108 if (fModule)
delete fModule;
126 DeclareOptionRef(fnkNN = 20,
"nkNN",
"Number of k-nearest neighbors");
127 DeclareOptionRef(fBalanceDepth = 6,
"BalanceDepth",
"Binary tree balance depth");
128 DeclareOptionRef(fScaleFrac = 0.80,
"ScaleFrac",
"Fraction of events used to compute variable width");
129 DeclareOptionRef(fSigmaFact = 1.0,
"SigmaFact",
"Scale factor for sigma in Gaussian kernel");
130 DeclareOptionRef(fKernel =
"Gaus",
"Kernel",
"Use polynomial (=Poln) or Gaussian (=Gaus) kernel");
131 DeclareOptionRef(fTrim =
kFALSE,
"Trim",
"Use equal number of signal and background events");
132 DeclareOptionRef(fUseKernel =
kFALSE,
"UseKernel",
"Use polynomial kernel weight");
133 DeclareOptionRef(fUseWeight =
kTRUE,
"UseWeight",
"Use weight to count kNN events");
134 DeclareOptionRef(fUseLDA =
kFALSE,
"UseLDA",
"Use local linear discriminant - experimental feature");
142 DeclareOptionRef(fTreeOptDepth = 6,
"TreeOptDepth",
"Binary tree optimisation depth");
152 Log() << kWARNING <<
"kNN must be a positive integer: set kNN = " << fnkNN <<
Endl;
154 if (fScaleFrac < 0.0) {
156 Log() << kWARNING <<
"ScaleFrac can not be negative: set ScaleFrac = " << fScaleFrac <<
Endl;
158 if (fScaleFrac > 1.0) {
161 if (!(fBalanceDepth > 0)) {
163 Log() << kWARNING <<
"Optimize must be a positive integer: set Optimize = " << fBalanceDepth <<
Endl;
168 <<
" kNN = \n" << fnkNN
169 <<
" UseKernel = \n" << fUseKernel
170 <<
" SigmaFact = \n" << fSigmaFact
171 <<
" ScaleFrac = \n" << fScaleFrac
172 <<
" Kernel = \n" << fKernel
173 <<
" Trim = \n" << fTrim
174 <<
" Optimize = " << fBalanceDepth <<
Endl;
206 Log() << kFATAL <<
"ModulekNN is not created" <<
Endl;
212 if (fScaleFrac > 0.0) {
219 Log() << kINFO <<
"Creating kd-tree with " << fEvent.size() <<
" events" <<
Endl;
221 for (kNN::EventVec::const_iterator event = fEvent.begin();
event != fEvent.end(); ++event) {
222 fModule->Add(*event);
226 fModule->Fill(static_cast<UInt_t>(fBalanceDepth),
227 static_cast<UInt_t>(100.0*fScaleFrac),
236 Log() << kHEADER <<
"<Train> start..." <<
Endl;
238 if (IsNormalised()) {
239 Log() << kINFO <<
"Input events are normalized - setting ScaleFrac to 0" <<
Endl;
243 if (!fEvent.empty()) {
244 Log() << kINFO <<
"Erasing " << fEvent.size() <<
" previously stored events" <<
Endl;
247 if (GetNVariables() < 1)
248 Log() << kFATAL <<
"MethodKNN::Train() - mismatched or wrong number of event variables" <<
Endl;
251 Log() << kINFO <<
"Reading " << GetNEvents() <<
" events" <<
Endl;
253 for (
UInt_t ievt = 0; ievt < GetNEvents(); ++ievt) {
255 const Event* evt_ = GetEvent(ievt);
259 if (IgnoreEventsWithNegWeightsInTraining() && weight <= 0)
continue;
261 kNN::VarVec vvec(GetNVariables(), 0.0);
262 for (
UInt_t ivar = 0; ivar < evt_ -> GetNVariables(); ++ivar) vvec[ivar] = evt_->
GetValue(ivar);
266 if (DataInfo().IsSignal(evt_)) {
267 fSumOfWeightsS += weight;
271 fSumOfWeightsB += weight;
278 kNN::Event event_knn(vvec, weight, event_type);
280 fEvent.push_back(event_knn);
284 <<
"Number of signal events " << fSumOfWeightsS <<
Endl 285 <<
"Number of background events " << fSumOfWeightsB <<
Endl;
299 NoErrorCalc(err, errUpper);
304 const Event *ev = GetEvent();
305 const Int_t nvar = GetNVariables();
309 kNN::VarVec vvec(static_cast<UInt_t>(nvar), 0.0);
311 for (
Int_t ivar = 0; ivar < nvar; ++ivar) {
319 fModule->Find(event_knn, knn + 2);
321 const kNN::List &rlist = fModule->GetkNNList();
322 if (rlist.size() != knn + 2) {
323 Log() << kFATAL <<
"kNN result list is empty" <<
Endl;
332 Bool_t use_gaus =
false, use_poln =
false;
334 if (fKernel ==
"Gaus") use_gaus =
true;
335 else if (fKernel ==
"Poln") use_poln =
true;
345 if (!(kradius > 0.0)) {
346 Log() << kFATAL <<
"kNN radius is not positive" <<
Endl;
356 std::vector<Double_t> rms_vec;
360 if (rms_vec.empty() || rms_vec.size() != event_knn.
GetNVar()) {
361 Log() << kFATAL <<
"Failed to compute RMS vector" <<
Endl;
367 Double_t weight_all = 0, weight_sig = 0, weight_bac = 0;
369 for (kNN::List::const_iterator lit = rlist.begin(); lit != rlist.end(); ++lit) {
376 if (lit->second < 0.0) {
377 Log() << kFATAL <<
"A neighbor has negative distance to query event" <<
Endl;
379 else if (!(lit->second > 0.0)) {
380 Log() << kVERBOSE <<
"A neighbor has zero distance to query event" <<
Endl;
388 if (fUseWeight) weight_all += evweight;
392 if (fUseWeight) weight_sig += evweight;
396 if (fUseWeight) weight_bac += evweight;
400 Log() << kFATAL <<
"Unknown type for training event" <<
Endl;
406 if (count_all >= knn) {
412 if (!(count_all > 0)) {
413 Log() << kFATAL <<
"Size kNN result list is not positive" <<
Endl;
418 if (count_all < knn) {
419 Log() << kDEBUG <<
"count_all and kNN have different size: " << count_all <<
" < " << knn <<
Endl;
423 if (!(weight_all > 0.0)) {
424 Log() << kFATAL <<
"kNN result total weight is not positive" <<
Endl;
428 return weight_sig/weight_all;
437 if( fRegressionReturnVal == 0 )
438 fRegressionReturnVal =
new std::vector<Float_t>;
440 fRegressionReturnVal->clear();
445 const Event *evt = GetEvent();
446 const Int_t nvar = GetNVariables();
448 std::vector<float> reg_vec;
450 kNN::VarVec vvec(static_cast<UInt_t>(nvar), 0.0);
452 for (
Int_t ivar = 0; ivar < nvar; ++ivar) {
460 fModule->Find(event_knn, knn + 2);
462 const kNN::List &rlist = fModule->GetkNNList();
463 if (rlist.size() != knn + 2) {
464 Log() << kFATAL <<
"kNN result list is empty" <<
Endl;
465 return *fRegressionReturnVal;
472 for (kNN::List::const_iterator lit = rlist.begin(); lit != rlist.end(); ++lit) {
479 if (reg_vec.empty()) {
480 reg_vec= kNN::VarVec(tvec.size(), 0.0);
483 for(
UInt_t ivar = 0; ivar < tvec.size(); ++ivar) {
484 if (fUseWeight) reg_vec[ivar] += tvec[ivar]*weight;
485 else reg_vec[ivar] += tvec[ivar];
488 if (fUseWeight) weight_all += weight;
494 if (count_all == knn) {
500 if (!(weight_all > 0.0)) {
501 Log() << kFATAL <<
"Total weight sum is not positive: " << weight_all <<
Endl;
502 return *fRegressionReturnVal;
505 for (
UInt_t ivar = 0; ivar < reg_vec.size(); ++ivar) {
506 reg_vec[ivar] /= weight_all;
510 fRegressionReturnVal->insert(fRegressionReturnVal->begin(), reg_vec.begin(), reg_vec.end());
512 return *fRegressionReturnVal;
529 if (fEvent.size()>0)
gTools().
AddAttr(wght,
"NVar",fEvent.begin()->GetNVar());
530 if (fEvent.size()>0)
gTools().
AddAttr(wght,
"NTgt",fEvent.begin()->GetNTgt());
532 for (kNN::EventVec::const_iterator event = fEvent.begin();
event != fEvent.end(); ++event) {
534 std::stringstream
s(
"");
536 for (
UInt_t ivar = 0; ivar <
event->GetNVar(); ++ivar) {
537 if (ivar>0)
s <<
" ";
538 s << std::scientific <<
event->GetVar(ivar);
541 for (
UInt_t itgt = 0; itgt <
event->GetNTgt(); ++itgt) {
542 s <<
" " << std::scientific <<
event->GetTgt(itgt);
555 UInt_t nvar = 0, ntgt = 0;
565 kNN::VarVec vvec(nvar, 0);
566 kNN::VarVec tvec(ntgt, 0);
570 std::stringstream
s(
gTools().GetContent(ch) );
572 for(
UInt_t ivar=0; ivar<nvar; ivar++)
575 for(
UInt_t itgt=0; itgt<ntgt; itgt++)
580 kNN::Event event_knn(vvec, evtWeight, evtType, tvec);
581 fEvent.push_back(event_knn);
593 Log() << kINFO <<
"Starting ReadWeightsFromStream(std::istream& is) function..." <<
Endl;
595 if (!fEvent.empty()) {
596 Log() << kINFO <<
"Erasing " << fEvent.size() <<
" previously stored events" <<
Endl;
604 std::getline(is,
line);
606 if (
line.empty() ||
line.find(
"#") != std::string::npos) {
611 std::string::size_type pos=0;
612 while( (pos=
line.find(
',',pos)) != std::string::npos ) { count++; pos++; }
617 if (count < 3 || nvar != count - 2) {
618 Log() << kFATAL <<
"Missing comma delimeter(s)" <<
Endl;
625 kNN::VarVec vvec(nvar, 0.0);
628 std::string::size_type prev = 0;
630 for (std::string::size_type ipos = 0; ipos <
line.size(); ++ipos) {
631 if (
line[ipos] !=
',' && ipos + 1 !=
line.size()) {
635 if (!(ipos > prev)) {
636 Log() << kFATAL <<
"Wrong substring limits" <<
Endl;
639 std::string vstring =
line.substr(prev, ipos - prev);
640 if (ipos + 1 ==
line.size()) {
641 vstring =
line.substr(prev, ipos - prev + 1);
644 if (vstring.empty()) {
645 Log() << kFATAL <<
"Failed to parse string" <<
Endl;
651 else if (vcount == 1) {
652 type = std::atoi(vstring.c_str());
654 else if (vcount == 2) {
655 weight = std::atof(vstring.c_str());
657 else if (vcount - 3 < vvec.size()) {
658 vvec[vcount - 3] = std::atof(vstring.c_str());
661 Log() << kFATAL <<
"Wrong variable count" <<
Endl;
668 fEvent.push_back(
kNN::Event(vvec, weight, type));
671 Log() << kINFO <<
"Read " << fEvent.size() <<
" events from text file" <<
Endl;
682 Log() << kINFO <<
"Starting WriteWeightsToStream(TFile &rf) function..." <<
Endl;
684 if (fEvent.empty()) {
685 Log() << kWARNING <<
"MethodKNN contains no events " <<
Endl;
691 tree->SetDirectory(0);
692 tree->Branch(
"event",
"TMVA::kNN::Event", &event);
695 for (kNN::EventVec::const_iterator it = fEvent.begin(); it != fEvent.end(); ++it) {
697 size +=
tree->Fill();
706 Log() << kINFO <<
"Wrote " << size <<
"MB and " << fEvent.size()
707 <<
" events to ROOT file" <<
Endl;
718 Log() << kINFO <<
"Starting ReadWeightsFromStream(TFile &rf) function..." <<
Endl;
720 if (!fEvent.empty()) {
721 Log() << kINFO <<
"Erasing " << fEvent.size() <<
" previously stored events" <<
Endl;
728 Log() << kFATAL <<
"Failed to find knn tree" <<
Endl;
733 tree->SetBranchAddress(
"event", &event);
738 for (
Int_t i = 0; i < nevent; ++i) {
739 size +=
tree->GetEntry(i);
740 fEvent.push_back(*event);
746 Log() << kINFO <<
"Read " << size <<
"MB and " << fEvent.size()
747 <<
" events from ROOT file" <<
Endl;
760 fout <<
" // not implemented for class: \"" << className <<
"\"" << std::endl;
761 fout <<
"};" << std::endl;
775 Log() <<
"The k-nearest neighbor (k-NN) algorithm is a multi-dimensional classification" <<
Endl 776 <<
"and regression algorithm. Similarly to other TMVA algorithms, k-NN uses a set of" <<
Endl 777 <<
"training events for which a classification category/regression target is known. " <<
Endl 778 <<
"The k-NN method compares a test event to all training events using a distance " <<
Endl 779 <<
"function, which is an Euclidean distance in a space defined by the input variables. "<<
Endl 780 <<
"The k-NN method, as implemented in TMVA, uses a kd-tree algorithm to perform a" <<
Endl 781 <<
"quick search for the k events with shortest distance to the test event. The method" <<
Endl 782 <<
"returns a fraction of signal events among the k neighbors. It is recommended" <<
Endl 783 <<
"that a histogram which stores the k-NN decision variable is binned with k+1 bins" <<
Endl 784 <<
"between 0 and 1." <<
Endl;
787 Log() <<
gTools().
Color(
"bold") <<
"--- Performance tuning via configuration options: " 790 Log() <<
"The k-NN method estimates a density of signal and background events in a "<<
Endl 791 <<
"neighborhood around the test event. The method assumes that the density of the " <<
Endl 792 <<
"signal and background events is uniform and constant within the neighborhood. " <<
Endl 793 <<
"k is an adjustable parameter and it determines an average size of the " <<
Endl 794 <<
"neighborhood. Small k values (less than 10) are sensitive to statistical " <<
Endl 795 <<
"fluctuations and large (greater than 100) values might not sufficiently capture " <<
Endl 796 <<
"local differences between events in the training set. The speed of the k-NN" <<
Endl 797 <<
"method also increases with larger values of k. " <<
Endl;
799 Log() <<
"The k-NN method assigns equal weight to all input variables. Different scales " <<
Endl 800 <<
"among the input variables is compensated using ScaleFrac parameter: the input " <<
Endl 801 <<
"variables are scaled so that the widths for central ScaleFrac*100% events are " <<
Endl 802 <<
"equal among all the input variables." <<
Endl;
805 Log() <<
gTools().
Color(
"bold") <<
"--- Additional configuration options: " 808 Log() <<
"The method inclues an option to use a Gaussian kernel to smooth out the k-NN" <<
Endl 809 <<
"response. The kernel re-weights events using a distance to the test event." <<
Endl;
819 if (!(avalue < 1.0)) {
823 const Double_t prod = 1.0 - avalue * avalue * avalue;
825 return (prod * prod * prod);
832 const kNN::Event &event,
const std::vector<Double_t> &svec)
const 834 if (event_knn.
GetNVar() !=
event.GetNVar() || event_knn.
GetNVar() != svec.size()) {
835 Log() << kFATAL <<
"Mismatched vectors in Gaussian kernel function" <<
Endl;
842 double sum_exp = 0.0;
844 for(
unsigned int ivar = 0; ivar < event_knn.
GetNVar(); ++ivar) {
846 const Double_t diff_ =
event.GetVar(ivar) - event_knn.
GetVar(ivar);
848 if (!(sigm_ > 0.0)) {
849 Log() << kFATAL <<
"Bad sigma value = " << sigm_ <<
Endl;
853 sum_exp += diff_*diff_/(2.0*sigm_*sigm_);
875 for (kNN::List::const_iterator lit = rlist.begin(); lit != rlist.end(); ++lit)
877 if (!(lit->second > 0.0))
continue;
879 if (kradius < lit->
second || kradius < 0.0) kradius = lit->second;
882 if (kcount >= knn)
break;
895 std::vector<Double_t> rvec;
899 for (kNN::List::const_iterator lit = rlist.begin(); lit != rlist.end(); ++lit)
901 if (!(lit->second > 0.0))
continue;
904 const kNN::Event &event_ = node_-> GetEvent();
907 rvec.insert(rvec.end(), event_.
GetNVar(), 0.0);
909 else if (rvec.size() != event_.
GetNVar()) {
910 Log() << kFATAL <<
"Wrong number of variables, should never happen!" <<
Endl;
915 for(
unsigned int ivar = 0; ivar < event_.
GetNVar(); ++ivar) {
917 rvec[ivar] += diff_*diff_;
921 if (kcount >= knn)
break;
925 Log() << kFATAL <<
"Bad event kcount = " << kcount <<
Endl;
930 for(
unsigned int ivar = 0; ivar < rvec.size(); ++ivar) {
931 if (!(rvec[ivar] > 0.0)) {
932 Log() << kFATAL <<
"Bad RMS value = " << rvec[ivar] <<
Endl;
937 rvec[ivar] = std::abs(fSigmaFact)*
std::sqrt(rvec[ivar]/kcount);
949 for (kNN::List::const_iterator lit = rlist.begin(); lit != rlist.end(); ++lit) {
956 sig_vec.push_back(tvec);
959 bac_vec.push_back(tvec);
962 Log() << kFATAL <<
"Unknown type for training event" <<
Endl;
966 fLDA.Initialize(sig_vec, bac_vec);
968 return fLDA.GetProb(event_knn.
GetVars(), 1);
virtual void Clear(Option_t *="")
void ProcessOptions()
process the options specified by the user
void AddWeightsXMLTo(void *parent) const
write weights to XML
MsgLogger & Endl(MsgLogger &ml)
Singleton class for Global types used by TMVA.
void MakeClassSpecific(std::ostream &, const TString &) const
write specific classifier response
void DeclareOptions()
MethodKNN options.
A ROOT file is a suite of consecutive data records (TKey instances) with a well defined format...
void Train(void)
kNN training
Virtual base Class for all MVA method.
virtual TObject * Get(const char *namecycle)
Return pointer to object identified by namecycle.
This file contains binary tree and global function template that searches tree for k-nearest neigbors...
void MakeKNN(void)
create kNN
Ranking for variables in method (implementation)
VarType GetVar(UInt_t i) const
Double_t GetWeight() const
void DeclareCompatibilityOptions()
options that are used ONLY for the READER to ensure backward compatibility
virtual Int_t WriteTObject(const TObject *obj, const char *name=0, Option_t *option="", Int_t bufsize=0)
Write object obj to this directory.
void ReadWeightsFromStream(std::istream &istr)
read the weights
const std::vector< Double_t > getRMS(const kNN::List &rlist, const kNN::Event &event_knn) const
Get polynomial kernel radius.
void Init(void)
Initialization.
Double_t GetWeight() const
const VarVec & GetTargets() const
Double_t GausKernel(const kNN::Event &event_knn, const kNN::Event &event, const std::vector< Double_t > &svec) const
Gaussian kernel.
Class that contains all the data information.
void SetTargets(const VarVec &tvec)
Double_t GetWeight() const
return the event weight - depending on whether the flag IgnoreNegWeightsInTraining is or not...
static constexpr double second
Double_t PolnKernel(Double_t value) const
polynomial kernel
void WriteWeightsToStream(TFile &rf) const
save weights to ROOT file
std::vector< Float_t > & GetTargets()
Double_t GetMvaValue(Double_t *err=0, Double_t *errUpper=0)
Compute classifier response.
virtual ~MethodKNN(void)
destructor
const Ranking * CreateRanking()
no ranking available
void GetHelpMessage() const
get help message text
Float_t GetValue(UInt_t ivar) const
return value of i'th variable
void ReadWeightsFromXML(void *wghtnode)
Analysis of k-nearest neighbor.
static constexpr double s
virtual Bool_t HasAnalysisType(Types::EAnalysisType type, UInt_t numberClasses, UInt_t numberTargets)
FDA can handle classification with 2 classes and regression with one regression-target.
const VarVec & GetVars() const
#define REGISTER_METHOD(CLASS)
for example
Abstract ClassifierFactory template that handles arbitrary types.
virtual void DeclareCompatibilityOptions()
options that are used ONLY for the READER to ensure backward compatibility they are hence without any...
std::vector< std::vector< Float_t > > LDAEvents
Double_t getKernelRadius(const kNN::List &rlist) const
Get polynomial kernel radius.
A TTree object has a header with a name and a title.
Double_t Sqrt(Double_t x)
const std::vector< Float_t > & GetRegressionValues()
Return vector of averages for target values of k-nearest neighbors.
MethodKNN(const TString &jobName, const TString &methodTitle, DataSetInfo &theData, const TString &theOption="KNN")
standard constructor
double getLDAValue(const kNN::List &rlist, const kNN::Event &event_knn)
const T & GetEvent() const