TMVA Classification Example Using a Recurrent Neural Network
This is an example of using a RNN in TMVA. We do classification using a toy time dependent data set that is generated when running this example macro
Author: Lorenzo Moneta
This notebook tutorial was automatically generated with ROOTBOOK-izer from the macro found in the ROOT repository on Tuesday, March 19, 2024 at 07:20 PM.
/***
# TMVA Classification Example Using a Recurrent Neural Network
This is an example of using a RNN in TMVA.
We do the classification using a toy data set containing a time series of data sample ntimes
and with dimension ndim that is generated when running the provided function `MakeTimeData (nevents, ntime, ndim)`
**/
#include<TROOT.h>
#include "TMVA/Factory.h"
#include "TMVA/DataLoader.h"
#include "TMVA/DataSetInfo.h"
#include "TMVA/Config.h"
#include "TMVA/MethodDL.h"
#include "TFile.h"
#include "TTree.h"
Helper function to generate the time data set make some time data but not of fixed length. use a poisson with mu = 5 and truncated at 10
%%cpp -d
void MakeTimeData(int n, int ntime, int ndim )
{
// const int ntime = 10;
// const int ndim = 30; // number of dim/time
TString fname = TString::Format("time_data_t%d_d%d.root", ntime, ndim);
std::vector<TH1 *> v1(ntime);
std::vector<TH1 *> v2(ntime);
int i = 0;
for (int i = 0; i < ntime; ++i) {
v1[i] = new TH1D(TString::Format("h1_%d", i), "h1", ndim, 0, 10);
v2[i] = new TH1D(TString::Format("h2_%d", i), "h2", ndim, 0, 10);
}
auto f1 = new TF1("f1", "gaus");
auto f2 = new TF1("f2", "gaus");
TFile f(fname, "RECREATE");
TTree sgn("sgn", "sgn");
TTree bkg("bkg", "bkg");
std::vector<std::vector<float>> x1(ntime);
std::vector<std::vector<float>> x2(ntime);
for (int i = 0; i < ntime; ++i) {
x1[i] = std::vector<float>(ndim);
x2[i] = std::vector<float>(ndim);
}
for (auto i = 0; i < ntime; i++) {
bkg.Branch(Form("vars_time%d", i), "std::vector<float>", &x1[i]);
sgn.Branch(Form("vars_time%d", i), "std::vector<float>", &x2[i]);
}
sgn.SetDirectory(&f);
bkg.SetDirectory(&f);
gRandom->SetSeed(0);
std::vector<double> mean1(ntime);
std::vector<double> mean2(ntime);
std::vector<double> sigma1(ntime);
std::vector<double> sigma2(ntime);
for (int j = 0; j < ntime; ++j) {
mean1[j] = 5. + 0.2 * sin(TMath::Pi() * j / double(ntime));
mean2[j] = 5. + 0.2 * cos(TMath::Pi() * j / double(ntime));
sigma1[j] = 4 + 0.3 * sin(TMath::Pi() * j / double(ntime));
sigma2[j] = 4 + 0.3 * cos(TMath::Pi() * j / double(ntime));
}
for (int i = 0; i < n; ++i) {
if (i % 1000 == 0)
std::cout << "Generating event ... " << i << std::endl;
for (int j = 0; j < ntime; ++j) {
auto h1 = v1[j];
auto h2 = v2[j];
h1->Reset();
h2->Reset();
f1->SetParameters(1, mean1[j], sigma1[j]);
f2->SetParameters(1, mean2[j], sigma2[j]);
h1->FillRandom("f1", 1000);
h2->FillRandom("f2", 1000);
for (int k = 0; k < ndim; ++k) {
// std::cout << j*10+k << " ";
x1[j][k] = h1->GetBinContent(k + 1) + gRandom->Gaus(0, 10);
x2[j][k] = h2->GetBinContent(k + 1) + gRandom->Gaus(0, 10);
}
}
// std::cout << std::endl;
sgn.Fill();
bkg.Fill();
if (n == 1) {
auto c1 = new TCanvas();
c1->Divide(ntime, 2);
for (int j = 0; j < ntime; ++j) {
c1->cd(j + 1);
v1[j]->Draw();
}
for (int j = 0; j < ntime; ++j) {
c1->cd(ntime + j + 1);
v2[j]->Draw();
}
gPad->Update();
}
}
if (n > 1) {
sgn.Write();
bkg.Write();
sgn.Print();
bkg.Print();
f.Close();
}
}
Arguments are defined.
int nevts = 2000;
int use_type = 1;
const int ninput = 30;
const int ntime = 10;
const int batchSize = 100;
const int maxepochs = 20;
int nTotEvts = nevts; // total events to be generated for signal or background
bool useKeras = true;
bool useTMVA_RNN = true;
bool useTMVA_DNN = true;
bool useTMVA_BDT = false;
std::vector<std::string> rnn_types = {"RNN", "LSTM", "GRU"};
std::vector<bool> use_rnn_type = {1, 1, 1};
if (use_type >=0 && use_type < 3) {
use_rnn_type = {0,0,0};
use_rnn_type[use_type] = 1;
}
bool useGPU = true; // use GPU for TMVA if available
#ifndef R__HAS_TMVAGPU
useGPU = false;
#ifndef R__HAS_TMVACPU
Warning("TMVA_RNN_Classification", "TMVA is not build with GPU or CPU multi-thread support. Cannot use TMVA Deep Learning for RNN");
useTMVA_RNN = false;
#endif
#endif
TString archString = (useGPU) ? "GPU" : "CPU";
bool writeOutputFile = true;
const char *rnn_type = "RNN";
#ifdef R__HAS_PYMVA
TMVA::PyMethodBase::PyInitialize();
#else
useKeras = false;
#endif
#ifdef R__USE_IMT
int num_threads = 4; // use max 4 threads
switch off MT in OpenBLAS to avoid conflict with tbb
gSystem->Setenv("OMP_NUM_THREADS", "1");
do enable MT running
if (num_threads >= 0) {
ROOT::EnableImplicitMT(num_threads);
}
#endif
TMVA::Config::Instance();
std::cout << "Running with nthreads = " << ROOT::GetThreadPoolSize() << std::endl;
TString inputFileName = "time_data_t10_d30.root";
bool fileExist = !gSystem->AccessPathName(inputFileName);
if file does not exists create it
if (!fileExist) {
MakeTimeData(nTotEvts,ntime, ninput);
}
auto inputFile = TFile::Open(inputFileName);
if (!inputFile) {
Error("TMVA_RNN_Classification", "Error opening input file %s - exit", inputFileName.Data());
return;
}
std::cout << "--- RNNClassification : Using input file: " << inputFile->GetName() << std::endl;
Create a ROOT output file where TMVA will store ntuples, histograms, etc.
TString outfileName(TString::Format("data_RNN_%s.root", archString.Data()));
TFile *outputFile = nullptr;
if (writeOutputFile) outputFile = TFile::Open(outfileName, "RECREATE");
/**
## Declare Factory
Create the Factory class. Later you can choose the methods
whose performance you'd like to investigate.
The factory is the major TMVA object you have to interact with. Here is the list of parameters you need to
pass
- The first argument is the base of the name of all the output
weightfiles in the directory weight/ that will be created with the
method parameters
- The second argument is the output file for the training results
- The third argument is a string option defining some general configuration for the TMVA session.
For example all TMVA output can be suppressed by removing the "!" (not) in front of the "Silent" argument in
the option string
**/
Creating the factory object
TMVA::Factory *factory = new TMVA::Factory("TMVAClassification", outputFile,
"!V:!Silent:Color:!DrawProgressBar:Transformations=None:!Correlations:"
"AnalysisType=Classification:ModelPersistence");
TMVA::DataLoader *dataloader = new TMVA::DataLoader("dataset");
TTree *signalTree = (TTree *)inputFile->Get("sgn");
TTree *background = (TTree *)inputFile->Get("bkg");
const int nvar = ninput * ntime;
add variables - use new AddVariablesArray function
for (auto i = 0; i < ntime; i++) {
dataloader->AddVariablesArray(Form("vars_time%d", i), ninput);
}
dataloader->AddSignalTree(signalTree, 1.0);
dataloader->AddBackgroundTree(background, 1.0);
check given input
auto &datainfo = dataloader->GetDataSetInfo();
auto vars = datainfo.GetListOfVariables();
std::cout << "number of variables is " << vars.size() << std::endl;
for (auto &v : vars)
std::cout << v << ",";
std::cout << std::endl;
int nTrainSig = 0.8 * nTotEvts;
int nTrainBkg = 0.8 * nTotEvts;
build the string options for DataLoader::PrepareTrainingAndTestTree
TString prepareOptions = TString::Format("nTrain_Signal=%d:nTrain_Background=%d:SplitMode=Random:SplitSeed=100:NormMode=NumEvents:!V:!CalcCorrelations", nTrainSig, nTrainBkg);
Apply additional cuts on the signal and background samples (can be different)
TCut mycuts = ""; // for example: TCut mycuts = "abs(var1)<0.5 && abs(var2-0.5)<1";
TCut mycutb = "";
dataloader->PrepareTrainingAndTestTree(mycuts, mycutb, prepareOptions);
std::cout << "prepared DATA LOADER " << std::endl;
/**
## Book TMVA recurrent models
Book the different types of recurrent models in TMVA (SimpleRNN, LSTM or GRU)
**/
if (useTMVA_RNN) {
for (int i = 0; i < 3; ++i) {
if (!use_rnn_type[i])
continue;
const char *rnn_type = rnn_types[i].c_str();
/// define the inputlayout string for RNN
/// the input data should be organize as following:
//// input layout for RNN: time x ndim
TString inputLayoutString = TString::Format("InputLayout=%d|%d", ntime, ninput);
/// Define RNN layer layout
/// it should be LayerType (RNN or LSTM or GRU) | number of units | number of inputs | time steps | remember output (typically no=0 | return full sequence
TString rnnLayout = TString::Format("%s|10|%d|%d|0|1", rnn_type, ninput, ntime);
/// add after RNN a reshape layer (needed top flatten the output) and a dense layer with 64 units and a last one
/// Note the last layer is linear because when using Crossentropy a Sigmoid is applied already
TString layoutString = TString("Layout=") + rnnLayout + TString(",RESHAPE|FLAT,DENSE|64|TANH,LINEAR");
/// Defining Training strategies. Different training strings can be concatenate. Use however only one
TString trainingString1 = TString::Format("LearningRate=1e-3,Momentum=0.0,Repetitions=1,"
"ConvergenceSteps=5,BatchSize=%d,TestRepetitions=1,"
"WeightDecay=1e-2,Regularization=None,MaxEpochs=%d,"
"Optimizer=ADAM,DropConfig=0.0+0.+0.+0.",
batchSize,maxepochs);
TString trainingStrategyString("TrainingStrategy=");
trainingStrategyString += trainingString1; // + "|" + trainingString2
/// Define the full RNN Noption string adding the final options for all network
TString rnnOptions("!H:V:ErrorStrategy=CROSSENTROPY:VarTransform=None:"
"WeightInitialization=XAVIERUNIFORM:ValidationSize=0.2:RandomSeed=1234");
rnnOptions.Append(":");
rnnOptions.Append(inputLayoutString);
rnnOptions.Append(":");
rnnOptions.Append(layoutString);
rnnOptions.Append(":");
rnnOptions.Append(trainingStrategyString);
rnnOptions.Append(":");
rnnOptions.Append(TString::Format("Architecture=%s", archString.Data()));
TString rnnName = "TMVA_" + TString(rnn_type);
factory->BookMethod(dataloader, TMVA::Types::kDL, rnnName, rnnOptions);
}
}
/**
## Book TMVA fully connected dense layer models
**/
if (useTMVA_DNN) {
// Method DL with Dense Layer
TString inputLayoutString = TString::Format("InputLayout=1|1|%d", ntime * ninput);
TString layoutString("Layout=DENSE|64|TANH,DENSE|TANH|64,DENSE|TANH|64,LINEAR");
// Training strategies.
TString trainingString1("LearningRate=1e-3,Momentum=0.0,Repetitions=1,"
"ConvergenceSteps=10,BatchSize=256,TestRepetitions=1,"
"WeightDecay=1e-4,Regularization=None,MaxEpochs=20"
"DropConfig=0.0+0.+0.+0.,Optimizer=ADAM");
TString trainingStrategyString("TrainingStrategy=");
trainingStrategyString += trainingString1; // + "|" + trainingString2
// General Options.
TString dnnOptions("!H:V:ErrorStrategy=CROSSENTROPY:VarTransform=None:"
"WeightInitialization=XAVIER:RandomSeed=0");
dnnOptions.Append(":");
dnnOptions.Append(inputLayoutString);
dnnOptions.Append(":");
dnnOptions.Append(layoutString);
dnnOptions.Append(":");
dnnOptions.Append(trainingStrategyString);
dnnOptions.Append(":");
dnnOptions.Append(archString);
TString dnnName = "TMVA_DNN";
factory->BookMethod(dataloader, TMVA::Types::kDL, dnnName, dnnOptions);
}
/**
## Book Keras recurrent models
Book the different types of recurrent models in Keras (SimpleRNN, LSTM or GRU)
**/
if (useKeras) {
for (int i = 0; i < 3; i++) {
if (use_rnn_type[i]) {
TString modelName = TString::Format("model_%s.h5", rnn_types[i].c_str());
TString trainedModelName = TString::Format("trained_model_%s.h5", rnn_types[i].c_str());
Info("TMVA_RNN_Classification", "Building recurrent keras model using a %s layer", rnn_types[i].c_str());
// create python script which can be executed
// create 2 conv2d layer + maxpool + dense
TMacro m;
m.AddLine("import tensorflow");
m.AddLine("from tensorflow.keras.models import Sequential");
m.AddLine("from tensorflow.keras.optimizers import Adam");
m.AddLine("from tensorflow.keras.layers import Input, Dense, Dropout, Flatten, SimpleRNN, GRU, LSTM, Reshape, "
"BatchNormalization");
m.AddLine("");
m.AddLine("model = Sequential() ");
m.AddLine("model.add(Reshape((10, 30), input_shape = (10*30, )))");
// add recurrent neural network depending on type / Use option to return the full output
if (rnn_types[i] == "LSTM")
m.AddLine("model.add(LSTM(units=10, return_sequences=True) )");
else if (rnn_types[i] == "GRU")
m.AddLine("model.add(GRU(units=10, return_sequences=True) )");
else
m.AddLine("model.add(SimpleRNN(units=10, return_sequences=True) )");
// m.AddLine("model.add(BatchNormalization())");
m.AddLine("model.add(Flatten())"); // needed if returning the full time output sequence
m.AddLine("model.add(Dense(64, activation = 'tanh')) ");
m.AddLine("model.add(Dense(2, activation = 'sigmoid')) ");
m.AddLine(
"model.compile(loss = 'binary_crossentropy', optimizer = Adam(learning_rate = 0.001), weighted_metrics = ['accuracy'])");
m.AddLine(TString::Format("modelName = '%s'", modelName.Data()));
m.AddLine("model.save(modelName)");
m.AddLine("model.summary()");
m.SaveSource("make_rnn_model.py");
// execute python script to make the model
auto ret = (TString *)gROOT->ProcessLine("TMVA::Python_Executable()");
TString python_exe = (ret) ? *(ret) : "python";
gSystem->Exec(python_exe + " make_rnn_model.py");
if (gSystem->AccessPathName(modelName)) {
Warning("TMVA_RNN_Classification", "Error creating Keras recurrent model file - Skip using Keras");
useKeras = false;
} else {
// book PyKeras method only if Keras model could be created
Info("TMVA_RNN_Classification", "Booking Keras %s model", rnn_types[i].c_str());
factory->BookMethod(dataloader, TMVA::Types::kPyKeras,
TString::Format("PyKeras_%s", rnn_types[i].c_str()),
TString::Format("!H:!V:VarTransform=None:FilenameModel=%s:tf.keras:"
"FilenameTrainedModel=%s:GpuOptions=allow_growth=True:"
"NumEpochs=%d:BatchSize=%d",
modelName.Data(), trainedModelName.Data(), maxepochs, batchSize));
}
}
}
}
// use BDT in case not using Keras or TMVA DL
if (!useKeras || !useTMVA_BDT)
useTMVA_BDT = true;
/**
## Book TMVA BDT
**/
if (useTMVA_BDT) {
factory->BookMethod(dataloader, TMVA::Types::kBDT, "BDTG",
"!H:!V:NTrees=100:MinNodeSize=2.5%:BoostType=Grad:Shrinkage=0.10:UseBaggedBoost:"
"BaggedSampleFraction=0.5:nCuts=20:"
"MaxDepth=2");
}
/// Train all methods
factory->TrainAllMethods();
std::cout << "nthreads = " << ROOT::GetThreadPoolSize() << std::endl;
// ---- Evaluate all MVAs using the set of test events
factory->TestAllMethods();
// ----- Evaluate and compare performance of all configured MVAs
factory->EvaluateAllMethods();
// check method
// plot ROC curve
auto c1 = factory->GetROCCurve(dataloader);
c1->Draw();
if (outputFile) outputFile->Close();
Draw all canvases
gROOT->GetListOfCanvases()->Draw()