tmva101_Training.py

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## \file
## \ingroup tutorial_tmva
## \notebook -nodraw
## This tutorial show how you can train a machine learning model with any package
## reading the training data directly from ROOT files. Using XGBoost, we illustrate
## how you can convert an externally trained model in a format serializable and readable
## with the fast tree inference engine offered by TMVA.
##
## \macro_code
## \macro_output
##
## \date August 2019
## \author Stefan Wunsch

import ROOT
import numpy as np
import pickle

from tmva100_DataPreparation import variables


def load_data(signal_filename, background_filename):
    # Read data from ROOT files
    data_sig = ROOT.RDataFrame("Events", signal_filename).AsNumpy()
    data_bkg = ROOT.RDataFrame("Events", background_filename).AsNumpy()

    # Convert inputs to format readable by machine learning tools
    x_sig = np.vstack([data_sig[var] for var in variables]).T
    x_bkg = np.vstack([data_bkg[var] for var in variables]).T
    x = np.vstack([x_sig, x_bkg])

    # Create labels
    num_sig = x_sig.shape[0]
    num_bkg = x_bkg.shape[0]
    y = np.hstack([np.ones(num_sig), np.zeros(num_bkg)])

    # Compute weights balancing both classes
    num_all = num_sig + num_bkg
    w = np.hstack([np.ones(num_sig) * num_all / num_sig, np.ones(num_bkg) * num_all / num_bkg])

    return x, y, w

if __name__ == "__main__":
    # Load data
    x, y, w = load_data("train_signal.root", "train_background.root")

    # Fit xgboost model
    from xgboost import XGBClassifier
    bdt = XGBClassifier(max_depth=3, n_estimators=500)
    bdt.fit(x, y, w)

    # Save model in TMVA format
    ROOT.TMVA.Experimental.SaveXGBoost(bdt, "myBDT", "tmva101.root")