ClassificationPartitionedLinearECOC

Package: classreg.learning.partition
Superclasses: ClassificationPartitionedModel

Cross-validated linear error-correcting output codes model for multiclass classification of high-dimensional data

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Description

ClassificationPartitionedLinearECOC is a set of error-correcting output codes (ECOC) models composed of linear classification models, trained on cross-validated folds. Estimate the quality of classification by cross-validation using one or more “kfold” functions: kfoldPredict, kfoldLoss, kfoldMargin, and kfoldEdge.

Every “kfold” method uses models trained on in-fold observations to predict the response for out-of-fold observations. For example, suppose that you cross-validate using five folds. In this case, the software randomly assigns each observation into five roughly equal-sized groups. The training fold contains four of the groups (that is, roughly 4/5 of the data) and the test fold contains the other group (that is, roughly 1/5 of the data). In this case, cross-validation proceeds as follows.

  1. The software trains the first model (stored in CVMdl.Trained{1}) using the observations in the last four groups and reserves the observations in the first group for validation.

  2. The software trains the second model (stored in CVMdl.Trained{2}) using the observations in the first group and last three groups. The software reserves the observations in the second group for validation.

  3. The software proceeds in a similar fashion for the third, fourth, and fifth models.

If you validate by calling kfoldPredict, it computes predictions for the observations in group 1 using the first model, group 2 for the second model, and so on. In short, the software estimates a response for every observation using the model trained without that observation.

Note

ClassificationPartitionedLinearECOC model objects do not store the predictor data set.

Construction

CVMdl = fitcecoc(X,Y,'Learners',t,Name,Value) returns a cross-validated, linear ECOC model when:

  • t is 'Linear' or a template object returned by templateLinear.

  • Name is one of 'CrossVal', 'CVPartition', 'Holdout', or 'KFold'.

For more details, see fitcecoc.

Properties

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Cross-Validation Properties

Cross-validated model name, specified as a character vector.

For example, 'ECOC' specifies a cross-validated ECOC model.

Data Types: char

Number of cross-validated folds, specified as a positive integer.

Data Types: double

Cross-validation parameter values, e.g., the name-value pair argument values used to cross-validate the ECOC classifier, specified as an object. ModelParameters does not contain estimated parameters.

Access properties of ModelParameters using dot notation.

Number of observations in the training data, specified as a positive numeric scalar.

Data Types: double

Data partition indicating how the software splits the data into cross-validation folds, specified as a cvpartition model.

Compact classifiers trained on cross-validation folds, specified as a cell array of CompactClassificationECOC models. Trained has k cells, where k is the number of folds.

Data Types: cell

Observation weights used to cross-validate the model, specified as a numeric vector. W has NumObservations elements.

The software normalizes the weights used for training so that sum(W,'omitnan') is 1.

Data Types: single | double

Observed class labels used to cross-validate the model, specified as a categorical or character array, logical or numeric vector, or cell array of character vectors. Y has NumObservations elements, and is the same data type as the input argument Y that you passed to fitcecoc to cross-validate the model. (The software treats string arrays as cell arrays of character vectors.)

Each row of Y represents the observed classification of the observation in the predictor data.

Data Types: char | cell | categorical | logical | single | double

ECOC Properties

Binary learner loss function, specified as a character vector representing the loss function name.

If you train using binary learners that use different loss functions, then the software sets BinaryLoss to 'hamming'. To potentially increase accuracy, specify a binary loss function other than the default during a prediction or loss computation by using the 'BinaryLoss' name-value pair argument of predict or loss.

Data Types: char

Binary learner class labels, specified as a numeric matrix or [].

  • If the coding matrix is the same across folds, then BinaryY is a NumObservations-by-L matrix, where L is the number of binary learners (size(CodingMatrix,2)).

    Elements of BinaryY are -1, 0, or 1, and the value corresponds to a dichotomous class assignment. This table describes how learner j assigns observation k to a dichotomous class corresponding to the value of BinaryY(k,j).

    ValueDichotomous Class Assignment
    –1Learner j assigns observation k to a negative class.
    0Before training, learner j removes observation k from the data set.
    1Learner j assigns observation k to a positive class.

  • If the coding matrix varies across folds, then BinaryY is empty ([]).

Data Types: double

Codes specifying class assignments for the binary learners, specified as a numeric matrix or [].

  • If the coding matrix is the same across folds, then CodingMatrix is a K-by-L matrix. K is the number of classes and L is the number of binary learners.

    Elements of CodingMatrix are -1, 0, or 1, and the value corresponds to a dichotomous class assignment. This table describes how learner j assigns observations in class i to a dichotomous class corresponding to the value of CodingMatrix(i,j).

    ValueDichotomous Class Assignment
    –1Learner j assigns observations in class i to a negative class.
    0Before training, learner j removes observations in class i from the data set.
    1Learner j assigns observations in class i to a positive class.

  • If the coding matrix varies across folds, then CodingMatrix is empty ([]). Obtain the coding matrix for each fold using the Trained property. For example, CVMdl.Trained{1}.CodingMatrix is the coding matrix in the first fold of the cross-validated ECOC model CVMdl.

Data Types: double | single | int8 | int16 | int32 | int64

Other Classification Properties

Categorical predictor indices, specified as a vector of positive integers. Assuming that the predictor data contains observations in rows, CategoricalPredictors contains index values corresponding to the columns of the predictor data that contain categorical predictors. If none of the predictors are categorical, then this property is empty ([]).

Data Types: single | double

Unique class labels used in training, specified as a categorical or character array, logical or numeric vector, or cell array of character vectors. ClassNames has the same data type as the class labels Y. (The software treats string arrays as cell arrays of character vectors.) ClassNames also determines the class order.

Data Types: categorical | char | logical | single | double | cell

This property is read-only.

Misclassification costs, specified as a square numeric matrix. Cost has K rows and columns, where K is the number of classes.

Cost(i,j) is the cost of classifying a point into class j if its true class is i. The order of the rows and columns of Cost corresponds to the order of the classes in ClassNames.

fitcecoc incorporates misclassification costs differently among different types of binary learners.

Data Types: double

Predictor names in order of their appearance in the predictor data, specified as a cell array of character vectors. The length of PredictorNames is equal to the number of variables in the training data X or Tbl used as predictor variables.

Data Types: cell

This property is read-only.

Prior class probabilities, specified as a numeric vector. Prior has as many elements as the number of classes in ClassNames, and the order of the elements corresponds to the order of the classes in ClassNames.

fitcecoc incorporates misclassification costs differently among different types of binary learners.

Data Types: double

Response variable name, specified as a character vector.

Data Types: char

Score transformation function to apply to predicted scores, specified as a function name or function handle.

For linear classification models and before transformation, the predicted classification score for the observation x (row vector) is f(x) = xβ + b, where β and b correspond to Mdl.Beta and Mdl.Bias, respectively.

To change the score transformation function to, for example, function, use dot notation.

  • For a built-in function, enter this code and replace function with a value in the table.

    Mdl.ScoreTransform = 'function';

    ValueDescription
    'doublelogit'1/(1 + e–2x)
    'invlogit'log(x / (1 – x))
    'ismax'Sets the score for the class with the largest score to 1, and sets the scores for all other classes to 0
    'logit'1/(1 + e–x)
    'none' or 'identity'x (no transformation)
    'sign'–1 for x < 0
    0 for x = 0
    1 for x > 0
    'symmetric'2x – 1
    'symmetricismax'Sets the score for the class with the largest score to 1, and sets the scores for all other classes to –1
    'symmetriclogit'2/(1 + e–x) – 1

  • For a MATLAB® function, or a function that you define, enter its function handle.

    Mdl.ScoreTransform = @function;

    function must accept a matrix of the original scores for each class, and then return a matrix of the same size representing the transformed scores for each class.

Data Types: char | function_handle

Methods

kfoldEdgeClassification edge for observations not used for training
kfoldLossClassification loss for observations not used in training
kfoldMarginClassification margins for observations not used in training
kfoldPredictPredict labels for observations not used for training

Copy Semantics

Value. To learn how value classes affect copy operations, see Copying Objects.

Examples

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Open Live Script

Load the NLP data set.

load nlpdata

X is a sparse matrix of predictor data, and Y is a categorical vector of class labels.

Cross-validate a multiclass, linear classification model that can identify which MATLAB® toolbox a documentation web page is from based on counts of words on the page.

rng(1); % For reproducibility 
CVMdl = fitcecoc(X,Y,'Learners','linear','CrossVal','on')
CVMdl = 
  ClassificationPartitionedLinearECOC
    CrossValidatedModel: 'LinearECOC'
           ResponseName: 'Y'
        NumObservations: 31572
                  KFold: 10
              Partition: [1x1 cvpartition]
             ClassNames: [1x13 categorical]
         ScoreTransform: 'none'


  Properties, Methods

CVMdl is a ClassificationPartitionedLinearECOC cross-validated model. Because fitcecoc implements 10-fold cross-validation by default, CVMdl.Trained contains a 10-by-1 cell vector of ten CompactClassificationECOC models that contain the results of training ECOC models composed of binary, linear classification models for each of the folds.

Estimate labels for out-of-fold observations and estimate the generalization error by passing CVMdl to kfoldPredict and kfoldLoss, respectively.

oofLabels = kfoldPredict(CVMdl);
ge = kfoldLoss(CVMdl)
ge = 0.0958

The estimated generalization error is about 10% misclassified observations.

To improve generalization error, try specifying another solver, such as LBFGS. To change default options when training ECOC models composed of linear classification models, create a linear classification model template using templateLinear, and then pass the template to fitcecoc.

Open Live Script

To determine a good lasso-penalty strength for an ECOC model composed of linear classification models that use logistic regression learners, implement 5-fold cross-validation.

Load the NLP data set.

load nlpdata

X is a sparse matrix of predictor data, and Y is a categorical vector of class labels.

For simplicity, use the label 'others' for all observations in Y that are not 'simulink', 'dsp', or 'comm'.

Y(~(ismember(Y,{'simulink','dsp','comm'}))) = 'others';

Create a set of 11 logarithmically-spaced regularization strengths from 10-7 through 10-2.

Lambda = logspace(-7,-2,11);

Create a linear classification model template that specifies to use logistic regression learners, use lasso penalties with strengths in Lambda, train using SpaRSA, and lower the tolerance on the gradient of the objective function to 1e-8.

t = templateLinear('Learner','logistic','Solver','sparsa',...
    'Regularization','lasso','Lambda',Lambda,'GradientTolerance',1e-8);

Cross-validate the models. To increase execution speed, transpose the predictor data and specify that the observations are in columns.

X = X'; 
rng(10); % For reproducibility
CVMdl = fitcecoc(X,Y,'Learners',t,'ObservationsIn','columns','KFold',5);

CVMdl is a ClassificationPartitionedLinearECOC model.

Dissect CVMdl, and each model within it.

numECOCModels = numel(CVMdl.Trained)
numECOCModels = 5

ECOCMdl1 = CVMdl.Trained{1}
ECOCMdl1 = 
  CompactClassificationECOC
      ResponseName: 'Y'
        ClassNames: [comm    dsp    simulink    others]
    ScoreTransform: 'none'
    BinaryLearners: {6×1 cell}
      CodingMatrix: [4×6 double]


  Properties, Methods


numCLModels = numel(ECOCMdl1.BinaryLearners)
numCLModels = 6

CLMdl1 = ECOCMdl1.BinaryLearners{1}
CLMdl1 = 
  ClassificationLinear
      ResponseName: 'Y'
        ClassNames: [-1 1]
    ScoreTransform: 'logit'
              Beta: [34023×11 double]
              Bias: [-0.3169 -0.3169 -0.3168 -0.3168 -0.3168 -0.3167 -0.1725 -0.0805 -0.1762 -0.3450 -0.5174]
            Lambda: [1.0000e-07 3.1623e-07 1.0000e-06 3.1623e-06 1.0000e-05 3.1623e-05 1.0000e-04 3.1623e-04 1.0000e-03 0.0032 0.0100]
           Learner: 'logistic'


  Properties, Methods

Because fitcecoc implements 5-fold cross-validation, CVMdl contains a 5-by-1 cell array of CompactClassificationECOC models that the software trains on each fold. The BinaryLearners property of each CompactClassificationECOC model contains the ClassificationLinear models. The number of ClassificationLinear models within each compact ECOC model depends on the number of distinct labels and coding design. Because Lambda is a sequence of regularization strengths, you can think of CLMdl1 as 11 models, one for each regularization strength in Lambda.

Determine how well the models generalize by plotting the averages of the 5-fold classification error for each regularization strength. Identify the regularization strength that minimizes the generalization error over the grid.

ce = kfoldLoss(CVMdl);
figure;
plot(log10(Lambda),log10(ce))
[~,minCEIdx] = min(ce);
minLambda = Lambda(minCEIdx);
hold on
plot(log10(minLambda),log10(ce(minCEIdx)),'ro');
ylabel('log_{10} 5-fold classification error')
xlabel('log_{10} Lambda')
legend('MSE','Min classification error')
hold off

Train an ECOC model composed of linear classification model using the entire data set, and specify the minimal regularization strength.

t = templateLinear('Learner','logistic','Solver','sparsa',...
    'Regularization','lasso','Lambda',minLambda,'GradientTolerance',1e-8);
MdlFinal = fitcecoc(X,Y,'Learners',t,'ObservationsIn','columns');

To estimate labels for new observations, pass MdlFinal and the new data to predict.

See Also

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Introduced in R2016a

Statistics and Machine Learning Toolbox Documentation

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