loss

Classification error

Syntax

L = loss(ens,tbl,ResponseVarName) L = loss(ens,tbl,Y) L = loss(ens,X,Y) L = loss(___,Name,Value)

Description

L = loss(ens,tbl,ResponseVarName) returns the classification error for ensemble ens computed using table of predictors tbl and true class labels tbl.ResponseVarName.

L = loss(ens,tbl,Y) returns the classification error for ensemble ens computed using table of predictors tbl and true class labels Y.

L = loss(ens,X,Y) returns the classification error for ensemble ens computed using matrix of predictors X and true class labels Y.

L = loss(___,Name,Value) computes classification error with additional options specified by one or more Name,Value pair arguments, using any of the previous syntaxes.

When computing the loss, loss normalizes the class probabilities in ResponseVarName or Y to the class probabilities used for training, stored in the Prior property of ens.

Input Arguments

`ens`	Classification ensemble created with `fitcensemble`, or a compact classification ensemble created with `compact`.
`tbl`	Sample data, specified as a table. Each row of `tbl` corresponds to one observation, and each column corresponds to one predictor variable. `tbl` must contain all of the predictors used to train the model. Multi-column variables and cell arrays other than cell arrays of character vectors are not allowed. If you trained `ens` using sample data contained in a `table`, then the input data for this method must also be in a table.
`ResponseVarName`	Response variable name, specified as the name of a variable in `tbl`. You must specify `ResponseVarName` as a character vector or string scalar. For example, if the response variable `Y` is stored as `tbl.Y`, then specify it as `'Y'`. Otherwise, the software treats all columns of `tbl`, including `Y`, as predictors when training the model.
`X`	Matrix of data to classify. Each row of `X` represents one observation, and each column represents one predictor. `X` must have the same number of columns as the data used to train `ens`. `X` should have the same number of rows as the number of elements in `Y`. If you trained `ens` using sample data contained in a matrix, then the input data for this method must also be in a matrix.
`Y`	Class labels of observations in `tbl` or `X`. `Y` should be of the same type as the classification used to train `ens`, and its number of elements should equal the number of rows of `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.

'learners'

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

Default: 1:NumTrained

'Lossfun'

Loss function, specified as the comma-separated pair consisting of 'LossFun' and a built-in, loss-function name or function handle.

The following table lists the available loss functions. Specify one using its corresponding character vector or string scalar.

Value	Description
`'binodeviance'`	Binomial deviance
`'classiferror'`	Classification error
`'exponential'`	Exponential
`'hinge'`	Hinge
`'logit'`	Logistic
`'mincost'`	Minimal expected misclassification cost (for classification scores that are posterior probabilities)
`'quadratic'`	Quadratic

'mincost' is appropriate for classification scores that are posterior probabilities.

Bagged and subspace ensembles return posterior probabilities by default (ens.Method is 'Bag' or 'Subspace').
If the ensemble method is 'AdaBoostM1', 'AdaBoostM2', GentleBoost, or 'LogitBoost', then, to use posterior probabilities as classification scores, you must specify the double-logit score transform by entering
```
ens.ScoreTransform = 'doublelogit';
```
For all other ensemble methods, the software does not support posterior probabilities as classification scores.

Specify your own function using function handle notation.
Suppose that n be the number of observations in X and K be the number of distinct classes (numel(ens.ClassNames), ens is the input model). Your function must have this signature
```
lossvalue = lossfun(C,S,W,Cost)
```
where:
- The output argument lossvalue is a scalar.
- You choose the function name (lossfun).
- C is an n-by-K logical matrix with rows indicating which class the corresponding observation belongs. The column order corresponds to the class order in ens.ClassNames.
  Construct C by setting C(p,q) = 1 if observation p is in class q, for each row. Set all other elements of row p to 0.
- S is an n-by-K numeric matrix of classification scores. The column order corresponds to the class order in ens.ClassNames. S is a matrix of classification scores, similar to the output of predict.
- W is an n-by-1 numeric vector of observation weights. If you pass W, the software normalizes them to sum to 1.
- Cost is a K-by-K numeric matrix of misclassification costs. For example, Cost = ones(K) - eye(K) specifies a cost of 0 for correct classification, and 1 for misclassification.
Specify your function using 'LossFun',@lossfun.

For more details on loss functions, see Classification Loss.

Default: 'classiferror'

'mode'

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'

'UseObsForLearner'

A logical matrix of size N-by-T, where:

N is the number of rows of X.
T is the number of weak learners in ens.

When UseObsForLearner(i,j) is true, learner j is used in predicting the class of row i of X.

Default: true(N,T)

'weights'

Vector of observation weights, with nonnegative entries. The length of weights must equal the number of rows in X. When you specify weights, loss normalizes the weights so that observation weights in each class sum to the prior probability of that class.

Default: ones(size(X,1),1)

Output Arguments

`L`	Classification loss, by default the fraction of misclassified data. `L` can be a vector, and can mean different things, depending on the name-value pair settings.

Examples

expand all

Estimate Classification Error

Open Live Script

Load Fisher's iris data set.

load fisheriris

Train a classification ensemble of 100 decision trees using AdaBoostM2. Specify tree stumps as the weak learners.

t = templateTree('MaxNumSplits',1);
ens = fitcensemble(meas,species,'Method','AdaBoostM2','Learners',t);

Estimate the classification error of the model using the training observations.

L = loss(ens,meas,species)

L = 0.0333

Alternatively, if ens is not compact, then you can estimate the training-sample classification error by passing ens to resubLoss.

More About

expand all

Classification Loss

Classification loss functions measure the predictive inaccuracy of classification models. When you compare the same type of loss among many models, a lower loss indicates a better predictive model.

Consider the following scenario.

L is the weighted average classification loss.
n is the sample size.
For binary classification:
- y_j is the observed class label. The software codes it as –1 or 1, indicating the negative or positive class, respectively.
- f(X_j) is the raw classification score for observation (row) j of the predictor data X.
- m_j = y_jf(X_j) is the classification score for classifying observation j into the class corresponding to y_j. Positive values of m_j indicate correct classification and do not contribute much to the average loss. Negative values of m_j indicate incorrect classification and contribute significantly to the average loss.
For algorithms that support multiclass classification (that is, K ≥ 3):
- y_j^* is a vector of K – 1 zeros, with 1 in the position corresponding to the true, observed class y_j. For example, if the true class of the second observation is the third class and K = 4, then y₂^* = [0 0 1 0]′. The order of the classes corresponds to the order in the ClassNames property of the input model.
- f(X_j) is the length K vector of class scores for observation j of the predictor data X. The order of the scores corresponds to the order of the classes in the ClassNames property of the input model.
- m_j = y_j^*′f(X_j). Therefore, m_j is the scalar classification score that the model predicts for the true, observed class.
The weight for observation j is w_j. The software normalizes the observation weights so that they sum to the corresponding prior class probability. The software also normalizes the prior probabilities so they sum to 1. Therefore,

$\sum_{j = 1}^{n} w_{j} = 1.$

Given this scenario, the following table describes the supported loss functions that you can specify by using the 'LossFun' name-value pair argument.

Loss Function	Value of `LossFun`	Equation
Binomial deviance	`'binodeviance'`	$L = \sum_{j = 1}^{n} w_{j} \log {1 + \exp [- 2 m_{j}]} .$
Exponential loss	`'exponential'`	$L = \sum_{j = 1}^{n} w_{j} \exp (- m_{j}) .$
Classification error	`'classiferror'`	$L = \sum_{j = 1}^{n} w_{j} I {{\hat{y}}_{j} \neq y_{j}} .$ The classification error is the weighted fraction of misclassified observations where ${\hat{y}}_{j}$ is the class label corresponding to the class with the maximal posterior probability. I{x} is the indicator function.
Hinge loss	`'hinge'`	$L = \sum_{j = 1}^{n} w_{j} \max {0, 1 - m_{j}} .$
Logit loss	`'logit'`	$L = \sum_{j = 1}^{n} w_{j} \log (1 + \exp (- m_{j})) .$
Minimal cost	`'mincost'`	The software computes the weighted minimal cost using this procedure for observations j = 1,...,n. Estimate the 1-by-K vector of expected classification costs for observation j: $γ_{j} = f {(X_{j})}^{'} C .$ f(X_j) is the column vector of class posterior probabilities for binary and multiclass classification. C is the cost matrix stored by the input model in the `Cost` property. For observation j, predict the class label corresponding to the minimum expected classification cost: ${\hat{y}}_{j} = \min_{j = 1, ..., K} (γ_{j}) .$ Using C, identify the cost incurred (c_j) for making the prediction. The weighted, average, minimum cost loss is $L = \sum_{j = 1}^{n} w_{j} c_{j} .$
Quadratic loss	`'quadratic'`	$L = \sum_{j = 1}^{n} w_{j} {(1 - m_{j})}^{2} .$

This figure compares the loss functions (except 'mincost') for one observation over m. Some functions are normalized to pass through [0,1].

Extended Capabilities

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

This function fully supports tall arrays. You can use models trained on either in-memory or tall data with this function.

For more information, see Tall Arrays.

Documentation

loss

Syntax

Description

Input Arguments

Name-Value Pair Arguments

Output Arguments

Examples

Estimate Classification Error

More About

Classification Loss

Extended Capabilities

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

See Also

Statistics and Machine Learning Toolbox Documentation

Support

Documentation

loss

Syntax

Description

Input Arguments

Name-Value Pair Arguments

Output Arguments

Examples

Estimate Classification Error

More About

Classification Loss

Extended Capabilities

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

See Also

Statistics and Machine Learning Toolbox Documentation

Support

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