# kfoldEdge

Classification edge for cross-validated ECOC model

## Description

returns the classification edge
obtained by the cross-validated ECOC model (`edge`

= kfoldEdge(`CVMdl`

)`ClassificationPartitionedECOC`

) `CVMdl`

. For every
fold, `kfoldEdge`

computes the classification edge for
validation-fold observations using an ECOC model trained on training-fold
observations. `CVMdl.X`

contains both sets of observations.

returns the classification edge with additional options specified by one or more
name-value pair arguments. For example, specify the number of folds, decoding
scheme, or verbosity level.`edge`

= kfoldEdge(`CVMdl`

,`Name,Value`

)

## Examples

### Estimate *k*-Fold Cross-Validation Edge

Load Fisher's iris data set. Specify the predictor data `X`

, the response data `Y`

, and the order of the classes in `Y`

.

load fisheriris X = meas; Y = categorical(species); classOrder = unique(Y); rng(1); % For reproducibility

Train and cross-validate an ECOC model using support vector machine (SVM) binary classifiers. Standardize the predictor data using an SVM template, and specify the class order.

t = templateSVM('Standardize',1); CVMdl = fitcecoc(X,Y,'CrossVal','on','Learners',t,'ClassNames',classOrder);

`CVMdl`

is a `ClassificationPartitionedECOC`

model. By default, the software implements 10-fold cross-validation. You can specify a different number of folds using the `'KFold'`

name-value pair argument.

Estimate the average of the edges.

edge = kfoldEdge(CVMdl)

edge = 0.7238

Alternatively, you can obtain the per-fold edges by specifying the name-value pair `'Mode','individual'`

in `kfoldEdge`

.

### Display Individual Edges for Each Cross-Validation Fold

The classification edge is a relative measure of classifier quality. To determine which folds perform poorly, display the edges for each fold.

Load Fisher's iris data set. Specify the predictor data `X`

, the response data `Y`

, and the order of the classes in `Y`

.

load fisheriris X = meas; Y = categorical(species); classOrder = unique(Y); rng(1); % For reproducibility

Train an ECOC model using SVM binary classifiers. Use 8-fold cross-validation, standardize the predictors using an SVM template, and specify the class order.

t = templateSVM('Standardize',1); CVMdl = fitcecoc(X,Y,'KFold',8,'Learners',t,'ClassNames',classOrder);

Estimate the classification edge for each fold.

edges = kfoldEdge(CVMdl,'Mode','individual')

`edges = `*8×1*
0.7186
0.7308
0.6390
0.7952
0.7596
0.6863
0.7290
0.7030

The edges have similar magnitudes across folds. Folds that perform poorly have small edges relative to the other folds.

To return the average classification edge across the folds that perform well, specify the `'Folds'`

name-value pair argument.

### Select ECOC Model Features by Comparing Cross-Validation Edges

The classifier edge measures the average of the classifier margins. One way to perform feature selection is to compare cross-validation edges from multiple models. Based solely on this criterion, the classifier with the greatest edge is the best classifier.

Load Fisher's iris data set. Specify the predictor data `X`

, the response data `Y`

, and the order of the classes in `Y`

.

load fisheriris X = meas; Y = categorical(species); classOrder = unique(Y); % Class order rng(1); % For reproducibility

Define the following two data sets.

`fullX`

contains all the predictors.`partX`

contains the petal dimensions.

fullX = X; partX = X(:,3:4);

For each predictor set, train and cross-validate an ECOC model using SVM binary classifiers. Standardize the predictors using an SVM template, and specify the class order.

t = templateSVM('Standardize',1); CVMdl = fitcecoc(fullX,Y,'CrossVal','on','Learners',t,... 'ClassNames',classOrder); PCVMdl = fitcecoc(partX,Y,'CrossVal','on','Learners',t,... 'ClassNames',classOrder);

`CVMdl`

and `PCVMdl`

are `ClassificationPartitionedECOC`

models. By default, the software implements 10-fold cross-validation.

Estimate the edge for each classifier.

fullEdge = kfoldEdge(CVMdl)

fullEdge = 0.7238

partEdge = kfoldEdge(PCVMdl)

partEdge = 0.7426

The two models have comparable edges.

## Input Arguments

`CVMdl`

— Cross-validated ECOC model

`ClassificationPartitionedECOC`

model

Cross-validated ECOC model, specified as a `ClassificationPartitionedECOC`

model. You can create a
`ClassificationPartitionedECOC`

model in two ways:

Pass a trained ECOC model (

`ClassificationECOC`

) to`crossval`

.Train an ECOC model using

`fitcecoc`

and specify any one of these cross-validation name-value pair arguments:`'CrossVal'`

,`'CVPartition'`

,`'Holdout'`

,`'KFold'`

, or`'Leaveout'`

.

### 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: **`kfoldEdge(CVMdl,'BinaryLoss','hinge')`

specifies
`'hinge'`

as the binary learner loss function.

`BinaryLoss`

— Binary learner loss function

`'hamming'`

| `'linear'`

| `'logit'`

| `'exponential'`

| `'binodeviance'`

| `'hinge'`

| `'quadratic'`

| function handle

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

*y*is the class label for a particular binary learner (in the set {–1,1,0}),_{j}*s*is the score for observation_{j}*j*, and*g*(*y*,_{j}*s*) is the binary loss formula._{j}Value Description Score Domain *g*(*y*,_{j}*s*)_{j}`"binodeviance"`

Binomial deviance (–∞,∞) log[1 + exp(–2 *y*)]/[2log(2)]_{j}s_{j}`"exponential"`

Exponential (–∞,∞) exp(– *y*)/2_{j}s_{j}`"hamming"`

Hamming [0,1] or (–∞,∞) [1 – sign( *y*)]/2_{j}s_{j}`"hinge"`

Hinge (–∞,∞) max(0,1 – *y*)/2_{j}s_{j}`"linear"`

Linear (–∞,∞) (1 – *y*)/2_{j}s_{j}`"logit"`

Logistic (–∞,∞) log[1 + exp(– *y*)]/[2log(2)]_{j}s_{j}`"quadratic"`

Quadratic [0,1] [1 – *y*(2_{j}*s*– 1)]_{j}^{2}/2The software normalizes binary losses so that the loss is 0.5 when

*y*= 0. Also, the software calculates the mean binary loss for each class [1]._{j}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.

This table identifies the default `BinaryLoss`

value, which depends on the
score ranges returned by the binary learners.

Assumption | Default Value |
---|---|

All binary learners are any of the following: Classification decision trees Discriminant analysis models *k*-nearest neighbor modelsNaive Bayes models
| `'quadratic'` |

All binary learners are SVMs. | `'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`

— 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'`

`Folds`

— Fold indices for prediction

`1:CVMdl.KFold`

(default) | numeric vector of positive integers

Fold indices for prediction, specified as the comma-separated pair consisting of
`'Folds'`

and a numeric vector of positive integers. The elements
of `Folds`

must be within the range from `1`

to
`CVMdl.KFold`

.

The software uses only the folds specified in `Folds`

for
prediction.

**Example: **`'Folds',[1 4 10]`

**Data Types: **`single`

| `double`

`Mode`

— Aggregation level for output

`'average'`

(default) | `'individual'`

Aggregation level for the output, specified as the comma-separated pair consisting of
`'Mode'`

and `'average'`

or
`'individual'`

.

This table describes the values.

Value | Description |
---|---|

`'average'` | The output is a scalar average over all folds. |

`'individual'` | The output is a vector of length k containing one value per
fold, where k is the number of folds. |

**Example: **`'Mode','individual'`

`Options`

— Estimation options

`[]`

(default) | structure array

Estimation options, specified as a structure array as returned by `statset`

.

To invoke parallel computing you need a Parallel Computing Toolbox™ license.

**Example: **`Options=statset(UseParallel=true)`

**Data Types: **`struct`

`Verbose`

— Verbosity level

`0`

(default) | `1`

Verbosity level, specified as `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`

## Output Arguments

`edge`

— Classification edge

numeric scalar | numeric column vector

Classification edge, returned as a numeric scalar or numeric column vector.

If `Mode`

is `'average'`

, then
`edge`

is the average classification edge over all
folds. Otherwise, `edge`

is a *k*-by-1
numeric column vector containing the classification edge for each fold,
where *k* is the number of folds.

## More About

### Classification Edge

The *classification edge* is the weighted mean of the
classification margins.

One way to choose among multiple classifiers, for example to perform feature selection, is to choose the classifier that yields the greatest edge.

### Classification Margin

The *classification margin* is, for each observation,
the difference between the negative loss for the true class and the maximal negative loss
among the false classes. If the margins are on the same scale, then they serve as a
classification confidence measure. Among multiple classifiers, those that yield greater
margins are better.

### 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. The *decoding scheme* of an ECOC model specifies how the software aggregates the binary losses and determines the predicted class for each observation.

Assume the following:

*m*is element (_{kj}*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.*s*is the score of binary learner_{j}*j*for an observation.*g*is the binary loss function.$$\widehat{k}$$ is the predicted class for the 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.$$\widehat{k}=\underset{k}{\text{argmin}}\frac{1}{B}{\displaystyle \sum _{j=1}^{B}\left|{m}_{kj}\right|g}({m}_{kj},{s}_{j}).$$

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

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
*y _{j}* is a class label for a particular
binary learner (in the set {–1,1,0}),

*s*is the score for observation

_{j}*j*, and

*g*(

*y*,

_{j}*s*) is the binary loss function.

_{j}Value | Description | Score Domain | g(y,_{j}s)_{j} |
---|---|---|---|

`"binodeviance"` | Binomial deviance | (–∞,∞) | log[1 +
exp(–2y)]/[2log(2)]_{j}s_{j} |

`"exponential"` | Exponential | (–∞,∞) | exp(–y)/2_{j}s_{j} |

`"hamming"` | Hamming | [0,1] or (–∞,∞) | [1 – sign(y)]/2_{j}s_{j} |

`"hinge"` | Hinge | (–∞,∞) | max(0,1 – y)/2_{j}s_{j} |

`"linear"` | Linear | (–∞,∞) | (1 – y)/2_{j}s_{j} |

`"logit"` | Logistic | (–∞,∞) | log[1 +
exp(–y)]/[2log(2)]_{j}s_{j} |

`"quadratic"` | Quadratic | [0,1] | [1 – y(2_{j}s –
1)]_{j}^{2}/2 |

The software normalizes binary losses so that the loss is 0.5 when
*y _{j}* = 0, and aggregates using the average
of the binary learners [1].

Do not confuse the binary loss with the overall classification loss (specified by the
`LossFun`

name-value argument of the `kfoldLoss`

and
`kfoldPredict`

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.

## Extended Capabilities

### Automatic Parallel Support

Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.

To run in parallel, specify the `Options`

name-value argument in the call to
this function and set the `UseParallel`

field of the
options structure to `true`

using
`statset`

:

`Options=statset(UseParallel=true)`

For more information about parallel computing, see Run MATLAB Functions with Automatic Parallel Support (Parallel Computing Toolbox).

### GPU Arrays

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

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

## Version History

**Introduced in R2014b**

## See Also

`ClassificationPartitionedECOC`

| `ClassificationECOC`

| `kfoldMargin`

| `edge`

| `kfoldPredict`

| `fitcecoc`

| `statset`

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