resubLoss

Resubstitution classification loss for multiclass error-correcting output codes (ECOC) model

Description

example

L = resubLoss(Mdl) returns the classification loss by resubstitution (L) for the multiclass error-correcting output codes (ECOC) model Mdl using the training data stored in Mdl.X and the corresponding class labels stored in Mdl.Y. By default, resubLoss uses the classification error to compute L.

The classification loss (L) is a generalization or resubstitution quality measure. Its interpretation depends on the loss function and weighting scheme, but in general, better classifiers yield smaller classification loss values.

example

L = resubLoss(Mdl,Name,Value) returns the classification loss with additional options specified by one or more name-value pair arguments. For example, you can specify the loss function, decoding scheme, and verbosity level.

Examples

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Compute the resubstitution loss for an ECOC model with SVM binary learners.

Load Fisher's iris data set. Specify the predictor data X and the response data Y.

X = meas;
Y = species;

Train an ECOC model using SVM binary classifiers. Standardize the predictors using an SVM template, and specify the class order.

t = templateSVM('Standardize',true);
classOrder = unique(Y)
classOrder = 3x1 cell
{'setosa'    }
{'versicolor'}
{'virginica' }

Mdl = fitcecoc(X,Y,'Learners',t,'ClassNames',classOrder);

t is an SVM template object. During training, the software uses default values for empty properties in t. Mdl is a ClassificationECOC model.

Estimate the resubstitution classification error, which is the default classification loss.

L = resubLoss(Mdl)
L = 0.0267

The ECOC model misclassifies 2.67% of the training-sample irises.

Determine the quality of an ECOC model by using a custom loss function that considers the minimal binary loss for each observation.

Load Fisher's iris data set. Specify the predictor data X, the response data Y, and the order of the classes in Y.

X = meas;
Y = categorical(species);
classOrder = unique(Y)  % Class order
classOrder = 3x1 categorical
setosa
versicolor
virginica

rng(1); % For reproducibility

Train an ECOC model using SVM binary classifiers. Standardize the predictors using an SVM template, and specify the class order.

t = templateSVM('Standardize',true);
Mdl = fitcecoc(X,Y,'Learners',t,'ClassNames',classOrder);

t is an SVM template object. During training, the software uses default values for empty properties in t. Mdl is a ClassificationECOC model.

Create a function that takes the minimal loss for each observation, then averages the minimal losses for all observations. S corresponds to the NegLoss output of resubPredict.

lossfun = @(~,S,~,~)mean(min(-S,[],2));

Compute the custom classification loss for the training data.

resubLoss(Mdl,'LossFun',lossfun)
ans = 0.0097

The average minimal binary loss for the training data is 0.0065.

Input Arguments

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Full, trained multiclass ECOC model, specified as a ClassificationECOC model trained with fitcecoc.

Name-Value Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

Example: resubLoss(Mdl,'BinaryLoss','hamming','LossFun',@lossfun) specifies 'hamming' as the binary learner loss function and the custom function handle @lossfun as the overall loss function.

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 yj is the 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.

ValueDescriptionScore Domaing(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)]

The software normalizes binary losses so 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-B coding matrix stored in Mdl.CodingMatrix.

• s is the 1-by-B 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.

• B 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 identifies what some default BinaryLoss values are when you use the default score transform (ScoreTransform property of the model is 'none').

AssumptionDefault Value

All binary learners are any of the following:

• Classification decision trees

• Discriminant analysis models

• k-nearest neighbor models

• Linear or kernel classification models of logistic regression learners

• Naive Bayes models

All binary learners are SVMs or 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'
You specify to predict class posterior probabilities by setting 'FitPosterior',true in fitcecoc.'quadratic'
Binary learners are heterogeneous and use different loss functions.'hamming'

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 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'

Loss function, specified as 'classiferror', 'classifcost', or a function handle.

• Specify the built-in function 'classiferror'. In this case, the loss function is the classification error, which is the proportion of misclassified observations.

• Specify the built-in function 'classifcost'. In this case, the loss function is the observed misclassification cost. If you use the default cost matrix (whose element value is 0 for correct classification and 1 for incorrect classification), then the loss values for 'classifcost' and 'classiferror' are identical.

• Or, specify your own function using function handle notation.

Assume that n = size(X,1) is the sample size and K is the number of classes. Your function must have the signature lossvalue = lossfun(C,S,W,Cost), where:

• The output argument lossvalue is a scalar.

• You specify the function name (lossfun).

• C is an n-by-K logical matrix with rows indicating the class to which the corresponding observation belongs. The column order corresponds to the class order in Mdl.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 negated loss values for the classes. Each row corresponds to an observation. The column order corresponds to the class order in Mdl.ClassNames. The input S resembles the output argument NegLoss of resubPredict.

• W is an n-by-1 numeric vector of observation weights. If you pass W, the software normalizes its elements 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.

Data Types: char | string | function_handle

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).

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

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Classification Error

The classification error has the form

$L=\sum _{j=1}^{n}{w}_{j}{e}_{j},$

where:

• wj is the weight for observation j. The software renormalizes the weights to sum to 1.

• ej = 1 if the predicted class of observation j differs from its true class, and 0 otherwise.

In other words, the classification error is the proportion of observations misclassified by the classifier.

Observed Misclassification Cost

The observed misclassification cost has the form

$L=\sum _{j=1}^{n}{w}_{j}{c}_{{y}_{j}{\stackrel{^}{y}}_{j}},$

where:

• wj is the weight for observation j. The software renormalizes the weights to sum to 1.

• ${c}_{{y}_{j}{\stackrel{^}{y}}_{j}}$ is the user-specified cost of classifying an observation into class ${\stackrel{^}{y}}_{j}$ when its true class is yj.

Binary Loss

The 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. M is a K-by-B matrix, where K is the number of classes, and B is the number of binary learners.

• sj is the score of binary learner j for an observation.

• g is the binary loss function.

• $\stackrel{^}{k}$ is the predicted class for the observation.

The decoding scheme of an ECOC model specifies how the software aggregates the binary losses and determines the predicted class for each observation. The software supports two decoding schemes:

• Loss-based decoding [2] (Decoding is 'lossbased') — The predicted class of an observation corresponds to the class that produces the minimum average of the binary losses over all binary learners.

$\stackrel{^}{k}=\underset{k}{\text{argmin}}\frac{1}{B}\sum _{j=1}^{B}|{m}_{kj}|g\left({m}_{kj},{s}_{j}\right).$

• Loss-weighted decoding [3] (Decoding is 'lossweighted') — The predicted class of an observation corresponds to the class that produces the minimum average of the binary losses over the binary learners for the corresponding class.

$\stackrel{^}{k}=\underset{k}{\text{argmin}}\frac{\sum _{j=1}^{B}|{m}_{kj}|g\left({m}_{kj},{s}_{j}\right)}{\sum _{j=1}^{B}|{m}_{kj}|}.$

The denominator corresponds to the number of binary learners for class k. [1] suggests that loss-weighted decoding improves classification accuracy by keeping loss values for all classes in the same dynamic range.

The predict, resubPredict, and kfoldPredict functions return the negated value of the objective function of argmin as the second output argument (NegLoss) for each observation and class.

This table summarizes the supported binary 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) is the binary loss function.

ValueDescriptionScore Domaing(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)]

The software normalizes binary losses so that the loss is 0.5 when yj = 0, and aggregates using the average of the binary learners.

Do not confuse the binary loss with the overall classification loss (specified by the LossFun name-value argument of the resubLoss and resubPredict object functions), which measures how well an ECOC classifier performs as a whole.

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. “Separability of ternary codes for sparse designs of error-correcting output codes.” Pattern Recog. Lett., Vol. 30, Issue 3, 2009, pp. 285–297.

[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.

Version History

Introduced in R2014b