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TMVAClassification.C
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1 /// \file
2 /// \ingroup tutorial_tmva
3 /// \notebook -nodraw
4 /// This macro provides examples for the training and testing of the
5 /// TMVA classifiers.
6 ///
7 /// As input data is used a toy-MC sample consisting of four Gaussian-distributed
8 /// and linearly correlated input variables.
9 /// The methods to be used can be switched on and off by means of booleans, or
10 /// via the prompt command, for example:
11 ///
12 /// root -l ./TMVAClassification.C\(\"Fisher,Likelihood\"\)
13 ///
14 /// (note that the backslashes are mandatory)
15 /// If no method given, a default set of classifiers is used.
16 /// The output file "TMVA.root" can be analysed with the use of dedicated
17 /// macros (simply say: root -l <macro.C>), which can be conveniently
18 /// invoked through a GUI that will appear at the end of the run of this macro.
19 /// Launch the GUI via the command:
20 ///
21 /// root -l ./TMVAGui.C
22 ///
23 /// You can also compile and run the example with the following commands
24 ///
25 /// make
26 /// ./TMVAClassification <Methods>
27 ///
28 /// where: `<Methods> = "method1 method2"` are the TMVA classifier names
29 /// example:
30 ///
31 /// ./TMVAClassification Fisher LikelihoodPCA BDT
32 ///
33 /// If no method given, a default set is of classifiers is used
34 ///
35 /// - Project : TMVA - a ROOT-integrated toolkit for multivariate data analysis
36 /// - Package : TMVA
37 /// - Root Macro: TMVAClassification
38 ///
39 /// \macro_output
40 /// \macro_code
41 /// \author Andreas Hoecker
42 
43 
44 #include <cstdlib>
45 #include <iostream>
46 #include <map>
47 #include <string>
48 
49 #include "TChain.h"
50 #include "TFile.h"
51 #include "TTree.h"
52 #include "TString.h"
53 #include "TObjString.h"
54 #include "TSystem.h"
55 #include "TROOT.h"
56 
57 #include "TMVA/Factory.h"
58 #include "TMVA/DataLoader.h"
59 #include "TMVA/Tools.h"
60 #include "TMVA/TMVAGui.h"
61 
62 int TMVAClassification( TString myMethodList = "" )
63 {
64  // The explicit loading of the shared libTMVA is done in TMVAlogon.C, defined in .rootrc
65  // if you use your private .rootrc, or run from a different directory, please copy the
66  // corresponding lines from .rootrc
67 
68  // Methods to be processed can be given as an argument; use format:
69  //
70  // mylinux~> root -l TMVAClassification.C\(\"myMethod1,myMethod2,myMethod3\"\)
71 
72  //---------------------------------------------------------------
73  // This loads the library
74  TMVA::Tools::Instance();
75 
76  // Default MVA methods to be trained + tested
77  std::map<std::string,int> Use;
78 
79  // Cut optimisation
80  Use["Cuts"] = 1;
81  Use["CutsD"] = 1;
82  Use["CutsPCA"] = 0;
83  Use["CutsGA"] = 0;
84  Use["CutsSA"] = 0;
85  //
86  // 1-dimensional likelihood ("naive Bayes estimator")
87  Use["Likelihood"] = 1;
88  Use["LikelihoodD"] = 0; // the "D" extension indicates decorrelated input variables (see option strings)
89  Use["LikelihoodPCA"] = 1; // the "PCA" extension indicates PCA-transformed input variables (see option strings)
90  Use["LikelihoodKDE"] = 0;
91  Use["LikelihoodMIX"] = 0;
92  //
93  // Mutidimensional likelihood and Nearest-Neighbour methods
94  Use["PDERS"] = 1;
95  Use["PDERSD"] = 0;
96  Use["PDERSPCA"] = 0;
97  Use["PDEFoam"] = 1;
98  Use["PDEFoamBoost"] = 0; // uses generalised MVA method boosting
99  Use["KNN"] = 1; // k-nearest neighbour method
100  //
101  // Linear Discriminant Analysis
102  Use["LD"] = 1; // Linear Discriminant identical to Fisher
103  Use["Fisher"] = 0;
104  Use["FisherG"] = 0;
105  Use["BoostedFisher"] = 0; // uses generalised MVA method boosting
106  Use["HMatrix"] = 0;
107  //
108  // Function Discriminant analysis
109  Use["FDA_GA"] = 1; // minimisation of user-defined function using Genetics Algorithm
110  Use["FDA_SA"] = 0;
111  Use["FDA_MC"] = 0;
112  Use["FDA_MT"] = 0;
113  Use["FDA_GAMT"] = 0;
114  Use["FDA_MCMT"] = 0;
115  //
116  // Neural Networks (all are feed-forward Multilayer Perceptrons)
117  Use["MLP"] = 0; // Recommended ANN
118  Use["MLPBFGS"] = 0; // Recommended ANN with optional training method
119  Use["MLPBNN"] = 1; // Recommended ANN with BFGS training method and bayesian regulator
120  Use["CFMlpANN"] = 0; // Depreciated ANN from ALEPH
121  Use["TMlpANN"] = 0; // ROOT's own ANN
122 #ifdef R__HAS_TMVAGPU
123  Use["DNN_GPU"] = 1; // CUDA-accelerated DNN training.
124 #else
125  Use["DNN_GPU"] = 0;
126 #endif
127 
128 #ifdef R__HAS_TMVACPU
129  Use["DNN_CPU"] = 1; // Multi-core accelerated DNN.
130 #else
131  Use["DNN_CPU"] = 0;
132 #endif
133  //
134  // Support Vector Machine
135  Use["SVM"] = 1;
136  //
137  // Boosted Decision Trees
138  Use["BDT"] = 1; // uses Adaptive Boost
139  Use["BDTG"] = 0; // uses Gradient Boost
140  Use["BDTB"] = 0; // uses Bagging
141  Use["BDTD"] = 0; // decorrelation + Adaptive Boost
142  Use["BDTF"] = 0; // allow usage of fisher discriminant for node splitting
143  //
144  // Friedman's RuleFit method, ie, an optimised series of cuts ("rules")
145  Use["RuleFit"] = 1;
146  // ---------------------------------------------------------------
147 
148  std::cout << std::endl;
149  std::cout << "==> Start TMVAClassification" << std::endl;
150 
151  // Select methods (don't look at this code - not of interest)
152  if (myMethodList != "") {
153  for (std::map<std::string,int>::iterator it = Use.begin(); it != Use.end(); it++) it->second = 0;
154 
155  std::vector<TString> mlist = TMVA::gTools().SplitString( myMethodList, ',' );
156  for (UInt_t i=0; i<mlist.size(); i++) {
157  std::string regMethod(mlist[i]);
158 
159  if (Use.find(regMethod) == Use.end()) {
160  std::cout << "Method \"" << regMethod << "\" not known in TMVA under this name. Choose among the following:" << std::endl;
161  for (std::map<std::string,int>::iterator it = Use.begin(); it != Use.end(); it++) std::cout << it->first << " ";
162  std::cout << std::endl;
163  return 1;
164  }
165  Use[regMethod] = 1;
166  }
167  }
168 
169  // --------------------------------------------------------------------------------------------------
170 
171  // Here the preparation phase begins
172 
173  // Read training and test data
174  // (it is also possible to use ASCII format as input -> see TMVA Users Guide)
175  TFile *input(0);
176  TString fname = "./tmva_class_example.root";
177  if (!gSystem->AccessPathName( fname )) {
178  input = TFile::Open( fname ); // check if file in local directory exists
179  }
180  else {
181  TFile::SetCacheFileDir(".");
182  input = TFile::Open("http://root.cern.ch/files/tmva_class_example.root", "CACHEREAD");
183  }
184  if (!input) {
185  std::cout << "ERROR: could not open data file" << std::endl;
186  exit(1);
187  }
188  std::cout << "--- TMVAClassification : Using input file: " << input->GetName() << std::endl;
189 
190  // Register the training and test trees
191 
192  TTree *signalTree = (TTree*)input->Get("TreeS");
193  TTree *background = (TTree*)input->Get("TreeB");
194 
195  // Create a ROOT output file where TMVA will store ntuples, histograms, etc.
196  TString outfileName( "TMVA.root" );
197  TFile* outputFile = TFile::Open( outfileName, "RECREATE" );
198 
199  // Create the factory object. Later you can choose the methods
200  // whose performance you'd like to investigate. The factory is
201  // the only TMVA object you have to interact with
202  //
203  // The first argument is the base of the name of all the
204  // weightfiles in the directory weight/
205  //
206  // The second argument is the output file for the training results
207  // All TMVA output can be suppressed by removing the "!" (not) in
208  // front of the "Silent" argument in the option string
209  TMVA::Factory *factory = new TMVA::Factory( "TMVAClassification", outputFile,
210  "!V:!Silent:Color:DrawProgressBar:Transformations=I;D;P;G,D:AnalysisType=Classification" );
211 
212  TMVA::DataLoader *dataloader=new TMVA::DataLoader("dataset");
213  // If you wish to modify default settings
214  // (please check "src/Config.h" to see all available global options)
215  //
216  // (TMVA::gConfig().GetVariablePlotting()).fTimesRMS = 8.0;
217  // (TMVA::gConfig().GetIONames()).fWeightFileDir = "myWeightDirectory";
218 
219  // Define the input variables that shall be used for the MVA training
220  // note that you may also use variable expressions, such as: "3*var1/var2*abs(var3)"
221  // [all types of expressions that can also be parsed by TTree::Draw( "expression" )]
222  dataloader->AddVariable( "myvar1 := var1+var2", 'F' );
223  dataloader->AddVariable( "myvar2 := var1-var2", "Expression 2", "", 'F' );
224  dataloader->AddVariable( "var3", "Variable 3", "units", 'F' );
225  dataloader->AddVariable( "var4", "Variable 4", "units", 'F' );
226 
227  // You can add so-called "Spectator variables", which are not used in the MVA training,
228  // but will appear in the final "TestTree" produced by TMVA. This TestTree will contain the
229  // input variables, the response values of all trained MVAs, and the spectator variables
230 
231  dataloader->AddSpectator( "spec1 := var1*2", "Spectator 1", "units", 'F' );
232  dataloader->AddSpectator( "spec2 := var1*3", "Spectator 2", "units", 'F' );
233 
234 
235  // global event weights per tree (see below for setting event-wise weights)
236  Double_t signalWeight = 1.0;
237  Double_t backgroundWeight = 1.0;
238 
239  // You can add an arbitrary number of signal or background trees
240  dataloader->AddSignalTree ( signalTree, signalWeight );
241  dataloader->AddBackgroundTree( background, backgroundWeight );
242 
243  // To give different trees for training and testing, do as follows:
244  //
245  // dataloader->AddSignalTree( signalTrainingTree, signalTrainWeight, "Training" );
246  // dataloader->AddSignalTree( signalTestTree, signalTestWeight, "Test" );
247 
248  // Use the following code instead of the above two or four lines to add signal and background
249  // training and test events "by hand"
250  // NOTE that in this case one should not give expressions (such as "var1+var2") in the input
251  // variable definition, but simply compute the expression before adding the event
252  // ```cpp
253  // // --- begin ----------------------------------------------------------
254  // std::vector<Double_t> vars( 4 ); // vector has size of number of input variables
255  // Float_t treevars[4], weight;
256  //
257  // // Signal
258  // for (UInt_t ivar=0; ivar<4; ivar++) signalTree->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) );
259  // for (UInt_t i=0; i<signalTree->GetEntries(); i++) {
260  // signalTree->GetEntry(i);
261  // for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar];
262  // // add training and test events; here: first half is training, second is testing
263  // // note that the weight can also be event-wise
264  // if (i < signalTree->GetEntries()/2.0) dataloader->AddSignalTrainingEvent( vars, signalWeight );
265  // else dataloader->AddSignalTestEvent ( vars, signalWeight );
266  // }
267  //
268  // // Background (has event weights)
269  // background->SetBranchAddress( "weight", &weight );
270  // for (UInt_t ivar=0; ivar<4; ivar++) background->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) );
271  // for (UInt_t i=0; i<background->GetEntries(); i++) {
272  // background->GetEntry(i);
273  // for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar];
274  // // add training and test events; here: first half is training, second is testing
275  // // note that the weight can also be event-wise
276  // if (i < background->GetEntries()/2) dataloader->AddBackgroundTrainingEvent( vars, backgroundWeight*weight );
277  // else dataloader->AddBackgroundTestEvent ( vars, backgroundWeight*weight );
278  // }
279  // // --- end ------------------------------------------------------------
280  // ```
281  // End of tree registration
282 
283  // Set individual event weights (the variables must exist in the original TTree)
284  // - for signal : `dataloader->SetSignalWeightExpression ("weight1*weight2");`
285  // - for background: `dataloader->SetBackgroundWeightExpression("weight1*weight2");`
286  dataloader->SetBackgroundWeightExpression( "weight" );
287 
288  // Apply additional cuts on the signal and background samples (can be different)
289  TCut mycuts = ""; // for example: TCut mycuts = "abs(var1)<0.5 && abs(var2-0.5)<1";
290  TCut mycutb = ""; // for example: TCut mycutb = "abs(var1)<0.5";
291 
292  // Tell the dataloader how to use the training and testing events
293  //
294  // If no numbers of events are given, half of the events in the tree are used
295  // for training, and the other half for testing:
296  //
297  // dataloader->PrepareTrainingAndTestTree( mycut, "SplitMode=random:!V" );
298  //
299  // To also specify the number of testing events, use:
300  //
301  // dataloader->PrepareTrainingAndTestTree( mycut,
302  // "NSigTrain=3000:NBkgTrain=3000:NSigTest=3000:NBkgTest=3000:SplitMode=Random:!V" );
303  dataloader->PrepareTrainingAndTestTree( mycuts, mycutb,
304  "nTrain_Signal=1000:nTrain_Background=1000:SplitMode=Random:NormMode=NumEvents:!V" );
305 
306  // ### Book MVA methods
307  //
308  // Please lookup the various method configuration options in the corresponding cxx files, eg:
309  // src/MethoCuts.cxx, etc, or here: http://tmva.sourceforge.net/optionRef.html
310  // it is possible to preset ranges in the option string in which the cut optimisation should be done:
311  // "...:CutRangeMin[2]=-1:CutRangeMax[2]=1"...", where [2] is the third input variable
312 
313  // Cut optimisation
314  if (Use["Cuts"])
315  factory->BookMethod( dataloader, TMVA::Types::kCuts, "Cuts",
316  "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart" );
317 
318  if (Use["CutsD"])
319  factory->BookMethod( dataloader, TMVA::Types::kCuts, "CutsD",
320  "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart:VarTransform=Decorrelate" );
321 
322  if (Use["CutsPCA"])
323  factory->BookMethod( dataloader, TMVA::Types::kCuts, "CutsPCA",
324  "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart:VarTransform=PCA" );
325 
326  if (Use["CutsGA"])
327  factory->BookMethod( dataloader, TMVA::Types::kCuts, "CutsGA",
328  "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" );
329 
330  if (Use["CutsSA"])
331  factory->BookMethod( dataloader, TMVA::Types::kCuts, "CutsSA",
332  "!H:!V:FitMethod=SA:EffSel:MaxCalls=150000:KernelTemp=IncAdaptive:InitialTemp=1e+6:MinTemp=1e-6:Eps=1e-10:UseDefaultScale" );
333 
334  // Likelihood ("naive Bayes estimator")
335  if (Use["Likelihood"])
336  factory->BookMethod( dataloader, TMVA::Types::kLikelihood, "Likelihood",
337  "H:!V:TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmoothBkg[1]=10:NSmooth=1:NAvEvtPerBin=50" );
338 
339  // Decorrelated likelihood
340  if (Use["LikelihoodD"])
341  factory->BookMethod( dataloader, TMVA::Types::kLikelihood, "LikelihoodD",
342  "!H:!V:TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmooth=5:NAvEvtPerBin=50:VarTransform=Decorrelate" );
343 
344  // PCA-transformed likelihood
345  if (Use["LikelihoodPCA"])
346  factory->BookMethod( dataloader, TMVA::Types::kLikelihood, "LikelihoodPCA",
347  "!H:!V:!TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmooth=5:NAvEvtPerBin=50:VarTransform=PCA" );
348 
349  // Use a kernel density estimator to approximate the PDFs
350  if (Use["LikelihoodKDE"])
351  factory->BookMethod( dataloader, TMVA::Types::kLikelihood, "LikelihoodKDE",
352  "!H:!V:!TransformOutput:PDFInterpol=KDE:KDEtype=Gauss:KDEiter=Adaptive:KDEFineFactor=0.3:KDEborder=None:NAvEvtPerBin=50" );
353 
354  // Use a variable-dependent mix of splines and kernel density estimator
355  if (Use["LikelihoodMIX"])
356  factory->BookMethod( dataloader, TMVA::Types::kLikelihood, "LikelihoodMIX",
357  "!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" );
358 
359  // Test the multi-dimensional probability density estimator
360  // here are the options strings for the MinMax and RMS methods, respectively:
361  //
362  // "!H:!V:VolumeRangeMode=MinMax:DeltaFrac=0.2:KernelEstimator=Gauss:GaussSigma=0.3" );
363  // "!H:!V:VolumeRangeMode=RMS:DeltaFrac=3:KernelEstimator=Gauss:GaussSigma=0.3" );
364  if (Use["PDERS"])
365  factory->BookMethod( dataloader, TMVA::Types::kPDERS, "PDERS",
366  "!H:!V:NormTree=T:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600" );
367 
368  if (Use["PDERSD"])
369  factory->BookMethod( dataloader, TMVA::Types::kPDERS, "PDERSD",
370  "!H:!V:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600:VarTransform=Decorrelate" );
371 
372  if (Use["PDERSPCA"])
373  factory->BookMethod( dataloader, TMVA::Types::kPDERS, "PDERSPCA",
374  "!H:!V:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600:VarTransform=PCA" );
375 
376  // Multi-dimensional likelihood estimator using self-adapting phase-space binning
377  if (Use["PDEFoam"])
378  factory->BookMethod( dataloader, TMVA::Types::kPDEFoam, "PDEFoam",
379  "!H:!V:SigBgSeparate=F:TailCut=0.001:VolFrac=0.0666:nActiveCells=500:nSampl=2000:nBin=5:Nmin=100:Kernel=None:Compress=T" );
380 
381  if (Use["PDEFoamBoost"])
382  factory->BookMethod( dataloader, TMVA::Types::kPDEFoam, "PDEFoamBoost",
383  "!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" );
384 
385  // K-Nearest Neighbour classifier (KNN)
386  if (Use["KNN"])
387  factory->BookMethod( dataloader, TMVA::Types::kKNN, "KNN",
388  "H:nkNN=20:ScaleFrac=0.8:SigmaFact=1.0:Kernel=Gaus:UseKernel=F:UseWeight=T:!Trim" );
389 
390  // H-Matrix (chi2-squared) method
391  if (Use["HMatrix"])
392  factory->BookMethod( dataloader, TMVA::Types::kHMatrix, "HMatrix", "!H:!V:VarTransform=None" );
393 
394  // Linear discriminant (same as Fisher discriminant)
395  if (Use["LD"])
396  factory->BookMethod( dataloader, TMVA::Types::kLD, "LD", "H:!V:VarTransform=None:CreateMVAPdfs:PDFInterpolMVAPdf=Spline2:NbinsMVAPdf=50:NsmoothMVAPdf=10" );
397 
398  // Fisher discriminant (same as LD)
399  if (Use["Fisher"])
400  factory->BookMethod( dataloader, TMVA::Types::kFisher, "Fisher", "H:!V:Fisher:VarTransform=None:CreateMVAPdfs:PDFInterpolMVAPdf=Spline2:NbinsMVAPdf=50:NsmoothMVAPdf=10" );
401 
402  // Fisher with Gauss-transformed input variables
403  if (Use["FisherG"])
404  factory->BookMethod( dataloader, TMVA::Types::kFisher, "FisherG", "H:!V:VarTransform=Gauss" );
405 
406  // Composite classifier: ensemble (tree) of boosted Fisher classifiers
407  if (Use["BoostedFisher"])
408  factory->BookMethod( dataloader, TMVA::Types::kFisher, "BoostedFisher",
409  "H:!V:Boost_Num=20:Boost_Transform=log:Boost_Type=AdaBoost:Boost_AdaBoostBeta=0.2:!Boost_DetailedMonitoring" );
410 
411  // Function discrimination analysis (FDA) -- test of various fitters - the recommended one is Minuit (or GA or SA)
412  if (Use["FDA_MC"])
413  factory->BookMethod( dataloader, TMVA::Types::kFDA, "FDA_MC",
414  "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" );
415 
416  if (Use["FDA_GA"]) // can also use Simulated Annealing (SA) algorithm (see Cuts_SA options])
417  factory->BookMethod( dataloader, TMVA::Types::kFDA, "FDA_GA",
418  "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=100:Cycles=2:Steps=5:Trim=True:SaveBestGen=1" );
419 
420  if (Use["FDA_SA"]) // can also use Simulated Annealing (SA) algorithm (see Cuts_SA options])
421  factory->BookMethod( dataloader, TMVA::Types::kFDA, "FDA_SA",
422  "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" );
423 
424  if (Use["FDA_MT"])
425  factory->BookMethod( dataloader, TMVA::Types::kFDA, "FDA_MT",
426  "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" );
427 
428  if (Use["FDA_GAMT"])
429  factory->BookMethod( dataloader, TMVA::Types::kFDA, "FDA_GAMT",
430  "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" );
431 
432  if (Use["FDA_MCMT"])
433  factory->BookMethod( dataloader, TMVA::Types::kFDA, "FDA_MCMT",
434  "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" );
435 
436  // TMVA ANN: MLP (recommended ANN) -- all ANNs in TMVA are Multilayer Perceptrons
437  if (Use["MLP"])
438  factory->BookMethod( dataloader, TMVA::Types::kMLP, "MLP", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=600:HiddenLayers=N+5:TestRate=5:!UseRegulator" );
439 
440  if (Use["MLPBFGS"])
441  factory->BookMethod( dataloader, TMVA::Types::kMLP, "MLPBFGS", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=600:HiddenLayers=N+5:TestRate=5:TrainingMethod=BFGS:!UseRegulator" );
442 
443  if (Use["MLPBNN"])
444  factory->BookMethod( dataloader, 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
445 
446 
447  // Multi-architecture DNN implementation.
448  if (Use["DNN_CPU"] or Use["DNN_GPU"]) {
449  // General layout.
450  TString layoutString ("Layout=TANH|128,TANH|128,TANH|128,LINEAR");
451 
452  // Training strategies.
453  TString training0("LearningRate=1e-2,Momentum=0.9,Repetitions=1,"
454  "ConvergenceSteps=30,BatchSize=256,TestRepetitions=10,"
455  "WeightDecay=1e-4,Regularization=None,"
456  "DropConfig=0.0+0.5+0.5+0.5, Multithreading=True");
457  TString training1("LearningRate=1e-2,Momentum=0.9,Repetitions=1,"
458  "ConvergenceSteps=20,BatchSize=256,TestRepetitions=10,"
459  "WeightDecay=1e-4,Regularization=L2,"
460  "DropConfig=0.0+0.0+0.0+0.0, Multithreading=True");
461  TString training2("LearningRate=1e-3,Momentum=0.0,Repetitions=1,"
462  "ConvergenceSteps=20,BatchSize=256,TestRepetitions=10,"
463  "WeightDecay=1e-4,Regularization=L2,"
464  "DropConfig=0.0+0.0+0.0+0.0, Multithreading=True");
465  TString trainingStrategyString ("TrainingStrategy=");
466  trainingStrategyString += training0 + "|" + training1 + "|" + training2;
467 
468  // General Options.
469  TString dnnOptions ("!H:V:ErrorStrategy=CROSSENTROPY:VarTransform=N:"
470  "WeightInitialization=XAVIERUNIFORM");
471  dnnOptions.Append (":"); dnnOptions.Append (layoutString);
472  dnnOptions.Append (":"); dnnOptions.Append (trainingStrategyString);
473 
474  // Cuda implementation.
475  if (Use["DNN_GPU"]) {
476  TString gpuOptions = dnnOptions + ":Architecture=GPU";
477  factory->BookMethod(dataloader, TMVA::Types::kDL, "DNN_GPU", gpuOptions);
478  }
479  // Multi-core CPU implementation.
480  if (Use["DNN_CPU"]) {
481  TString cpuOptions = dnnOptions + ":Architecture=CPU";
482  factory->BookMethod(dataloader, TMVA::Types::kDL, "DNN_CPU", cpuOptions);
483  }
484  }
485 
486  // CF(Clermont-Ferrand)ANN
487  if (Use["CFMlpANN"])
488  factory->BookMethod( dataloader, TMVA::Types::kCFMlpANN, "CFMlpANN", "!H:!V:NCycles=200:HiddenLayers=N+1,N" ); // n_cycles:#nodes:#nodes:...
489 
490  // Tmlp(Root)ANN
491  if (Use["TMlpANN"])
492  factory->BookMethod( dataloader, TMVA::Types::kTMlpANN, "TMlpANN", "!H:!V:NCycles=200:HiddenLayers=N+1,N:LearningMethod=BFGS:ValidationFraction=0.3" ); // n_cycles:#nodes:#nodes:...
493 
494  // Support Vector Machine
495  if (Use["SVM"])
496  factory->BookMethod( dataloader, TMVA::Types::kSVM, "SVM", "Gamma=0.25:Tol=0.001:VarTransform=Norm" );
497 
498  // Boosted Decision Trees
499  if (Use["BDTG"]) // Gradient Boost
500  factory->BookMethod( dataloader, TMVA::Types::kBDT, "BDTG",
501  "!H:!V:NTrees=1000:MinNodeSize=2.5%:BoostType=Grad:Shrinkage=0.10:UseBaggedBoost:BaggedSampleFraction=0.5:nCuts=20:MaxDepth=2" );
502 
503  if (Use["BDT"]) // Adaptive Boost
504  factory->BookMethod( dataloader, TMVA::Types::kBDT, "BDT",
505  "!H:!V:NTrees=850:MinNodeSize=2.5%:MaxDepth=3:BoostType=AdaBoost:AdaBoostBeta=0.5:UseBaggedBoost:BaggedSampleFraction=0.5:SeparationType=GiniIndex:nCuts=20" );
506 
507  if (Use["BDTB"]) // Bagging
508  factory->BookMethod( dataloader, TMVA::Types::kBDT, "BDTB",
509  "!H:!V:NTrees=400:BoostType=Bagging:SeparationType=GiniIndex:nCuts=20" );
510 
511  if (Use["BDTD"]) // Decorrelation + Adaptive Boost
512  factory->BookMethod( dataloader, TMVA::Types::kBDT, "BDTD",
513  "!H:!V:NTrees=400:MinNodeSize=5%:MaxDepth=3:BoostType=AdaBoost:SeparationType=GiniIndex:nCuts=20:VarTransform=Decorrelate" );
514 
515  if (Use["BDTF"]) // Allow Using Fisher discriminant in node splitting for (strong) linearly correlated variables
516  factory->BookMethod( dataloader, TMVA::Types::kBDT, "BDTF",
517  "!H:!V:NTrees=50:MinNodeSize=2.5%:UseFisherCuts:MaxDepth=3:BoostType=AdaBoost:AdaBoostBeta=0.5:SeparationType=GiniIndex:nCuts=20" );
518 
519  // RuleFit -- TMVA implementation of Friedman's method
520  if (Use["RuleFit"])
521  factory->BookMethod( dataloader, TMVA::Types::kRuleFit, "RuleFit",
522  "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" );
523 
524  // For an example of the category classifier usage, see: TMVAClassificationCategory
525  //
526  // --------------------------------------------------------------------------------------------------
527  // Now you can optimize the setting (configuration) of the MVAs using the set of training events
528  // STILL EXPERIMENTAL and only implemented for BDT's !
529  //
530  // factory->OptimizeAllMethods("SigEffAtBkg0.01","Scan");
531  // factory->OptimizeAllMethods("ROCIntegral","FitGA");
532  //
533  // --------------------------------------------------------------------------------------------------
534 
535  // Now you can tell the factory to train, test, and evaluate the MVAs
536  //
537  // Train MVAs using the set of training events
538  factory->TrainAllMethods();
539 
540  // Evaluate all MVAs using the set of test events
541  factory->TestAllMethods();
542 
543  // Evaluate and compare performance of all configured MVAs
544  factory->EvaluateAllMethods();
545 
546  // --------------------------------------------------------------
547 
548  // Save the output
549  outputFile->Close();
550 
551  std::cout << "==> Wrote root file: " << outputFile->GetName() << std::endl;
552  std::cout << "==> TMVAClassification is done!" << std::endl;
553 
554  delete factory;
555  delete dataloader;
556  // Launch the GUI for the root macros
557  if (!gROOT->IsBatch()) TMVA::TMVAGui( outfileName );
558 
559  return 0;
560 }
561 
562 int main( int argc, char** argv )
563 {
564  // Select methods (don't look at this code - not of interest)
565  TString methodList;
566  for (int i=1; i<argc; i++) {
567  TString regMethod(argv[i]);
568  if(regMethod=="-b" || regMethod=="--batch") continue;
569  if (!methodList.IsNull()) methodList += TString(",");
570  methodList += regMethod;
571  }
572  return TMVAClassification(methodList);
573 }