margin

Classification margins for multiclass error-correcting output codes (ECOC) model

Syntax

m = margin(Mdl,tbl,ResponseVarName)

m = margin(Mdl,tbl,Y)

m = margin(Mdl,X,Y)

m = margin(___,Name,Value)

Description

m = margin(Mdl,tbl,ResponseVarName) returns the classification margins (m) for the trained multiclass error-correcting output codes (ECOC) model Mdl using the predictor data in table tbl and the class labels in tbl.ResponseVarName.

m = margin(Mdl,tbl,Y) returns the classification margins for the classifier Mdl using the predictor data in table tbl and the class labels in vector Y.

example

m = margin(Mdl,X,Y) returns the classification margins for the classifier Mdl using the predictor data in matrix X and the class labels Y.

m = margin(___,Name,Value) 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.

Examples

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Test-Sample Classification Margins of ECOC Model

Open Live Script

Calculate the test-sample classification margins of an ECOC model with SVM binary learners.

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, 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 set.

Calculate the test-sample classification margins. Display the distribution of the margins using a boxplot.

testInds = test(PMdl.Partition);   % Extract the test indices
XTest = X(testInds,:);
YTest = Y(testInds,:);
m = margin(Mdl,XTest,YTest);

boxplot(m)
title('Test-Sample Margins')

The classification margin of an observation is the positive-class negated loss minus the maximum negative-class negated loss. Choose classifiers that yield relatively large margins.

Select ECOC Model Features by Examining Test-Sample Margins

Open Live Script

Perform feature selection by comparing test-sample margins from multiple models. Based solely on this comparison, the model with the greatest margins is the best model.

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 four predictors.
partX contains the sepal measurements only.

fullX = X;
partX = X(:,1:2);

Train an ECOC model using SVM binary classifiers for each predictor set. Specify the partition definition, standardize the predictors using an SVM template, and define 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 margins for each classifier. For each model, display the distribution of the margins using a boxplot.

fullMargins = margin(fullMdl,XTest,YTest);
partMargins = margin(partMdl,XTest(:,1:2),YTest);

boxplot([fullMargins partMargins],'Labels',{'All Predictors','Two Predictors'})
title('Boxplots of Test-Sample Margins')

The margin distribution of fullMdl is situated higher and has less variability than the margin distribution of partMdl.

Input Arguments

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`Mdl` — Full or compact multiclass ECOC model
`ClassificationECOC` model object | `CompactClassificationECOC` model object

Full 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 data
table

Sample 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 margin 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 name
name of variable in `tbl`

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 data
numeric matrix

Predictor 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.

Data Types: double | single

`Y` — Class labels
categorical array | character array | string array | logical vector | numeric vector | cell array of character vectors

Class 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.

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.

Example: margin(Mdl,tbl,'y','BinaryLoss','exponential') specifies an exponential 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 describes the built-in functions, where y_j is a class label for a particular binary learner (in the set {–1,1,0}), s_j is the score for observation j, and g(y_j,s_j) is the binary loss formula.

Value	Description	Score Domain	g(y_j,s_j)
`'binodeviance'`	Binomial deviance	(–∞,∞)	log[1 + exp(–2y_js_j)]/[2log(2)]
`'exponential'`	Exponential	(–∞,∞)	exp(–y_js_j)/2
`'hamming'`	Hamming	[0,1] or (–∞,∞)	[1 – sign(y_js_j)]/2
`'hinge'`	Hinge	(–∞,∞)	max(0,1 – y_js_j)/2
`'linear'`	Linear	(–∞,∞)	(1 – y_js_j)/2
`'logit'`	Logistic	(–∞,∞)	log[1 + exp(–y_js_j)]/[2log(2)]
`'quadratic'`	Quadratic	[0,1]	[1 – y_j(2s_j – 1)]²/2

The software normalizes binary losses so that the loss is 0.5 when y_j = 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)
```
where:
- 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 level
`0` (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

Output Arguments

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`m` — Classification margins
numeric column vector | numeric matrix

Classification margins, returned as a numeric column vector or numeric matrix.

If Mdl.BinaryLearners contains ClassificationLinear models, then m is an n-by-L vector, where n is the number of observations in X and L is the number of regularization strengths in the linear classification models (numel(Mdl.BinaryLearners{1}.Lambda)). The value m(i,j) is the margin of observation i for the model trained using regularization strength Mdl.BinaryLearners{1}.Lambda(j).

Otherwise, m is a column vector of length n.

More About

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Binary Loss

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:

m_kj is element (k,j) of the coding design matrix M (that is, the code corresponding to class k of binary learner j).
s_j is the score of binary learner j for an observation.
g is the binary loss function.
$\hat{k}$ 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,

$\hat{k} = \underset{k}{argmin} \sum_{j = 1}^{L} | m_{k j} | g (m_{k j}, s_{j}) .$

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,

$\hat{k} = \underset{k}{argmin} \frac{\sum_{j = 1}^{L} | m_{k j} | g (m_{k j}, s_{j})}{\sum_{j = 1}^{L} | m_{k j} |} .$

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 y_j is a class label for a particular binary learner (in the set {–1,1,0}), s_j is the score for observation j, and g(y_j,s_j).

Value	Description	Score Domain	g(y_j,s_j)
`'binodeviance'`	Binomial deviance	(–∞,∞)	log[1 + exp(–2y_js_j)]/[2log(2)]
`'exponential'`	Exponential	(–∞,∞)	exp(–y_js_j)/2
`'hamming'`	Hamming	[0,1] or (–∞,∞)	[1 – sign(y_js_j)]/2
`'hinge'`	Hinge	(–∞,∞)	max(0,1 – y_js_j)/2
`'linear'`	Linear	(–∞,∞)	(1 – y_js_j)/2
`'logit'`	Logistic	(–∞,∞)	log[1 + exp(–y_js_j)]/[2log(2)]
`'quadratic'`	Quadratic	[0,1]	[1 – y_j(2s_j – 1)]²/2

The software normalizes binary losses such that the loss is 0.5 when y_j = 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.

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.

Tips

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.

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. “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.

Extended Capabilities

Tall Arrays
Calculate with arrays that have more rows than fit in memory.

Usage notes and limitations:

margin does not support tall table data when Mdl contains kernel or linear binary learners.

For more information, see Tall Arrays.

Automatic Parallel Support
Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.

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).

Documentation

margin

Syntax

Description

Examples

Test-Sample Classification Margins of ECOC Model

Select ECOC Model Features by Examining Test-Sample Margins

Input Arguments

`Mdl` — Full or compact multiclass ECOC model
`ClassificationECOC` model object | `CompactClassificationECOC` model object

`tbl` — Sample data
table

`ResponseVarName` — Response variable name
name of variable in `tbl`

`X` — Predictor data
numeric matrix

`Y` — Class labels
categorical array | character array | string array | logical vector | numeric vector | cell array of character vectors

Name-Value Pair Arguments

`'BinaryLoss'` — Binary learner loss function
`'hamming'` | `'linear'` | `'logit'` | `'exponential'` | `'binodeviance'` | `'hinge'` | `'quadratic'` | function handle

`'Decoding'` — Decoding scheme
`'lossweighted'` (default) | `'lossbased'`

`'ObservationsIn'` — Predictor data observation dimension
`'rows'` (default) | `'columns'`

`'Options'` — Estimation options
`[]` (default) | structure array returned by `statset`

`'Verbose'` — Verbosity level
`0` (default) | `1`

Output Arguments

`m` — Classification margins
numeric column vector | numeric matrix

More About

Binary Loss

Classification Margin

Tips

References

Extended Capabilities

Tall Arrays
Calculate with arrays that have more rows than fit in memory.

Automatic Parallel Support
Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.

See Also

Topics

Statistics and Machine Learning Toolbox Documentation

Support

Documentation

margin

Syntax

Description

Examples

Test-Sample Classification Margins of ECOC Model

Select ECOC Model Features by Examining Test-Sample Margins

Input Arguments

Mdl — Full or compact multiclass ECOC model ClassificationECOC model object | CompactClassificationECOC model object

tbl — Sample data table

ResponseVarName — Response variable name name of variable in tbl

X — Predictor data numeric matrix

Y — Class labels categorical array | character array | string array | logical vector | numeric vector | cell array of character vectors

Name-Value Pair Arguments

'BinaryLoss' — Binary learner loss function 'hamming' | 'linear' | 'logit' | 'exponential' | 'binodeviance' | 'hinge' | 'quadratic' | function handle

'Decoding' — Decoding scheme 'lossweighted' (default) | 'lossbased'

'ObservationsIn' — Predictor data observation dimension 'rows' (default) | 'columns'

'Options' — Estimation options [] (default) | structure array returned by statset

'Verbose' — Verbosity level 0 (default) | 1

Output Arguments

m — Classification margins numeric column vector | numeric matrix

More About

Binary Loss

Classification Margin

Tips

References

Extended Capabilities

Tall Arrays Calculate with arrays that have more rows than fit in memory.

Automatic Parallel Support Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.

See Also

Topics

Statistics and Machine Learning Toolbox Documentation

Support

`Mdl` — Full or compact multiclass ECOC model
`ClassificationECOC` model object | `CompactClassificationECOC` model object

`tbl` — Sample data
table

`ResponseVarName` — Response variable name
name of variable in `tbl`

`X` — Predictor data
numeric matrix

`Y` — Class labels
categorical array | character array | string array | logical vector | numeric vector | cell array of character vectors

`'BinaryLoss'` — Binary learner loss function
`'hamming'` | `'linear'` | `'logit'` | `'exponential'` | `'binodeviance'` | `'hinge'` | `'quadratic'` | function handle

`'Decoding'` — Decoding scheme
`'lossweighted'` (default) | `'lossbased'`

`'ObservationsIn'` — Predictor data observation dimension
`'rows'` (default) | `'columns'`

`'Options'` — Estimation options
`[]` (default) | structure array returned by `statset`

`'Verbose'` — Verbosity level
`0` (default) | `1`

`m` — Classification margins
numeric column vector | numeric matrix

Tall Arrays
Calculate with arrays that have more rows than fit in memory.

Automatic Parallel Support
Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.