Forest.cc

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//                            Forest.cxx                                //
// =====================================================================//
// This is the object implementation of a forest of decision trees.     //
// We need this to implement gradient boosting.                         //
// References include                                                   //
//    *Elements of Statistical Learning by Hastie,                      //
//     Tibshirani, and Friedman.                                        //
//    *Greedy Function Approximation: A Gradient Boosting Machine.      //
//     Friedman. The Annals of Statistics, Vol. 29, No. 5. Oct 2001.    //
//    *Inductive Learning of Tree-based Regression Models. Luis Torgo.  //    
//                                                                      //

// _______________________Includes_______________________________________//

#include "L1Trigger/L1TMuonEndCap/interface/Forest.h"
#include "L1Trigger/L1TMuonEndCap/interface/Utilities.h"

#include "TStopwatch.h"

#include <iostream>
#include <sstream>
#include <algorithm>
#include <fstream>
#include <utility>

using namespace emtf;

// _______________________Constructor(s)________________________________//

L1TForest::L1TForest()
{
  events = std::vector< std::vector<Event*> >(1);
}

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

L1TForest::L1TForest(std::vector<Event*>& trainingEvents)
{
  setTrainingEvents(trainingEvents);
}

// _______________________Destructor____________________________________//

L1TForest::~L1TForest()
{
  // When the forest is destroyed it will delete the trees as well as the
  // events from the training and testing sets.
  // The user may want the events to remain after they destroy the forest
  // this should be changed in future upgrades.
  
  for(unsigned int i=0; i < trees.size(); i++)
    { 
      delete trees[i];
    }
}
// ______________________Get/Set_Functions______________________________//

void L1TForest::setTrainingEvents(std::vector<Event*>& trainingEvents)
{
  // tell the forest which events to use for training
  
  Event* e = trainingEvents[0];
  // Unused variable
  // unsigned int numrows = e->data.size();
  
  // Reset the events matrix. 
  events = std::vector< std::vector<Event*> >();

  events.reserve(e->data.size());
  
  for(unsigned int i=0; i<e->data.size(); i++) 
    {    
      events.push_back(trainingEvents);
    }    
}

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

// return a copy of the training events
std::vector<Event*> L1TForest::getTrainingEvents(){ return events[0]; }

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

// return the ith tree
emtf::Tree* L1TForest::getTree(unsigned int i)
{ 
  if(/*i>=0 && */i<trees.size()) return trees[i]; 
  else
    {
      //std::cout << i << "is an invalid input for getTree. Out of range." << std::endl;
      return 0;
    }
}

// ______________________Various_Helpful_Functions______________________//

unsigned int L1TForest::size()
{
  // Return the number of trees in the forest.
  return trees.size();
}

//*** Need to make a data structure that includes the next few functions ***
//*** pertaining to events. These don't really have much to do with the  ***
//*** forest class.                                                      ***

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

void L1TForest::listEvents(std::vector< std::vector<Event*> >& e)
{
  // Simply list the events in each event vector. We have multiple copies
  // of the events vector. Each copy is sorted according to a different
  // determining variable.
  std::cout << std::endl << "Listing Events... " << std::endl;
  
  for(unsigned int i=0; i < e.size(); i++)
    {
      std::cout << std::endl << "Variable " << i << " vector contents: " << std::endl;
      for(unsigned int j=0; j<e[i].size(); j++)
        {
      e[i][j]->outputEvent();
        }   
      std::cout << std::endl;
    }
}

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

// We have to initialize Event::sortingIndex outside of a function since
// it is a static member.
Int_t Event::sortingIndex = 1;

bool compareEvents(Event* e1, Event* e2)
{
  // Sort the events according to the variable given by the sortingIndex.
  return e1->data[Event::sortingIndex] < e2->data[Event::sortingIndex];
}
// ----------------------------------------------------------------------

bool compareEventsById(Event* e1, Event* e2)
{
  // Sort the events by ID. We need this to produce rate plots.
  return e1->id < e2->id;
}
// ----------------------------------------------------------------------

void L1TForest::sortEventVectors(std::vector< std::vector<Event*> >& e)
{
  // When a node chooses the optimum split point and split variable it needs
  // the events to be sorted according to the variable it is considering.
  
  for(unsigned int i=0; i<e.size(); i++)
    {
      Event::sortingIndex = i;
      std::sort(e[i].begin(), e[i].end(), compareEvents);
    }
}

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

void L1TForest::rankVariables(std::vector<int>& rank)
{
  // This function ranks the determining variables according to their importance
  // in determining the fit. Use a low learning rate for better results.
  // Separates completely useless variables from useful ones well,
  // but isn't the best at separating variables of similar importance. 
  // This is calculated using the error reduction on the training set. The function
  // should be changed to use the testing set, but this works fine for now.
  // I will try to change this in the future.
  
  // Initialize the vector v, which will store the total error reduction
  // for each variable i in v[i].
  std::vector<double> v(events.size(), 0);
  
  //std::cout << std::endl << "Ranking Variables by Net Error Reduction... " << std::endl;
  
  for(unsigned int j=0; j < trees.size(); j++)
    {
      trees[j]->rankVariables(v); 
    }
  
  double max = *std::max_element(v.begin(), v.end());
  
  // Scale the importance. Maximum importance = 100.
  for(unsigned int i=0; i < v.size(); i++)
    {
      v[i] = 100*v[i]/max;
    }
  
  // Change the storage format so that we can keep the index 
  // and the value associated after sorting.
  std::vector< std::pair<double, Int_t> > w(events.size());
  
  for(unsigned int i=0; i<v.size(); i++)
    {
      w[i] = std::pair<double, Int_t>(v[i],i);
    }
  
  // Sort so that we can output in order of importance.
  std::sort(w.begin(),w.end());
  
  // Output the results.
  for(int i=(v.size()-1); i>=0; i--)
    {
      rank.push_back(w[i].second);
      // std::cout << "x" << w[i].second  << ": " << w[i].first  << std::endl; 
    }
  
  //std::cout << std::endl << "Done." << std::endl << std::endl;
}

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

void L1TForest::saveSplitValues(const char* savefilename)
{
  // This function gathers all of the split values from the forest and puts them into lists.
  
  std::ofstream splitvaluefile;
  splitvaluefile.open(savefilename);
  
  // Initialize the matrix v, which will store the list of split values
  // for each variable i in v[i].
  std::vector<std::vector<double>> v(events.size(), std::vector<double>());
  
  //std::cout << std::endl << "Gathering split values... " << std::endl;
  
  // Gather the split values from each tree in the forest.
  for(unsigned int j=0; j<trees.size(); j++)
    {
      trees[j]->getSplitValues(v); 
    }
  
  // Sort the lists of split values and remove the duplicates.
  for(unsigned int i=0; i<v.size(); i++)
    {
      std::sort(v[i].begin(),v[i].end());
      v[i].erase( unique( v[i].begin(), v[i].end() ), v[i].end() );
    }
  
  // Output the results after removing duplicates.
  // The 0th variable is special and is not used for splitting, so we start at 1.
  for(unsigned int i=1; i<v.size(); i++)
    {
      TString splitValues;
      for(unsigned int j=0; j<v[i].size(); j++)
    {
      std::stringstream ss;
      ss.precision(14);
      ss << std::scientific << v[i][j];
      splitValues+=","; 
      splitValues+=ss.str().c_str();
    }
      
      splitValues=splitValues(1,splitValues.Length());
      splitvaluefile << splitValues << std::endl << std::endl;;
    }
}
// ______________________Update_Events_After_Fitting____________________//

void L1TForest::updateRegTargets(emtf::Tree* tree, double learningRate, L1TLossFunction* l)
{
  // Prepare the global vector of events for the next tree.
  // Update the fit for each event and set the new target value
  // for the next tree.
  
  // Get the list of terminal nodes for this tree.
  std::list<Node*>& tn = tree->getTerminalNodes();
  
  // Loop through the terminal nodes.
  for(std::list<Node*>::iterator it=tn.begin(); it!=tn.end(); it++)
    {   
      // Get the events in the current terminal region.
      std::vector<Event*>& v = (*it)->getEvents()[0];
      
      // Fit the events depending on the loss function criteria.
      double fit = l->fit(v);
      
      // Scale the rate at which the algorithm converges.
      fit = learningRate*fit;
      
      // Store the official fit value in the terminal node.
      (*it)->setFitValue(fit);
      
      // Loop through each event in the terminal region and update the
      // the target for the next tree.
      for(unsigned int j=0; j<v.size(); j++)
        {
      Event* e = v[j];
      e->predictedValue += fit;
      e->data[0] = l->target(e);
        }
      
      // Release memory.
      (*it)->getEvents() = std::vector< std::vector<Event*> >();
    }
}

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

void L1TForest::updateEvents(emtf::Tree* tree)
{
  // Prepare the test events for the next tree.
  
  // Get the list of terminal nodes for this tree.
  std::list<Node*>& tn = tree->getTerminalNodes();
  
  // Loop through the terminal nodes.
  for(std::list<Node*>::iterator it=tn.begin(); it!=tn.end(); it++)
    {   
      std::vector<Event*>& v = (*it)->getEvents()[0];
      double fit = (*it)->getFitValue();
      
      // Loop through each event in the terminal region and update the
      // the global event it maps to.
      for(unsigned int j=0; j<v.size(); j++)
        {   
      Event* e = v[j];
      e->predictedValue += fit;
        }   
      
      // Release memory.
      (*it)->getEvents() = std::vector< std::vector<Event*> >();
    }   
}

// ____________________Do/Test_the Regression___________________________//

void L1TForest::doRegression(Int_t nodeLimit, Int_t treeLimit, double learningRate, L1TLossFunction* l, const char* savetreesdirectory, bool saveTrees)
{
  // Build the forest using the training sample.
  
  //std::cout << std::endl << "--Building L1TForest..." << std::endl << std::endl;
  
  // The trees work with a matrix of events where the rows have the same set of events. Each row however
  // is sorted according to the feature variable given by event->data[row].
  // If we only had one set of events we would have to sort it according to the
  // feature variable every time we want to calculate the best split point for that feature.
  // By keeping sorted copies we avoid the sorting operation during splint point calculation
  // and save computation time. If we do not sort each of the rows the regression will fail.
  //std::cout << "Sorting event vectors..." << std::endl;
  sortEventVectors(events);
  
  // See how long the regression takes.
  TStopwatch timer;
  timer.Start(kTRUE);
  
  for(unsigned int i=0; i< (unsigned) treeLimit; i++)
    {
      // std::cout << "++Building Tree " << i << "... " << std::endl;
      emtf::Tree* tree = new emtf::Tree(events);
      trees.push_back(tree);    
      tree->buildTree(nodeLimit);
      
      // Update the targets for the next tree to fit.
      updateRegTargets(tree, learningRate, l);
      
      // Save trees to xml in some directory.
      std::ostringstream ss; 
      ss << savetreesdirectory << "/" << i << ".xml";
      std::string s = ss.str();
      const char* c = s.c_str();
      
      if(saveTrees) tree->saveToXML(c);
    }
  //std::cout << std::endl;
  //std::cout << std::endl << "Done." << std::endl << std::endl;
  
  //    std::cout << std::endl << "Total calculation time: " << timer.RealTime() << std::endl;
}

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

void L1TForest::predictEvents(std::vector<Event*>& eventsp, unsigned int numtrees)
{
  // Predict values for eventsp by running them through the forest up to numtrees.
  
  //std::cout << "Using " << numtrees << " trees from the forest to predict events ... " << std::endl;
  if(numtrees > trees.size())
    {
      //std::cout << std::endl << "!! Input greater than the forest size. Using forest.size() = " << trees.size() << " to predict instead." << std::endl;
      numtrees = trees.size();
    }
  
  // i iterates through the trees in the forest. Each tree corrects the last prediction.
  for(unsigned int i=0; i < numtrees; i++) 
    {
      //std::cout << "++Tree " << i << "..." << std::endl;
      appendCorrection(eventsp, i);
    }
}

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

void L1TForest::appendCorrection(std::vector<Event*>& eventsp, Int_t treenum)
{
  // Update the prediction by appending the next correction.
  
  emtf::Tree* tree = trees[treenum];
  tree->filterEvents(eventsp); 
  
  // Update the events with their new prediction.
  updateEvents(tree);
}

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

void L1TForest::predictEvent(Event* e, unsigned int numtrees)
{
  // Predict values for eventsp by running them through the forest up to numtrees.
  
  //std::cout << "Using " << numtrees << " trees from the forest to predict events ... " << std::endl;
  if(numtrees > trees.size())
    {
      //std::cout << std::endl << "!! Input greater than the forest size. Using forest.size() = " << trees.size() << " to predict instead." << std::endl;
      numtrees = trees.size();
    }
  
  // i iterates through the trees in the forest. Each tree corrects the last prediction.
  for(unsigned int i=0; i < numtrees; i++) 
    {
      //std::cout << "++Tree " << i << "..." << std::endl;
      appendCorrection(e, i);
    }
}

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

void L1TForest::appendCorrection(Event* e, Int_t treenum)
{
  // Update the prediction by appending the next correction.
  
  emtf::Tree* tree = trees[treenum];
  Node* terminalNode = tree->filterEvent(e); 
  
  // Update the event with its new prediction.
  double fit = terminalNode->getFitValue();
  e->predictedValue += fit;
}
// ----------------------------------------------------------------------------------

void L1TForest::loadL1TForestFromXML(const char* directory, unsigned int numTrees)
{
  // Load a forest that has already been created and stored into XML somewhere.
  
  // Initialize the vector of trees.
  trees = std::vector<emtf::Tree*>(numTrees);
  
  // Load the L1TForest.
  //std::cout << std::endl << "Loading L1TForest from XML ... " << std::endl;
  for(unsigned int i=0; i < numTrees; i++) 
    {   
      trees[i] = new emtf::Tree(); 
      
      std::stringstream ss;
      ss << directory << "/" << i << ".xml";
      
      //trees[i]->loadFromXML(ss.str().c_str());
      trees[i]->loadFromXML(edm::FileInPath(ss.str().c_str()).fullPath().c_str());
    }   
  
  // std::cout << "Done." << std::endl << std::endl;
}

// ___________________Stochastic_Sampling_&_Regression__________________//

void L1TForest::prepareRandomSubsample(double fraction)
{
  // We use this for Stochastic Gradient Boosting. Basically you
  // take a subsample of the training events and build a tree using
  // those. Then use the tree built from the subsample to update
  // the predictions for all the events.
  
  subSample = std::vector< std::vector<Event*> >(events.size()) ;
  size_t subSampleSize = fraction*events[0].size();
  
  // Randomize the first subSampleSize events in events[0].
  shuffle(events[0].begin(), events[0].end(), subSampleSize);
  
  // Get a copy of the random subset we just made.
  std::vector<Event*> v(events[0].begin(), events[0].begin()+subSampleSize); 
  
  // Initialize and sort the subSample collection.
  for(unsigned int i=0; i<subSample.size(); i++)
    {
      subSample[i] = v;
    }
  
  sortEventVectors(subSample);
}

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

void L1TForest::doStochasticRegression(Int_t nodeLimit, Int_t treeLimit, double learningRate, double fraction, L1TLossFunction* l)
{
  // If the fraction of events to use is one then this algorithm is slower than doRegression due to the fact
  // that we have to sort the events every time we extract a subsample. Without random sampling we simply 
  // use all of the events and keep them sorted.
  
  // Anyways, this algorithm uses a portion of the events to train each tree. All of the events are updated
  // afterwards with the results from the subsample built tree.
  
  // Prepare some things.
  sortEventVectors(events);
  trees = std::vector<emtf::Tree*>(treeLimit);
  
  // See how long the regression takes.
  TStopwatch timer;
  timer.Start(kTRUE); 
  
  // Output the current settings.
  // std::cout << std::endl << "Running stochastic regression ... " << std::endl;
  //std::cout << "# Nodes: " << nodeLimit << std::endl;
  //std::cout << "Learning Rate: " << learningRate << std::endl;
  //std::cout << "Bagging Fraction: " << fraction << std::endl;
  //std::cout << std::endl;
  
  for(unsigned int i=0; i< (unsigned) treeLimit; i++)
    {
      // Build the tree using a random subsample.
      prepareRandomSubsample(fraction);
      trees[i] = new emtf::Tree(subSample);    
      trees[i]->buildTree(nodeLimit);
      
      // Fit all of the events based upon the tree we built using
      // the subsample of events.
      trees[i]->filterEvents(events[0]);
      
      // Update the targets for the next tree to fit.
      updateRegTargets(trees[i], learningRate, l);
      
      // Save trees to xml in some directory.
      std::ostringstream ss; 
      ss << "trees/" << i << ".xml";
      std::string s = ss.str();
      const char* c = s.c_str();
      
      trees[i]->saveToXML(c);
    }
  
  //std::cout << std::endl << "Done." << std::endl << std::endl;
  
  //std::cout << std::endl << "Total calculation time: " << timer.RealTime() << std::endl;
}