oobEdge

Out-of-bag classification edge

Syntax

edge = oobEdge(ens) edge = oobEdge(ens,Name,Value)

Description

edge = oobEdge(ens) returns out-of-bag classification edge for ens.

edge = oobEdge(ens,Name,Value) computes classification edge with additional options specified by one or more Name,Value pair arguments. You can specify several name-value pair arguments in any order as Name1,Value1,…,NameN,ValueN.

Input Arguments

ens

A classification bagged ensemble, constructed with fitcensemble.

Name-Value Pair Arguments

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.

'learners'

Indices of weak learners in the ensemble ranging from 1 to ens.NumTrained. oobEdge uses only these learners for calculating loss.

Default: 1:NumTrained

'mode'

Character vector or string scalar representing the meaning of the output L:

'ensemble' — L is a scalar value, the loss for the entire ensemble.
'individual' — L is a vector with one element per trained learner.
'cumulative' — L is a vector in which element J is obtained by using learners 1:J from the input list of learners.

Default: 'ensemble'

Output Arguments

edge

Classification edge, a weighted average of the classification margin.

Examples

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Estimate Out-of-Bag Edge

Open Live Script

Load Fisher's iris data set.

load fisheriris

Train an ensemble of 100 bagged classification trees using the entire data set.

Mdl = fitcensemble(meas,species,'Method','Bag');

Estimate the out-of-bag edge.

edge = oobEdge(Mdl)

edge = 0.8767

More About

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Edge

The edge is the weighted mean value of the classification margin. The weights are the class probabilities in ens.Prior.

Margin

The classification margin is the difference between the classification score for the true class and maximal classification score for the false classes. Margin is a column vector with the same number of rows as in the matrix ens.X.

Out of Bag

Bagging, which stands for “bootstrap aggregation”, is a type of ensemble learning. To bag a weak learner such as a decision tree on a dataset, fitcensemble generates many bootstrap replicas of the dataset and grows decision trees on these replicas. fitcensemble obtains each bootstrap replica by randomly selecting N observations out of N with replacement, where N is the dataset size. To find the predicted response of a trained ensemble, predict take an average over predictions from individual trees.

Drawing N out of N observations with replacement omits on average 37% (1/e) of observations for each decision tree. These are "out-of-bag" observations. For each observation, oobLoss estimates the out-of-bag prediction by averaging over predictions from all trees in the ensemble for which this observation is out of bag. It then compares the computed prediction against the true response for this observation. It calculates the out-of-bag error by comparing the out-of-bag predicted responses against the true responses for all observations used for training. This out-of-bag average is an unbiased estimator of the true ensemble error.

Documentation