TMVA::Tools::Instance();

auto inputFile = TFile::Open("https://raw.githubusercontent.com/iml-wg/tmvatutorials/master/inputdata.root");
auto outputFile = TFile::Open("TMVAOutputCV.root", "RECREATE");

TMVA::Factory factory("TMVAClassification", outputFile,
                      "!V:ROC:!Correlations:!Silent:Color:!DrawProgressBar:AnalysisType=Classification" ); 

TMVA::DataLoader loader("dataset");

loader.AddVariable("var1");
loader.AddVariable("var2");
loader.AddVariable("var3");

TTree *tsignal, *tbackground;
inputFile->GetObject("Sig", tsignal);
inputFile->GetObject("Bkg", tbackground);

TCut mycuts, mycutb;

loader.AddSignalTree    (tsignal,     1.0);   //signal weight  = 1
loader.AddBackgroundTree(tbackground, 1.0);   //background weight = 1 
loader.PrepareTrainingAndTestTree(mycuts, mycutb,
                                   "nTrain_Signal=1000:nTrain_Background=1000:SplitMode=Random:NormMode=NumEvents:!V" ); 


//Boosted Decision Trees
factory.BookMethod(&loader,TMVA::Types::kBDT, "BDT",
                   "!V:NTrees=200:MinNodeSize=2.5%:MaxDepth=2:BoostType=AdaBoost:AdaBoostBeta=0.5:UseBaggedBoost:BaggedSampleFraction=0.5:SeparationType=GiniIndex:nCuts=20" );

//Multi-Layer Perceptron (Neural Network)
factory.BookMethod(&loader, TMVA::Types::kMLP, "MLP",
                   "!H:!V:NeuronType=tanh:VarTransform=N:NCycles=100:HiddenLayers=N+5:TestRate=5:!UseRegulator" );

factory.TrainAllMethods();

factory.TestAllMethods();
factory.EvaluateAllMethods();    

%jsroot on

auto c1 = factory.GetROCCurve(&loader);
c1->Draw();