Is there an easy way to optimize variables in TMVA?

Hi all,

I want to optimize my input variables for BDT as removing them one by one and check their performance by ROC curve for each step. I know this method is kind of a common sense in optimizing the variables, so I wonder if there is somehow an easy way to do it, i.e. a script already implemented in TMVA/ROOT interface etc.?

Thanks a lot.


Not that I am aware of. If you have many variables maybe you can gain insight (and subsequently some speed) by checking the variable importance output after the BDT training.


“Gene Importance” might be something you’re looking for.
Also covariance matrix may help.

But in the end, I don’t think there are well definition of what are the best variables.