CrossEntropy.cxx

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// @(#)root/tmva $Id$
// Author: Andreas Hoecker, Joerg Stelzer, Helge Voss, Kai Voss

/**********************************************************************************
 * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
 * Package: TMVA                                                                  *
 * Class  : TMVA::CrossEntropy                                                    *
 * Web    : http://tmva.sourceforge.net                                           *
 *                                                                                *
 * Description: Implementation of the CrossEntropy as separation criterion        *
 *              -p log (p) - (1-p)log(1-p);     p=purity                          *
 *                                                                                *
 *                                                                                *
 * Authors (alphabetical):                                                        *
 *      Andreas Hoecker <Andreas.Hocker@cern.ch> - CERN, Switzerland              *
 *      Helge Voss      <Helge.Voss@cern.ch>     - MPI-K Heidelberg, Germany      *
 *      Kai Voss        <Kai.Voss@cern.ch>       - U. of Victoria, Canada         *
 *                                                                                *
 * Copyright (c) 2005:                                                            *
 *      CERN, Switzerland                                                         *
 *      U. of Victoria, Canada                                                    *
 *      Heidelberg U., Germany                                                    *
 *                                                                                *
 * Redistribution and use in source and binary forms, with or without             *
 * modification, are permitted according to the terms listed in LICENSE           *
 * (http://tmva.sourceforge.net/LICENSE)                                          *
 **********************************************************************************/

/*! \class TMVA::CrossEntropy
\ingroup TMVA

Implementation of the CrossEntropy as separation criterion

             -p log (p) - (1-p)log(1-p);     p=purity
*/

#include "TMath.h"
#include "TMVA/CrossEntropy.h"

ClassImp(TMVA::CrossEntropy)

////////////////////////////////////////////////////////////////////////////////
///  Cross Entropy defined as:
///
///             -p log (p) - (1-p)log(1-p);     p=purity = s/(s+b)

Double_t  TMVA::CrossEntropy::GetSeparationIndex( const Double_t s, const Double_t b )
{
   if (s+b <= 0) return 0;
   Double_t p = s/(s+b);
   if (p<=0 || p >=1) return 0;
   //   return - ( p * log (p) + (1-p)*log(1-p) );
   return - ( p * TMath::Log2(p) + (1-p)*TMath::Log2(1-p) );
}