Model Building and Assessment

Feature selection, feature engineering, model selection, hyperparameter optimization, cross-validation, predictive performance evaluation, and classification accuracy comparison tests

When you build a high-quality, predictive classification model, it is important to select the right features (or predictors) and tune hyperparameters (model parameters that are not estimated).

Feature selection and hyperparameter tuning can yield multiple models. You can compare the k-fold misclassification rates, receiver operating characteristic (ROC) curves, or confusion matrices among the models. Or, conduct a statistical test to detect whether a classification model significantly outperforms another.

To engineer new features before training a classification model, use gencfeatures.

To build and assess classification models interactively, use the Classification Learner app.

To automatically select a model with tuned hyperparameters, use fitcauto. This function tries a selection of classification model types with different hyperparameter values and returns a final model that is expected to perform well on new data. Use fitcauto when you are uncertain which classifier types best suit your data.

To tune hyperparameters of a specific model, select the hyperparameter values and cross-validate the model using those values. For example, to tune an SVM model, choose a set of box constraints and kernel scales, and then cross-validate a model for each pair of values. Certain Statistics and Machine Learning Toolbox™ classification functions offer automatic hyperparameter tuning through Bayesian optimization, grid search, or random search. bayesopt, the main function for implementing Bayesian optimization, is flexible enough for many other applications as well. See Bayesian Optimization Workflow.

To interpret a classification model, you can use lime, shapley, and plotPartialDependence.

Apps

Classification Learner

Train models to classify data using supervised machine learning

Functions

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Feature Selection

`fscchi2`	Univariate feature ranking for classification using chi-square tests
`fscmrmr`	Rank features for classification using minimum redundancy maximum relevance (MRMR) algorithm
`fscnca`	Feature selection using neighborhood component analysis for classification
`oobPermutedPredictorImportance`	Predictor importance estimates by permutation of out-of-bag predictor observations for random forest of classification trees
`predictorImportance`	Estimates of predictor importance for classification tree
`predictorImportance`	Estimates of predictor importance for classification ensemble of decision trees
`sequentialfs`	Sequential feature selection using custom criterion
`relieff`	Rank importance of predictors using ReliefF or RReliefF algorithm

Feature Engineering

`gencfeatures`	Perform automated feature engineering for classification
`describe`	Describe generated features
`transform`	Transform new data using generated features

Automated Model Selection

fitcauto Automatically select classification model with optimized hyperparameters

Hyperparameter Optimization

`bayesopt`	Select optimal machine learning hyperparameters using Bayesian optimization
`hyperparameters`	Variable descriptions for optimizing a fit function
`optimizableVariable`	Variable description for `bayesopt` or other optimizers

Cross-Validation

`crossval`	Estimate loss using cross-validation
`cvpartition`	Partition data for cross-validation
`repartition`	Repartition data for cross-validation
`test`	Test indices for cross-validation
`training`	Training indices for cross-validation

Model Interpretation

Local Interpretable Model-Agnostic Explanations (LIME)

`lime`	Local interpretable model-agnostic explanations (LIME)
`fit`	Fit simple model of local interpretable model-agnostic explanations (LIME)
`plot`	Plot results of local interpretable model-agnostic explanations (LIME)

Shapley Values

`shapley`	Shapley values
`fit`	Compute Shapley values for query point
`plot`	Plot Shapley values

Partial Dependence

`partialDependence`	Compute partial dependence
`plotPartialDependence`	Create partial dependence plot (PDP) and individual conditional expectation (ICE) plots

Classification Performance Evaluation

Confusion Matrix

`confusionchart`	Create confusion matrix chart for classification problem
`confusionmat`	Compute confusion matrix for classification problem

Receiver Operating Characteristic (ROC) Curve

`rocmetrics`	Receiver operating characteristic (ROC) curve and performance metrics for binary and multiclass classifiers
`addMetrics`	Compute additional classification performance metrics
`average`	Compute performance metrics for average receiver operating characteristic (ROC) curve in multiclass problem
`plot`	Plot receiver operating characteristic (ROC) curves and other performance curves
`perfcurve`	Receiver operating characteristic (ROC) curve or other performance curve for classifier output

Model Accuracy Comparison Tests

`testcholdout`	Compare predictive accuracies of two classification models
`testckfold`	Compare accuracies of two classification models by repeated cross-validation

Objects

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Feature Selection

FeatureSelectionNCAClassification Feature selection for classification using neighborhood component analysis (NCA)

Feature Engineering

FeatureTransformer Generated feature transformations

Hyperparameter Optimization

BayesianOptimization Bayesian optimization results

Properties

ConfusionMatrixChart Properties	Confusion matrix chart appearance and behavior
ROCCurve Properties	Receiver operating characteristic (ROC) curve appearance and behavior

Topics

Classification Learner App

Train Classification Models in Classification Learner App
Workflow for training, comparing and improving classification models, including automated, manual, and parallel training.
Visualize and Assess Classifier Performance in Classification Learner
Compare model accuracy values, visualize results by plotting class predictions, and check performance per class in the confusion matrix.
Feature Selection and Feature Transformation Using Classification Learner App
Identify useful predictors using plots or feature ranking algorithms, select features to include, and transform features using PCA in Classification Learner.

Feature Selection

Introduction to Feature Selection
Learn about feature selection algorithms and explore the functions available for feature selection.
Sequential Feature Selection
This topic introduces sequential feature selection and provides an example that selects features sequentially using a custom criterion and the sequentialfs function.
Neighborhood Component Analysis (NCA) Feature Selection
Neighborhood component analysis (NCA) is a non-parametric method for selecting features with the goal of maximizing prediction accuracy of regression and classification algorithms.
Tune Regularization Parameter to Detect Features Using NCA for Classification
This example shows how to tune the regularization parameter in fscnca using cross-validation.
Regularize Discriminant Analysis Classifier
Make a more robust and simpler model by removing predictors without compromising the predictive power of the model.
Select Features for Classifying High-Dimensional Data
This example shows how to select features for classifying high-dimensional data.

Feature Engineering

Automated Feature Engineering for Classification
Use gencfeatures to engineer new features before training a classification model. Before making predictions on new data, apply the same feature transformations to the new data set.

Automated Model Selection

Automated Classifier Selection with Bayesian and ASHA Optimization
Use fitcauto to automatically try a selection of classification model types with different hyperparameter values, given training predictor and response data.

Hyperparameter Optimization

Bayesian Optimization Workflow
Perform Bayesian optimization using a fit function or by calling bayesopt directly.
Variables for a Bayesian Optimization
Create variables for Bayesian optimization.
Bayesian Optimization Objective Functions
Create the objective function for Bayesian optimization.
Constraints in Bayesian Optimization
Set different types of constraints for Bayesian optimization.
Optimize Cross-Validated Classifier Using bayesopt
Minimize cross-validation loss using Bayesian Optimization.
Optimize Classifier Fit Using Bayesian Optimization
Minimize cross-validation loss using the OptimizeParameters name-value argument in a fitting function.
Bayesian Optimization Plot Functions
Visually monitor a Bayesian optimization.
Bayesian Optimization Output Functions
Monitor a Bayesian optimization.
Bayesian Optimization Algorithm
Understand the underlying algorithms for Bayesian optimization.
Parallel Bayesian Optimization
How Bayesian optimization works in parallel.

Model Interpretation

Interpret Machine Learning Models
Explain model predictions using the lime and shapley objects and the plotPartialDependence function.
Shapley Values for Machine Learning Model
Compute Shapley values for a machine learning model using interventional algorithm or conditional algorithm.

Cross-Validation

Implement Cross-Validation Using Parallel Computing
Speed up cross-validation using parallel computing.

Classification Performance Evaluation

ROC Curve and Performance Metrics
Use rocmetrics to examine the performance of a classification algorithm on a test data set.
Performance Curves by perfcurve
Learn how the perfcurve function computes a receiver operating characteristic (ROC) curve.