resubLoss

Resubstitution classification loss

Syntax

L = resubLoss(Mdl)

L = resubLoss(Mdl,Name,Value)

Description

L = resubLoss(Mdl) returns the Classification Loss by resubstitution (L), or the in-sample classification loss, for the trained classification model Mdl using the training data stored in Mdl.X and the corresponding class labels stored in Mdl.Y.

The interpretation of L depends on the loss function ('LossFun') and weighting scheme (Mdl.W). In general, better classifiers yield smaller classification loss values. The default 'LossFun' value varies depending on the model object Mdl.

L = resubLoss(Mdl,Name,Value) specifies additional options using one or more name-value arguments. For example, 'LossFun','binodeviance' sets the loss function to the binomial deviance function.

Examples

Determine Resubstitution Loss of Naive Bayes Classifier

Determine the in-sample classification error (resubstitution loss) of a naive Bayes classifier. In general, a smaller loss indicates a better classifier.

Load the fisheriris data set. Create X as a numeric matrix that contains four measurements for 150 irises. Create Y as a cell array of character vectors that contains the corresponding iris species.

load fisheriris
X = meas;
Y = species;

Train a naive Bayes classifier using the predictors X and class labels Y. A recommended practice is to specify the class names. fitcnb assumes that each predictor is conditionally and normally distributed.

Mdl = fitcnb(X,Y,'ClassNames',{'setosa','versicolor','virginica'})

Mdl = 
  ClassificationNaiveBayes
              ResponseName: 'Y'
     CategoricalPredictors: []
                ClassNames: {'setosa'  'versicolor'  'virginica'}
            ScoreTransform: 'none'
           NumObservations: 150
         DistributionNames: {'normal'  'normal'  'normal'  'normal'}
    DistributionParameters: {3×4 cell}


  Properties, Methods

Mdl is a trained ClassificationNaiveBayes classifier.

Estimate the in-sample classification error.

L = resubLoss(Mdl)

L = 
0.0400

The naive Bayes classifier misclassifies 4% of the training observations.

Determine Resubstitution Hinge Loss of SVM Classifier

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

load ionosphere

Train a support vector machine (SVM) classifier. Standardize the data and specify that 'g' is the positive class.

SVMModel = fitcsvm(X,Y,'ClassNames',{'b','g'},'Standardize',true);

SVMModel is a trained ClassificationSVM classifier.

Estimate the in-sample hinge loss.

L = resubLoss(SVMModel,'LossFun','hinge')

L = 
0.1603

The hinge loss is 0.1603. Classifiers with hinge losses close to 0 are preferred.

Compare GAMs by Examining Classification Loss

Train a generalized additive model (GAM) that contains both linear and interaction terms for predictors, and estimate the classification loss with and without interaction terms. Specify whether to include interaction terms when estimating the classification loss for training and test data.

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

load ionosphere

Partition the data set into two sets: one containing training data, and the other containing new, unobserved test data. Reserve 50 observations for the new test data set.

rng('default') % For reproducibility
n = size(X,1);
newInds = randsample(n,50);
inds = ~ismember(1:n,newInds);
XNew = X(newInds,:);
YNew = Y(newInds);

Train a GAM using the predictors X and class labels Y. A recommended practice is to specify the class names. Specify to include the 10 most important interaction terms.

Mdl = fitcgam(X(inds,:),Y(inds),'ClassNames',{'b','g'},'Interactions',10)

Mdl = 
  ClassificationGAM
             ResponseName: 'Y'
    CategoricalPredictors: []
               ClassNames: {'b'  'g'}
           ScoreTransform: 'logit'
                Intercept: 2.0026
             Interactions: [10×2 double]
          NumObservations: 301


  Properties, Methods

Mdl is a ClassificationGAM model object.

Compute the resubstitution classification loss both with and without interaction terms in Mdl. To exclude interaction terms, specify 'IncludeInteractions',false.

resubl = resubLoss(Mdl)

resubl = 
0

resubl_nointeraction = resubLoss(Mdl,'IncludeInteractions',false)

resubl_nointeraction = 
0

Estimate the classification loss both with and without interaction terms in Mdl.

l = loss(Mdl,XNew,YNew)

l = 
0.0615

l_nointeraction = loss(Mdl,XNew,YNew,'IncludeInteractions',false)

l_nointeraction = 
0.0615

Including interaction terms does not change the classification loss for Mdl. The trained model classifies all training samples correctly and misclassifies approximately 6% of the test samples.

Input Arguments

Mdl — Classification machine learning model

full classification model object

Classification machine learning model, specified as a full classification model object, as given in the following table of supported models.

Model	Classification Model Object
Generalized additive model	ClassificationGAM
k-nearest neighbor model	ClassificationKNN
Naive Bayes model	ClassificationNaiveBayes
Neural network model	ClassificationNeuralNetwork
Support vector machine for one-class and binary classification	ClassificationSVM

Name-Value Arguments

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

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

Example: resubLoss(Mdl,'LossFun','logit') estimates the logit resubstitution loss.

IncludeInteractions — Flag to include interaction terms

true | false

Flag to include interaction terms of the model, specified as true or false. This argument is valid only for a generalized additive model (GAM). That is, you can specify this argument only when Mdl is ClassificationGAM.

The default value is true if Mdl contains interaction terms. The value must be false if the model does not contain interaction terms.

Data Types: logical

LossFun — Loss function

'binodeviance' | 'classifcost' | 'classiferror' | 'crossentropy' | 'exponential' | 'hinge' | 'logit' | 'mincost' | 'quadratic' | function handle

Loss function, specified as a built-in loss function name or a function handle.

The default value depends on the model type of Mdl.

• The default value is 'classiferror' if Mdl is a ClassificationSVM object.

• The default value is 'mincost' if Mdl is a ClassificationKNN, ClassificationNaiveBayes, or ClassificationNeuralNetwork object.

• If Mdl is a ClassificationGAM object, the default value is 'mincost' if the ScoreTransform property of the input model object (Mdl.ScoreTransform) is 'logit'; otherwise, the default value is 'classiferror'.

'classiferror' and 'mincost' are equivalent when you use the default cost matrix. See Classification Loss for more information.

• This table lists the available loss functions. Specify one using its corresponding character vector or string scalar.

  Value	Description
  'binodeviance'	Binomial deviance
  'classifcost'	Observed misclassification cost
  'classiferror'	Misclassified rate in decimal
  'crossentropy'	Cross-entropy loss (for neural networks only)
  'exponential'	Exponential loss
  'hinge'	Hinge loss
  'logit'	Logistic loss
  'mincost'	Minimal expected misclassification cost (for classification scores that are posterior probabilities)
  'quadratic'	Quadratic loss

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

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

  • The output argument lossvalue is a scalar.

  • You specify the function name (lossfun).

  • C is an n-by-K logical matrix with rows indicating the class to which the corresponding observation belongs. n is the number of observations in Tbl or X, and K is the number of distinct classes (numel(Mdl.ClassNames)). The column order corresponds to the class order in Mdl.ClassNames. Create C by setting C(p,q) = 1, if observation p is in class q, for each row. Set all other elements of row p to 0.

  • S is an n-by-K numeric matrix of classification scores. The column order corresponds to the class order in Mdl.ClassNames. S is a matrix of classification scores, similar to the output of predict.

  • W is an n-by-1 numeric vector of observation weights.

  • Cost is a K-by-K numeric matrix of misclassification costs. For example, Cost = ones(K) – eye(K) specifies a cost of 0 for correct classification and 1 for misclassification.

Example: 'LossFun','binodeviance'

Data Types: char | string | function_handle

More About

Classification Loss

Classification loss functions measure the predictive inaccuracy of classification models. When you compare the same type of loss among many models, a lower loss indicates a better predictive model.

Consider the following scenario.

• L is the weighted average classification loss.

• n is the sample size.

• For binary classification:

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

  • f(X_j) is the positive-class classification score for observation (row) j of the predictor data X.

  • m_j = y_jf(X_j) is the classification score for classifying observation j into the class corresponding to y_j. Positive values of m_j indicate correct classification and do not contribute much to the average loss. Negative values of m_j indicate incorrect classification and contribute significantly to the average loss.

• For algorithms that support multiclass classification (that is, K ≥ 3):

  • y_j^* is a vector of K – 1 zeros, with 1 in the position corresponding to the true, observed class y_j. For example, if the true class of the second observation is the third class and K = 4, then y₂^* = [0 0 1 0]′. The order of the classes corresponds to the order in the ClassNames property of the input model.

  • f(X_j) is the length K vector of class scores for observation j of the predictor data X. The order of the scores corresponds to the order of the classes in the ClassNames property of the input model.

  • m_j = y_j^*′f(X_j). Therefore, m_j is the scalar classification score that the model predicts for the true, observed class.

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

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

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

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

If you use the default cost matrix (whose element value is 0 for correct classification and 1 for incorrect classification), then the loss values for "classifcost", "classiferror", and "mincost" are identical. For a model with a nondefault cost matrix, the "classifcost" loss is equivalent to the "mincost" loss most of the time. These losses can be different if prediction into the class with maximal posterior probability is different from prediction into the class with minimal expected cost. Note that "mincost" is appropriate only if classification scores are posterior probabilities.

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

Algorithms

resubLoss computes the classification loss according to the corresponding loss function of the object (Mdl). For a model-specific description, see the loss function reference pages in the following table.

Model	Classification Model Object (Mdl)	loss Object Function
Generalized additive model	ClassificationGAM	loss
k-nearest neighbor model	ClassificationKNN	loss
Naive Bayes model	ClassificationNaiveBayes	loss
Neural network model	ClassificationNeuralNetwork	loss
Support vector machine for one-class and binary classification	ClassificationSVM	loss

Extended Capabilities

GPU Arrays

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

Usage notes and limitations:

• This function fully supports GPU arrays for a trained classification model specified as a ClassificationKNN, ClassificationNeuralNetwork, or ClassificationSVM object.

For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Version History

Introduced in R2012a

R2024b: Specify GPU arrays for neural network models (requires Parallel Computing Toolbox)

resubLoss fully supports GPU arrays for ClassificationNeuralNetwork.

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.

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

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

The resubLoss function uses the observation weights stored in the W property. Also, the function uses the cost matrix stored in the Cost property if you specify the LossFun name-value argument as "classifcost" or "mincost". The way the function uses the W and Cost property values has not changed. However, the property values stored in the input model object have changed for a ClassificationSVM model object with a nondefault cost matrix, so the function can return a different value.

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

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

R2022a: Default LossFun value has changed for ClassificationGAM and ClassificationNeuralNetwork

Starting in R2022a, the default value of the LossFun name-value argument has changed for both a generalized additive model (GAM) and a neural network model, so that the resubLoss function uses the "mincost" option (minimal expected misclassification cost) as the default when a classification object uses posterior probabilities for classification scores.

• If the input model object Mdl is a ClassificationGAM object, the default value is "mincost" if the ScoreTransform property of Mdl (Mdl.ScoreTransform) is 'logit'; otherwise, the default value is "classiferror".

• If Mdl is a ClassificationNeuralNetwork object, the default value is "mincost".

In previous releases, the default value was "classiferror".

You do not need to make any changes to your code if you use the default cost matrix (whose element value is 0 for correct classification and 1 for incorrect classification). The "mincost" option is equivalent to the "classiferror" option for the default cost matrix.