; } Double_t GetRulePBB(int i) const { return fRulePBB[i]; } Bool_t IsLinTermOK(int i) const { return fLinTermOK[i]; } // Double_t GetAverageSupport() const { return fAverageSupport; } Double_t GetAverageRuleSigma() const { return fAverageRuleSigma; } Double_t GetEventRuleVal(UInt_t i) const { return (fEventRuleVal[i] ? 1.0:0.0); } Double_t GetEventLinearVal(UInt_t i) const { return fEventLinearVal[i]; } Double_t GetEventLinearValNorm(UInt_t i) const { return fEventLinearVal[i]*fLinNorm[i]; } // const std::vector & GetEventRuleMap(UInt_t evtidx) const { return fRuleMap[evtidx]; } const TMVA::Event *GetRuleMapEvent(UInt_t evtidx) const { return (*fRuleMapEvents)[evtidx]; } Bool_t IsRuleMapOK() const { return fRuleMapOK; } // print rule generation info void PrintRuleGen() const; // print the ensemble void Print() const; // print the model in a cryptic way void PrintRaw( ostream& os ) const; // read the model from input stream void ReadRaw( istream& istr ); private: // delete all rules void DeleteRules() { for (UInt_t i=0; i fRules; // vector of rules std::vector< Bool_t > fLinTermOK; // flags linear terms with sufficient strong importance std::vector< Double_t > fLinDP; // delta+ in eq 24, ref 2 std::vector< Double_t > fLinDM; // delta- std::vector< Double_t > fLinCoefficients; // linear coefficients, one per variable std::vector< Double_t > fLinNorm; // norm of ditto, see after eq 26 in ref 2 std::vector< TH1F* > fLinPDFB; // pdfs for each variable, background std::vector< TH1F* > fLinPDFS; // pdfs for each variable, signal std::vector< Double_t > fLinImportance; // linear term importance std::vector< Double_t > fVarImportance; // one importance per input variable Double_t fImportanceRef; // reference importance (max) Double_t fAverageSupport; // average support (over all rules) Double_t fAverageRuleSigma; // average rule sigma // std::vector< Double_t > fRuleVarFrac; // fraction of rules using a given variable - size of vector = n(variables) std::vector< Double_t > fRulePSS; // p(tag as S|S) - tagged as S if rule is SIG and the event is accepted std::vector< Double_t > fRulePSB; // p(tag as S|B) std::vector< Double_t > fRulePBS; // p(tag as B|S) std::vector< Double_t > fRulePBB; // p(tag as B|B) std::vector< Double_t > fRulePTag; // p(tag) Double_t fRuleFSig; // N(sig)/N(sig)+N(bkg) Double_t fRuleNCave; // N(cuts) average Double_t fRuleNCsig; // idem sigma // Double_t fRuleMinDist; // minimum rule distance UInt_t fNRulesGenerated; // number of rules generated, before cleanup // const Event* fEvent; // current event. Bool_t fEventCacheOK; // true if rule/linear respons are updated std::vector fEventRuleVal; // the rule respons of current event std::vector fEventLinearVal; // linear respons // Bool_t fRuleMapOK; // true if MakeRuleMap() has been called std::vector< std::vector > fRuleMap; // map of rule responses UInt_t fRuleMapInd0; // start index UInt_t fRuleMapInd1; // last index const std::vector *fRuleMapEvents; // pointer to vector of events used // const RuleFit* fRuleFit; // pointer to rule fit object mutable MsgLogger fLogger; // message logger }; } //_______________________________________________________________________ inline void TMVA::RuleEnsemble::UpdateEventVal() { // // Update rule and linear respons using the current event // if (fEventCacheOK) return; // if (DoRules()) { UInt_t nrules = fRules.size(); fEventRuleVal.resize(nrules,kFALSE); for (UInt_t r=0; rEvalEvent(*fEvent); } } if (DoLinear()) { UInt_t nlin = fLinTermOK.size(); fEventLinearVal.resize(nlin,0); for (UInt_t r=0; rGetCoefficient(); } } // // Include linear part - the call below incorporates both coefficient and normalisation (fLinNorm) // if (DoLinear()) linear = EvalLinEvent(); rval +=linear; return rval; } //_____________________________________________________________________ inline Double_t TMVA::RuleEnsemble::EvalEvent( Double_t ofs, const std::vector & coefs, const std::vector & lincoefs ) const { // evaluate current event with given offset and coefs Int_t nrules = fRules.size(); Double_t rval = ofs; Double_t linear = 0; // // evaluate all rules // if (DoRules()) { for ( Int_t i=0; i & coefs, const std::vector & lincoefs ) { // evaluate event e SetEvent(e); UpdateEventVal(); return EvalEvent(ofs,coefs,lincoefs); } //_____________________________________________________________________ inline Double_t TMVA::RuleEnsemble::EvalEvent(UInt_t evtidx) const { // evaluate event with index evtidx if ((evtidxfRuleMapInd1)) return 0; // Double_t rval=fOffset; if (DoRules()) { UInt_t nrules = fRuleMap[evtidx].size(); UInt_t rind; for (UInt_t ir = 0; irGetCoefficient(); } } if (DoLinear()) { UInt_t nlin = fLinTermOK.size(); for (UInt_t r=0; r & coefs, const std::vector & lincoefs ) const { // evaluate event with index evtidx and user given model coefficients // if ((evtidxfRuleMapInd1)) return 0; Double_t rval=ofs; if (DoRules()) { UInt_t nrules = fRuleMap[evtidx].size(); UInt_t rind; for (UInt_t ir = 0; irGetVal(vind); Double_t rval = TMath::Min( fLinDP[vind], TMath::Max( fLinDM[vind], val ) ); if (norm) rval *= fLinNorm[vind]; return rval; } //_______________________________________________________________________ inline Double_t TMVA::RuleEnsemble::EvalLinEvent() const { // evaluate event linearly Double_t rval=0; for (UInt_t v=0; v & coefs) const { // evaluate event linearly using the given coefficients Double_t rval=0; for (UInt_t v=0; v & coefs ) { // evaluate event linearly using the given coefficients SetEvent(e); UpdateEventVal(); return EvalLinEvent(coefs); } //_______________________________________________________________________ inline Double_t TMVA::RuleEnsemble::EvalLinEvent( UInt_t evtidx, const std::vector & coefs ) const { // evaluate event linearly using the given coefficients if ((evtidxfRuleMapInd1)) return 0; Double_t rval=0; UInt_t nlin = fLinTermOK.size(); for (UInt_t r=0; rfRuleMapInd1)) return 0; Double_t rval=0; UInt_t nlin = fLinTermOK.size(); for (UInt_t r=0; rfRuleMapInd1)) return 0; Double_t rval; rval = fLinCoefficients[vind] * EvalLinEventRaw(vind,*(*fRuleMapEvents)[evtidx],kTRUE); return rval; } //_______________________________________________________________________ inline Double_t TMVA::RuleEnsemble::EvalLinEvent( UInt_t evtidx, UInt_t vind, Double_t coefs ) const { // evaluate event linearly using the given coefficients if ((evtidxfRuleMapInd1)) return 0; Double_t rval; rval = coefs * EvalLinEventRaw(vind,*(*fRuleMapEvents)[evtidx],kTRUE); return rval; } #endif