Classify observations in cross-validated kernel ECOC model
returns class labels predicted by the cross-validated kernel ECOC model (label
= kfoldPredict(CVMdl
)ClassificationPartitionedKernelECOC
) CVMdl
. For every fold,
kfoldPredict
predicts class labels for validation-fold observations
using a model trained on training-fold observations. kfoldPredict
applies the same data used to create CVMdl
(see fitcecoc
).
The software predicts the classification of an observation by assigning the observation to the class yielding the largest negated average binary loss (or, equivalently, the smallest average binary loss).
returns predicted class labels with additional options specified by one or more name-value
pair arguments. For example, specify the posterior probability estimation method, decoding
scheme, or verbosity level.label
= kfoldPredict(CVMdl
,Name,Value
)
[
additionally returns negated values of the average binary loss per class
(label
,NegLoss
,PBScore
]
= kfoldPredict(___)NegLoss
) for validation-fold observations and positive-class scores
(PBScore
) for validation-fold observations classified by each binary
learner, using any of the input argument combinations in the previous syntaxes.
If the coding matrix varies across folds (that is, the coding scheme is
sparserandom
or denserandom
), then
PBScore
is empty ([]
).
[
additionally returns posterior class probability estimates for validation-fold observations
(label
,NegLoss
,PBScore
,Posterior
]
= kfoldPredict(___)Posterior
).
To obtain posterior class probabilities, the kernel classification binary learners must
be logistic regression models. Otherwise, kfoldPredict
throws an
error.
Classify observations using a cross-validated, multiclass kernel ECOC classifier, and display the confusion matrix for the resulting classification.
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.
rng(1); % For reproducibility 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' Properties, Methods
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'
.
Classify the observations that fitcecoc
does not use in training the folds.
label = kfoldPredict(CVMdl);
Construct a confusion matrix to compare the true classes of the observations to their predicted labels.
C = confusionchart(Y,label);
The CVMdl
model misclassifies four 'versicolor'
irises as 'virginica'
irises and misclassifies one 'virginica'
iris as a 'versicolor'
iris.
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 of kernel classification models using 5-fold cross-validation.
rng(1); % For reproducibility CVMdl = fitcecoc(X,Y,'Learners','kernel','KFold',5)
CVMdl = ClassificationPartitionedKernelECOC CrossValidatedModel: 'KernelECOC' ResponseName: 'Y' NumObservations: 150 KFold: 5 Partition: [1x1 cvpartition] ClassNames: {'setosa' 'versicolor' 'virginica'} ScoreTransform: 'none' Properties, Methods
CVMdl
is a ClassificationPartitionedKernelECOC
model. It contains the property Trained
, which is a 5-by-1 cell array of CompactClassificationECOC
models.
By default, the kernel classification models that compose the CompactClassificationECOC
models use SVMs. SVM scores are signed distances from the observation to the decision boundary. Therefore, the domain is . Create a custom binary loss function that:
Maps the coding design matrix (M) and positive-class classification scores (s) for each learner to the binary loss for each observation
Uses linear loss
Aggregates the binary learner loss using the median
You can create a separate function for the binary loss function, and then save it on the MATLAB® path. Or, you can specify an anonymous binary loss function. In this case, create a function handle (customBL
) to an anonymous binary loss function.
customBL = @(M,s)nanmedian(1 - bsxfun(@times,M,s),2)/2;
Predict cross-validation labels and estimate the median binary loss per class. Print the median negative binary losses per class for a random set of 10 observations.
[label,NegLoss] = kfoldPredict(CVMdl,'BinaryLoss',customBL); idx = randsample(numel(label),10); table(Y(idx),label(idx),NegLoss(idx,1),NegLoss(idx,2),NegLoss(idx,3),... 'VariableNames',[{'True'};{'Predicted'};... unique(CVMdl.ClassNames)])
ans=10×5 table
True Predicted setosa versicolor virginica
______________ ______________ ________ __________ _________
{'setosa' } {'setosa' } 0.20926 -0.84572 -0.86354
{'setosa' } {'setosa' } 0.16144 -0.90572 -0.75572
{'virginica' } {'versicolor'} -0.83532 -0.12157 -0.54311
{'virginica' } {'virginica' } -0.97235 -0.69759 0.16994
{'virginica' } {'virginica' } -0.89441 -0.69937 0.093778
{'virginica' } {'virginica' } -0.86774 -0.47297 -0.15929
{'setosa' } {'setosa' } -0.1026 -0.69671 -0.70069
{'setosa' } {'setosa' } 0.1001 -0.89163 -0.70848
{'virginica' } {'virginica' } -1.0106 -0.52919 0.039829
{'versicolor'} {'versicolor'} -1.0298 0.027354 -0.49757
The cross-validated model correctly predicts the labels for 9 of the 10 random observations.
Estimate posterior class probabilities using a cross-validated, multiclass kernel ECOC classification model. Kernel classification models return posterior probabilities for logistic regression learners only.
Load Fisher's iris data set. X
contains flower measurements, and Y
contains the names of flower species.
load fisheriris
X = meas;
Y = species;
Create a kernel template for the binary kernel classification models. Specify to fit logistic regression learners.
t = templateKernel('Learner','logistic')
t = Fit template for classification Kernel. BetaTolerance: [] BlockSize: [] BoxConstraint: [] Epsilon: [] NumExpansionDimensions: [] GradientTolerance: [] HessianHistorySize: [] IterationLimit: [] KernelScale: [] Lambda: [] Learner: 'logistic' LossFunction: [] Stream: [] VerbosityLevel: [] Version: 1 Method: 'Kernel' Type: 'classification'
t
is a kernel template. Most of its properties are empty. When training an ECOC classifier using the template, the software sets the applicable properties to their default values.
Cross-validate an ECOC model using the kernel template.
rng('default'); % For reproducibility CVMdl = fitcecoc(X,Y,'Learners',t,'CrossVal','on')
CVMdl = ClassificationPartitionedKernelECOC CrossValidatedModel: 'KernelECOC' ResponseName: 'Y' NumObservations: 150 KFold: 10 Partition: [1x1 cvpartition] ClassNames: {'setosa' 'versicolor' 'virginica'} ScoreTransform: 'none' Properties, Methods
CVMdl
is a ClassificationPartitionedECOC
model. By default, the software uses 10-fold cross-validation.
Predict the validation-fold class posterior probabilities.
[label,~,~,Posterior] = kfoldPredict(CVMdl);
The software assigns an observation to the class that yields the smallest average binary loss. Because all binary learners are computing posterior probabilities, the binary loss function is quadratic
.
Display the posterior probabilities for 10 randomly selected observations.
idx = randsample(size(X,1),10); CVMdl.ClassNames
ans = 3x1 cell
{'setosa' }
{'versicolor'}
{'virginica' }
table(Y(idx),label(idx),Posterior(idx,:),... 'VariableNames',{'TrueLabel','PredLabel','Posterior'})
ans=10×3 table
TrueLabel PredLabel Posterior
______________ ______________ ________________________________
{'setosa' } {'setosa' } 0.68216 0.18546 0.13238
{'virginica' } {'virginica' } 0.1581 0.14405 0.69785
{'virginica' } {'virginica' } 0.071807 0.093291 0.8349
{'setosa' } {'setosa' } 0.74918 0.11434 0.13648
{'versicolor'} {'versicolor'} 0.09375 0.67149 0.23476
{'versicolor'} {'versicolor'} 0.036202 0.85544 0.10836
{'versicolor'} {'versicolor'} 0.2252 0.50473 0.27007
{'virginica' } {'virginica' } 0.061562 0.11086 0.82758
{'setosa' } {'setosa' } 0.42448 0.21181 0.36371
{'virginica' } {'virginica' } 0.082705 0.1428 0.7745
The columns of Posterior
correspond to the class order of CVMdl.ClassNames
.
CVMdl
— Cross-validated kernel ECOC modelClassificationPartitionedKernelECOC
modelCross-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 by
templateKernel
, or a cell array of such template
objects.
One of the arguments 'CrossVal'
,
'CVPartition'
, 'Holdout'
,
'KFold'
, or 'Leaveout'
.
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
.
kfoldPredict(CVMdl,'PosteriorMethod','qp')
specifies to
estimate multiclass posterior probabilities by solving a least-squares problem using
quadratic programming.'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 contains names and descriptions of 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 such 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.
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'
'NumKLInitializations'
— Number of random initial values0
(default) | nonnegative integer scalarNumber of random initial values for fitting posterior probabilities by
Kullback-Leibler divergence minimization, specified as the comma-separated pair
consisting of 'NumKLInitializations'
and a nonnegative integer
scalar.
If you do not request the fourth output argument (Posterior
)
and set 'PosteriorMethod','kl'
(the default), then the software
ignores the value of NumKLInitializations
.
For more details, see Posterior Estimation Using Kullback-Leibler Divergence.
Example: 'NumKLInitializations',5
Data Types: single
| double
'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)
.
'PosteriorMethod'
— Posterior probability estimation method'kl'
(default) | 'qp'
Posterior probability estimation method, specified as the comma-separated pair
consisting of 'PosteriorMethod'
and 'kl'
or
'qp'
.
If PosteriorMethod
is 'kl'
, then the
software estimates multiclass posterior probabilities by minimizing the
Kullback-Leibler divergence between the predicted and expected posterior
probabilities returned by binary learners. For details, see Posterior Estimation Using Kullback-Leibler Divergence.
If PosteriorMethod
is 'qp'
, then the
software estimates multiclass posterior probabilities by solving a least-squares
problem using quadratic programming. You need an Optimization
Toolbox™ license to use this option. For details, see Posterior Estimation Using Quadratic Programming.
If you do not request the fourth output argument
(Posterior
), then the software ignores the value of
PosteriorMethod
.
Example: 'PosteriorMethod','qp'
'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
label
— Predicted class labelsPredicted class labels, returned as a categorical or character array, logical or numeric vector, or cell array of character vectors.
label
has the same data type and number of rows as
CVMdl.Y
.
The software predicts the classification of an observation by assigning the observation to the class yielding the largest negated average binary loss (or, equivalently, the smallest average binary loss).
NegLoss
— Negated average binary lossesNegated average binary losses, returned as a numeric matrix.
NegLoss
is an n-by-K
matrix, where n is the number of observations
(size(CVMdl.Y,1)
) and K is the number of unique
classes (size(CVMdl.ClassNames,1)
).
PBScore
— Positive-class scoresPositive-class scores for each binary learner, returned as a numeric matrix.
PBScore
is an n-by-L
matrix, where n is the number of observations
(size(CVMdl.Y,1)
) and L is the number of binary
learners (size(CVMdl.CodingMatrix,2)
).
If the coding matrix varies across folds (that is, the coding scheme is
sparserandom
or denserandom
), then
PBScore
is empty ([]
).
Posterior
— Posterior class probabilitiesPosterior class probabilities, returned as a numeric matrix.
Posterior
is an n-by-K
matrix, where n is the number of observations
(size(CVMdl.Y,1)
) and K is the number of unique
classes (size(CVMdl.ClassNames,1)
).
To return posterior probabilities, each kernel classification binary learner must
have its Learner
property set to 'logistic'
.
Otherwise, the software throws an error.
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.
The software can estimate class posterior probabilities by minimizing the Kullback-Leibler divergence or by using quadratic programming. For the following descriptions of the posterior estimation algorithms, assume that:
mkj is the element (k,j) of the coding design matrix M.
I is the indicator function.
is the class posterior probability estimate for class k of an observation, k = 1,...,K.
rj is the positive-class posterior probability for binary learner j. That is, rj is the probability that binary learner j classifies an observation into the positive class, given the training data.
By default, the software minimizes the Kullback-Leibler divergence to estimate class posterior probabilities. The Kullback-Leibler divergence between the expected and observed positive-class posterior probabilities is
where is the weight for binary learner j.
Sj is the set of observation indices on which binary learner j is trained.
is the weight of observation i.
The software minimizes the divergence iteratively. The first step is to choose initial values for the class posterior probabilities.
If you do not specify 'NumKLIterations'
, then the software
tries both sets of deterministic initial values described next, and selects the
set that minimizes Δ.
is the solution of the system
where
M01 is
M with all
mkj = –1 replaced
with 0, and r is a vector of positive-class
posterior probabilities returned by the L binary
learners [Dietterich et al.]. The software uses lsqnonneg
to solve
the system.
If you specify 'NumKLIterations',c
, where
c
is a natural number, then the software does the
following to choose the set , and selects the set that minimizes Δ.
The software tries both sets of deterministic initial values as described previously.
The software randomly generates c
vectors of
length K using rand
, and then
normalizes each vector to sum to 1.
At iteration t, the software completes these steps:
Compute
Estimate the next class posterior probability using
Normalize so that they sum to 1.
Check for convergence.
For more details, see [Hastie et al.] and [Zadrozny].
Posterior probability estimation using quadratic programming requires an Optimization Toolbox license. To estimate posterior probabilities for an observation using this method, the software completes these steps:
Estimate the positive-class posterior probabilities, rj, for binary learners j = 1,...,L.
Using the relationship between rj and [Wu et al.], minimize
with respect to and the restrictions
The software performs minimization using quadprog
(Optimization Toolbox).
[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] Dietterich, T., and G. Bakiri. “Solving Multiclass Learning Problems Via Error-Correcting Output Codes.” Journal of Artificial Intelligence Research. Vol. 2, 1995, pp. 263–286.
[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.
[4] 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.
[5] Hastie, T., and R. Tibshirani. “Classification by Pairwise Coupling.” Annals of Statistics. Vol. 26, Issue 2, 1998, pp. 451–471.
[6] Wu, T. F., C. J. Lin, and R. Weng. “Probability Estimates for Multi-Class Classification by Pairwise Coupling.” Journal of Machine Learning Research. Vol. 5, 2004, pp. 975–1005.
[7] Zadrozny, B. “Reducing Multiclass to Binary by Coupling Probability Estimates.” NIPS 2001: Proceedings of Advances in Neural Information Processing Systems 14, 2001, pp. 1041–1048.
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