TMVAClassification.C

// @(#)root/tmva $Id: TMVAClassification.C 44112 2012-05-04 10:00:41Z evt $
/**********************************************************************************
 * Project   : TMVA - a ROOT-integrated toolkit for multivariate data analysis    *
 * Package   : TMVA                                                               *
 * Root Macro: TMVAClassification                                                 *
 *                                                                                *
 * This macro provides examples for the training and testing of the               *
 * TMVA classifiers.                                                              *
 *                                                                                *
 * As input data is used a toy-MC sample consisting of four Gaussian-distributed  *
 * and linearly correlated input variables.                                       *
 *                                                                                *
 * The methods to be used can be switched on and off by means of booleans, or     *
 * via the prompt command, for example:                                           *
 *                                                                                *
 *    root -l ./TMVAClassification.C\(\"Fisher,Likelihood\"\)                     *
 *                                                                                *
 * (note that the backslashes are mandatory)                                      *
 * If no method given, a default set of classifiers is used.                      *
 *                                                                                *
 * The output file "TMVA.root" can be analysed with the use of dedicated          *
 * macros (simply say: root -l <macro.C>), which can be conveniently              *
 * invoked through a GUI that will appear at the end of the run of this macro.    *
 * Launch the GUI via the command:                                                *
 *                                                                                *
 *    root -l ./TMVAGui.C                                                         *
 *                                                                                *
 **********************************************************************************/

#include <cstdlib>
#include <iostream>
#include <map>
#include <string>

#include "TChain.h"
#include "TFile.h"
#include "TTree.h"
#include "TString.h"
#include "TObjString.h"
#include "TSystem.h"
#include "TROOT.h"

#if not defined(__CINT__) || defined(__MAKECINT__)
// needs to be included when makecint runs (ACLIC)
#include "TMVA/Factory.h"
#include "TMVA/Tools.h"
#endif

void TMVAClassification( TString myMethodList = "" )
{
   // The explicit loading of the shared libTMVA is done in TMVAlogon.C, defined in .rootrc
   // if you use your private .rootrc, or run from a different directory, please copy the
   // corresponding lines from .rootrc

   // methods to be processed can be given as an argument; use format:
   //
   // mylinux~> root -l TMVAClassification.C\(\"myMethod1,myMethod2,myMethod3\"\)
   //
   // if you like to use a method via the plugin mechanism, we recommend using
   //
   // mylinux~> root -l TMVAClassification.C\(\"P_myMethod\"\)
   // (an example is given for using the BDT as plugin (see below),
   // but of course the real application is when you write your own
   // method based)

   //---------------------------------------------------------------
   // This loads the library
   TMVA::Tools::Instance();

   // to get access to the GUI and all tmva macros
   TString tmva_dir(TString(gRootDir) + "/tmva");
   if(gSystem->Getenv("TMVASYS"))
      tmva_dir = TString(gSystem->Getenv("TMVASYS"));
   gROOT->SetMacroPath(tmva_dir + "/test/:" + gROOT->GetMacroPath() );
   gROOT->ProcessLine(".L TMVAGui.C");

   // Default MVA methods to be trained + tested
   std::map<std::string,int> Use;

   // 
   // --- Boosted Decision Trees
   Use["BDT"]             = 0; // uses Adaptive Boost
   Use["BDTG"]            = 1; // uses Gradient Boost
   Use["BDTB"]            = 0; // uses Bagging
   Use["BDTD"]            = 0; // decorrelation + Adaptive Boost
   Use["BDTF"]            = 0; // allow usage of fisher discriminant for node splitting 
   // 
   // ---------------------------------------------------------------

   std::cout << std::endl;
   std::cout << "==> Start TMVAClassification" << std::endl;

   // Select methods (don't look at this code - not of interest)
   if (myMethodList != "") {
      for (std::map<std::string,int>::iterator it = Use.begin(); it != Use.end(); it++) it->second = 0;

      std::vector<TString> mlist = TMVA::gTools().SplitString( myMethodList, ',' );
      for (UInt_t i=0; i<mlist.size(); i++) {
         std::string regMethod(mlist[i]);

         if (Use.find(regMethod) == Use.end()) {
            std::cout << "Method \"" << regMethod << "\" not known in TMVA under this name. Choose among the following:" << std::endl;
            for (std::map<std::string,int>::iterator it = Use.begin(); it != Use.end(); it++) std::cout << it->first << " ";
            std::cout << std::endl;
            return;
         }
         Use[regMethod] = 1;
      }
   }

   // --------------------------------------------------------------------------------------------------

   // --- Here the preparation phase begins

   // Create a ROOT output file where TMVA will store ntuples, histograms, etc.
   TString outfileName( "TMVA.root" );
   TFile* outputFile = TFile::Open( outfileName, "RECREATE" );

   // Create the factory object. Later you can choose the methods
   // whose performance you'd like to investigate. The factory is 
   // the only TMVA object you have to interact with
   //
   // The first argument is the base of the name of all the
   // weightfiles in the directory weight/
   //
   // The second argument is the output file for the training results
   // All TMVA output can be suppressed by removing the "!" (not) in
   // front of the "Silent" argument in the option string
   TMVA::Factory *factory = new TMVA::Factory( "TMVAClassification", outputFile,
                                               "!V:!Silent:Color:DrawProgressBar:Transformations=I;D;P;G,D:AnalysisType=Classification" );

   // If you wish to modify default settings
   // (please check "src/Config.h" to see all available global options)
   //    (TMVA::gConfig().GetVariablePlotting()).fTimesRMS = 8.0;
   //    (TMVA::gConfig().GetIONames()).fWeightFileDir = "myWeightDirectory";

   // Define the input variables that shall be used for the MVA training
   // note that you may also use variable expressions, such as: "3*var1/var2*abs(var3)"
   // [all types of expressions that can also be parsed by TTree::Draw( "expression" )]

   factory->AddVariable( "Pt_J", 'F' );
   factory->AddVariable( "PTD_J", 'F' );
   //   factory->AddVariable( "rPt_tr", 'F' );      
   factory->AddVariable( "N_tr", 'F' );
   factory->AddVariable( "D1_tr", 'F' );
   factory->AddVariable( "D2_tr", 'F' );


   // You can add so-called "Spectator variables", which are not used in the MVA training,
   // but will appear in the final "TestTree" produced by TMVA. This TestTree will contain the
   // input variables, the response values of all trained MVAs, and the spectator variables
  // factory->AddSpectator( "spec1 := var1*2",  "Spectator 1", "units", 'F' );
  // factory->AddSpectator( "spec2 := var1*3",  "Spectator 2", "units", 'F' );

   // Read training and test data
   // (it is also possible to use ASCII format as input -> see TMVA Users Guide)
   TString fname1 = "./DY_incl_MVA_InclJet_lquark03.root";
   
  // if (gSystem->AccessPathName( fname ))  // file does not exist in local directory
  //    gSystem->Exec("wget http://root.cern.ch/files/tmva_class_example.root");
   
   TFile *input1 = TFile::Open( fname1 );
   
   std::cout << "--- TMVAClassification       : Using Signal input file: " << input1->GetName() << std::endl;
   
   // --- Register the training and test trees

   TTree *signal     = (TTree*)input1->Get("DY_MVA");

   TString fname2 = "./DY_incl_MVA_InclJet_gluon03.root";
   TFile *input2 = TFile::Open( fname2 );

   std::cout << "--- TMVAClassification       : Using Bg input file: " << input2->GetName() << std::endl;

   TTree *background = (TTree*)input2->Get("DY_MVA");
   
   // global event weights per tree (see below for setting event-wise weights)

   Double_t signalWeight     = 1.0;
   Double_t backgroundWeight = 1.0;
   
   // You can add an arbitrary number of signal or background trees
   factory->AddSignalTree    ( signal,     signalWeight     );
   factory->AddBackgroundTree( background, backgroundWeight );
   
   // To give different trees for training and testing, do as follows:
   //    factory->AddSignalTree( signalTrainingTree, signalTrainWeight, "Training" );
   //    factory->AddSignalTree( signalTestTree,     signalTestWeight,  "Test" );
   
   // Use the following code instead of the above two or four lines to add signal and background
   // training and test events "by hand"
   // NOTE that in this case one should not give expressions (such as "var1+var2") in the input
   //      variable definition, but simply compute the expression before adding the event
   //
   //     // --- begin ----------------------------------------------------------
   //     std::vector<Double_t> vars( 4 ); // vector has size of number of input variables
   //     Float_t  treevars[4], weight;
   //     
   //     // Signal
   //     for (UInt_t ivar=0; ivar<4; ivar++) signal->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) );
   //     for (UInt_t i=0; i<signal->GetEntries(); i++) {
   //        signal->GetEntry(i);
   //        for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar];
   //        // add training and test events; here: first half is training, second is testing
   //        // note that the weight can also be event-wise
   //        if (i < signal->GetEntries()/2.0) factory->AddSignalTrainingEvent( vars, signalWeight );
   //        else                              factory->AddSignalTestEvent    ( vars, signalWeight );
   //     }
   //   
   //     // Background (has event weights)
   //     background->SetBranchAddress( "weight", &weight );
   //     for (UInt_t ivar=0; ivar<4; ivar++) background->SetBranchAddress( Form( "var%i", ivar+1 ), &(treevars[ivar]) );
   //     for (UInt_t i=0; i<background->GetEntries(); i++) {
   //        background->GetEntry(i);
   //        for (UInt_t ivar=0; ivar<4; ivar++) vars[ivar] = treevars[ivar];
   //        // add training and test events; here: first half is training, second is testing
   //        // note that the weight can also be event-wise
   //        if (i < background->GetEntries()/2) factory->AddBackgroundTrainingEvent( vars, backgroundWeight*weight );
   //        else                                factory->AddBackgroundTestEvent    ( vars, backgroundWeight*weight );
   //     }
         // --- end ------------------------------------------------------------
   //
   // --- end of tree registration 

   // Set individual event weights (the variables must exist in the original TTree)
//+++++ add weights
    for signal    : factory->SetSignalWeightExpression    ("Wei");
    for background: factory->SetBackgroundWeightExpression("Wei");
   //factory->SetBackgroundWeightExpression( "weight" );

   // Apply additional cuts on the signal and background samples (can be different)
   TCut mycuts = ""; // for example: TCut mycuts = "abs(var1)<0.5 && abs(var2-0.5)<1";
   TCut mycutb = ""; // for example: TCut mycutb = "abs(var1)<0.5";

   // Tell the factory how to use the training and testing events
   //
   // If no numbers of events are given, half of the events in the tree are used 
   // for training, and the other half for testing:
   //    factory->PrepareTrainingAndTestTree( mycut, "SplitMode=random:!V" );
   // To also specify the number of testing events, use:
   //    factory->PrepareTrainingAndTestTree( mycut,
   //                                         "NSigTrain=3000:NBkgTrain=3000:NSigTest=3000:NBkgTest=3000:SplitMode=Random:!V" );
   factory->PrepareTrainingAndTestTree( mycuts, mycutb,
                                        "nTrain_Signal=0:nTrain_Background=0:SplitMode=Random:NormMode=NumEvents:!V" );

   // ---- Book MVA methods
   //
   // Please lookup the various method configuration options in the corresponding cxx files, eg:
   // src/MethoCuts.cxx, etc, or here: http://tmva.sourceforge.net/optionRef.html
   // it is possible to preset ranges in the option string in which the cut optimisation should be done:
   // "...:CutRangeMin[2]=-1:CutRangeMax[2]=1"...", where [2] is the third input variable


   // Boosted Decision Trees
   if (Use["BDTG"]) // Gradient Boost
      factory->BookMethod( TMVA::Types::kBDT, "BDTG",
                           "!H:!V:NTrees=1000:BoostType=Grad:Shrinkage=0.10:UseBaggedGrad:GradBaggingFraction=0.5:nCuts=20:NNodesMax=5" );

   if (Use["BDT"])  // Adaptive Boost
      factory->BookMethod( TMVA::Types::kBDT, "BDT",
                           "!H:!V:NTrees=850:nEventsMin=150:MaxDepth=3:BoostType=AdaBoost:AdaBoostBeta=0.5:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning" );


   if (Use["BDTB"]) // Bagging
      factory->BookMethod( TMVA::Types::kBDT, "BDTB",
                           "!H:!V:NTrees=400:BoostType=Bagging:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning" );

   if (Use["BDTD"]) // Decorrelation + Adaptive Boost
      factory->BookMethod( TMVA::Types::kBDT, "BDTD",
                           "!H:!V:NTrees=400:nEventsMin=400:MaxDepth=3:BoostType=AdaBoost:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning:VarTransform=Decorrelate" );

   if (Use["BDTF"])  // Allow Using Fisher discriminant in node splitting for (strong) linearly correlated variables
      factory->BookMethod( TMVA::Types::kBDT, "BDTMitFisher",
                           "!H:!V:NTrees=50:nEventsMin=150:UseFisherCuts:MaxDepth=3:BoostType=AdaBoost:AdaBoostBeta=0.5:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning" );


   // For an example of the category classifier usage, see: TMVAClassificationCategory

   // --------------------------------------------------------------------------------------------------

   // ---- Now you can optimize the setting (configuration) of the MVAs using the set of training events

   // factory->OptimizeAllMethods("SigEffAt001","Scan");
   // factory->OptimizeAllMethods("ROCIntegral","GA");

   // --------------------------------------------------------------------------------------------------

   // ---- Now you can tell the factory to train, test, and evaluate the MVAs

   // Train MVAs using the set of training events
   factory->TrainAllMethods();

   // ---- Evaluate all MVAs using the set of test events
   factory->TestAllMethods();

   // ----- Evaluate and compare performance of all configured MVAs
   factory->EvaluateAllMethods();

   // --------------------------------------------------------------

   // Save the output
   outputFile->Close();

   std::cout << "==> Wrote root file: " << outputFile->GetName() << std::endl;
   std::cout << "==> TMVAClassification is done!" << std::endl;

   delete factory;

   // Launch the GUI for the root macros
   if (!gROOT->IsBatch()) TMVAGui( outfileName );
}