kfoldEdge
Classification edge for cross-validated kernel ECOC model
Description
returns the classification edge
obtained by the cross-validated kernel ECOC model (edge
= kfoldEdge(CVMdl
)ClassificationPartitionedKernelECOC
) CVMdl
. For every fold,
kfoldEdge
computes the classification edge for validation-fold
observations using a model trained on training-fold observations.
returns the classification edge with additional options specified by one or more name-value
pair arguments. For example, specify the number of folds, decoding scheme, or verbosity
level.edge
= kfoldEdge(CVMdl
,Name,Value
)
Examples
Estimate k-Fold Cross-Validation Edge
Load Fisher's iris data set. X
contains flower measurements, and Y
contains the names of flower species.
load fisheriris
X = meas;
Y = species;
Cross-validate an ECOC model composed of kernel binary learners.
CVMdl = fitcecoc(X,Y,'Learners','kernel','CrossVal','on')
CVMdl = ClassificationPartitionedKernelECOC CrossValidatedModel: 'KernelECOC' ResponseName: 'Y' NumObservations: 150 KFold: 10 Partition: [1x1 cvpartition] ClassNames: {'setosa' 'versicolor' 'virginica'} ScoreTransform: 'none'
CVMdl
is a ClassificationPartitionedKernelECOC
model. By default, the software implements 10-fold cross-validation. To specify a different number of folds, use the 'KFold'
name-value pair argument instead of 'Crossval'
.
Estimate the cross-validated classification edges.
edge = kfoldEdge(CVMdl)
edge = 0.6218
Alternatively, you can obtain the per-fold edges by specifying the name-value pair 'Mode','individual'
in kfoldEdge
.
Feature Selection Using k-Fold Edges
Perform feature selection by comparing k-fold edges from multiple models. Based solely on this criterion, the classifier with the greatest edge is the best classifier.
Load Fisher's iris data set. X
contains flower measurements, and Y
contains the names of flower species.
load fisheriris
X = meas;
Y = species;
Randomly choose half of the predictor variables.
rng(1); % For reproducibility p = size(X,2); % Number of predictors idxPart = randsample(p,ceil(0.5*p));
Cross-validate two ECOC models composed of kernel classification models: one that uses all of the predictors, and one that uses half of the predictors.
CVMdl = fitcecoc(X,Y,'Learners','kernel','CrossVal','on'); PCVMdl = fitcecoc(X(:,idxPart),Y,'Learners','kernel','CrossVal','on');
CVMdl
and PCVMdl
are ClassificationPartitionedKernelECOC
models. By default, the software implements 10-fold cross-validation. To specify a different number of folds, use the 'KFold'
name-value pair argument instead of 'Crossval'
.
Estimate the k-fold edge for each classifier.
fullEdge = kfoldEdge(CVMdl)
fullEdge = 0.6137
partEdge = kfoldEdge(PCVMdl)
partEdge = 0.6359
Based on the k-fold edges, the two classifiers are comparable.
Input Arguments
CVMdl
— Cross-validated kernel ECOC model
ClassificationPartitionedKernelECOC
model
Cross-validated kernel ECOC model, specified as a ClassificationPartitionedKernelECOC
model. You can create a
ClassificationPartitionedKernelECOC
model by training an ECOC model
using fitcecoc
and specifying these name-value
pair arguments:
'Learners'
– Set the value to'kernel'
, a template object returned bytemplateKernel
, or a cell array of such template objects.One of the arguments
'CrossVal'
,'CVPartition'
,'Holdout'
,'KFold'
, or'Leaveout'
.
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where Name
is
the argument name and Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name
in quotes.
Example: kfoldEdge(CVMdl,'BinaryLoss','hinge')
specifies
'hinge'
as the binary learner loss function.
BinaryLoss
— Binary learner loss function
'hamming'
| 'linear'
| 'logit'
| 'exponential'
| 'binodeviance'
| 'hinge'
| 'quadratic'
| function handle
Binary learner loss function, specified as the comma-separated pair consisting of
'BinaryLoss'
and a built-in loss function name or function handle.
This table contains names and descriptions of the built-in functions, where yj is the class label for a particular binary learner (in the set {–1,1,0}), sj is the score for observation j, and g(yj,sj) is the binary loss formula.
Value Description Score Domain g(yj,sj) 'binodeviance'
Binomial deviance (–∞,∞) log[1 + exp(–2yjsj)]/[2log(2)] 'exponential'
Exponential (–∞,∞) exp(–yjsj)/2 'hamming'
Hamming [0,1] or (–∞,∞) [1 – sign(yjsj)]/2 'hinge'
Hinge (–∞,∞) max(0,1 – yjsj)/2 'linear'
Linear (–∞,∞) (1 – yjsj)/2 'logit'
Logistic (–∞,∞) log[1 + exp(–yjsj)]/[2log(2)] 'quadratic'
Quadratic [0,1] [1 – yj(2sj – 1)]2/2 The software normalizes binary losses so that the loss is 0.5 when yj = 0. Also, the software calculates the mean binary loss for each class [1].
For a custom binary loss function, for example,
customFunction
, specify its function handle'BinaryLoss',@customFunction
.customFunction
has this form:bLoss = customFunction(M,s)
M
is the K-by-B coding matrix stored inMdl.CodingMatrix
.s
is the 1-by-B row vector of classification scores.bLoss
is the classification loss. This scalar aggregates the binary losses for every learner in a particular class. For example, you can use the mean binary loss to aggregate the loss over the learners for each class.K is the number of classes.
B is the number of binary learners.
By default, if all binary learners are kernel classification models using SVM, then
BinaryLoss
is 'hinge'
. If all binary
learners are kernel classification models using logistic regression, then
BinaryLoss
is 'quadratic'
.
Example: 'BinaryLoss','binodeviance'
Data Types: char
| string
| function_handle
Decoding
— Decoding scheme
'lossweighted'
(default) | 'lossbased'
Decoding scheme that aggregates the binary losses, specified as the
comma-separated pair consisting of 'Decoding'
and
'lossweighted'
or 'lossbased'
. For more
information, see Binary Loss.
Example: 'Decoding','lossbased'
Folds
— Fold indices for prediction
1:CVMdl.KFold
(default) | numeric vector of positive integers
Fold indices for prediction, specified as the comma-separated pair consisting of
'Folds'
and a numeric vector of positive integers. The elements
of Folds
must be within the range from 1
to
CVMdl.KFold
.
The software uses only the folds specified in Folds
for
prediction.
Example: 'Folds',[1 4 10]
Data Types: single
| double
Mode
— Aggregation level for output
'average'
(default) | 'individual'
Aggregation level for the output, specified as the comma-separated pair consisting of
'Mode'
and 'average'
or
'individual'
.
This table describes the values.
Value | Description |
---|---|
'average' | The output is a scalar average over all folds. |
'individual' | The output is a vector of length k containing one value per fold, where k is the number of folds. |
Example: 'Mode','individual'
Options
— Estimation options
[]
(default) | structure array
Estimation options, specified as a structure array as returned by statset
.
To invoke parallel computing you need a Parallel Computing Toolbox™ license.
Example: Options=statset(UseParallel=true)
Data Types: struct
Verbose
— Verbosity level
0
(default) | 1
Verbosity level, specified as 0
or 1
.
Verbose
controls the number of diagnostic messages that the
software displays in the Command Window.
If Verbose
is 0
, then the software does not display
diagnostic messages. Otherwise, the software displays diagnostic messages.
Example: Verbose=1
Data Types: single
| double
Output Arguments
edge
— Classification edge
numeric scalar | numeric column vector
Classification edge, returned as a numeric scalar or numeric column vector.
If Mode
is 'average'
, then
edge
is the average classification edge over all folds.
Otherwise, edge
is a k-by-1 numeric column
vector containing the classification edge for each fold, where k is
the number of folds.
More About
Classification Edge
The classification edge is the weighted mean of the classification margins.
One way to choose among multiple classifiers, for example to perform feature selection, is to choose the classifier that yields the greatest edge.
Classification Margin
The classification margin is, for each observation, the difference between the negative loss for the true class and the maximal negative loss among the false classes. If the margins are on the same scale, then they serve as a classification confidence measure. Among multiple classifiers, those that yield greater margins are better.
Binary Loss
The binary loss is a function of the class and classification score that determines how well a binary learner classifies an observation into the class. The decoding scheme of an ECOC model specifies how the software aggregates the binary losses and determines the predicted class for each observation.
Assume the following:
mkj is element (k,j) of the coding design matrix M—that is, the code corresponding to class k of binary learner j. M is a K-by-B matrix, where K is the number of classes, and B is the number of binary learners.
sj is the score of binary learner j for an observation.
g is the binary loss function.
is the predicted class for the observation.
The software supports two decoding schemes:
Loss-based decoding [2] (
Decoding
is"lossbased"
) — The predicted class of an observation corresponds to the class that produces the minimum average of the binary losses over all binary learners.Loss-weighted decoding [3] (
Decoding
is"lossweighted"
) — The predicted class of an observation corresponds to the class that produces the minimum average of the binary losses over the binary learners for the corresponding class.The denominator corresponds to the number of binary learners for class k. [1] suggests that loss-weighted decoding improves classification accuracy by keeping loss values for all classes in the same dynamic range.
The predict
, resubPredict
, and
kfoldPredict
functions return the negated value of the objective
function of argmin
as the second output argument
(NegLoss
) for each observation and class.
This table summarizes the supported binary loss functions, where yj is a class label for a particular binary learner (in the set {–1,1,0}), sj is the score for observation j, and g(yj,sj) is the binary loss function.
Value | Description | Score Domain | g(yj,sj) |
---|---|---|---|
"binodeviance" | Binomial deviance | (–∞,∞) | log[1 + exp(–2yjsj)]/[2log(2)] |
"exponential" | Exponential | (–∞,∞) | exp(–yjsj)/2 |
"hamming" | Hamming | [0,1] or (–∞,∞) | [1 – sign(yjsj)]/2 |
"hinge" | Hinge | (–∞,∞) | max(0,1 – yjsj)/2 |
"linear" | Linear | (–∞,∞) | (1 – yjsj)/2 |
"logit" | Logistic | (–∞,∞) | log[1 + exp(–yjsj)]/[2log(2)] |
"quadratic" | Quadratic | [0,1] | [1 – yj(2sj – 1)]2/2 |
The software normalizes binary losses so that the loss is 0.5 when yj = 0, and aggregates using the average of the binary learners [1].
Do not confuse the binary loss with the overall classification loss (specified by the
LossFun
name-value argument of the kfoldLoss
and
kfoldPredict
object functions), which measures how well an ECOC
classifier performs as a whole.
References
[1] Allwein, E., R. Schapire, and Y. Singer. “Reducing multiclass to binary: A unifying approach for margin classifiers.” Journal of Machine Learning Research. Vol. 1, 2000, pp. 113–141.
[2] Escalera, S., O. Pujol, and P. Radeva. “Separability of ternary codes for sparse designs of error-correcting output codes.” Pattern Recog. Lett. Vol. 30, Issue 3, 2009, pp. 285–297.
[3] Escalera, S., O. Pujol, and P. Radeva. “On the decoding process in ternary error-correcting output codes.” IEEE Transactions on Pattern Analysis and Machine Intelligence. Vol. 32, Issue 7, 2010, pp. 120–134.
Extended Capabilities
Automatic Parallel Support
Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.
To run in parallel, specify the Options
name-value argument in the call to
this function and set the UseParallel
field of the
options structure to true
using
statset
:
Options=statset(UseParallel=true)
For more information about parallel computing, see Run MATLAB Functions with Automatic Parallel Support (Parallel Computing Toolbox).
Version History
Introduced in R2018bR2023b: Observations with missing predictor values are used in resubstitution and cross-validation computations
Starting in R2023b, the following classification model object functions use observations with missing predictor values as part of resubstitution ("resub") and cross-validation ("kfold") computations for classification edges, losses, margins, and predictions.
In previous releases, the software omitted observations with missing predictor values from the resubstitution and cross-validation computations.
See Also
MATLAB Command
You clicked a link that corresponds to this MATLAB command:
Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list:
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)