Classification edge for multiclass error-correcting output codes (ECOC) model
returns the classification edge
(e
= edge(Mdl
,tbl
,ResponseVarName
)e
) for the trained multiclass error-correcting output codes (ECOC)
classifier Mdl
using the predictor data in table
tbl
and the class labels in
tbl.ResponseVarName
.
specifies options using one or more name-value pair arguments in addition to any of the
input argument combinations in previous syntaxes. For example, you can specify a decoding
scheme, binary learner loss function, and verbosity level.e
= edge(___,Name,Value
)
Compute the test-sample classification edge of an ECOC model with SVM binary classifiers.
Load Fisher's iris data set. Specify the predictor data X
, the response data Y
, and the order of the classes in Y
.
load fisheriris X = meas; Y = categorical(species); classOrder = unique(Y); % Class order rng(1); % For reproducibility
Train an ECOC model using SVM binary classifiers. Specify a 30% holdout sample for testing, standardize the predictors using an SVM template, and specify the class order.
t = templateSVM('Standardize',true); PMdl = fitcecoc(X,Y,'Holdout',0.30,'Learners',t,'ClassNames',classOrder); Mdl = PMdl.Trained{1}; % Extract trained, compact classifier
PMdl
is a ClassificationPartitionedECOC
model. It has the property Trained
, a 1-by-1 cell array containing the CompactClassificationECOC
model that the software trained using the training data.
Compute the test-sample edge.
testInds = test(PMdl.Partition); % Extract the test indices
XTest = X(testInds,:);
YTest = Y(testInds,:);
e = edge(Mdl,XTest,YTest)
e = 0.4574
The average of the test-sample margins is approximately 0.46.
Compute the mean of the test-sample weighted margins of an ECOC model.
Suppose that the observations in a data set are measured sequentially, and that the last 75 observations have better quality due to a technology upgrade. Incorporate this advancement by giving the better quality observations more weight than the other observations.
Load Fisher's iris data set. Specify the predictor data X
, the response data Y
, and the order of the classes in Y
.
load fisheriris X = meas; Y = categorical(species); classOrder = unique(Y); % Class order rng(1); % For reproducibility
Define a weight vector that assigns twice as much weight to the better quality observations.
n = size(X,1); weights = [ones(n-75,1);2*ones(75,1)];
Train an ECOC model using SVM binary classifiers. Specify a 30% holdout sample and the weighting scheme. Standardize the predictors using an SVM template, and specify the class order.
t = templateSVM('Standardize',true); PMdl = fitcecoc(X,Y,'Holdout',0.30,'Weights',weights,... 'Learners',t,'ClassNames',classOrder); Mdl = PMdl.Trained{1}; % Extract trained, compact classifier
PMdl
is a trained ClassificationPartitionedECOC
model. It has the property Trained
, a 1-by-1 cell array containing the CompactClassificationECOC
classifier that the software trained using the training data.
Compute the test-sample weighted edge using the weighting scheme.
testInds = test(PMdl.Partition); % Extract the test indices XTest = X(testInds,:); YTest = Y(testInds,:); wTest = weights(testInds,:); e = edge(Mdl,XTest,YTest,'Weights',wTest)
e = 0.4797
The average weighted margin of the test sample is approximately 0.48.
Perform feature selection by comparing test-sample edges from multiple models. Based solely on this comparison, the classifier with the greatest edge is the best classifier.
Load Fisher's iris data set. Specify the predictor data X
, the response data Y
, and the order of the classes in Y
.
load fisheriris X = meas; Y = categorical(species); classOrder = unique(Y); % Class order rng(1); % For reproducibility
Partition the data set into training and test sets. Specify a 30% holdout sample for testing.
Partition = cvpartition(Y,'Holdout',0.30); testInds = test(Partition); % Indices for the test set XTest = X(testInds,:); YTest = Y(testInds,:);
Partition
defines the data set partition.
Define these two data sets:
fullX
contains all predictors.
partX
contains the petal dimensions only.
fullX = X; partX = X(:,3:4);
Train an ECOC model using SVM binary classifiers for each predictor set. Specify the partition definition, standardize the predictors using an SVM template, and specify the class order.
t = templateSVM('Standardize',true); fullPMdl = fitcecoc(fullX,Y,'CVPartition',Partition,'Learners',t,... 'ClassNames',classOrder); partPMdl = fitcecoc(partX,Y,'CVPartition',Partition,'Learners',t,... 'ClassNames',classOrder); fullMdl = fullPMdl.Trained{1}; partMdl = partPMdl.Trained{1};
fullPMdl
and partPMdl
are ClassificationPartitionedECOC
models. Each model has the property Trained
, a 1-by-1 cell array containing the CompactClassificationECOC
model that the software trained using the corresponding training set.
Calculate the test-sample edge for each classifier.
fullEdge = edge(fullMdl,XTest,YTest)
fullEdge = 0.4574
partEdge = edge(partMdl,XTest(:,3:4),YTest)
partEdge = 0.4839
partMdl
yields an edge value comparable to the value for the more complex model fullMdl
.
Mdl
— Full or compact multiclass ECOC modelClassificationECOC
model object | CompactClassificationECOC
model
objectFull or compact multiclass ECOC model, specified as a
ClassificationECOC
or
CompactClassificationECOC
model
object.
To create a full or compact ECOC model, see ClassificationECOC
or CompactClassificationECOC
.
tbl
— Sample dataSample data, specified as a table. Each row of tbl
corresponds to one
observation, and each column corresponds to one predictor variable. Optionally,
tbl
can contain additional columns for the response variable
and observation weights. tbl
must contain all the predictors used
to train Mdl
. Multicolumn variables and cell arrays other than cell
arrays of character vectors are not allowed.
If you train Mdl
using sample data contained in a
table
, then the input data for edge
must also be in a table.
When training Mdl
, assume that you set
'Standardize',true
for a template object specified in the
'Learners'
name-value pair argument of fitcecoc
. In
this case, for the corresponding binary learner j
, the software standardizes
the columns of the new predictor data using the corresponding means in
Mdl.BinaryLearner{j}.Mu
and standard deviations in
Mdl.BinaryLearner{j}.Sigma
.
Data Types: table
ResponseVarName
— Response variable nametbl
Response variable name, specified as the name of a variable in tbl
. If
tbl
contains the response variable used to train
Mdl
, then you do not need to specify
ResponseVarName
.
If you specify ResponseVarName
, then you must do so as a character vector
or string scalar. For example, if the response variable is stored as
tbl.y
, then specify ResponseVarName
as
'y'
. Otherwise, the software treats all columns of
tbl
, including tbl.y
, as predictors.
The response variable must be a categorical, character, or string array, a logical or numeric vector, or a cell array of character vectors. If the response variable is a character array, then each element must correspond to one row of the array.
Data Types: char
| string
X
— Predictor dataPredictor data, specified as a numeric matrix.
Each row of X
corresponds to one observation, and each column corresponds
to one variable. The variables in the columns of
X
must be the same as the
variables that trained the classifier
Mdl
.
The number of rows in X
must equal the number of rows in
Y
.
When training Mdl
, assume that you set
'Standardize',true
for a template object specified in the
'Learners'
name-value pair argument of fitcecoc
. In
this case, for the corresponding binary learner j
, the software standardizes
the columns of the new predictor data using the corresponding means in
Mdl.BinaryLearner{j}.Mu
and standard deviations in
Mdl.BinaryLearner{j}.Sigma
.
Data Types: double
| single
Y
— Class labelsClass labels, specified as a categorical, character, or string array, a logical or numeric
vector, or a cell array of character vectors. Y
must have the same
data type as Mdl.ClassNames
. (The software treats string arrays as cell arrays of character
vectors.)
The number of rows in Y
must equal the number of rows in
tbl
or X
.
Data Types: categorical
| char
| string
| logical
| single
| double
| cell
Specify optional
comma-separated pairs of Name,Value
arguments. Name
is
the argument name and Value
is the corresponding value.
Name
must appear inside quotes. You can specify several name and value
pair arguments in any order as
Name1,Value1,...,NameN,ValueN
.
edge(Mdl,X,Y,'BinaryLoss','exponential','Decoding','lossbased')
specifies an exponential binary learner loss function and a loss-based decoding scheme for
aggregating the binary losses.'BinaryLoss'
— Binary learner loss function'hamming'
| 'linear'
| 'logit'
| 'exponential'
| 'binodeviance'
| 'hinge'
| 'quadratic'
| function handleBinary learner loss function, specified as the comma-separated pair consisting of
'BinaryLoss'
and a built-in loss function name or function handle.
This table describes the built-in 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 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.
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-L coding matrix
stored in Mdl.CodingMatrix
.
s
is the 1-by-L 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.
L is the number of binary learners.
For an example of passing a custom binary loss function, see Predict Test-Sample Labels of ECOC Model Using Custom Binary Loss Function.
The default BinaryLoss
value depends on the score ranges returned
by the binary learners. This table describes some default
BinaryLoss
values based on the given assumptions.
Assumption | Default Value |
---|---|
All binary learners are SVMs or either linear or kernel classification models of SVM learners. | 'hinge' |
All binary learners are ensembles trained by
AdaboostM1 or
GentleBoost . | 'exponential' |
All binary learners are ensembles trained by
LogitBoost . | 'binodeviance' |
All binary learners are linear or kernel classification models of
logistic regression learners. Or, you specify to predict class
posterior probabilities by setting
'FitPosterior',true in fitcecoc . | 'quadratic' |
To check the default value, use dot notation to display the
BinaryLoss
property of the trained model at the command
line.
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'
'ObservationsIn'
— Predictor data observation dimension'rows'
(default) | 'columns'
Predictor data observation dimension, specified as the comma-separated pair consisting of
'ObservationsIn'
and 'columns'
or
'rows'
. Mdl.BinaryLearners
must contain
ClassificationLinear
models.
Note
If you orient your predictor matrix so that
observations correspond to columns and specify
'ObservationsIn','columns'
, you
can experience a significant reduction in
execution time. You cannot specify
'ObservationsIn','columns'
for
predictor data in a table.
'Options'
— Estimation options[]
(default) | structure array returned by statset
Estimation options, specified as the comma-separated pair consisting
of 'Options'
and a structure array returned by statset
.
To invoke parallel computing:
You need a Parallel Computing Toolbox™ license.
Specify 'Options',statset('UseParallel',true)
.
'Verbose'
— Verbosity level0
(default) | 1
Verbosity level, specified as the comma-separated pair consisting of
'Verbose'
and 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
'Weights'
— Observation weightsones(size(X,1),1)
(default) | numeric vector | name of variable in tbl
Observation weights, specified as the comma-separated pair consisting of
'Weights'
and a numeric vector or the name of a variable in
tbl
. If you supply weights, edge
computes
the weighted classification edge.
If you specify Weights
as a numeric vector, then the size of
Weights
must be equal to the number of observations in
X
or tbl
. The software normalizes
Weights
to sum up to the value of the prior probability in the
respective class.
If you specify Weights
as the name of a variable in
tbl
, you must do so as a character vector or string scalar. For
example, if the weights are stored as tbl.w
, then specify
Weights
as 'w'
. Otherwise, the software
treats all columns of tbl
, including tbl.w
, as
predictors.
Data Types: single
| double
| char
| string
e
— Classification edgeClassification edge, returned
as a numeric scalar or vector. e
represents the weighted mean of
the classification margins.
If Mdl.BinaryLearners
contains ClassificationLinear
models, then e
is a
1-by-L vector, where L is the number of
regularization strengths in the linear classification models
(numel(Mdl.BinaryLearners{1}.Lambda)
). The value
e(j)
is the edge for the model trained using regularization
strength Mdl.BinaryLearners{1}.Lambda(j)
.
Otherwise, e
is a scalar value.
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.
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.
A binary loss is a function of the class and classification score that determines how well a binary learner classifies an observation into the class.
Suppose 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).
sj is the score of binary learner j for an observation.
g is the binary loss function.
is the predicted class for the observation.
In loss-based decoding [Escalera et al.], the class producing the minimum sum of the binary losses over binary learners determines the predicted class of an observation, that is,
In loss-weighted decoding [Escalera et al.], the class producing the minimum average of the binary losses over binary learners determines the predicted class of an observation, that is,
Allwein et al. suggest that loss-weighted decoding improves classification accuracy by keeping loss values for all classes in the same dynamic range.
This table summarizes the supported 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).
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 such that the loss is 0.5 when yj = 0, and aggregates using the average of the binary learners [Allwein et al.].
Do not confuse the binary loss with the overall classification loss (specified by the
'LossFun'
name-value pair argument of the loss
and
predict
object functions), which measures how well an ECOC classifier
performs as a whole.
To compare the margins or edges of several ECOC classifiers, use template objects to specify a common score transform function among the classifiers during training.
[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. “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.
[3] Escalera, S., O. Pujol, and P. Radeva. “Separability of ternary codes for sparse designs of error-correcting output codes.” Pattern Recogn. Vol. 30, Issue 3, 2009, pp. 285–297.
Usage notes and limitations:
edge
does not support tall table
data when Mdl
contains kernel or linear binary learners.
For more information, see Tall Arrays.
To run in parallel, set the 'UseParallel'
option to true
.
Set the 'UseParallel'
field of the options structure to true
using statset
and specify the 'Options'
name-value pair argument in the call to this function.
For example: 'Options',statset('UseParallel',true)
For more information, see the 'Options'
name-value pair argument.
For more general information about parallel computing, see Run MATLAB Functions with Automatic Parallel Support (Parallel Computing Toolbox).
ClassificationECOC
| CompactClassificationECOC
| fitcecoc
| loss
| margin
| predict
| resubEdge
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