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Revision: 1.1
Committed: Mon Feb 14 12:39:14 2011 UTC (14 years, 3 months ago) by benhoob
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# User Rev Content
1 benhoob 1.1 // @(#)root/tmva $Id: TMVAClassification.C 37399 2010-12-08 15:22:07Z evt $
2     /**********************************************************************************
3     * Project : TMVA - a ROOT-integrated toolkit for multivariate data analysis *
4     * Package : TMVA *
5     * Root Macro: TMVAClassification *
6     * *
7     * This macro provides examples for the training and testing of the *
8     * TMVA classifiers. *
9     * *
10     * As input data is used a toy-MC sample consisting of four Gaussian-distributed *
11     * and linearly correlated input variables. *
12     * *
13     * The methods to be used can be switched on and off by means of booleans, or *
14     * via the prompt command, for example: *
15     * *
16     * root -l ./TMVAClassification.C\(\"Fisher,Likelihood\"\) *
17     * *
18     * (note that the backslashes are mandatory) *
19     * If no method given, a default set of classifiers is used. *
20     * *
21     * The output file "TMVA.root" can be analysed with the use of dedicated *
22     * macros (simply say: root -l <macro.C>), which can be conveniently *
23     * invoked through a GUI that will appear at the end of the run of this macro. *
24     * Launch the GUI via the command: *
25     * *
26     * root -l ./TMVAGui.C *
27     * *
28     **********************************************************************************/
29    
30     #include <cstdlib>
31     #include <iostream>
32     #include <map>
33     #include <string>
34    
35     #include "TChain.h"
36     #include "TFile.h"
37     #include "TTree.h"
38     #include "TString.h"
39     #include "TObjString.h"
40     #include "TSystem.h"
41     #include "TROOT.h"
42    
43     #include "TMVAGui.C"
44    
45     #if not defined(__CINT__) || defined(__MAKECINT__)
46     // needs to be included when makecint runs (ACLIC)
47     #include "TMVA/Factory.h"
48     #include "TMVA/Tools.h"
49     #endif
50    
51     void TMVAClassification( TString myMethodList = "" )
52     {
53     // The explicit loading of the shared libTMVA is done in TMVAlogon.C, defined in .rootrc
54     // if you use your private .rootrc, or run from a different directory, please copy the
55     // corresponding lines from .rootrc
56    
57     // methods to be processed can be given as an argument; use format:
58     //
59     // mylinux~> root -l TMVAClassification.C\(\"myMethod1,myMethod2,myMethod3\"\)
60     //
61     // if you like to use a method via the plugin mechanism, we recommend using
62     //
63     // mylinux~> root -l TMVAClassification.C\(\"P_myMethod\"\)
64     // (an example is given for using the BDT as plugin (see below),
65     // but of course the real application is when you write your own
66     // method based)
67    
68     //---------------------------------------------------------------
69     // This loads the library
70     TMVA::Tools::Instance();
71    
72     // Default MVA methods to be trained + tested
73     std::map<std::string,int> Use;
74    
75     // --- Cut optimisation
76     Use["Cuts"] = 1;
77     Use["CutsD"] = 1;
78     Use["CutsPCA"] = 0;
79     Use["CutsGA"] = 0;
80     Use["CutsSA"] = 0;
81     //
82     // --- 1-dimensional likelihood ("naive Bayes estimator")
83     Use["Likelihood"] = 1;
84     Use["LikelihoodD"] = 0; // the "D" extension indicates decorrelated input variables (see option strings)
85     Use["LikelihoodPCA"] = 1; // the "PCA" extension indicates PCA-transformed input variables (see option strings)
86     Use["LikelihoodKDE"] = 0;
87     Use["LikelihoodMIX"] = 0;
88     //
89     // --- Mutidimensional likelihood and Nearest-Neighbour methods
90     Use["PDERS"] = 1;
91     Use["PDERSD"] = 0;
92     Use["PDERSPCA"] = 0;
93     Use["PDEFoam"] = 1;
94     Use["PDEFoamBoost"] = 0; // uses generalised MVA method boosting
95     Use["KNN"] = 1; // k-nearest neighbour method
96     //
97     // --- Linear Discriminant Analysis
98     Use["LD"] = 1; // Linear Discriminant identical to Fisher
99     Use["Fisher"] = 0;
100     Use["FisherG"] = 0;
101     Use["BoostedFisher"] = 0; // uses generalised MVA method boosting
102     Use["HMatrix"] = 0;
103     //
104     // --- Function Discriminant analysis
105     Use["FDA_GA"] = 1; // minimisation of user-defined function using Genetics Algorithm
106     Use["FDA_SA"] = 0;
107     Use["FDA_MC"] = 0;
108     Use["FDA_MT"] = 0;
109     Use["FDA_GAMT"] = 0;
110     Use["FDA_MCMT"] = 0;
111     //
112     // --- Neural Networks (all are feed-forward Multilayer Perceptrons)
113     Use["MLP"] = 0; // Recommended ANN
114     Use["MLPBFGS"] = 0; // Recommended ANN with optional training method
115     Use["MLPBNN"] = 1; // Recommended ANN with BFGS training method and bayesian regulator
116     Use["CFMlpANN"] = 0; // Depreciated ANN from ALEPH
117     Use["TMlpANN"] = 0; // ROOT's own ANN
118     //
119     // --- Support Vector Machine
120     Use["SVM"] = 1;
121     //
122     // --- Boosted Decision Trees
123     Use["BDT"] = 1; // uses Adaptive Boost
124     Use["BDTG"] = 0; // uses Gradient Boost
125     Use["BDTB"] = 0; // uses Bagging
126     Use["BDTD"] = 0; // decorrelation + Adaptive Boost
127     //
128     // --- Friedman's RuleFit method, ie, an optimised series of cuts ("rules")
129     Use["RuleFit"] = 1;
130     // ---------------------------------------------------------------
131    
132     std::cout << std::endl;
133     std::cout << "==> Start TMVAClassification" << std::endl;
134    
135     // Select methods (don't look at this code - not of interest)
136     if (myMethodList != "") {
137     for (std::map<std::string,int>::iterator it = Use.begin(); it != Use.end(); it++) it->second = 0;
138    
139     std::vector<TString> mlist = TMVA::gTools().SplitString( myMethodList, ',' );
140     for (UInt_t i=0; i<mlist.size(); i++) {
141     std::string regMethod(mlist[i]);
142    
143     if (Use.find(regMethod) == Use.end()) {
144     std::cout << "Method \"" << regMethod << "\" not known in TMVA under this name. Choose among the following:" << std::endl;
145     for (std::map<std::string,int>::iterator it = Use.begin(); it != Use.end(); it++) std::cout << it->first << " ";
146     std::cout << std::endl;
147     return;
148     }
149     Use[regMethod] = 1;
150     }
151     }
152    
153     // --------------------------------------------------------------------------------------------------
154    
155     // --- Here the preparation phase begins
156    
157     // Create a ROOT output file where TMVA will store ntuples, histograms, etc.
158     TString outfileName( "TMVA.root" );
159     TFile* outputFile = TFile::Open( outfileName, "RECREATE" );
160    
161     // Create the factory object. Later you can choose the methods
162     // whose performance you'd like to investigate. The factory is
163     // the only TMVA object you have to interact with
164     //
165     // The first argument is the base of the name of all the
166     // weightfiles in the directory weight/
167     //
168     // The second argument is the output file for the training results
169     // All TMVA output can be suppressed by removing the "!" (not) in
170     // front of the "Silent" argument in the option string
171     TMVA::Factory *factory = new TMVA::Factory( "TMVAClassification", outputFile,
172     "!V:!Silent:Color:DrawProgressBar:Transformations=I;D;P;G,D:AnalysisType=Classification" );
173    
174     // If you wish to modify default settings
175     // (please check "src/Config.h" to see all available global options)
176     // (TMVA::gConfig().GetVariablePlotting()).fTimesRMS = 8.0;
177     // (TMVA::gConfig().GetIONames()).fWeightFileDir = "myWeightDirectory";
178    
179     // Define the input variables that shall be used for the MVA training
180     // note that you may also use variable expressions, such as: "3*var1/var2*abs(var3)"
181     // [all types of expressions that can also be parsed by TTree::Draw( "expression" )]
182     factory->AddVariable( "myvar1 := var1+var2", 'F' );
183     factory->AddVariable( "myvar2 := var1-var2", "Expression 2", "", 'F' );
184     factory->AddVariable( "var3", "Variable 3", "units", 'F' );
185     factory->AddVariable( "var4", "Variable 4", "units", 'F' );
186    
187     // You can add so-called "Spectator variables", which are not used in the MVA training,
188     // but will appear in the final "TestTree" produced by TMVA. This TestTree will contain the
189     // input variables, the response values of all trained MVAs, and the spectator variables
190     factory->AddSpectator( "spec1 := var1*2", "Spectator 1", "units", 'F' );
191     factory->AddSpectator( "spec2 := var1*3", "Spectator 2", "units", 'F' );
192    
193     // Read training and test data
194     // (it is also possible to use ASCII format as input -> see TMVA Users Guide)
195     TString fname = "./tmva_class_example.root";
196    
197     if (gSystem->AccessPathName( fname )) // file does not exist in local directory
198     gSystem->Exec("wget http://root.cern.ch/files/tmva_class_example.root");
199    
200     TFile *input = TFile::Open( fname );
201    
202     std::cout << "--- TMVAClassification : Using input file: " << input->GetName() << std::endl;
203    
204     // --- Register the training and test trees
205    
206     TTree *signal = (TTree*)input->Get("TreeS");
207     TTree *background = (TTree*)input->Get("TreeB");
208    
209     // global event weights per tree (see below for setting event-wise weights)
210     Double_t signalWeight = 1.0;
211     Double_t backgroundWeight = 1.0;
212    
213     // You can add an arbitrary number of signal or background trees
214     factory->AddSignalTree ( signal, signalWeight );
215     factory->AddBackgroundTree( background, backgroundWeight );
216    
217     // To give different trees for training and testing, do as follows:
218     // factory->AddSignalTree( signalTrainingTree, signalTrainWeight, "Training" );
219     // factory->AddSignalTree( signalTestTree, signalTestWeight, "Test" );
220    
221     // Use the following code instead of the above two or four lines to add signal and background
222     // training and test events "by hand"
223     // NOTE that in this case one should not give expressions (such as "var1+var2") in the input
224     // variable definition, but simply compute the expression before adding the event
225     //
226     // // --- begin ----------------------------------------------------------
227     // std::vector<Double_t> vars( 4 ); // vector has size of number of input variables
228     // Float_t treevars[4], weight;
229     //
230     // // Signal
231     // for (UInt_t ivar=0; ivar<4; ivar++) signal->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) );
232     // for (UInt_t i=0; i<signal->GetEntries(); i++) {
233     // signal->GetEntry(i);
234     // for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar];
235     // // add training and test events; here: first half is training, second is testing
236     // // note that the weight can also be event-wise
237     // if (i < signal->GetEntries()/2.0) factory->AddSignalTrainingEvent( vars, signalWeight );
238     // else factory->AddSignalTestEvent ( vars, signalWeight );
239     // }
240     //
241     // // Background (has event weights)
242     // background->SetBranchAddress( "weight", &weight );
243     // for (UInt_t ivar=0; ivar<4; ivar++) background->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) );
244     // for (UInt_t i=0; i<background->GetEntries(); i++) {
245     // background->GetEntry(i);
246     // for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar];
247     // // add training and test events; here: first half is training, second is testing
248     // // note that the weight can also be event-wise
249     // if (i < background->GetEntries()/2) factory->AddBackgroundTrainingEvent( vars, backgroundWeight*weight );
250     // else factory->AddBackgroundTestEvent ( vars, backgroundWeight*weight );
251     // }
252     // --- end ------------------------------------------------------------
253     //
254     // --- end of tree registration
255    
256     // Set individual event weights (the variables must exist in the original TTree)
257     // for signal : factory->SetSignalWeightExpression ("weight1*weight2");
258     // for background: factory->SetBackgroundWeightExpression("weight1*weight2");
259     factory->SetBackgroundWeightExpression( "weight" );
260    
261     // Apply additional cuts on the signal and background samples (can be different)
262     TCut mycuts = ""; // for example: TCut mycuts = "abs(var1)<0.5 && abs(var2-0.5)<1";
263     TCut mycutb = ""; // for example: TCut mycutb = "abs(var1)<0.5";
264    
265     // Tell the factory how to use the training and testing events
266     //
267     // If no numbers of events are given, half of the events in the tree are used
268     // for training, and the other half for testing:
269     // factory->PrepareTrainingAndTestTree( mycut, "SplitMode=random:!V" );
270     // To also specify the number of testing events, use:
271     // factory->PrepareTrainingAndTestTree( mycut,
272     // "NSigTrain=3000:NBkgTrain=3000:NSigTest=3000:NBkgTest=3000:SplitMode=Random:!V" );
273     factory->PrepareTrainingAndTestTree( mycuts, mycutb,
274     "nTrain_Signal=0:nTrain_Background=0:SplitMode=Random:NormMode=NumEvents:!V" );
275    
276     // ---- Book MVA methods
277     //
278     // Please lookup the various method configuration options in the corresponding cxx files, eg:
279     // src/MethoCuts.cxx, etc, or here: http://tmva.sourceforge.net/optionRef.html
280     // it is possible to preset ranges in the option string in which the cut optimisation should be done:
281     // "...:CutRangeMin[2]=-1:CutRangeMax[2]=1"...", where [2] is the third input variable
282    
283     // Cut optimisation
284     if (Use["Cuts"])
285     factory->BookMethod( TMVA::Types::kCuts, "Cuts",
286     "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart" );
287    
288     if (Use["CutsD"])
289     factory->BookMethod( TMVA::Types::kCuts, "CutsD",
290     "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart:VarTransform=Decorrelate" );
291    
292     if (Use["CutsPCA"])
293     factory->BookMethod( TMVA::Types::kCuts, "CutsPCA",
294     "!H:!V:FitMethod=MC:EffSel:SampleSize=200000:VarProp=FSmart:VarTransform=PCA" );
295    
296     if (Use["CutsGA"])
297     factory->BookMethod( TMVA::Types::kCuts, "CutsGA",
298     "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" );
299    
300     if (Use["CutsSA"])
301     factory->BookMethod( TMVA::Types::kCuts, "CutsSA",
302     "!H:!V:FitMethod=SA:EffSel:MaxCalls=150000:KernelTemp=IncAdaptive:InitialTemp=1e+6:MinTemp=1e-6:Eps=1e-10:UseDefaultScale" );
303    
304     // Likelihood ("naive Bayes estimator")
305     if (Use["Likelihood"])
306     factory->BookMethod( TMVA::Types::kLikelihood, "Likelihood",
307     "H:!V:!TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmoothBkg[1]=10:NSmooth=1:NAvEvtPerBin=50" );
308    
309     // Decorrelated likelihood
310     if (Use["LikelihoodD"])
311     factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodD",
312     "!H:!V:TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmooth=5:NAvEvtPerBin=50:VarTransform=Decorrelate" );
313    
314     // PCA-transformed likelihood
315     if (Use["LikelihoodPCA"])
316     factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodPCA",
317     "!H:!V:!TransformOutput:PDFInterpol=Spline2:NSmoothSig[0]=20:NSmoothBkg[0]=20:NSmooth=5:NAvEvtPerBin=50:VarTransform=PCA" );
318    
319     // Use a kernel density estimator to approximate the PDFs
320     if (Use["LikelihoodKDE"])
321     factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodKDE",
322     "!H:!V:!TransformOutput:PDFInterpol=KDE:KDEtype=Gauss:KDEiter=Adaptive:KDEFineFactor=0.3:KDEborder=None:NAvEvtPerBin=50" );
323    
324     // Use a variable-dependent mix of splines and kernel density estimator
325     if (Use["LikelihoodMIX"])
326     factory->BookMethod( TMVA::Types::kLikelihood, "LikelihoodMIX",
327     "!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" );
328    
329     // Test the multi-dimensional probability density estimator
330     // here are the options strings for the MinMax and RMS methods, respectively:
331     // "!H:!V:VolumeRangeMode=MinMax:DeltaFrac=0.2:KernelEstimator=Gauss:GaussSigma=0.3" );
332     // "!H:!V:VolumeRangeMode=RMS:DeltaFrac=3:KernelEstimator=Gauss:GaussSigma=0.3" );
333     if (Use["PDERS"])
334     factory->BookMethod( TMVA::Types::kPDERS, "PDERS",
335     "!H:!V:NormTree=T:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600" );
336    
337     if (Use["PDERSD"])
338     factory->BookMethod( TMVA::Types::kPDERS, "PDERSD",
339     "!H:!V:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600:VarTransform=Decorrelate" );
340    
341     if (Use["PDERSPCA"])
342     factory->BookMethod( TMVA::Types::kPDERS, "PDERSPCA",
343     "!H:!V:VolumeRangeMode=Adaptive:KernelEstimator=Gauss:GaussSigma=0.3:NEventsMin=400:NEventsMax=600:VarTransform=PCA" );
344    
345     // Multi-dimensional likelihood estimator using self-adapting phase-space binning
346     if (Use["PDEFoam"])
347     factory->BookMethod( TMVA::Types::kPDEFoam, "PDEFoam",
348     "H:!V:SigBgSeparate=F:TailCut=0.001:VolFrac=0.0333:nActiveCells=500:nSampl=2000:nBin=5:Nmin=100:Kernel=None:Compress=T" );
349    
350     if (Use["PDEFoamBoost"])
351     factory->BookMethod( TMVA::Types::kPDEFoam, "PDEFoamBoost",
352     "!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" );
353    
354     // K-Nearest Neighbour classifier (KNN)
355     if (Use["KNN"])
356     factory->BookMethod( TMVA::Types::kKNN, "KNN",
357     "H:nkNN=20:ScaleFrac=0.8:SigmaFact=1.0:Kernel=Gaus:UseKernel=F:UseWeight=T:!Trim" );
358    
359     // H-Matrix (chi2-squared) method
360     if (Use["HMatrix"])
361     factory->BookMethod( TMVA::Types::kHMatrix, "HMatrix", "!H:!V" );
362    
363     // Linear discriminant (same as Fisher discriminant)
364     if (Use["LD"])
365     factory->BookMethod( TMVA::Types::kLD, "LD", "H:!V:VarTransform=None:CreateMVAPdfs:PDFInterpolMVAPdf=Spline2:NbinsMVAPdf=50:NsmoothMVAPdf=10" );
366    
367     // Fisher discriminant (same as LD)
368     if (Use["Fisher"])
369     factory->BookMethod( TMVA::Types::kFisher, "Fisher", "H:!V:Fisher:CreateMVAPdfs:PDFInterpolMVAPdf=Spline2:NbinsMVAPdf=50:NsmoothMVAPdf=10" );
370    
371     // Fisher with Gauss-transformed input variables
372     if (Use["FisherG"])
373     factory->BookMethod( TMVA::Types::kFisher, "FisherG", "H:!V:VarTransform=Gauss" );
374    
375     // Composite classifier: ensemble (tree) of boosted Fisher classifiers
376     if (Use["BoostedFisher"])
377     factory->BookMethod( TMVA::Types::kFisher, "BoostedFisher",
378     "H:!V:Boost_Num=20:Boost_Transform=log:Boost_Type=AdaBoost:Boost_AdaBoostBeta=0.2" );
379    
380     // Function discrimination analysis (FDA) -- test of various fitters - the recommended one is Minuit (or GA or SA)
381     if (Use["FDA_MC"])
382     factory->BookMethod( TMVA::Types::kFDA, "FDA_MC",
383     "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" );
384    
385     if (Use["FDA_GA"]) // can also use Simulated Annealing (SA) algorithm (see Cuts_SA options])
386     factory->BookMethod( TMVA::Types::kFDA, "FDA_GA",
387     "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=20:Trim=True:SaveBestGen=1" );
388    
389     if (Use["FDA_SA"]) // can also use Simulated Annealing (SA) algorithm (see Cuts_SA options])
390     factory->BookMethod( TMVA::Types::kFDA, "FDA_SA",
391     "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" );
392    
393     if (Use["FDA_MT"])
394     factory->BookMethod( TMVA::Types::kFDA, "FDA_MT",
395     "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" );
396    
397     if (Use["FDA_GAMT"])
398     factory->BookMethod( TMVA::Types::kFDA, "FDA_GAMT",
399     "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" );
400    
401     if (Use["FDA_MCMT"])
402     factory->BookMethod( TMVA::Types::kFDA, "FDA_MCMT",
403     "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" );
404    
405     // TMVA ANN: MLP (recommended ANN) -- all ANNs in TMVA are Multilayer Perceptrons
406     if (Use["MLP"])
407     factory->BookMethod( TMVA::Types::kMLP, "MLP", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=600:HiddenLayers=N+5:TestRate=5:!UseRegulator" );
408    
409     if (Use["MLPBFGS"])
410     factory->BookMethod( TMVA::Types::kMLP, "MLPBFGS", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=600:HiddenLayers=N+5:TestRate=5:TrainingMethod=BFGS:!UseRegulator" );
411    
412     if (Use["MLPBNN"])
413     factory->BookMethod( TMVA::Types::kMLP, "MLPBNN", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=600:HiddenLayers=N+5:TestRate=5:TrainingMethod=BFGS:UseRegulator" ); // BFGS training with bayesian regulators
414    
415     // CF(Clermont-Ferrand)ANN
416     if (Use["CFMlpANN"])
417     factory->BookMethod( TMVA::Types::kCFMlpANN, "CFMlpANN", "!H:!V:NCycles=2000:HiddenLayers=N+1,N" ); // n_cycles:#nodes:#nodes:...
418    
419     // Tmlp(Root)ANN
420     if (Use["TMlpANN"])
421     factory->BookMethod( TMVA::Types::kTMlpANN, "TMlpANN", "!H:!V:NCycles=200:HiddenLayers=N+1,N:LearningMethod=BFGS:ValidationFraction=0.3" ); // n_cycles:#nodes:#nodes:...
422    
423     // Support Vector Machine
424     if (Use["SVM"])
425     factory->BookMethod( TMVA::Types::kSVM, "SVM", "Gamma=0.25:Tol=0.001:VarTransform=Norm" );
426    
427     // Boosted Decision Trees
428     if (Use["BDTG"]) // Gradient Boost
429     factory->BookMethod( TMVA::Types::kBDT, "BDTG",
430     "!H:!V:NTrees=1000:BoostType=Grad:Shrinkage=0.10:UseBaggedGrad:GradBaggingFraction=0.5:nCuts=20:NNodesMax=5" );
431    
432     if (Use["BDT"]) // Adaptive Boost
433     factory->BookMethod( TMVA::Types::kBDT, "BDT",
434     "!H:!V:NTrees=850:nEventsMin=150:MaxDepth=3:BoostType=AdaBoost:AdaBoostBeta=0.5:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning" );
435    
436     if (Use["BDTB"]) // Bagging
437     factory->BookMethod( TMVA::Types::kBDT, "BDTB",
438     "!H:!V:NTrees=400:BoostType=Bagging:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning" );
439    
440     if (Use["BDTD"]) // Decorrelation + Adaptive Boost
441     factory->BookMethod( TMVA::Types::kBDT, "BDTD",
442     "!H:!V:NTrees=400:nEventsMin=400:MaxDepth=3:BoostType=AdaBoost:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning:VarTransform=Decorrelate" );
443    
444     // RuleFit -- TMVA implementation of Friedman's method
445     if (Use["RuleFit"])
446     factory->BookMethod( TMVA::Types::kRuleFit, "RuleFit",
447     "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" );
448    
449     // For an example of the category classifier usage, see: TMVAClassificationCategory
450    
451     // --------------------------------------------------------------------------------------------------
452    
453     // ---- Now you can optimize the setting (configuration) of the MVAs using the set of training events
454    
455     // factory->OptimizeAllMethods("SigEffAt001","Scan");
456     // factory->OptimizeAllMethods("ROCIntegral","GA");
457    
458     // --------------------------------------------------------------------------------------------------
459    
460     // ---- Now you can tell the factory to train, test, and evaluate the MVAs
461    
462     // Train MVAs using the set of training events
463     factory->TrainAllMethods();
464    
465     // ---- Evaluate all MVAs using the set of test events
466     factory->TestAllMethods();
467    
468     // ----- Evaluate and compare performance of all configured MVAs
469     factory->EvaluateAllMethods();
470    
471     // --------------------------------------------------------------
472    
473     // Save the output
474     outputFile->Close();
475    
476     std::cout << "==> Wrote root file: " << outputFile->GetName() << std::endl;
477     std::cout << "==> TMVAClassification is done!" << std::endl;
478    
479     delete factory;
480    
481     // Launch the GUI for the root macros
482     if (!gROOT->IsBatch()) TMVAGui( outfileName );
483     }