Fit multiclass models for support vector machines or other classifiers
returns
a full, trained, multiclass, error-correcting
output codes (ECOC) model using the predictors in table Mdl = fitcecoc(Tbl,ResponseVarName)Tbl and
the class labels in Tbl.ResponseVarName. fitcecoc uses K(K –
1)/2 binary support vector machine (SVM) models using the one-versus-one coding design, where K is
the number of unique class labels (levels). Mdl is
a ClassificationECOC model.
returns
an ECOC model with additional options specified by one or more Mdl = fitcecoc(___,Name,Value)Name,Value pair
arguments, using any of the previous syntaxes.
For example, specify different binary learners, a different
coding design, or to cross-validate. It is good practice to cross-validate
using the Kfold Name,Value pair
argument. The cross-validation results determine how well the model
generalizes.
[
also returns hyperparameter optimization details when you specify the
Mdl,HyperparameterOptimizationResults]
= fitcecoc(___,Name,Value)OptimizeHyperparameters name-value pair argument and
use linear or kernel binary learners. For other Learners,
the HyperparameterOptimizationResults property of
Mdl contains the results.
Train a multiclass error-correcting output codes (ECOC) model using support vector machine (SVM) binary learners.
Load Fisher's iris data set. Specify the predictor data X and the response data Y.
load fisheriris
X = meas;
Y = species;Train a multiclass ECOC model using the default options.
Mdl = fitcecoc(X,Y)
Mdl =
ClassificationECOC
ResponseName: 'Y'
CategoricalPredictors: []
ClassNames: {'setosa' 'versicolor' 'virginica'}
ScoreTransform: 'none'
BinaryLearners: {3x1 cell}
CodingName: 'onevsone'
Properties, Methods
Mdl is a ClassificationECOC model. By default, fitcecoc uses SVM binary learners and a one-versus-one coding design. You can access Mdl properties using dot notation.
Display the class names and the coding design matrix.
Mdl.ClassNames
ans = 3x1 cell
{'setosa' }
{'versicolor'}
{'virginica' }
CodingMat = Mdl.CodingMatrix
CodingMat = 3×3
1 1 0
-1 0 1
0 -1 -1
A one-versus-one coding design for three classes yields three binary learners. The columns of CodingMat correspond to the learners, and the rows correspond to the classes. The class order is the same as the order in Mdl.ClassNames. For example, CodingMat(:,1) is [1; –1; 0] and indicates that the software trains the first SVM binary learner using all observations classified as 'setosa' and 'versicolor'. Because 'setosa' corresponds to 1, it is the positive class; 'versicolor' corresponds to –1, so it is the negative class.
You can access each binary learner using cell indexing and dot notation.
Mdl.BinaryLearners{1} % The first binary learnerans =
CompactClassificationSVM
ResponseName: 'Y'
CategoricalPredictors: []
ClassNames: [-1 1]
ScoreTransform: 'none'
Beta: [4x1 double]
Bias: 1.4492
KernelParameters: [1x1 struct]
Properties, Methods
Compute the resubstitution classification error.
error = resubLoss(Mdl)
error = 0.0067
The classification error on the training data is small, but the classifier might be an overfitted model. You can cross-validate the classifier using crossval and compute the cross-validation classification error instead.
Train an ECOC model composed of multiple binary, linear classification models.
Load the NLP data set.
load nlpdataX is a sparse matrix of predictor data, and Y is a categorical vector of class labels. There are more than two classes in the data.
Create a default linear-classification-model template.
t = templateLinear();
To adjust the default values, see the Name-Value Pair Arguments on templateLinear page.
Train an ECOC model composed of multiple binary, linear classification models that can identify the product given the frequency distribution of words on a documentation web page. For faster training time, transpose the predictor data, and specify that observations correspond to columns.
X = X'; rng(1); % For reproducibility Mdl = fitcecoc(X,Y,'Learners',t,'ObservationsIn','columns')
Mdl =
CompactClassificationECOC
ResponseName: 'Y'
ClassNames: [1x13 categorical]
ScoreTransform: 'none'
BinaryLearners: {78x1 cell}
CodingMatrix: [13x78 double]
Properties, Methods
Alternatively, you can train an ECOC model composed of default linear classification models using 'Learners','Linear'.
To conserve memory, fitcecoc returns trained ECOC models composed of linear classification learners in CompactClassificationECOC model objects.
Cross-validate an ECOC classifier with SVM binary learners, and estimate the generalized classification error.
Load Fisher's iris data set. Specify the predictor data X and the response data Y.
load fisheriris X = meas; Y = species; rng(1); % For reproducibility
Create an SVM template, and standardize the predictors.
t = templateSVM('Standardize',true)t =
Fit template for classification SVM.
Alpha: [0x1 double]
BoxConstraint: []
CacheSize: []
CachingMethod: ''
ClipAlphas: []
DeltaGradientTolerance: []
Epsilon: []
GapTolerance: []
KKTTolerance: []
IterationLimit: []
KernelFunction: ''
KernelScale: []
KernelOffset: []
KernelPolynomialOrder: []
NumPrint: []
Nu: []
OutlierFraction: []
RemoveDuplicates: []
ShrinkagePeriod: []
Solver: ''
StandardizeData: 1
SaveSupportVectors: []
VerbosityLevel: []
Version: 2
Method: 'SVM'
Type: 'classification'
t is an SVM template. Most of the template object properties are empty. When training the ECOC classifier, the software sets the applicable properties to their default values.
Train the ECOC classifier, and specify the class order.
Mdl = fitcecoc(X,Y,'Learners',t,... 'ClassNames',{'setosa','versicolor','virginica'});
Mdl is a ClassificationECOC classifier. You can access its properties using dot notation.
Cross-validate Mdl using 10-fold cross-validation.
CVMdl = crossval(Mdl);
CVMdl is a ClassificationPartitionedECOC cross-validated ECOC classifier.
Estimate the generalized classification error.
genError = kfoldLoss(CVMdl)
genError = 0.0400
The generalized classification error is 4%, which indicates that the ECOC classifier generalizes fairly well.
Train an ECOC classifier using SVM binary learners. First predict the training-sample labels and class posterior probabilities. Then predict the maximum class posterior probability at each point in a grid. Visualize the results.
Load Fisher's iris data set. Specify the petal dimensions as the predictors and the species names as the response.
load fisheriris X = meas(:,3:4); Y = species; rng(1); % For reproducibility
Create an SVM template. Standardize the predictors, and specify the Gaussian kernel.
t = templateSVM('Standardize',true,'KernelFunction','gaussian');
t is an SVM template. Most of its properties are empty. When the software trains the ECOC classifier, it sets the applicable properties to their default values.
Train the ECOC classifier using the SVM template. Transform classification scores to class posterior probabilities (which are returned by predict or resubPredict) using the 'FitPosterior' name-value pair argument. Specify the class order using the 'ClassNames' name-value pair argument. Display diagnostic messages during training by using the 'Verbose' name-value pair argument.
Mdl = fitcecoc(X,Y,'Learners',t,'FitPosterior',true,... 'ClassNames',{'setosa','versicolor','virginica'},... 'Verbose',2);
Training binary learner 1 (SVM) out of 3 with 50 negative and 50 positive observations. Negative class indices: 2 Positive class indices: 1 Fitting posterior probabilities for learner 1 (SVM). Training binary learner 2 (SVM) out of 3 with 50 negative and 50 positive observations. Negative class indices: 3 Positive class indices: 1 Fitting posterior probabilities for learner 2 (SVM). Training binary learner 3 (SVM) out of 3 with 50 negative and 50 positive observations. Negative class indices: 3 Positive class indices: 2 Fitting posterior probabilities for learner 3 (SVM).
Mdl is a ClassificationECOC model. The same SVM template applies to each binary learner, but you can adjust options for each binary learner by passing in a cell vector of templates.
Predict the training-sample labels and class posterior probabilities. Display diagnostic messages during the computation of labels and class posterior probabilities by using the 'Verbose' name-value pair argument.
[label,~,~,Posterior] = resubPredict(Mdl,'Verbose',1);Predictions from all learners have been computed. Loss for all observations has been computed. Computing posterior probabilities...
Mdl.BinaryLoss
ans = 'quadratic'
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 a random set of results.
idx = randsample(size(X,1),10,1); Mdl.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
______________ ______________ ______________________________________
{'virginica' } {'virginica' } 0.0039322 0.003987 0.99208
{'virginica' } {'virginica' } 0.017067 0.018263 0.96467
{'virginica' } {'virginica' } 0.014948 0.015856 0.9692
{'versicolor'} {'versicolor'} 2.2197e-14 0.87318 0.12682
{'setosa' } {'setosa' } 0.999 0.00025092 0.00074638
{'versicolor'} {'virginica' } 2.2195e-14 0.05943 0.94057
{'versicolor'} {'versicolor'} 2.2194e-14 0.97001 0.029985
{'setosa' } {'setosa' } 0.999 0.00024991 0.0007474
{'versicolor'} {'versicolor'} 0.0085642 0.98259 0.0088487
{'setosa' } {'setosa' } 0.999 0.00025013 0.00074717
The columns of Posterior correspond to the class order of Mdl.ClassNames.
Define a grid of values in the observed predictor space. Predict the posterior probabilities for each instance in the grid.
xMax = max(X); xMin = min(X); x1Pts = linspace(xMin(1),xMax(1)); x2Pts = linspace(xMin(2),xMax(2)); [x1Grid,x2Grid] = meshgrid(x1Pts,x2Pts); [~,~,~,PosteriorRegion] = predict(Mdl,[x1Grid(:),x2Grid(:)]);
For each coordinate on the grid, plot the maximum class posterior probability among all classes.
contourf(x1Grid,x2Grid,... reshape(max(PosteriorRegion,[],2),size(x1Grid,1),size(x1Grid,2))); h = colorbar; h.YLabel.String = 'Maximum posterior'; h.YLabel.FontSize = 15; hold on gh = gscatter(X(:,1),X(:,2),Y,'krk','*xd',8); gh(2).LineWidth = 2; gh(3).LineWidth = 2; title('Iris Petal Measurements and Maximum Posterior') xlabel('Petal length (cm)') ylabel('Petal width (cm)') axis tight legend(gh,'Location','NorthWest') hold off

Train a one-versus-all ECOC classifier using a GentleBoost ensemble of decision trees with surrogate splits. To speed up training, bin numeric predictors and use parallel computing. Binning is valid only when fitcecoc uses a tree learner. After training, estimate the classification error using 10-fold cross-validation. Note that parallel computing requires Parallel Computing Toolbox™.
Load Sample Data
Load and inspect the arrhythmia data set.
load arrhythmia
[n,p] = size(X)n = 452
p = 279
isLabels = unique(Y); nLabels = numel(isLabels)
nLabels = 13
tabulate(categorical(Y))
Value Count Percent
1 245 54.20%
2 44 9.73%
3 15 3.32%
4 15 3.32%
5 13 2.88%
6 25 5.53%
7 3 0.66%
8 2 0.44%
9 9 1.99%
10 50 11.06%
14 4 0.88%
15 5 1.11%
16 22 4.87%
The data set contains 279 predictors, and the sample size of 452 is relatively small. Of the 16 distinct labels, only 13 are represented in the response (Y). Each label describes various degrees of arrhythmia, and 54.20% of the observations are in class 1.
Train One-Versus-All ECOC Classifier
Create an ensemble template. You must specify at least three arguments: a method, a number of learners, and the type of learner. For this example, specify 'GentleBoost' for the method, 100 for the number of learners, and a decision tree template that uses surrogate splits because there are missing observations.
tTree = templateTree('surrogate','on'); tEnsemble = templateEnsemble('GentleBoost',100,tTree);
tEnsemble is a template object. Most of its properties are empty, but the software fills them with their default values during training.
Train a one-versus-all ECOC classifier using the ensembles of decision trees as binary learners. To speed up training, use binning and parallel computing.
Binning ('NumBins',50) — When you have a large training data set, you can speed up training (a potential decrease in accuracy) by using the 'NumBins' name-value pair argument. This argument is valid only when fitcecoc uses a tree learner. If you specify the 'NumBins' value, then the software bins every numeric predictor into a specified number of equiprobable bins, and then grows trees on the bin indices instead of the original data. You can try 'NumBins',50 first, and then change the 'NumBins' value depending on the accuracy and training speed.
Parallel computing ('Options',statset('UseParallel',true)) — With a Parallel Computing Toolbox license, you can speed up the computation by using parallel computing, which sends each binary learner to a worker in the pool. The number of workers depends on your system configuration. When you use decision trees for binary learners, fitcecoc parallelizes training using Intel® Threading Building Blocks (TBB) for dual-core systems and above. Therefore, specifying the 'UseParallel' option is not helpful on a single computer. Use this option on a cluster.
Additionally, specify that the prior probabilities are 1/K, where K = 13 is the number of distinct classes.
options = statset('UseParallel',true); Mdl = fitcecoc(X,Y,'Coding','onevsall','Learners',tEnsemble,... 'Prior','uniform','NumBins',50,'Options',options);
Starting parallel pool (parpool) using the 'local' profile ... Connected to the parallel pool (number of workers: 6).
Mdl is a ClassificationECOC model.
Cross-Validation
Cross-validate the ECOC classifier using 10-fold cross-validation.
CVMdl = crossval(Mdl,'Options',options);Warning: One or more folds do not contain points from all the groups.
CVMdl is a ClassificationPartitionedECOC model. The warning indicates that some classes are not represented while the software trains at least one fold. Therefore, those folds cannot predict labels for the missing classes. You can inspect the results of a fold using cell indexing and dot notation. For example, access the results of the first fold by entering CVMdl.Trained{1}.
Use the cross-validated ECOC classifier to predict validation-fold labels. You can compute the confusion matrix by using confusionchart. Move and resize the chart by changing the inner position property to ensure that the percentages appear in the row summary.
oofLabel = kfoldPredict(CVMdl,'Options',options); ConfMat = confusionchart(Y,oofLabel,'RowSummary','total-normalized'); ConfMat.InnerPosition = [0.10 0.12 0.85 0.85];

Reproduce Binned Data
Reproduce binned predictor data by using the BinEdges property of the trained model and the discretize function.
X = Mdl.X; % Predictor data Xbinned = zeros(size(X)); edges = Mdl.BinEdges; % Find indices of binned predictors. idxNumeric = find(~cellfun(@isempty,edges)); if iscolumn(idxNumeric) idxNumeric = idxNumeric'; end for j = idxNumeric x = X(:,j); % Convert x to array if x is a table. if istable(x) x = table2array(x); end % Group x into bins by using the discretize function. xbinned = discretize(x,[-inf; edges{j}; inf]); Xbinned(:,j) = xbinned; end
Xbinned contains the bin indices, ranging from 1 to the number of bins, for numeric predictors. Xbinned values are 0 for categorical predictors. If X contains NaNs, then the corresponding Xbinned values are NaNs.
Optimize hyperparameters automatically using fitcecoc.
Load the fisheriris data set.
load fisheriris
X = meas;
Y = species;Find hyperparameters that minimize five-fold cross-validation loss by using automatic hyperparameter optimization. For reproducibility, set the random seed and use the 'expected-improvement-plus' acquisition function.
rng default Mdl = fitcecoc(X,Y,'OptimizeHyperparameters','auto',... 'HyperparameterOptimizationOptions',struct('AcquisitionFunctionName',... 'expected-improvement-plus'))
|====================================================================================================================| | Iter | Eval | Objective | Objective | BestSoFar | BestSoFar | Coding | BoxConstraint| KernelScale | | | result | | runtime | (observed) | (estim.) | | | | |====================================================================================================================| | 1 | Best | 0.10667 | 0.96032 | 0.10667 | 0.10667 | onevsone | 5.6939 | 200.36 | | 2 | Best | 0.066667 | 3.5961 | 0.066667 | 0.068735 | onevsone | 94.849 | 0.0032549 | | 3 | Accept | 0.08 | 0.4482 | 0.066667 | 0.066837 | onevsall | 0.01378 | 0.076021 | | 4 | Accept | 0.08 | 0.223 | 0.066667 | 0.066676 | onevsall | 889 | 38.798 | | 5 | Best | 0.04 | 0.51558 | 0.04 | 0.040502 | onevsone | 0.021561 | 0.01569 | | 6 | Accept | 0.04 | 0.31821 | 0.04 | 0.039999 | onevsone | 0.48338 | 0.02941 | | 7 | Accept | 0.04 | 0.32548 | 0.04 | 0.039989 | onevsone | 305.45 | 0.18647 | | 8 | Best | 0.026667 | 0.3581 | 0.026667 | 0.026674 | onevsone | 0.0010168 | 0.10757 | | 9 | Accept | 0.086667 | 0.22219 | 0.026667 | 0.026669 | onevsone | 0.001007 | 0.3275 | | 10 | Accept | 0.046667 | 1.285 | 0.026667 | 0.026673 | onevsone | 736.18 | 0.071026 | | 11 | Accept | 0.04 | 0.33047 | 0.026667 | 0.035679 | onevsone | 35.928 | 0.13079 | | 12 | Accept | 0.033333 | 0.31066 | 0.026667 | 0.030065 | onevsone | 0.0017593 | 0.11245 | | 13 | Accept | 0.026667 | 0.26571 | 0.026667 | 0.026544 | onevsone | 0.0011306 | 0.062222 | | 14 | Accept | 0.026667 | 0.33216 | 0.026667 | 0.026089 | onevsone | 0.0011124 | 0.079161 | | 15 | Accept | 0.026667 | 0.22318 | 0.026667 | 0.026184 | onevsone | 0.0014395 | 0.073096 | | 16 | Best | 0.02 | 0.19189 | 0.02 | 0.021144 | onevsone | 0.0010299 | 0.035054 | | 17 | Accept | 0.02 | 0.30439 | 0.02 | 0.020431 | onevsone | 0.0010379 | 0.03138 | | 18 | Accept | 0.033333 | 0.19214 | 0.02 | 0.024292 | onevsone | 0.0011889 | 0.02915 | | 19 | Accept | 0.02 | 0.26811 | 0.02 | 0.022327 | onevsone | 0.0011336 | 0.042445 | | 20 | Best | 0.013333 | 0.28629 | 0.013333 | 0.020178 | onevsone | 0.0010854 | 0.048345 | |====================================================================================================================| | Iter | Eval | Objective | Objective | BestSoFar | BestSoFar | Coding | BoxConstraint| KernelScale | | | result | | runtime | (observed) | (estim.) | | | | |====================================================================================================================| | 21 | Accept | 0.5 | 12.97 | 0.013333 | 0.020718 | onevsall | 689.42 | 0.001007 | | 22 | Accept | 0.33333 | 0.3203 | 0.013333 | 0.018299 | onevsall | 0.0011091 | 1.2155 | | 23 | Accept | 0.33333 | 0.37715 | 0.013333 | 0.017851 | onevsall | 529.11 | 372.18 | | 24 | Accept | 0.04 | 0.19647 | 0.013333 | 0.017879 | onevsone | 853.41 | 22.141 | | 25 | Accept | 0.046667 | 0.20485 | 0.013333 | 0.018114 | onevsone | 744.03 | 6.3339 | | 26 | Accept | 0.10667 | 0.29211 | 0.013333 | 0.018226 | onevsone | 0.0010775 | 999.54 | | 27 | Accept | 0.04 | 0.23043 | 0.013333 | 0.018557 | onevsone | 0.0020893 | 0.001005 | | 28 | Accept | 0.10667 | 0.27278 | 0.013333 | 0.019634 | onevsone | 0.0010666 | 12.404 | | 29 | Accept | 0.32 | 12.654 | 0.013333 | 0.018352 | onevsall | 951.6 | 0.027202 | | 30 | Accept | 0.04 | 0.22123 | 0.013333 | 0.018597 | onevsone | 936.87 | 1.7813 |

__________________________________________________________
Optimization completed.
MaxObjectiveEvaluations of 30 reached.
Total function evaluations: 30
Total elapsed time: 60.2586 seconds
Total objective function evaluation time: 38.6964
Best observed feasible point:
Coding BoxConstraint KernelScale
________ _____________ ___________
onevsone 0.0010854 0.048345
Observed objective function value = 0.013333
Estimated objective function value = 0.018594
Function evaluation time = 0.28629
Best estimated feasible point (according to models):
Coding BoxConstraint KernelScale
________ _____________ ___________
onevsone 0.0011336 0.042445
Estimated objective function value = 0.018597
Estimated function evaluation time = 0.25815
Mdl =
ClassificationECOC
ResponseName: 'Y'
CategoricalPredictors: []
ClassNames: {'setosa' 'versicolor' 'virginica'}
ScoreTransform: 'none'
BinaryLearners: {3x1 cell}
CodingName: 'onevsone'
HyperparameterOptimizationResults: [1x1 BayesianOptimization]
Properties, Methods
Create two multiclass ECOC models trained on tall data. Use linear binary learners for one of the models and kernel binary learners for the other. Compare the resubstitution classification error of the two models.
In general, you can perform multiclass classification of tall data by using fitcecoc with linear or kernel binary learners. When you use fitcecoc to train a model on tall arrays, you cannot use SVM binary learners directly. However, you can use either linear or kernel binary classification models that use SVMs.
When you perform calculations on tall arrays, MATLAB® uses either a parallel pool (default if you have Parallel Computing Toolbox™) or the local MATLAB session. If you want to run the example using the local MATLAB session when you have Parallel Computing Toolbox, you can change the global execution environment by using the mapreducer function.
Create a datastore that references the folder containing Fisher's iris data set. Specify 'NA' values as missing data so that datastore replaces them with NaN values. Create tall versions of the predictor and response data.
ds = datastore('fisheriris.csv','TreatAsMissing','NA'); t = tall(ds);
Starting parallel pool (parpool) using the 'local' profile ... Connected to the parallel pool (number of workers: 6).
X = [t.SepalLength t.SepalWidth t.PetalLength t.PetalWidth]; Y = t.Species;
Standardize the predictor data.
Z = zscore(X);
Train a multiclass ECOC model that uses tall data and linear binary learners. By default, when you pass tall arrays to fitcecoc, the software trains linear binary learners that use SVMs. Because the response data contains only three unique classes, change the coding scheme from one-versus-all (which is the default when you use tall data) to one-versus-one (which is the default when you use in-memory data).
For reproducibility, set the seeds of the random number generators using rng and tallrng. The results can vary depending on the number of workers and the execution environment for the tall arrays. For details, see Control Where Your Code Runs.
rng('default') tallrng('default') mdlLinear = fitcecoc(Z,Y,'Coding','onevsone')
Training binary learner 1 (Linear) out of 3. Training binary learner 2 (Linear) out of 3. Training binary learner 3 (Linear) out of 3.
mdlLinear =
CompactClassificationECOC
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
ScoreTransform: 'none'
BinaryLearners: {3×1 cell}
CodingMatrix: [3×3 double]
Properties, Methods
mdlLinear is a CompactClassificationECOC model composed of three binary learners.
Train a multiclass ECOC model that uses tall data and kernel binary learners. First, create a templateKernel object to specify the properties of the kernel binary learners; in particular, increase the number of expansion dimensions to .
tKernel = templateKernel('NumExpansionDimensions',2^16)tKernel =
Fit template for classification Kernel.
BetaTolerance: []
BlockSize: []
BoxConstraint: []
Epsilon: []
NumExpansionDimensions: 65536
GradientTolerance: []
HessianHistorySize: []
IterationLimit: []
KernelScale: []
Lambda: []
Learner: 'svm'
LossFunction: []
Stream: []
VerbosityLevel: []
Version: 1
Method: 'Kernel'
Type: 'classification'
By default, the kernel binary learners use SVMs.
Pass the templateKernel object to fitcecoc and change the coding scheme to one-versus-one.
mdlKernel = fitcecoc(Z,Y,'Learners',tKernel,'Coding','onevsone')
Training binary learner 1 (Kernel) out of 3. Training binary learner 2 (Kernel) out of 3. Training binary learner 3 (Kernel) out of 3.
mdlKernel =
CompactClassificationECOC
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
ScoreTransform: 'none'
BinaryLearners: {3×1 cell}
CodingMatrix: [3×3 double]
Properties, Methods
mdlKernel is also a CompactClassificationECOC model composed of three binary learners.
Compare the resubstitution classification error of the two models.
errorLinear = gather(loss(mdlLinear,Z,Y))
Evaluating tall expression using the Parallel Pool 'local': - Pass 1 of 1: Completed in 1.4 sec Evaluation completed in 1.6 sec
errorLinear = 0.0333
errorKernel = gather(loss(mdlKernel,Z,Y))
Evaluating tall expression using the Parallel Pool 'local': - Pass 1 of 1: Completed in 15 sec Evaluation completed in 16 sec
errorKernel = 0.0067
mdlKernel misclassifies a smaller percentage of the training data than mdlLinear.
Tbl — Sample dataSample data, specified as a table. Each row of Tbl corresponds
to one observation, and each column corresponds to one predictor.
Optionally, Tbl can contain one additional column
for the response variable. Multicolumn variables and cell arrays other
than cell arrays of character vectors are not accepted.
If Tbl contains the response variable, and
you want to use all remaining variables in Tbl as
predictors, then specify the response variable using ResponseVarName.
If Tbl contains the response variable, and
you want to use only a subset of the remaining variables in Tbl as
predictors, specify a formula using formula.
If Tbl does not contain the response variable,
specify a response variable using Y. The length
of response variable and the number of Tbl rows
must be equal.
Data Types: table
ResponseVarName — Response variable nameTblResponse variable name, specified as the name of a variable in
Tbl.
You must specify ResponseVarName as a character vector or string scalar.
For example, if the response variable Y is
stored as Tbl.Y, then specify it as
'Y'. Otherwise, the software
treats all columns of Tbl, including
Y, as predictors when training
the model.
The response variable must be a categorical, character, or string array; a logical or numeric
vector; or a cell array of character vectors. If
Y is a character array, then each
element of the response variable must correspond to one row of
the array.
A good practice is to specify the order of the classes by using the
ClassNames name-value
argument.
Data Types: char | string
formula — Explanatory model of response variable and subset of predictor variablesExplanatory model of the response variable and a subset of the predictor variables,
specified as a character vector or string scalar in the form
'Y~x1+x2+x3'. In this form, Y represents the
response variable, and x1, x2, and
x3 represent the predictor variables.
To specify a subset of variables in Tbl as predictors for
training the model, use a formula. If you specify a formula, then the software does not
use any variables in Tbl that do not appear in
formula.
The variable names in the formula must be both variable names in Tbl
(Tbl.Properties.VariableNames) and valid MATLAB® identifiers. You can verify the variable names in Tbl by
using the isvarname function. If the variable names
are not valid, then you can convert them by using the matlab.lang.makeValidName function.
Data Types: char | string
Y — Class labelsClass labels to which the ECOC model is trained, specified as a categorical, character, or string array, logical or numeric vector, or cell array of character vectors.
If Y is a character array, then each element
must correspond to one row of the array.
The length of Y and the number of rows of Tbl or X must
be equal.
It is good practice to specify the class order using the ClassNames name-value
pair argument.
Data Types: categorical | char | string | logical | single | double | cell
X — Predictor dataPredictor data, specified as a full or sparse matrix.
The length of Y and the number of observations
in X must be equal.
To specify the names of the predictors in the order of their
appearance in X, use the PredictorNames name-value
pair argument.
Note
For linear classification learners, if you orient X so
that observations correspond to columns and specify 'ObservationsIn','columns',
then you can experience a significant reduction in optimization-execution
time.
For all other learners, orient X so
that observations correspond to rows.
fitcecoc supports sparse matrices
for training linear classification models only.
Data Types: double | single
Note
The software treats NaN, empty character vector
(''), empty string (""),
<missing>, and <undefined>
elements as missing data. The software removes rows of X
corresponding to missing values in Y. However, the treatment of
missing values in X varies among binary learners. For details,
see the training functions for your binary learners: fitcdiscr, fitckernel, fitcknn, fitclinear, fitcnb, fitcsvm, fitctree, or fitcensemble. Removing observations decreases the effective training
or cross-validation sample size.
Specify optional
comma-separated pairs of Name,Value arguments. Name is
the argument name and Value is the corresponding value.
Name must appear inside quotes. You can specify several name and value
pair arguments in any order as
Name1,Value1,...,NameN,ValueN.
'Learners','tree','Coding','onevsone','CrossVal','on'
specifies to use decision trees for all binary learners, a one-versus-one coding
design, and to implement 10-fold cross-validation.Note
You cannot use any cross-validation name-value pair argument along with the
'OptimizeHyperparameters' name-value pair argument. You can modify
the cross-validation for 'OptimizeHyperparameters' only by using the
'HyperparameterOptimizationOptions' name-value pair
argument.
'Coding' — Coding design'onevsone' (default) | 'allpairs' | 'binarycomplete' | 'denserandom' | 'onevsall' | 'ordinal' | 'sparserandom' | 'ternarycomplete' | numeric matrixCoding design name, specified as the comma-separated pair consisting
of 'Coding' and a numeric matrix or a value in
this table.
| Value | Number of Binary Learners | Description |
|---|---|---|
'allpairs' and 'onevsone' | K(K – 1)/2 | For each binary learner, one class is positive, another is negative, and the software ignores the rest. This design exhausts all combinations of class pair assignments. |
'binarycomplete' | This design partitions the classes into all binary combinations,
and does not ignore any classes. For each binary learner, all class
assignments are -1 and 1 with
at least one positive and negative class in the assignment. | |
'denserandom' | Random, but approximately 10 log2K | For each binary learner, the software randomly assigns classes into positive or negative classes, with at least one of each type. For more details, see Random Coding Design Matrices. |
'onevsall' | K | For each binary learner, one class is positive and the rest are negative. This design exhausts all combinations of positive class assignments. |
'ordinal' | K – 1 | For the first binary learner, the first class is negative, and the rest positive. For the second binary learner, the first two classes are negative, the rest positive, and so on. |
'sparserandom' | Random, but approximately 15 log2K | For each binary learner, the software randomly assigns classes as positive or negative with probability 0.25 for each, and ignores classes with probability 0.5. For more details, see Random Coding Design Matrices. |
'ternarycomplete' | This design partitions the classes into all ternary combinations.
All class assignments are 0, -1,
and 1 with at least one positive and one negative
class in the assignment. |
You can also specify a coding design using a custom coding matrix. The custom coding matrix is
a K-by-L matrix. Each row corresponds to a class
and each column corresponds to a binary learner. The class order (rows) corresponds to
the order in ClassNames. Compose the
matrix by following these guidelines:
Every element of the custom coding matrix must be -1,
0, or 1, and the value must
correspond to a dichotomous class assignment. This table describes the
meaning of Coding(i,j), that is, the class that learner
j assigns to observations in class
i.
| Value | Dichotomous Class Assignment |
|---|---|
–1 | Learner j assigns observations in class i to a negative
class. |
0 | Before training, learner j removes observations
in class i from the data set. |
1 | Learner j assigns observations in class i to a positive
class. |
Every column must contain at least one -1 or
1.
For all column indices i,j such that
i ≠ j,
Coding(:,i) cannot equal
Coding(:,j) and Coding(:,i) cannot
equal -Coding(:,j).
All rows of the custom coding matrix must be different.
For more details on the form of custom coding design matrices, see Custom Coding Design Matrices.
Example: 'Coding','ternarycomplete'
Data Types: char | string | double | single | int16 | int32 | int64 | int8
'FitPosterior' — Flag indicating whether to transform scores to posterior probabilitiesfalse or 0 (default) | true or 1Flag indicating whether to transform scores to posterior probabilities,
specified as the comma-separated pair consisting of 'FitPosterior' and
a true (1) or false (0).
If FitPosterior is true,
then the software transforms binary-learner classification scores
to posterior probabilities. You can obtain posterior probabilities
by using kfoldPredict, predict,
or resubPredict.
fitcecoc does not support fitting posterior probabilities if:
The ensemble method is AdaBoostM2,
LPBoost, RUSBoost,
RobustBoost, or TotalBoost.
The binary learners (Learners) are linear or kernel
classification models that implement SVM. To obtain posterior probabilities
for linear or kernel classification models, implement logistic regression
instead.
Example: 'FitPosterior',true
Data Types: logical
'Learners' — Binary learner templates'svm' (default) | 'discriminant' | 'kernel' | 'knn' | 'linear' | 'naivebayes' | 'tree' | template object | cell vector of template objectsBinary learner templates, specified as the comma-separated pair consisting of
'Learners' and a character vector, string scalar, template
object, or cell vector of template objects. Specifically, you can specify binary
classifiers such as SVM, and the ensembles that use GentleBoost,
LogitBoost, and RobustBoost, to solve
multiclass problems. However, fitcecoc also supports multiclass
models as binary classifiers.
If Learners is a character vector or string scalar, then the software
trains each binary learner using the default values of the specified
algorithm. This table summarizes the available algorithms.
| Value | Description |
|---|---|
'discriminant' | Discriminant analysis. For default options, see
templateDiscriminant. |
'kernel' | Kernel classification model. For default options, see
templateKernel. |
'knn' | k-nearest neighbors. For default
options, see templateKNN. |
'linear' | Linear classification model. For default options, see
templateLinear. |
'naivebayes' | Naive Bayes. For default options, see templateNaiveBayes. |
'svm' | SVM. For default options, see templateSVM. |
'tree' | Classification trees. For default options, see
templateTree. |
If Learners is a template object,
then each binary learner trains according to the stored options. You
can create a template object using:
templateDiscriminant,
for discriminant analysis.
templateEnsemble, for ensemble learning. You
must at least specify the learning method (Method), the number of learners (NLearn), and
the type of learner (Learners).
You cannot use the AdaBoostM2 ensemble method
for binary learning.
templateKernel, for kernel
classification.
templateKNN,
for k-nearest neighbors.
templateLinear,
for linear classification.
templateNaiveBayes,
for naive Bayes.
templateSVM,
for SVM.
templateTree,
for classification trees.
If Learners is a cell vector of template objects, then:
Cell j corresponds to binary learner
j (in other words, column
j of the coding design matrix), and the
cell vector must have length L.
L is the number of columns in the coding
design matrix. For details, see
Coding.
To use one of the built-in loss functions for prediction, then
all binary learners must return a score in the same range. For
example, you cannot include default SVM binary learners with
default naive Bayes binary learners. The former returns a score
in the range (-∞,∞), and the latter returns a
posterior probability as a score. Otherwise, you must provide a
custom loss as a function handle to functions such as predict and loss.
You cannot specify linear classification model learner templates with any other template.
Similarly, you cannot specify kernel classification model learner templates with any other template.
By default, the software trains learners using default SVM templates.
Example: 'Learners','tree'
'NumBins' — Number of bins for numeric predictors[](empty) (default) | positive integer scalarNumber of bins for numeric predictors, specified as the
comma-separated pair consisting of 'NumBins' and a
positive integer scalar. This argument is valid only when
fitcecoc uses a tree learner, that is,
'Learners' is either 'tree'
or a template object created by using templateTree, or a template
object created by using templateEnsemble with tree
weak learners.
If the 'NumBins' value is empty (default), then
fitcecoc does not bin any predictors.
If you specify the 'NumBins' value as a positive integer scalar
(numBins), then fitcecoc bins every
numeric predictor into at most numBins equiprobable bins, and
then grows trees on the bin indices instead of the original data.
The number of bins can be less than numBins if a
predictor has fewer than numBins unique
values.
fitcecoc does not bin categorical
predictors.
When you use a large training data set, this binning option speeds up training but might cause
a potential decrease in accuracy. You can try 'NumBins',50 first, and
then change the value depending on the accuracy and training speed.
A trained model stores the bin edges in the BinEdges property.
Example: 'NumBins',50
Data Types: single | double
'NumConcurrent' — Number of binary learners concurrently trained1 (default) | positive integer scalarNumber of binary learners concurrently trained, specified as the
comma-separated pair consisting of 'NumConcurrent'
and a positive integer scalar. The default value is
1, which means fitcecoc trains
the binary learners sequentially.
Note
This option applies only when you use
fitcecoc on tall arrays. See Tall Arrays
for more information.
Data Types: single | double
'ObservationsIn' — Predictor data observation dimension'rows' (default) | 'columns'Predictor data observation dimension, specified as the comma-separated
pair consisting of 'ObservationsIn' and
'columns' or 'rows'.
Note
For linear classification learners, if you orient
X so that observations correspond to
columns and specify
'ObservationsIn','columns', then you
can experience a significant reduction in
optimization-execution time.
For all other learners, orient X so
that observations correspond to rows.
Example: 'ObservationsIn','columns'
'Verbose' — Verbosity level0 (default) | 1 | 2Verbosity level, specified as the comma-separated pair consisting of
'Verbose' and 0,
1, or 2.
Verbose controls the amount of diagnostic
information per binary learner that the software displays in the Command
Window.
This table summarizes the available verbosity level options.
| Value | Description |
|---|---|
0 | The software does not display diagnostic information. |
1 | The software displays diagnostic messages every time it trains a new binary learner. |
2 | The software displays extra diagnostic messages every time it trains a new binary learner. |
Each binary learner has its own verbosity level that is independent of
this name-value pair argument. To change the verbosity level of a binary
learner, create a template object and specify the
'Verbose' name-value pair argument. Then, pass
the template object to fitcecoc by using the
'Learners' name-value pair argument.
Example: 'Verbose',1
Data Types: double | single
'CrossVal' — Flag to train cross-validated classifier'off' (default) | 'on' Flag to train a cross-validated classifier, specified as the
comma-separated pair consisting of 'Crossval' and
'on' or 'off'.
If you specify 'on', then the software trains a
cross-validated classifier with 10 folds.
You can override this cross-validation setting using one of the
CVPartition, Holdout,
KFold, or Leaveout
name-value pair arguments. You can only use one cross-validation
name-value pair argument at a time to create a cross-validated
model.
Alternatively, cross-validate later by passing
Mdl to crossval.
Example: 'Crossval','on'
'CVPartition' — Cross-validation partition[] (default) | cvpartition partition objectCross-validation partition, specified as a cvpartition partition object
created by cvpartition. The partition object
specifies the type of cross-validation and the indexing for the training and validation
sets.
To create a cross-validated model, you can specify only one of these four name-value
arguments: CVPartition, Holdout,
KFold, or Leaveout.
Example: Suppose you create a random partition for 5-fold cross-validation on 500
observations by using cvp = cvpartition(500,'KFold',5). Then, you can
specify the cross-validated model by using
'CVPartition',cvp.
'Holdout' — Fraction of data for holdout validationFraction of the data used for holdout validation, specified as a scalar value in the range
(0,1). If you specify 'Holdout',p, then the software completes these
steps:
Randomly select and reserve p*100% of the data as
validation data, and train the model using the rest of the data.
Store the compact, trained model in the Trained
property of the cross-validated model.
To create a cross-validated model, you can specify only one of these four name-value
arguments: CVPartition, Holdout,
KFold, or Leaveout.
Example: 'Holdout',0.1
Data Types: double | single
'KFold' — Number of folds10 (default) | positive integer value greater than 1Number of folds to use in a cross-validated model, specified as a positive integer value
greater than 1. If you specify 'KFold',k, then the software completes
these steps:
Randomly partition the data into k sets.
For each set, reserve the set as validation data, and train the model
using the other k – 1 sets.
Store the k compact, trained models in a
k-by-1 cell vector in the Trained
property of the cross-validated model.
To create a cross-validated model, you can specify only one of these four name-value
arguments: CVPartition, Holdout,
KFold, or Leaveout.
Example: 'KFold',5
Data Types: single | double
'Leaveout' — Leave-one-out cross-validation flag'off' (default) | 'on'Leave-one-out cross-validation flag, specified as the comma-separated
pair consisting of 'Leaveout' and
'on' or 'off'. If you specify
'Leaveout','on', then, for each of the
n observations, where n is
size(Mdl.X,1), the software:
Reserves the observation as validation data, and trains the model using the other n – 1 observations
Stores the n compact, trained models in
the cells of a n-by-1 cell vector in the
Trained property of the
cross-validated model.
To create a cross-validated model, you can use one of these four
options only: CVPartition,
Holdout, KFold, or
Leaveout.
Note
Leave-one-out is not recommended for cross-validating ECOC models composed of linear or kernel classification model learners.
Example: 'Leaveout','on'
'CategoricalPredictors' — Categorical predictors list'all'Categorical predictors list, specified as one of the values in this table.
| Value | Description |
|---|---|
| Vector of positive integers |
Each entry in the vector is an index value corresponding to the column of the predictor data that contains a categorical variable. The index values are between 1 and If |
| Logical vector |
A |
| Character matrix | Each row of the matrix is the name of a predictor variable. The names must match the entries in PredictorNames. Pad the names with extra blanks so each row of the character matrix has the same length. |
| String array or cell array of character vectors | Each element in the array is the name of a predictor variable. The names must match the entries in PredictorNames. |
'all' | All predictors are categorical. |
Specification of 'CategoricalPredictors' is
appropriate if:
At least one predictor is categorical and all binary learners are classification trees, naive Bayes learners, SVMs, linear learners, kernel learners, or ensembles of classification trees.
All predictors are categorical and at least one binary learner is kNN.
If you specify 'CategoricalPredictors'
for any other learner, then the software warns that it cannot train that
binary learner. For example, the software cannot train discriminant
analysis classifiers using categorical predictors.
Each learner identifies and treats categorical predictors in the same
way as the fitting function corresponding to the learner. See 'CategoricalPredictors' of
fitckernel for kernel learners, 'CategoricalPredictors' of fitcknn
for k-nearest learners, 'CategoricalPredictors' of
fitclinear for linear learners, 'CategoricalPredictors' of fitcnb
for naive Bayes learners, 'CategoricalPredictors' of fitcsvm
for SVM learners, and 'CategoricalPredictors' of fitctree
for tree learners.
Example: 'CategoricalPredictors','all'
Data Types: single | double | logical | char | string | cell
'ClassNames' — Names of classes to use for trainingNames of classes to use for training, specified as a categorical, character, or string array;
a logical or numeric vector; or a cell array of character vectors.
ClassNames must have the same data type as the response variable
in Tbl or Y.
If ClassNames is a character array, then each element must correspond to
one row of the array.
Use ClassNames to:
Specify the order of the classes during training.
Specify the order of any input or output argument dimension that
corresponds to the class order. For example, use
ClassNames to specify the order of the dimensions of
Cost or the column order of classification scores
returned by predict.
Select a subset of classes for training. For example, suppose that the set
of all distinct class names in Y is
{'a','b','c'}. To train the model using observations
from classes 'a' and 'c' only, specify
'ClassNames',{'a','c'}.
The default value for ClassNames is the set of all distinct class names in
the response variable in Tbl or Y.
Example: 'ClassNames',{'b','g'}
Data Types: categorical | char | string | logical | single | double | cell
'Cost' — Misclassification costMisclassification cost, specified as the comma-separated pair
consisting of 'Cost' and a square matrix or
structure. If you specify:
The square matrix Cost, then
Cost(i,j) is the cost of classifying a
point into class j if its true class is
i. That is, the rows correspond to the
true class and the columns correspond to the predicted class. To
specify the class order for the corresponding rows and columns
of Cost, additionally specify the
ClassNames name-value pair
argument.
The structure S, then it must have two fields:
S.ClassNames, which contains
the class names as a variable of the same data type
as Y
S.ClassificationCosts, which
contains the cost matrix with rows and columns
ordered as in S.ClassNames
The default is ones(, where
K) -
eye(K)K is the number of distinct
classes.
Example: 'Cost',[0 1 2 ; 1 0 2; 2 2
0]
Data Types: double | single | struct
'Options' — Parallel computing options[] (default) | structure array returned by statsetParallel computing options, specified as the comma-separated
pair consisting of 'Options' and a structure array
returned by statset. These options
require Parallel Computing Toolbox™. fitcecoc uses 'Streams', 'UseParallel',
and 'UseSubtreams' fields.
This table summarizes the available options.
| Option | Description |
|---|---|
'Streams' |
A
In that case, use a cell array of the same size as the
parallel pool. If a parallel pool is not open, then the software
tries to open one (depending on your preferences), and
|
'UseParallel' | If you have Parallel Computing Toolbox, then you can invoke a
pool of workers by setting
When you use
decision trees for binary learners,
|
'UseSubstreams' | Set to true to compute in parallel using
the stream specified by 'Streams'. Default is false.
For example, set Streams to a type allowing substreams,
such as'mlfg6331_64' or 'mrg32k3a'. |
A best practice to ensure more
predictable results is to use parpool (Parallel Computing Toolbox) and
explicitly create a parallel pool before you invoke parallel computing
using fitcecoc.
Example: 'Options',statset('UseParallel',true)
Data Types: struct
'PredictorNames' — Predictor variable namesPredictor variable names, specified as a string array of unique names or cell array of unique
character vectors. The functionality of PredictorNames depends on the
way you supply the training data.
If you supply X and Y, then you
can use PredictorNames to assign names to the predictor
variables in X.
The order of the names in PredictorNames
must correspond to the column order of X.
That is, PredictorNames{1} is the name of
X(:,1),
PredictorNames{2} is the name of
X(:,2), and so on. Also,
size(X,2) and
numel(PredictorNames) must be
equal.
By default, PredictorNames is
{'x1','x2',...}.
If you supply Tbl, then you can use
PredictorNames to choose which predictor variables to
use in training. That is, fitcecoc uses only the
predictor variables in PredictorNames and the response
variable during training.
PredictorNames must be a subset of
Tbl.Properties.VariableNames and cannot
include the name of the response variable.
By default, PredictorNames contains the
names of all predictor variables.
A good practice is to specify the predictors for training
using either 'PredictorNames' or
formula, but not both.
Example: 'PredictorNames',{'SepalLength','SepalWidth','PetalLength','PetalWidth'}
Data Types: string | cell
'Prior' — Prior probabilities'empirical' (default) | 'uniform' | numeric vector | structure arrayPrior probabilities for each class, specified as the comma-separated
pair consisting of 'Prior' and a value in this
table.
| Value | Description |
|---|---|
'empirical' | The class prior probabilities are the class
relative frequencies in
Y. |
'uniform' | All class prior probabilities are equal to 1/K, where K is the number of classes. |
| numeric vector | Each element is a class prior probability. Order
the elements according to
Mdl.ClassNames
or specify the order using the
ClassNames name-value pair
argument. The software normalizes the elements such
that they sum to 1. |
| structure |
A structure
|
For more details on how the software incorporates class prior probabilities, see Prior Probabilities and Cost.
Example: struct('ClassNames',{{'setosa','versicolor','virginica'}},'ClassProbs',1:3)
Data Types: single | double | char | string | struct
'ResponseName' — Response variable name'Y' (default) | character vector | string scalarResponse variable name, specified as a character vector or string scalar.
If you supply Y, then you can
use 'ResponseName' to specify a name for the response
variable.
If you supply ResponseVarName or formula,
then you cannot use 'ResponseName'.
Example: 'ResponseName','response'
Data Types: char | string
'ScoreTransform' — Score transformation'none' (default) | 'doublelogit' | 'invlogit' | 'ismax' | 'logit' | function handle | ...Score transformation, specified as a character vector, string scalar, or function handle.
This table summarizes the available character vectors and string scalars.
| Value | Description |
|---|---|
'doublelogit' | 1/(1 + e–2x) |
'invlogit' | log(x / (1 – x)) |
'ismax' | Sets the score for the class with the largest score to 1, and sets the scores for all other classes to 0 |
'logit' | 1/(1 + e–x) |
'none' or 'identity' | x (no transformation) |
'sign' | –1 for x < 0 0 for x = 0 1 for x > 0 |
'symmetric' | 2x – 1 |
'symmetricismax' | Sets the score for the class with the largest score to 1, and sets the scores for all other classes to –1 |
'symmetriclogit' | 2/(1 + e–x) – 1 |
For a MATLAB function or a function you define, use its function handle for the score transform. The function handle must accept a matrix (the original scores) and return a matrix of the same size (the transformed scores).
Example: 'ScoreTransform','logit'
Data Types: char | string | function_handle
'Weights' — Observation weightsTblObservation weights, specified as the comma-separated pair consisting
of 'Weights' and a numeric vector of positive values
or name of a variable in Tbl. The software weighs
the observations in each row of X or Tbl with
the corresponding value in Weights. The size of Weights must
equal the number of rows of X or Tbl.
If you specify the input data as a table Tbl, then
Weights can be the name of a variable in Tbl
that contains a numeric vector. In this case, you must specify
Weights as a character vector or string scalar. For example, if
the weights vector W is stored as Tbl.W, then
specify it as 'W'. Otherwise, the software treats all columns of
Tbl, including W, as predictors or the
response when training the model.
The software normalizes Weights to sum up
to the value of the prior probability in the respective class.
By default, Weights is ones(,
where n,1)n is the number of observations in X or Tbl.
Data Types: double | single | char | string
'OptimizeHyperparameters' — Parameters to optimize'none' (default) | 'auto' | 'all' | string array or cell array of eligible parameter names | vector of optimizableVariable objectsParameters to optimize, specified as the comma-separated pair
consisting of 'OptimizeHyperparameters' and one of
the following:
'none' — Do not optimize.
'auto' — Use
{'Coding'} along with the default
parameters for the specified
Learners:
Learners =
'svm' (default) —
{'BoxConstraint','KernelScale'}
Learners =
'discriminant' —
{'Delta','Gamma'}
Learners =
'kernel' —
{'KernelScale','Lambda'}
Learners =
'knn' —
{'Distance','NumNeighbors'}
Learners =
'linear' —
{'Lambda','Learner'}
Learners =
'naivebayes' —
{'DistributionNames','Width'}
Learners =
'tree' —
{'MinLeafSize'}
'all' — Optimize all eligible
parameters.
String array or cell array of eligible parameter names
Vector of optimizableVariable objects,
typically the output of hyperparameters
The optimization attempts to minimize the cross-validation loss
(error) for fitcecoc by varying the parameters. For
information about cross-validation loss in a different context, see
Classification Loss. To control the
cross-validation type and other aspects of the optimization, use the
HyperparameterOptimizationOptions name-value
pair.
Note
'OptimizeHyperparameters' values override any values you set using
other name-value pair arguments. For example, setting
'OptimizeHyperparameters' to 'auto' causes the
'auto' values to apply.
The eligible parameters for fitcecoc are:
Coding —
fitcecoc searches among
'onevsall' and
'onevsone'.
The eligible hyperparameters for the chosen
Learners, as specified in this
table.
| Learners | Eligible
Hyperparameters (Bold = Default) | Default Range |
|---|---|---|
'discriminant' | Delta | Log-scaled in the range
[1e-6,1e3] |
DiscrimType | 'linear',
'quadratic',
'diagLinear',
'diagQuadratic',
'pseudoLinear', and
'pseudoQuadratic' | |
Gamma | Real values in
[0,1] | |
'kernel' | Lambda | Positive values log-scaled in the range
[1e-3/NumObservations,1e3/NumObservations] |
KernelScale | Positive values log-scaled in the range
[1e-3,1e3] | |
Learner | 'svm' and
'logistic' | |
NumExpansionDimensions | Integers log-scaled in the range
[100,10000] | |
'knn' | Distance | 'cityblock',
'chebychev',
'correlation',
'cosine',
'euclidean',
'hamming',
'jaccard',
'mahalanobis',
'minkowski',
'seuclidean', and
'spearman' |
DistanceWeight | 'equal',
'inverse', and
'squaredinverse' | |
Exponent | Positive values in
[0.5,3] | |
NumNeighbors | Positive integer values log-scaled in the
range [1,
max(2,round(NumObservations/2))] | |
Standardize | 'true' and
'false' | |
'linear' | Lambda | Positive values log-scaled in the range
[1e-5/NumObservations,1e5/NumObservations] |
Learner | 'svm' and
'logistic' | |
Regularization | 'ridge' and
'lasso' | |
'naivebayes' | DistributionNames | 'normal' and
'kernel' |
Width | Positive values log-scaled in the range
[MinPredictorDiff/4,max(MaxPredictorRange,MinPredictorDiff)] | |
Kernel | 'normal',
'box',
'epanechnikov', and
'triangle' | |
'svm' | BoxConstraint | Positive values log-scaled in the range
[1e-3,1e3] |
KernelScale | Positive values log-scaled in the range
[1e-3,1e3] | |
KernelFunction | 'gaussian',
'linear', and
'polynomial' | |
PolynomialOrder | Integers in the range
[2,4] | |
Standardize | 'true' and
'false' | |
'tree' | MaxNumSplits | Integers log-scaled in the range
[1,max(2,NumObservations-1)] |
MinLeafSize | Integers log-scaled in the range
[1,max(2,floor(NumObservations/2))] | |
NumVariablesToSample | Integers in the range
[1,max(2,NumPredictors)] | |
SplitCriterion | 'gdi',
'deviance', and
'twoing' |
Alternatively, use hyperparameters
with your chosen Learners, such as
load fisheriris % hyperparameters requires data and learner params = hyperparameters('fitcecoc',meas,species,'svm');
To see the eligible and default hyperparameters, examine
params.
Set nondefault parameters by passing a vector of
optimizableVariable objects that have nondefault
values. For example,
load fisheriris params = hyperparameters('fitcecoc',meas,species,'svm'); params(2).Range = [1e-4,1e6];
Pass params as the value of
OptimizeHyperparameters.
By default, iterative display appears at the command line, and
plots appear according to the number of hyperparameters in the optimization. For the
optimization and plots, the objective function is log(1 + cross-validation loss) for regression and the misclassification rate for classification. To control
the iterative display, set the Verbose field of the
'HyperparameterOptimizationOptions' name-value pair argument. To
control the plots, set the ShowPlots field of the
'HyperparameterOptimizationOptions' name-value pair argument.
For an example, see Optimize ECOC Classifier.
Example: 'auto'
'HyperparameterOptimizationOptions' — Options for optimizationOptions for optimization, specified as the comma-separated pair consisting of
'HyperparameterOptimizationOptions' and a structure. This
argument modifies the effect of the OptimizeHyperparameters
name-value pair argument. All fields in the structure are optional.
| Field Name | Values | Default |
|---|---|---|
Optimizer |
| 'bayesopt' |
AcquisitionFunctionName |
Acquisition functions whose names include
| 'expected-improvement-per-second-plus' |
MaxObjectiveEvaluations | Maximum number of objective function evaluations. | 30 for 'bayesopt' or 'randomsearch', and the entire grid for 'gridsearch' |
MaxTime | Time limit, specified as a positive real. The time limit is in seconds, as measured by | Inf |
NumGridDivisions | For 'gridsearch', the number of values in each dimension. The value can be
a vector of positive integers giving the number of
values for each dimension, or a scalar that
applies to all dimensions. This field is ignored
for categorical variables. | 10 |
ShowPlots | Logical value indicating whether to show plots. If true, this field plots
the best objective function value against the
iteration number. If there are one or two
optimization parameters, and if
Optimizer is
'bayesopt', then
ShowPlots also plots a model of
the objective function against the
parameters. | true |
SaveIntermediateResults | Logical value indicating whether to save results when Optimizer is
'bayesopt'. If
true, this field overwrites a
workspace variable named
'BayesoptResults' at each
iteration. The variable is a BayesianOptimization object. | false |
Verbose | Display to the command line.
For details, see the
| 1 |
UseParallel | Logical value indicating whether to run Bayesian optimization in parallel, which requires Parallel Computing Toolbox. Due to the nonreproducibility of parallel timing, parallel Bayesian optimization does not necessarily yield reproducible results. For details, see Parallel Bayesian Optimization. | false |
Repartition | Logical value indicating whether to repartition the cross-validation at every iteration. If
| false |
| Use no more than one of the following three field names. | ||
CVPartition | A cvpartition object, as created by cvpartition. | 'Kfold',5 if you do not specify any cross-validation
field |
Holdout | A scalar in the range (0,1) representing the holdout fraction. | |
Kfold | An integer greater than 1. | |
Example: 'HyperparameterOptimizationOptions',struct('MaxObjectiveEvaluations',60)
Data Types: struct
Mdl — Trained ECOC modelClassificationECOC model object | CompactClassificationECOC model object | ClassificationPartitionedECOC cross-validated model
object | ClassificationPartitionedLinearECOC cross-validated
model object | ClassificationPartitionedKernelECOC cross-validated
model objectTrained ECOC classifier, returned as a ClassificationECOC or
CompactClassificationECOC model
object, or a ClassificationPartitionedECOC, ClassificationPartitionedLinearECOC, or
ClassificationPartitionedKernelECOC cross-validated
model object.
This table shows how the types of model objects returned by fitcecoc
depend on the type of binary learners you specify and whether you perform
cross-validation.
| Linear Classification Model Learners | Kernel Classification Model Learners | Cross-Validation | Returned Model Object |
|---|---|---|---|
| No | No | No | ClassificationECOC |
| No | No | Yes | ClassificationPartitionedECOC |
| Yes | No | No | CompactClassificationECOC |
| Yes | No | Yes | ClassificationPartitionedLinearECOC |
| No | Yes | No | CompactClassificationECOC |
| No | Yes | Yes | ClassificationPartitionedKernelECOC |
HyperparameterOptimizationResults — Description of cross-validation optimization of hyperparametersBayesianOptimization object | table of hyperparameters and associated valuesDescription of the cross-validation optimization of hyperparameters,
returned as a BayesianOptimization object or a
table of hyperparameters and associated values.
HyperparameterOptimizationResults is nonempty when
the OptimizeHyperparameters name-value pair argument is
nonempty and the Learners name-value pair argument
designates linear or kernel binary learners. The value depends on the
setting of the HyperparameterOptimizationOptions
name-value pair argument:
'bayesopt' (default) — Object of class
BayesianOptimization
'gridsearch' or
'randomsearch' — Table of
hyperparameters used, observed objective function values
(cross-validation loss), and rank of observation from smallest
(best) to highest (worst)
Data Types: table
fitcecoc supports sparse matrices
for training linear classification models only. For all other models,
supply a full matrix of predictor data instead.
A 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).
sj is the score of binary learner j for an observation.
g is the binary loss function.
is the predicted class for the observation.
In loss-based decoding [Escalera et al.], the class producing the minimum sum of the binary losses over binary learners determines the predicted class of an observation, that is,
In loss-weighted decoding [Escalera et al.], the class producing the minimum average of the binary losses over binary learners determines the predicted class of an observation, that is,
Allwein et al. suggest that loss-weighted decoding improves classification accuracy by keeping loss values for all classes in the same dynamic range.
This table summarizes the supported 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).
| 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 such that the loss is 0.5 when yj = 0, and aggregates using the average of the binary learners [Allwein et al.].
Do not confuse the binary loss with the overall classification loss (specified by the
'LossFun' name-value pair argument of the loss and
predict object functions), which measures how well an ECOC classifier
performs as a whole.
A coding design is a matrix where elements direct which classes are trained by each binary learner, that is, how the multiclass problem is reduced to a series of binary problems.
Each row of the coding design corresponds to a distinct class, and each column corresponds to a binary learner. In a ternary coding design, for a particular column (or binary learner):
A row containing 1 directs the binary learner to group all observations in the corresponding class into a positive class.
A row containing –1 directs the binary learner to group all observations in the corresponding class into a negative class.
A row containing 0 directs the binary learner to ignore all observations in the corresponding class.
Coding design matrices with large, minimal, pairwise row distances based on the Hamming measure are optimal. For details on the pairwise row distance, see Random Coding Design Matrices and [4].
This table describes popular coding designs.
| Coding Design | Description | Number of Learners | Minimal Pairwise Row Distance |
|---|---|---|---|
| one-versus-all (OVA) | For each binary learner, one class is positive and the rest are negative. This design exhausts all combinations of positive class assignments. | K | 2 |
| one-versus-one (OVO) | For each binary learner, one class is positive, another is negative, and the rest are ignored. This design exhausts all combinations of class pair assignments. | K(K – 1)/2 | 1 |
| binary complete | This design partitions the classes into all binary
combinations, and does not ignore any classes. That is, all class
assignments are | 2K – 1 – 1 | 2K – 2 |
| ternary complete | This design partitions the classes into all ternary
combinations. That is, all class assignments are
| (3K – 2K + 1 + 1)/2 | 3K – 2 |
| ordinal | For the first binary learner, the first class is negative and the rest are positive. For the second binary learner, the first two classes are negative and the rest are positive, and so on. | K – 1 | 1 |
| dense random | For each binary learner, the software randomly assigns classes into positive or negative classes, with at least one of each type. For more details, see Random Coding Design Matrices. | Random, but approximately 10 log2K | Variable |
| sparse random | For each binary learner, the software randomly assigns classes as positive or negative with probability 0.25 for each, and ignores classes with probability 0.5. For more details, see Random Coding Design Matrices. | Random, but approximately 15 log2K | Variable |
This plot compares the number of binary learners for the coding designs with increasing K.

An error-correcting output codes (ECOC) model reduces the problem of classification with three or more classes to a set of binary classification problems.
ECOC classification requires a coding design, which determines the classes that the binary learners train on, and a decoding scheme, which determines how the results (predictions) of the binary classifiers are aggregated.
Assume the following:
The classification problem has three classes.
The coding design is one-versus-one. For three classes, this coding design is
The decoding scheme uses loss g.
The learners are SVMs.
To build this classification model, the ECOC algorithm follows these steps.
Learner 1 trains on observations in Class 1 or Class 2, and treats Class 1 as the positive class and Class 2 as the negative class. The other learners are trained similarly.
Let M be the coding design matrix with elements mkl, and sl be the predicted classification score for the positive class of learner l. The algorithm assigns a new observation to the class () that minimizes the aggregation of the losses for the L binary learners.
ECOC models can improve classification accuracy, compared to other multiclass models [2].
The number of binary learners grows with the number
of classes. For a problem with many classes, the binarycomplete and ternarycomplete coding
designs are not efficient. However:
If K ≤ 4, then use ternarycomplete coding
design rather than sparserandom.
If K ≤ 5, then use binarycomplete coding
design rather than denserandom.
You can display the coding design matrix of a trained
ECOC classifier by entering Mdl.CodingMatrix into
the Command Window.
You should form a coding matrix using intimate knowledge of the application, and
taking into account computational constraints. If you have sufficient computational
power and time, then try several coding matrices and choose the one with the best
performance (e.g., check the confusion matrices for each model using confusionchart).
Leave-one-out cross-validation (Leaveout)
is inefficient for data sets with many observations. Instead, use k-fold
cross-validation (KFold).
After training a model, you can generate C/C++ code that predicts labels for new data. Generating C/C++ code requires MATLAB Coder™. For details, see Introduction to Code Generation.
Custom coding matrices must have a certain form. The software validates custom coding matrices by ensuring:
Every element is -1, 0, or 1.
Every column contains as least one -1 and one 1.
For all distinct column vectors u and v, u ≠ v and u ≠ -v.
All rows vectors are unique.
The matrix can separate any two classes. That is, you can travel from any row to any other row following these rules:
You can move vertically from 1 to -1 or -1 to 1.
You can move horizontally from a nonzero element to another nonzero element.
You can use a column of the matrix for a vertical move only once.
If it is not possible to move from row i to row j using these rules, then classes i and j cannot be separated by the design. For example, in the coding design
classes 1 and 2 cannot be separated from classes 3 and 4 (that is, you cannot move horizontally from the -1 in row 2 to column 2 since there is a 0 in that position). Therefore, the software rejects this coding design.
If you use parallel computing (see Options),
then fitcecoc trains binary learners in parallel.
Prior probabilities — The software normalizes
the specified class prior probabilities (Prior)
for each binary learner. Let M be the coding design
matrix and I(A,c)
be an indicator matrix. The indicator matrix has the same dimensions
as A. If the corresponding element of A is c,
then the indicator matrix has elements equaling one, and zero otherwise.
Let M+1 and M-1 be K-by-L matrices
such that:
M+1 = M○I(M,1),
where ○ is element-wise multiplication (that is, Mplus
= M.*(M == 1)). Also, let be
column vector l of M+1.
M-1 = -M○I(M,-1)
(that is, Mminus = -M.*(M == -1)). Also, let be column vector l of M-1.
Let and , where π is
the vector of specified, class prior probabilities (Prior).
Then, the positive and negative, scalar class prior probabilities for binary learner l are
where j = {-1,1} and is the one-norm of a.
Cost — The software normalizes the K-by-K cost
matrix C (Cost) for each binary
learner. For binary learner l, the cost of classifying
a negative-class observation into the positive class is
Similarly, the cost of classifying a positive-class observation into the negative class is
The cost matrix for binary learner l is
ECOC models accommodate misclassification costs by incorporating
them with class prior probabilities. If you specify Prior and Cost,
then the software adjusts the class prior probabilities as follows:
For a given number of classes K, the software generates random coding design matrices as follows.
The software generates one of these matrices:
Dense random — The software assigns 1 or –1 with equal probability to each element of the K-by-Ld coding design matrix, where .
Sparse random — The software assigns 1 to each element of the K-by-Ls coding design matrix with probability 0.25, –1 with probability 0.25, and 0 with probability 0.5, where .
If a column does not contain at least one 1 and at least one –1, then the software removes that column.
For distinct columns u and v, if u = v or u = –v, then the software removes v from the coding design matrix.
The software randomly generates 10,000 matrices by default, and retains the matrix with the largest, minimal, pairwise row distance based on the Hamming measure ([4]) given by
where mkjl is an element of coding design matrix j.
By default and for efficiency, fitcecoc empties the Alpha, SupportVectorLabels,
and SupportVectors properties
for all linear SVM binary learners. fitcecoc lists Beta, rather than
Alpha, in the model display.
To store Alpha, SupportVectorLabels, and
SupportVectors, pass a linear SVM template that specifies storing
support vectors to fitcecoc. For example,
enter:
t = templateSVM('SaveSupportVectors',true) Mdl = fitcecoc(X,Y,'Learners',t);
You can remove the support vectors and related values by passing the resulting
ClassificationECOC model to
discardSupportVectors.
[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] Fürnkranz, Johannes, “Round Robin Classification.” J. Mach. Learn. Res., Vol. 2, 2002, pp. 721–747.
[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.
[4] 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.
Usage notes and limitations:
Supported syntaxes are:
Mdl = fitcecoc(X,Y)
Mdl = fitcecoc(X,Y,Name,Value)
[Mdl,FitInfo,HyperparameterOptimizationResults] =
fitcecoc(X,Y,Name,Value) — fitcecoc returns the
additional output arguments FitInfo and HyperparameterOptimizationResults when you specify the
'OptimizeHyperparameters' name-value pair
argument.
The FitInfo output argument is an empty structure array currently
reserved for possible future use.
Options related to cross-validation are not supported. The supported name-value pair arguments are:
'ClassNames'
'Cost'
'Coding' — Default value is
'onevsall'.
'HyperparameterOptimizationOptions' — For
cross-validation, tall optimization supports only 'Holdout' validation. By
default, the software selects and reserves 20% of the data as holdout validation data, and
trains the model using the rest of the data. You can specify a different value for the holdout
fraction by using this argument. For example, specify
'HyperparameterOptimizationOptions',struct('Holdout',0.3) to reserve 30%
of the data as validation data.
'Learners' — Default value is 'linear'.
You can specify 'linear','kernel', a
templateLinear or templateKernel object,
or a cell array of such objects.
'OptimizeHyperparameters' — When you use linear
binary learners, the value of the 'Regularization'
hyperparameter must be 'ridge'.
'Prior'
'Verbose' — Default value is 1.
'Weights'
This additional name-value pair argument is specific to tall arrays:
'NumConcurrent' — A positive integer scalar specifying the
number of binary learners that are trained concurrently by combining file I/O
operations. The default value for 'NumConcurrent' is
1, which means fitcecoc trains the
binary learners sequentially. 'NumConcurrent' is most
beneficial when the input arrays cannot fit into the distributed cluster memory.
Otherwise, the input arrays can be cached and speedup is negligible.
If you run your code on Apache Spark™, NumConcurrent is upper bounded by the memory
available for communications. Check the
'spark.executor.memory' and
'spark.driver.memory' properties in your Apache Spark configuration. See parallel.cluster.Hadoop (Parallel Computing Toolbox) for more details. For more information
on Apache Spark and other execution environments that control where your code
runs, see Extend Tall Arrays with Other Products.
For more information, see Tall Arrays.
To run in parallel, set the 'UseParallel' option to
true in one of these ways:
Set the 'UseParallel' field of the options
structure to true using statset
and specify the 'Options' name-value pair argument in
the call to fitceoc.
For example:
'Options',statset('UseParallel',true)
For more information, see the 'Options' name-value
pair argument.
Perform parallel hyperparameter optimization by using the
'HyperparameterOptions',struct('UseParallel',true)
name-value pair argument in the call to
fitceoc.
For more information on parallel hyperparameter optimization, see Parallel Bayesian Optimization.
ClassificationECOC | ClassificationPartitionedECOC | ClassificationPartitionedKernelECOC | ClassificationPartitionedLinearECOC | CompactClassificationECOC | designecoc | loss | predict | statset
You have a modified version of this example. Do you want to open this example with your edits?