// @(#)root/tmva $Id: GiniIndex.cxx 21630 2008-01-10 19:40:44Z brun $ // Author: Andreas Hoecker, Joerg Stelzer, Helge Voss, Kai Voss /********************************************************************************** * Project: TMVA - a Root-integrated toolkit for multivariate data analysis * * Package: TMVA * * Class : TMVA::GiniIndex * * Web : http://tmva.sourceforge.net * * * * Description: Implementation of the GiniIndex as separation criterion * * Large Gini Indices (maximum 0.5) mean , that the sample is well * * mixed (same amount of signal and bkg) * * bkg. Small Indices mean, well separated. * * general defniniton: * * Gini(Sample M) = 1 - (c(1)/N)^2 - (c(2)/N)^2 .... - (c(k)/N)^2 * * Where: M is a smaple of whatever N elements (events) * * that belong to K different classes * * c(k) is the number of elements that belong to class k * * for just Signal and Background classes this boils down to: * * Gini(Sample) = 2s*b/(s+b)^2 * * * * Authors (alphabetical): * * Andreas Hoecker <Andreas.Hocker@cern.ch> - CERN, Switzerland * * Xavier Prudent <prudent@lapp.in2p3.fr> - LAPP, France * * Helge Voss <Helge.Voss@cern.ch> - MPI-K Heidelberg, Germany * * Kai Voss <Kai.Voss@cern.ch> - U. of Victoria, Canada * * * * Copyright (c) 2005: * * CERN, Switzerland * * U. of Victoria, Canada * * Heidelberg U., 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 * * (http://tmva.sourceforge.net/LICENSE) * **********************************************************************************/ //_______________________________________________________________________ // // GiniIndex // // Implementation of the GiniIndex as separation criterion for the // boosted decision tree // //_______________________________________________________________________ #include "TMVA/GiniIndex.h" ClassImp(TMVA::GiniIndex) //_______________________________________________________________________ Double_t TMVA::GiniIndex::GetSeparationIndex( const Double_t &s, const Double_t &b ) { // Gini(Sample M) = 1 - (c(1)/N)^2 - (c(2)/N)^2 .... - (c(k)/N)^2 // Where: M is a smaple of whatever N elements (events) // that belong to K different classes // c(k) is the number of elements that belong to class k // for just Signal and Background classes this boils down to: // Gini(Sample) = 2s*b/(s+b)^2 ( = 2 * purity * (1-purity) ) if (s+b <= 0) return 0; if (s<=0 || b <=0) return 0; else return s*b/(s+b)/(s+b); }