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   "cell_type": "markdown",
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   "source": [
    "<img src=\"http://oproject.org/img/ROOT.png\" height=\"30%\" width=\"30%\">\n",
    "<img src=\"http://oproject.org/img/tmvalogo.png\" height=\"30%\" width=\"30%\">"
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  {
   "cell_type": "markdown",
   "metadata": {},
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    "<hr style=\"border-top-width: 4px; border-top-color: #34609b;\">"
   ]
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  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# TMVA Cross Validation"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Declare Variables"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "TMVA::DataLoader loader(\"dataset\");\n",
    "\n",
    "loader.AddVariable(\"var1\");\n",
    "loader.AddVariable(\"var2\");\n",
    "loader.AddVariable(\"var3\");\n",
    "loader.AddVariable(\"var4\");"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Setup Dataset"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "DataSetInfo              : [dataset] : Added class \"Signal\"\n",
      "                         : Add Tree Sig of type Signal with 6000 events\n",
      "DataSetInfo              : [dataset] : Added class \"Background\"\n",
      "                         : Add Tree Bkg of type Background with 6000 events\n",
      "                         : Dataset[dataset] : Class index : 0  name : Signal\n",
      "                         : Dataset[dataset] : Class index : 1  name : Background\n"
     ]
    }
   ],
   "source": [
    "// Load the data file\n",
    "TFile* inputFile = TFile::Open(\"https://raw.githubusercontent.com/iml-wg/tmvatutorials/master/inputdata.root\");\n",
    "\n",
    "// Get signal and background data from input file\n",
    "TTree *tsignal = (TTree*) inputFile->Get(\"Sig\");\n",
    "TTree *tbackground = (TTree*) inputFile->Get(\"Bkg\");\n",
    "\n",
    "// Register this data in the dataloader\n",
    "loader.AddSignalTree(tsignal);\n",
    "loader.AddBackgroundTree(tbackground);   \n",
    "loader.PrepareTrainingAndTestTree(\"\",\n",
    "        \"nTrain_Signal=1000:nTrain_Background=1000:SplitMode=Random:NormMode=NumEvents:!V\"); "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Perform Cross Validation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "// Book boosted decision tree method\n",
    "TMVA::CrossValidation cv(&loader);\n",
    "cv.BookMethod(TMVA::Types::kBDT, \"BDT\",\n",
    "        \"NTrees=10:MinNodeSize=2.5%:MaxDepth=2:nCuts=20\");"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                         : Evaluate method: BDT\n",
      "                         : Evaluation done.\n",
      "<HEADER> CrossValidation          :  ==== Results ====\n",
      "                         : Fold  0 ROC-Int : 0.8732\n",
      "                         : Fold  1 ROC-Int : 0.8589\n",
      "                         : Fold  2 ROC-Int : 0.8592\n",
      "                         : Fold  3 ROC-Int : 0.8614\n",
      "                         : Fold  4 ROC-Int : 0.8567\n",
      "                         : ------------------------\n",
      "                         : Average ROC-Int : 0.8619\n",
      "                         : Std-Dev ROC-Int : 0.0065\n"
     ]
    }
   ],
   "source": [
    "// Run cross-validation\n",
    "cv.Evaluate();\n",
    "\n",
    "// Print results\n",
    "TMVA::CrossValidationResult results = cv.GetResults();\n",
    "results.Print();"
   ]
  }
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