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0001 // @(#)root/tmva $Id$
0002 // Author: Andreas Hoecker, Joerg Stelzer, Helge Voss, Kai Voss, Peter Speckmayer, Eckhard von Toerne, Jan Therhaag
0003 
0004 /**********************************************************************************
0005  * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
0006  * Package: TMVA                                                                  *
0007  * Class  : MethodLikelihood                                                      *
0008  *                                             *
0009  *                                                                                *
0010  * Description:                                                                   *
0011  *      Likelihood analysis ("non-parametric approach")                           *
0012  *      Also implemented is a "diagonalized likelihood approach",                 *
0013  *      which improves over the uncorrelated likelihood ansatz by transforming    *
0014  *      linearly the input variables into a diagonal space, using the square-root *
0015  *      of the covariance matrix. This approach can be chosen by inserting        *
0016  *      the letter "D" into the option string.                                    *
0017  *                                                                                *
0018  * Authors (alphabetical):                                                        *
0019  *      Andreas Hoecker <Andreas.Hocker@cern.ch> - CERN, Switzerland              *
0020  *      Peter Speckmayer   <Peter.Speckmazer@cern.ch> - CERN, Switzerland         *
0021  *      Joerg Stelzer      <Joerg.Stelzer@cern.ch>    - CERN, Switzerland         *
0022  *      Helge Voss         <Helge.Voss@cern.ch>       - MPI-K Heidelberg, Germany *
0023  *      Kai Voss        <Kai.Voss@cern.ch>       - U. of Victoria, Canada         *
0024  *      Jan Therhaag       <Jan.Therhaag@cern.ch>     - U of Bonn, Germany        *
0025  *      Eckhard v. Toerne  <evt@uni-bonn.de>          - U of Bonn, Germany        *
0026  *                                                                                *
0027  * Copyright (c) 2005-2011:                                                       *
0028  *      CERN, Switzerland                                                         *
0029  *      U. of Victoria, Canada                                                    *
0030  *      MPI-K Heidelberg, Germany                                                 *
0031  *      U. of Bonn, Germany                                                       *
0032  *                                                                                *
0033  * Redistribution and use in source and binary forms, with or without             *
0034  * modification, are permitted according to the terms listed in LICENSE           *
0035  * (see tmva/doc/LICENSE)                                          *
0036  **********************************************************************************/
0037 
0038 #ifndef ROOT_TMVA_MethodLikelihood
0039 #define ROOT_TMVA_MethodLikelihood
0040 
0041 //////////////////////////////////////////////////////////////////////////
0042 //                                                                      //
0043 // MethodLikelihood                                                     //
0044 //                                                                      //
0045 // Likelihood analysis ("non-parametric approach")                      //
0046 // Also implemented is a "diagonalized likelihood approach",            //
0047 // which improves over the uncorrelated likelihood ansatz by            //
0048 // transforming linearly the input variables into a diagonal space,     //
0049 // using the square-root of the covariance matrix                       //
0050 //                                                                      //
0051 //////////////////////////////////////////////////////////////////////////
0052 
0053 #include "TMVA/MethodBase.h"
0054 #include "TMVA/PDF.h"
0055 #include <vector>
0056 
0057 class TH1D;
0058 
0059 namespace TMVA {
0060 
0061    class MethodLikelihood : public MethodBase {
0062 
0063    public:
0064 
0065       MethodLikelihood( const TString& jobName,
0066                         const TString& methodTitle,
0067                         DataSetInfo& theData,
0068                         const TString& theOption = "");
0069 
0070       MethodLikelihood( DataSetInfo& theData,
0071                         const TString& theWeightFile);
0072 
0073       virtual ~MethodLikelihood();
0074 
0075       virtual Bool_t HasAnalysisType( Types::EAnalysisType type,
0076                                       UInt_t numberClasses, UInt_t numberTargets );
0077 
0078       // training method
0079       void Train();
0080 
0081       // write weights to file
0082       void WriteWeightsToStream( TFile& rf ) const;
0083       void AddWeightsXMLTo( void* parent ) const;
0084 
0085       // read weights from file
0086       void ReadWeightsFromStream( std::istream& istr );
0087       void ReadWeightsFromStream( TFile& istr );
0088       void ReadWeightsFromXML( void* wghtnode );
0089       // calculate the MVA value
0090       // the argument is used for internal ranking tests
0091       Double_t GetMvaValue( Double_t* err = nullptr, Double_t* errUpper = nullptr );
0092 
0093       // write method specific histos to target file
0094       void WriteMonitoringHistosToFile() const;
0095 
0096       // ranking of input variables
0097       const Ranking* CreateRanking();
0098 
0099       virtual void WriteOptionsToStream ( std::ostream& o, const TString& prefix ) const;
0100 
0101    protected:
0102 
0103       void DeclareCompatibilityOptions();
0104 
0105       // make ROOT-independent C++ class for classifier response (classifier-specific implementation)
0106       void MakeClassSpecific( std::ostream&, const TString& ) const;
0107 
0108       // header and auxiliary classes
0109       void MakeClassSpecificHeader( std::ostream&, const TString& = "" ) const;
0110 
0111       // get help message text
0112       void GetHelpMessage() const;
0113 
0114    private:
0115 
0116       // returns transformed or non-transformed output
0117       Double_t TransformLikelihoodOutput( Double_t ps, Double_t pb ) const;
0118 
0119       // the option handling methods
0120       void Init();
0121       void DeclareOptions();
0122       void ProcessOptions();
0123 
0124       // options
0125       Double_t             fEpsilon;                   ///< minimum number of likelihood (to avoid zero)
0126       Bool_t               fTransformLikelihoodOutput; ///< likelihood output is sigmoid-transformed
0127 
0128       Int_t                fDropVariable;              ///<  for ranking test
0129 
0130       std::vector<TH1*>*   fHistSig;                   ///< signal PDFs (histograms)
0131       std::vector<TH1*>*   fHistBgd;                   ///< background PDFs (histograms)
0132       std::vector<TH1*>*   fHistSig_smooth;            ///< signal PDFs (smoothed histograms)
0133       std::vector<TH1*>*   fHistBgd_smooth;            ///< background PDFs (smoothed histograms)
0134 
0135       PDF*                 fDefaultPDFLik;             ///< pdf that contains default definitions
0136       std::vector<PDF*>*   fPDFSig;                    ///< list of PDFs (signal)
0137       std::vector<PDF*>*   fPDFBgd;                    ///< list of PDFs (background)
0138 
0139       // default initialisation called by all constructors
0140 
0141       // obsolete variables kept for backward compatibility
0142       Int_t                fNsmooth;                   ///< number of smooth passes
0143       Int_t*               fNsmoothVarS;               ///< number of smooth passes
0144       Int_t*               fNsmoothVarB;               ///< number of smooth passes
0145       Int_t                fAverageEvtPerBin;          ///< average events per bin; used to calculate fNbins
0146       Int_t*               fAverageEvtPerBinVarS;      ///< average events per bin; used to calculate fNbins
0147       Int_t*               fAverageEvtPerBinVarB;      ///< average events per bin; used to calculate fNbins
0148       TString              fBorderMethodString;        ///< the method to take care about "border" effects (string)
0149       Float_t              fKDEfineFactor;             ///< fine tuning factor for Adaptive KDE
0150       TString              fKDEiterString;             ///< Number of iterations (string)
0151       TString              fKDEtypeString;             ///< Kernel type to use for KDE (string)
0152       TString*             fInterpolateString;         ///< which interpolation method used for reference histograms (individual for each variable)
0153 
0154       ClassDef(MethodLikelihood,0); // Likelihood analysis ("non-parametric approach")
0155    };
0156 
0157 } // namespace TMVA
0158 
0159 #endif // MethodLikelihood_H