loss

Classification loss for Gaussian kernel classification model

Syntax

L = loss(Mdl,X,Y)

L = loss(Mdl,Tbl,ResponseVarName)

L = loss(Mdl,Tbl,Y)

L = loss(___,Name,Value)

Description

L = loss(Mdl,X,Y) returns the classification loss for the binary Gaussian kernel classification model Mdl using the predictor data in X and the corresponding class labels in Y.

L = loss(Mdl,Tbl,ResponseVarName) returns the classification loss for the model Mdl using the predictor data in Tbl and the true class labels in Tbl.ResponseVarName.

L = loss(Mdl,Tbl,Y) returns the classification loss for the model Mdl using the predictor data in table Tbl and the true class labels in Y.

L = loss(___,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 classification loss function and observation weights. Then, loss returns the weighted classification loss using the specified loss function.

Note

If the predictor data in X or Tbl contains any missing values and LossFun is not set to "classifcost", "classiferror", or "mincost", the loss function can return NaN. For more details, see loss can return NaN for predictor data with missing values.

Examples

Estimate Test-Set Classification Loss

Load the ionosphere data set. This data set has 34 predictors and 351 binary responses for radar returns, either bad ('b') or good ('g').

load ionosphere

Partition the data set into training and test sets. Specify a 15% holdout sample for the test set.

rng('default') % For reproducibility
Partition = cvpartition(Y,'Holdout',0.15);
trainingInds = training(Partition); % Indices for the training set
testInds = test(Partition); % Indices for the test set

Train a binary kernel classification model using the training set.

Mdl = fitckernel(X(trainingInds,:),Y(trainingInds));

Estimate the training-set classification error and the test-set classification error.

ceTrain = loss(Mdl,X(trainingInds,:),Y(trainingInds))

ceTrain = 
0.0067

ceTest = loss(Mdl,X(testInds,:),Y(testInds))

ceTest = 
0.1140

Specify Custom Classification Loss

Load the ionosphere data set. This data set has 34 predictors and 351 binary responses for radar returns, either bad ('b') or good ('g').

load ionosphere

Partition the data set into training and test sets. Specify a 15% holdout sample for the test set.

rng('default') % For reproducibility
Partition = cvpartition(Y,'Holdout',0.15);
trainingInds = training(Partition); % Indices for the training set
testInds = test(Partition); % Indices for the test set

Train a binary kernel classification model using the training set.

Mdl = fitckernel(X(trainingInds,:),Y(trainingInds));

Create an anonymous function that measures linear loss, that is,

$$L=\frac{\sum _j-w_j{y}_j{f}_j}{\sum _j{w}_j}.$$

$$w_j$$ is the weight for observation j, $$y_j$$ is response j (-1 for the negative class, and 1 otherwise), and $$f_j$$ is the raw classification score of observation j.

linearloss = @(C,S,W,Cost)sum(-W.*sum(S.*C,2))/sum(W);

Custom loss functions must be written in a particular form. For rules on writing a custom loss function, see the 'LossFun' name-value pair argument.

Estimate the training-set classification loss and the test-set classification loss using the linear loss function.

ceTrain = loss(Mdl,X(trainingInds,:),Y(trainingInds),'LossFun',linearloss)

ceTrain = 
-1.0851

ceTest = loss(Mdl,X(testInds,:),Y(testInds),'LossFun',linearloss)

ceTest = 
-0.7821

Input Arguments

Mdl — Binary kernel classification model

ClassificationKernel model object

Binary kernel classification model, specified as a ClassificationKernel model object. You can create a ClassificationKernel model object using fitckernel.

X — Predictor data

n-by-p numeric matrix

Predictor data, specified as an n-by-p numeric matrix, where n is the number of observations and p is the number of predictors used to train Mdl.

The length of Y and the number of observations in X must be equal.

Data Types: single | double

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; logical or numeric vector; or cell array of character vectors.

• The data type of Y must be the same as the data type of Mdl.ClassNames. (The software treats string arrays as cell arrays of character vectors.)

• The distinct classes in Y must be a subset of Mdl.ClassNames.

• If Y is a character array, then each element must correspond to one row of the array.

• The length of Y must be equal to the number of observations in X or Tbl.

Data Types: categorical | char | string | logical | single | double | cell

Tbl — Sample data

table

Sample data used to train the model, 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 Tbl contains the response variable used to train Mdl, then you do not need to specify ResponseVarName or Y.

If you train Mdl using sample data contained in a table, then the input data for loss must also be in a 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 specify it 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

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: L = loss(Mdl,X,Y,'LossFun','quadratic','Weights',weights) returns the weighted classification loss using the quadratic loss function.

LossFun — Loss function

'classiferror' (default) | 'binodeviance' | 'classifcost' | 'exponential' | 'hinge' | 'logit' | 'mincost' | 'quadratic' | function handle

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

• This table lists the available loss functions. Specify one using its corresponding value.

  Value	Description
  "binodeviance"	Binomial deviance
  "classifcost"	Observed misclassification cost
  "classiferror"	Misclassified rate in decimal
  "exponential"	Exponential loss
  "hinge"	Hinge loss
  "logit"	Logistic loss
  "mincost"	Minimal expected misclassification cost (for classification scores that are posterior probabilities)
  "quadratic"	Quadratic loss

  'mincost' is appropriate for classification scores that are posterior probabilities. For kernel classification models, logistic regression learners return posterior probabilities as classification scores by default, but SVM learners do not (see predict).

• To specify a custom loss function, use function handle notation. The function must have this form:

  lossvalue = lossfun(C,S,W,Cost)

  • 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. n is the number of observations in Tbl or X, and K is the number of distinct classes (numel(Mdl.ClassNames)). The column order corresponds to the class order in Mdl.ClassNames. Create 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 Mdl.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.

  • 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.

Example: 'LossFun',@lossfun

Data Types: char | string | function_handle

Weights — Observation weights

ones(size(X,1),1) (default) | numeric vector | name of variable in Tbl

Observation weights, specified as the comma-separated pair consisting of 'Weights' and a numeric vector or the name of a variable in Tbl.

• If Weights is a numeric vector, then the size of Weights must be equal to the number of rows in X or Tbl.

• If Weights is the name of a variable in Tbl, you must specify Weights as a character vector or string scalar. For example, if the weights are stored as Tbl.W, then specify Weights as 'W'. Otherwise, the software treats all columns of Tbl, including Tbl.W, as predictors.

If you supply weights, loss computes the weighted classification loss and normalizes the weights to sum up to the value of the prior probability in the respective class.

Data Types: double | single | char | string

Output Arguments

L — Classification loss

numeric scalar

Classification loss, returned as a numeric scalar. The interpretation of L depends on Weights and LossFun.

More About

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.

• y_j is the observed class label. The software codes it as –1 or 1, indicating the negative or positive class (or the first or second class in the ClassNames property), respectively.

• f(X_j) is the positive-class 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.

• The weight for observation j is w_j. The software normalizes the observation weights so that they sum to the corresponding prior class probability stored in the Prior property. Therefore,

  $${\displaystyle \sum _{j=1}^n{w}_j}=1.$$

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

Loss Function	Value of LossFun	Equation
Binomial deviance	"binodeviance"	$$L={\displaystyle \sum _{j=1}^n{w}_j\log \left\{1+\exp \left[-2m_j\right]\right\}}.$$
Observed misclassification cost	"classifcost"	$$L={\displaystyle \sum _{j=1}^n{w}_j}{c}_{y_j{\widehat{y}}_j},$$ where $${\widehat{y}}_j$$ is the class label corresponding to the class with the maximal score, and $$c_{y_j{\widehat{y}}_j}$$ is the user-specified cost of classifying an observation into class $${\widehat{y}}_j$$ when its true class is yj.
Misclassified rate in decimal	"classiferror"	$$L={\displaystyle \sum _{j=1}^n{w}_j}I\left\{{\widehat{y}}_j\ne y_j\right\},$$ where I{·} is the indicator function.
Cross-entropy loss	"crossentropy"	"crossentropy" is appropriate only for neural network models. The weighted cross-entropy loss is $$L=-{\displaystyle \sum _{j=1}^n\frac{{\tilde{w}}_j\log (m_j)}{Kn}},$$ where the weights $${\tilde{w}}_j$$ are normalized to sum to n instead of 1.
Exponential loss	"exponential"	$$L={\displaystyle \sum _{j=1}^n{w}_j\exp \left(-m_j\right)}.$$
Hinge loss	"hinge"	$$L={\displaystyle \sum }_{j=1}^n{w}_j\max \left\{0,1-m_j\right\}.$$
Logistic loss	"logit"	$$L={\displaystyle \sum _{j=1}^n{w}_j\log \left(1+\exp \left(-m_j\right)\right)}.$$
Minimal expected misclassification cost	"mincost"	"mincost" is appropriate only if classification scores are posterior probabilities. The software computes the weighted minimal expected classification cost using this procedure for observations j = 1,...,n. Estimate the expected misclassification cost of classifying the observation Xj into the class k: $${\gamma }_{jk}={\left(f{\left(X_j\right)}^{\prime }C\right)}_k.$$ f(Xj) is the column vector of class posterior probabilities for the observation Xj. C is the cost matrix stored in the Cost property of the model. For observation j, predict the class label corresponding to the minimal expected misclassification cost: $${\widehat{y}}_j=\underset{k=1,\mathrm{...},K}{\text{argmin}}{\gamma }_{jk}.$$ Using C, identify the cost incurred (cj) for making the prediction. The weighted average of the minimal expected misclassification cost loss is $$L={\displaystyle \sum _{j=1}^n{w}_j{c}_j}.$$
Quadratic loss	"quadratic"	$$L={\displaystyle \sum _{j=1}^n{w}_j{\left(1-m_j\right)}^2}.$$

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", "classiferror", and "mincost" are identical. For a model with a nondefault cost matrix, the "classifcost" loss is equivalent to the "mincost" loss most of the time. These losses can be different if prediction into the class with maximal posterior probability is different from prediction into the class with minimal expected cost. Note that "mincost" is appropriate only if classification scores are posterior probabilities.

This figure compares the loss functions (except "classifcost", "crossentropy", and "mincost") over the score m for one observation. Some functions are normalized to pass through the point (0,1).

Extended Capabilities

Tall Arrays

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

The loss function supports tall arrays with the following usage notes and limitations:

• loss does not support tall table data.

For more information, see Tall Arrays.

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™. (since R2025a)

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Version History

Introduced in R2017b

R2025a: Specify GPU arrays (requires Parallel Computing Toolbox)

loss fully supports GPU arrays.

R2022a: loss returns a different value for a model with a nondefault cost matrix

If you specify a nondefault cost matrix when you train the input model object, the loss function returns a different value compared to previous releases.

The loss function uses the prior probabilities stored in the Prior property to normalize the observation weights of the input data. Also, the function uses the cost matrix stored in the Cost property if you specify the LossFun name-value argument as "classifcost" or "mincost". The way the function uses the Prior and Cost property values has not changed. However, the property values stored in the input model object have changed for a model with a nondefault cost matrix, so the function might return a different value.

For details about the property value change, see Cost property stores the user-specified cost matrix.

If you want the software to handle the cost matrix, prior probabilities, and observation weights in the same way as in previous releases, adjust the prior probabilities and observation weights for the nondefault cost matrix, as described in Adjust Prior Probabilities and Observation Weights for Misclassification Cost Matrix. Then, when you train a classification model, specify the adjusted prior probabilities and observation weights by using the Prior and Weights name-value arguments, respectively, and use the default cost matrix.

R2022a: loss can return NaN for predictor data with missing values

The loss function no longer omits an observation with a NaN score when computing the weighted average classification loss. Therefore, loss can now return NaN when the predictor data X or the predictor variables in Tbl contain any missing values, and the name-value argument LossFun is not specified as "classifcost", "classiferror", or "mincost". In most cases, if the test set observations do not contain missing predictors, the loss function does not return NaN.

This change improves the automatic selection of a classification model when you use fitcauto. Before this change, the software might select a model (expected to best classify new data) with few non-NaN predictors.

If loss in your code returns NaN, you can update your code to avoid this result by doing one of the following:

• Remove or replace the missing values by using rmmissing or fillmissing, respectively.

• Specify the name-value argument LossFun as "classifcost", "classiferror", or "mincost".

The following table shows the classification models for which the loss object function might return NaN. For more details, see the Compatibility Considerations for each loss function.

Model Type	Full or Compact Model Object	loss Object Function
Discriminant analysis classification model	ClassificationDiscriminant, CompactClassificationDiscriminant	loss
Ensemble of learners for classification	ClassificationEnsemble, CompactClassificationEnsemble	loss
Gaussian kernel classification model	ClassificationKernel	loss
k-nearest neighbor classification model	ClassificationKNN	loss
Linear classification model	ClassificationLinear	loss
Neural network classification model	ClassificationNeuralNetwork, CompactClassificationNeuralNetwork	loss
Support vector machine (SVM) classification model	ClassificationSVM, CompactClassificationSVM	loss