kfoldPredict

Classify observations in cross-validated kernel ECOC model

Syntax

label = kfoldPredict(CVMdl)

label = kfoldPredict(CVMdl,Name,Value)

[label,NegLoss,PBScore] = kfoldPredict(___)

[label,NegLoss,PBScore,Posterior] = kfoldPredict(___)

Description

label = kfoldPredict(CVMdl) returns class labels predicted by the cross-validated kernel ECOC model (ClassificationPartitionedKernelECOC) CVMdl. For every fold, kfoldPredict predicts class labels for validation-fold observations using a model trained on training-fold observations. kfoldPredict applies the same data used to create CVMdl (see fitcecoc).

The software predicts the classification of an observation by assigning the observation to the class yielding the largest negated average binary loss (or, equivalently, the smallest average binary loss).

label = kfoldPredict(CVMdl,Name,Value) returns predicted class labels with additional options specified by one or more name-value pair arguments. For example, specify the posterior probability estimation method, decoding scheme, or verbosity level.

[label,NegLoss,PBScore] = kfoldPredict(___) additionally returns negated values of the average binary loss per class (NegLoss) for validation-fold observations and positive-class scores (PBScore) for validation-fold observations classified by each binary learner, using any of the input argument combinations in the previous syntaxes.

If the coding matrix varies across folds (that is, the coding scheme is sparserandom or denserandom), then PBScore is empty ([]).

[label,NegLoss,PBScore,Posterior] = kfoldPredict(___) additionally returns posterior class probability estimates for validation-fold observations (Posterior).

To obtain posterior class probabilities, the kernel classification binary learners must be logistic regression models. Otherwise, kfoldPredict throws an error.

Examples

Classify Observations Using Cross-Validation

Classify observations using a cross-validated, multiclass kernel ECOC classifier, and display the confusion matrix for the resulting classification.

Load Fisher's iris data set. X contains flower measurements, and Y contains the names of flower species.

load fisheriris
X = meas;
Y = species;

Cross-validate an ECOC model composed of kernel binary learners.

rng(1); % For reproducibility 
CVMdl = fitcecoc(X,Y,'Learners','kernel','CrossVal','on')

CVMdl = 
  ClassificationPartitionedKernelECOC
    CrossValidatedModel: 'KernelECOC'
           ResponseName: 'Y'
        NumObservations: 150
                  KFold: 10
              Partition: [1x1 cvpartition]
             ClassNames: {'setosa'  'versicolor'  'virginica'}
         ScoreTransform: 'none'

CVMdl is a ClassificationPartitionedKernelECOC model. By default, the software implements 10-fold cross-validation. To specify a different number of folds, use the 'KFold' name-value pair argument instead of 'Crossval'.

Classify the observations that fitcecoc does not use in training the folds.

label = kfoldPredict(CVMdl);

Construct a confusion matrix to compare the true classes of the observations to their predicted labels.

C = confusionchart(Y,label);

The CVMdl model misclassifies four 'versicolor' irises as 'virginica' irises and misclassifies one 'virginica' iris as a 'versicolor' iris.

Predict Cross-Validation Labels Using Custom Binary Loss

Load Fisher's iris data set. X contains flower measurements, and Y contains the names of flower species.

load fisheriris
X = meas;
Y = species;

Cross-validate an ECOC model of kernel classification models using 5-fold cross-validation.

rng(1); % For reproducibility 
CVMdl = fitcecoc(X,Y,'Learners','kernel','KFold',5)

CVMdl = 
  ClassificationPartitionedKernelECOC
    CrossValidatedModel: 'KernelECOC'
           ResponseName: 'Y'
        NumObservations: 150
                  KFold: 5
              Partition: [1x1 cvpartition]
             ClassNames: {'setosa'  'versicolor'  'virginica'}
         ScoreTransform: 'none'

CVMdl is a ClassificationPartitionedKernelECOC model. It contains the property Trained, which is a 5-by-1 cell array of CompactClassificationECOC models.

By default, the kernel classification models that compose the CompactClassificationECOC models use SVMs. SVM scores are signed distances from the observation to the decision boundary. Therefore, the domain is $$(-\infty ,\infty )$$. Create a custom binary loss function that:

• Maps the coding design matrix (M) and positive-class classification scores (s) for each learner to the binary loss for each observation

• Uses linear loss

• Aggregates the binary learner loss using the median

You can create a separate function for the binary loss function, and then save it on the MATLAB® path. Or, you can specify an anonymous binary loss function. In this case, create a function handle (customBL) to an anonymous binary loss function.

customBL = @(M,s)median(1 - (M.*s),2,'omitnan')/2;

Predict cross-validation labels and estimate the median binary loss per class. Print the median negative binary losses per class for a random set of 10 observations.

[label,NegLoss] = kfoldPredict(CVMdl,'BinaryLoss',customBL);

idx = randsample(numel(label),10);
table(Y(idx),label(idx),NegLoss(idx,1),NegLoss(idx,2),NegLoss(idx,3),...
    'VariableNames',[{'True'};{'Predicted'};...
    unique(CVMdl.ClassNames)])

ans=10×5 table
         True           Predicted        setosa     versicolor    virginica
    ______________    ______________    ________    __________    _________

    {'setosa'    }    {'setosa'    }     0.20926     -0.84572     -0.86354 
    {'setosa'    }    {'setosa'    }     0.16144     -0.90572     -0.75572 
    {'virginica' }    {'versicolor'}    -0.83532     -0.12157     -0.54311 
    {'virginica' }    {'virginica' }    -0.97235     -0.69759      0.16994 
    {'virginica' }    {'virginica' }    -0.89441     -0.69937     0.093778 
    {'virginica' }    {'virginica' }    -0.86774     -0.47297     -0.15929 
    {'setosa'    }    {'setosa'    }     -0.1026     -0.69671     -0.70069 
    {'setosa'    }    {'setosa'    }      0.1001     -0.89163     -0.70848 
    {'virginica' }    {'virginica' }     -1.0106     -0.52919     0.039829 
    {'versicolor'}    {'versicolor'}     -1.0298     0.027354     -0.49757 

The cross-validated model correctly predicts the labels for 9 of the 10 random observations.

Estimate k-Fold Cross-Validation Posterior Class Probabilities

Estimate posterior class probabilities using a cross-validated, multiclass kernel ECOC classification model. Kernel classification models return posterior probabilities for logistic regression learners only.

Load Fisher's iris data set. X contains flower measurements, and Y contains the names of flower species.

load fisheriris
X = meas;
Y = species;

Create a kernel template for the binary kernel classification models. Specify to fit logistic regression learners.

t = templateKernel('Learner','logistic')

t = 
Fit template for classification Kernel.

             BetaTolerance: []
                 BlockSize: []
             BoxConstraint: []
                   Epsilon: []
    NumExpansionDimensions: []
         GradientTolerance: []
        HessianHistorySize: []
            IterationLimit: []
               KernelScale: []
                    Lambda: []
                   Learner: 'logistic'
              LossFunction: []
                    Stream: []
            VerbosityLevel: []
           StandardizeData: []
                   Version: 1
                    Method: 'Kernel'
                      Type: 'classification'

t is a kernel template. Most of its properties are empty. When training an ECOC classifier using the template, the software sets the applicable properties to their default values.

Cross-validate an ECOC model using the kernel template.

rng('default'); % For reproducibility
CVMdl = fitcecoc(X,Y,'Learners',t,'CrossVal','on')

CVMdl = 
  ClassificationPartitionedKernelECOC
    CrossValidatedModel: 'KernelECOC'
           ResponseName: 'Y'
        NumObservations: 150
                  KFold: 10
              Partition: [1x1 cvpartition]
             ClassNames: {'setosa'  'versicolor'  'virginica'}
         ScoreTransform: 'none'

CVMdl is a ClassificationPartitionedECOC model. By default, the software uses 10-fold cross-validation.

Predict the validation-fold class posterior probabilities.

[label,~,~,Posterior] = kfoldPredict(CVMdl);

The software assigns an observation to the class that yields the smallest average binary loss. Because all binary learners are computing posterior probabilities, the binary loss function is quadratic.

Display the posterior probabilities for 10 randomly selected observations.

idx = randsample(size(X,1),10);
CVMdl.ClassNames

ans = 3x1 cell
    {'setosa'    }
    {'versicolor'}
    {'virginica' }

table(Y(idx),label(idx),Posterior(idx,:),...
    'VariableNames',{'TrueLabel','PredLabel','Posterior'})

ans=10×3 table
      TrueLabel         PredLabel                  Posterior            
    ______________    ______________    ________________________________

    {'setosa'    }    {'setosa'    }     0.68216     0.18546     0.13238
    {'virginica' }    {'virginica' }      0.1581     0.14405     0.69785
    {'virginica' }    {'virginica' }    0.071807    0.093291      0.8349
    {'setosa'    }    {'setosa'    }     0.74918     0.11434     0.13648
    {'versicolor'}    {'versicolor'}     0.09375     0.67149     0.23476
    {'versicolor'}    {'versicolor'}    0.036202     0.85544     0.10836
    {'versicolor'}    {'versicolor'}      0.2252     0.50473     0.27007
    {'virginica' }    {'virginica' }    0.061562     0.11086     0.82758
    {'setosa'    }    {'setosa'    }     0.42448     0.21181     0.36371
    {'virginica' }    {'virginica' }    0.082705      0.1428      0.7745

The columns of Posterior correspond to the class order of CVMdl.ClassNames.

Input Arguments

CVMdl — Cross-validated kernel ECOC model

ClassificationPartitionedKernelECOC model

Cross-validated kernel ECOC model, specified as a ClassificationPartitionedKernelECOC model. You can create a ClassificationPartitionedKernelECOC model by training an ECOC model using fitcecoc and specifying these name-value pair arguments:

• 'Learners'– Set the value to 'kernel', a template object returned by templateKernel, or a cell array of such template objects.

• One of the 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: kfoldPredict(CVMdl,'PosteriorMethod','qp') specifies to estimate multiclass posterior probabilities by solving a least-squares problem using quadratic programming.

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 contains names and descriptions of the built-in functions, where y_j is the class label for a particular binary learner (in the set {–1,1,0}), s_j is the score for observation j, and g(y_j,s_j) is the binary loss formula.

  Value	Description	Score Domain	g(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)]
  'quadratic'	Quadratic	[0,1]	[1 – yj(2sj – 1)]2/2

  The software normalizes binary losses so that the loss is 0.5 when y_j = 0. Also, the software calculates the mean binary loss for each class [1].

• 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.

By default, if all binary learners are kernel classification models using SVM, then BinaryLoss is 'hinge'. If all binary learners are kernel classification models using logistic regression, then BinaryLoss is 'quadratic'.

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'

NumKLInitializations — Number of random initial values

0 (default) | nonnegative integer scalar

Number of random initial values for fitting posterior probabilities by Kullback-Leibler divergence minimization, specified as the comma-separated pair consisting of 'NumKLInitializations' and a nonnegative integer scalar.

If you do not request the fourth output argument (Posterior) and set 'PosteriorMethod','kl' (the default), then the software ignores the value of NumKLInitializations.

For more details, see Posterior Estimation Using Kullback-Leibler Divergence.

Example: 'NumKLInitializations',5

Data Types: single | double

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

PosteriorMethod — Posterior probability estimation method

'kl' (default) | 'qp'

Posterior probability estimation method, specified as the comma-separated pair consisting of 'PosteriorMethod' and 'kl' or 'qp'.

• If PosteriorMethod is 'kl', then the software estimates multiclass posterior probabilities by minimizing the Kullback-Leibler divergence between the predicted and expected posterior probabilities returned by binary learners. For details, see Posterior Estimation Using Kullback-Leibler Divergence.

• If PosteriorMethod is 'qp', then the software estimates multiclass posterior probabilities by solving a least-squares problem using quadratic programming. You need an Optimization Toolbox™ license to use this option. For details, see Posterior Estimation Using Quadratic Programming.

• If you do not request the fourth output argument (Posterior), then the software ignores the value of PosteriorMethod.

Example: 'PosteriorMethod','qp'

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

label — Predicted class labels

categorical array | character array | logical vector | numeric vector | cell array of character vectors

Predicted class labels, returned as a categorical or character array, logical or numeric vector, or cell array of character vectors.

label has the same data type and number of rows as CVMdl.Y.

The software predicts the classification of an observation by assigning the observation to the class yielding the largest negated average binary loss (or, equivalently, the smallest average binary loss).

NegLoss — Negated average binary losses

numeric matrix

Negated average binary losses, returned as a numeric matrix. NegLoss is an n-by-K matrix, where n is the number of observations (size(CVMdl.Y,1)) and K is the number of unique classes (size(CVMdl.ClassNames,1)).

NegLoss(i,k) is the negated average binary loss for classifying observation i into the kth class.

• If Decoding is 'lossbased', then NegLoss(i,k) is the negated sum of the binary losses divided by the total number of binary learners.

• If Decoding is 'lossweighted', then NegLoss(i,k) is the negated sum of the binary losses divided by the number of binary learners for the kth class.

For more details, see Binary Loss.

PBScore — Positive-class scores

numeric matrix

Positive-class scores for each binary learner, returned as a numeric matrix. PBScore is an n-by-B matrix, where n is the number of observations (size(CVMdl.Y,1)) and B is the number of binary learners (size(CVMdl.CodingMatrix,2)).

If the coding matrix varies across folds (that is, the coding scheme is sparserandom or denserandom), then PBScore is empty ([]).

Posterior — Posterior class probabilities

numeric matrix

Posterior class probabilities, returned as a numeric matrix. Posterior is an n-by-K matrix, where n is the number of observations (size(CVMdl.Y,1)) and K is the number of unique classes (size(CVMdl.ClassNames,1)).

To return posterior probabilities, each kernel classification binary learner must have its Learner property set to 'logistic'. Otherwise, the software throws an error.

More About

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_kj 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.

• s_j is the score of binary learner 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 [3] (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 [4] (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_j is the score for observation j, and g(y_j,s_j) is the binary loss function.

Value	Description	Score Domain	g(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)]
"quadratic"	Quadratic	[0,1]	[1 – yj(2sj – 1)]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.

Algorithms

The software can estimate class posterior probabilities by minimizing the Kullback-Leibler divergence or by using quadratic programming. For the following descriptions of the posterior estimation algorithms, assume that:

• m_kj is the element (k,j) of the coding design matrix M.

• I is the indicator function.

• $${\widehat{p}}_k$$ is the class posterior probability estimate for class k of an observation, k = 1,...,K.

• r_j is the positive-class posterior probability for binary learner j. That is, r_j is the probability that binary learner j classifies an observation into the positive class, given the training data.

Posterior Estimation Using Kullback-Leibler Divergence

By default, the software minimizes the Kullback-Leibler divergence to estimate class posterior probabilities. The Kullback-Leibler divergence between the expected and observed positive-class posterior probabilities is

$$\Delta (r,\widehat{r})={\displaystyle \sum _{j=1}^L{w}_j}\left[r_j\log \frac{r_j}{{\widehat{r}}_j}+\left(1-r_j\right)\log \frac{1-r_j}{1-{\widehat{r}}_j}\right],$$

where $$w_j={\displaystyle \sum _{S_j}{w}_i^{\ast }}$$ is the weight for binary learner j.

• S_j is the set of observation indices on which binary learner j is trained.

• $$w_i^{\ast }$$ is the weight of observation i.

The software minimizes the divergence iteratively. The first step is to choose initial values $${\widehat{p}}_k^{(0)};k=1,\mathrm{...},K$$ for the class posterior probabilities.

• If you do not specify 'NumKLIterations', then the software tries both sets of deterministic initial values described next, and selects the set that minimizes Δ.

  • $${\widehat{p}}_k^{(0)}=1/K;k=1,\mathrm{...},K.$$

  • $${\widehat{p}}_k^{(0)};k=1,\mathrm{...},K$$ is the solution of the system

    $$M_{01}{\widehat{p}}^{(0)}=r,$$

    where M₀₁ is M with all m_kj = –1 replaced with 0, and r is a vector of positive-class posterior probabilities returned by the L binary learners [Dietterich et al.]. The software uses lsqnonneg to solve the system.

• If you specify 'NumKLIterations',c, where c is a natural number, then the software does the following to choose the set $${\widehat{p}}_k^{(0)};k=1,\mathrm{...},K$$, and selects the set that minimizes Δ.

  • The software tries both sets of deterministic initial values as described previously.

  • The software randomly generates c vectors of length K using rand, and then normalizes each vector to sum to 1.

At iteration t, the software completes these steps:

1. Compute

   $${\widehat{r}}_j^{(t)}=\frac{{\displaystyle \sum _{k=1}^K{\widehat{p}}_k^{(t)}}I(m_{kj}=+1)}{{\displaystyle \sum _{k=1}^K{\widehat{p}}_k^{(t)}}I(m_{kj}=+1\cup m_{kj}=-1)}.$$

2. Estimate the next class posterior probability using

   $${\widehat{p}}_k^{(t+1)}={\widehat{p}}_k^{(t)}\frac{{\displaystyle \sum _{j=1}^L{w}_j}\left[r_{j}I\left(m_{kj}=+1\right)+\left(1-r_j\right)I\left(m_{kj}=-1\right)\right]}{{\displaystyle \sum _{j=1}^L{w}_j}\left[{\widehat{r}}_j^{(t)}I\left(m_{kj}=+1\right)+\left(1-{\widehat{r}}_j^{(t)}\right)I\left(m_{kj}=-1\right)\right]}.$$

3. Normalize $${\widehat{p}}_k^{(t+1)};k=1,\mathrm{...},K$$ so that they sum to 1.

4. Check for convergence.

For more details, see [Hastie et al.] and [Zadrozny].

Posterior Estimation Using Quadratic Programming

Posterior probability estimation using quadratic programming requires an Optimization Toolbox license. To estimate posterior probabilities for an observation using this method, the software completes these steps:

1. Estimate the positive-class posterior probabilities, r_j, for binary learners j = 1,...,L.

2. Using the relationship between r_j and $${\widehat{p}}_k$$ [Wu et al.], minimize

   $${\displaystyle \sum }_{j=1}^L{\left[-r_j{\displaystyle \sum _{k=1}^K{\widehat{p}}_k}I\left(m_{kj}=-1\right)+\left(1-r_j\right){\displaystyle \sum _{k=1}^K{\widehat{p}}_k}I\left(m_{kj}=+1\right)\right]}^2$$

   with respect to $${\widehat{p}}_k$$ and the restrictions

   $$\begin{array}{l}0\le {\widehat{p}}_k\le 1\\ {\displaystyle \sum _k{\widehat{p}}_k}=1.\end{array}$$

   The software performs minimization using quadprog (Optimization Toolbox).

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] Dietterich, T., and G. Bakiri. “Solving Multiclass Learning Problems Via Error-Correcting Output Codes.” Journal of Artificial Intelligence Research. Vol. 2, 1995, pp. 263–286.

[3] 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.

[4] 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.

[5] Hastie, T., and R. Tibshirani. “Classification by Pairwise Coupling.” Annals of Statistics. Vol. 26, Issue 2, 1998, pp. 451–471.

[6] Wu, T. F., C. J. Lin, and R. Weng. “Probability Estimates for Multi-Class Classification by Pairwise Coupling.” Journal of Machine Learning Research. Vol. 5, 2004, pp. 975–1005.

[7] Zadrozny, B. “Reducing Multiclass to Binary by Coupling Probability Estimates.” NIPS 2001: Proceedings of Advances in Neural Information Processing Systems 14, 2001, pp. 1041–1048.

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).

Version History

Introduced in R2018b

R2023b: Observations with missing predictor values are used in resubstitution and cross-validation computations

Starting in R2023b, the following classification model object functions use observations with missing predictor values as part of resubstitution ("resub") and cross-validation ("kfold") computations for classification edges, losses, margins, and predictions.

Model Type	Model Objects	Object Functions
Discriminant analysis classification model	ClassificationDiscriminant	resubEdge, resubLoss, resubMargin, resubPredict
	ClassificationPartitionedModel	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict
Ensemble of discriminant analysis learners for classification	ClassificationEnsemble	resubEdge, resubLoss, resubMargin, resubPredict
	ClassificationPartitionedEnsemble	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict
Gaussian kernel classification model	ClassificationPartitionedKernel	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict
	ClassificationPartitionedKernelECOC	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict
Linear classification model	ClassificationPartitionedLinear	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict
	ClassificationPartitionedLinearECOC	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict
Neural network classification model	ClassificationNeuralNetwork	resubEdge, resubLoss, resubMargin, resubPredict
	ClassificationPartitionedModel	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict
Support vector machine (SVM) classification model	ClassificationSVM	resubEdge, resubLoss, resubMargin, resubPredict
	ClassificationPartitionedModel	kfoldEdge, kfoldLoss, kfoldMargin, kfoldPredict

In previous releases, the software omitted observations with missing predictor values from the resubstitution and cross-validation computations.