Re: [TMVA-users] Training a BDT with sweights

[Christophe C. <chr...@tu...>]

Hi Helge, 

thanks for the quick reply! I only found a quite old tmva version in the repo http://tmva.svn.sourceforge.net/viewvc/tmva/

Can you point me to a newer one? Or, if its not too much work for you, you may just send me the patch?

Thanks
Christophe



Am Freitag, 9. November 2012 um 16:21 schrieb Helge Voss:

> Hi Christophe,
> 
> yes.. that's a tiny bug I've fixed already some time ago, but it
> didn't make it's
> way yet into the official ROOT release. Its caused by the fact that the weights
> are not taken into account when calculating if the mean value of
> MVA_Signal > or < than mean MVA_Backgound... hence deciding if a cut
> selects rather Signal or Background.
> 
> It wasn't spotted earlier, as typcially the event weight's don't
> change the distributions
> so much... but with s-weights, they do. Hence... Training and
> everything is correct,
> it is just when doing the efficinecy plots/calculations that this
> matters and goes wrong.
> 
> 
> 
> Now, unfortunatly, the current 'dev' version that you could check out
> from svn is quite a
> bit different fromt ROOT version. I you don't mind that.. please use
> that. Otherwise I
> would have to get you a patch.. and you'd have to 're-compile' your ROOT..
> 
> sorry..
> 
> Cheers,
> 
> Helge
> 
> 
> 2012/11/9 Christophe Cauet <chr...@tu... (mailto:chr...@tu...)>:
> > Dear experts,
> > 
> > I'm experiencing some trouble training a BDT with TMVA.
> > 
> > As far as I can decide the classifier distribution looks not too bad for the
> > BDT
> > * https://dl.dropbox.com/u/171315/tmva/classifier_distribution_BDT.png
> > as well as for a Fisher discriminant which I use as a reference, since I was
> > always getting quite good results with it:
> > * https://dl.dropbox.com/u/171315/tmva/classifier_distribution_Fisher.png
> > 
> > However the the cut efficiencies as well as the ROC curve look very strange:
> > * https://dl.dropbox.com/u/171315/tmva/cut_efficiencies_BDT.png
> > * https://dl.dropbox.com/u/171315/tmva/cut_efficiencies_Fisher.png
> > * https://dl.dropbox.com/u/171315/tmva/ROC_curve.png
> > 
> > I'm using a single TTree as input and sweights from an sSplot via:
> > 
> > factory->SetWeightExpression("sweight_sig", "Signal");
> > factory->SetWeightExpression("sweight_bkg", "Background");
> > 
> > to discriminate between signal and background events for training and
> > testing.
> > 
> > There are about 130k signal and 20k background events in my sample.
> > 
> > As I never experienced such problems before I guess it has something to do
> > with the sweights.
> > 
> > Do you ever tried that before or have a clue whats going wrong?
> > 
> > Thanks
> > Christophe
> > 
> > 
> > 
> > PS:
> > The TMVA output is:
> > https://dl.dropbox.com/u/171315/tmva/tmva_output.txt
> > 
> > The factory options are
> > V:!Silent:Color:DrawProgressBar:Transformations=I;D;P;G,D:AnalysisType=Classification
> > 
> > The split options are:
> > SplitMode=Random:!V:SplitSeed=0:nTrain_Signal=0:nTest_Signal=0:nTrain_Background=0:nTest_Background=0
> > 
> > The BDT options are:
> > !V:NTrees=400:nEventsMin=400:MaxDepth=3:BoostType=AdaBoost:SeparationType=GiniIndex:nCuts=20:PruneMethod=NoPruning:VarTransform=Decorrelate
> > I also tried adding IgnoreNegWeightsInTraining
> > 
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> 
> 
>