# surrogateAssociation

Mean predictive measure of association for surrogate splits in classification tree

## Description

example

ma = surrogateAssociation(tree) returns a P-by-P matrix, where P is the number of predictors in tree. ma(i,j) is the predictive measure of association between the optimal split on variable i and a surrogate split on variable j. For more details, see Algorithms.

ma = surrogateAssociation(tree,N) returns a P-by-P matrix representing the predictive measure of association between variables averaged over the nodes in the vector N. N contains node numbers from 1 to max(tree.NumNodes).

## Examples

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Load Fisher's iris data set.

Grow a classification tree using species as the response. Specify to use surrogate splits for missing values.

tree = fitctree(meas,species,'surrogate','on');

Find the mean predictive measure of association between the predictor variables.

ma = surrogateAssociation(tree)
ma = 4×4

1.0000         0         0         0
0    1.0000         0         0
0.4633    0.2500    1.0000    0.5000
0.2065    0.1413    0.4022    1.0000

Find the mean predictive measure of association averaged over the odd-numbered nodes in tree.

N = 1:2:tree.NumNodes;
ma = surrogateAssociation(tree,N)
ma = 4×4

1.0000         0         0         0
0    1.0000         0         0
0.7600    0.5000    1.0000    1.0000
0.4130    0.2826    0.8043    1.0000

## Input Arguments

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Trained classification tree, specified as a ClassificationTree model object trained with fitctree, or a CompactClassificationTree model object created with compact.

Node numbers in tree, specified as a vector of integer values.

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### Predictive Measure of Association

The predictive measure of association is a value that indicates the similarity between decision rules that split observations. Among all possible decision splits that are compared to the optimal split (found by growing the tree), the best surrogate decision split yields the maximum predictive measure of association. The second-best surrogate split has the second-largest predictive measure of association.

Suppose xj and xk are predictor variables j and k, respectively, and jk. At node t, the predictive measure of association between the optimal split xj < u and a surrogate split xk < v is

${\lambda }_{jk}=\frac{\text{min}\left({P}_{L},{P}_{R}\right)-\left(1-{P}_{{L}_{j}{L}_{k}}-{P}_{{R}_{j}{R}_{k}}\right)}{\text{min}\left({P}_{L},{P}_{R}\right)}.$

• PL is the proportion of observations in node t, such that xj < u. The subscript L stands for the left child of node t.

• PR is the proportion of observations in node t, such that xju. The subscript R stands for the right child of node t.

• ${P}_{{L}_{j}{L}_{k}}$ is the proportion of observations at node t, such that xj < u and xk < v.

• ${P}_{{R}_{j}{R}_{k}}$ is the proportion of observations at node t, such that xju and xkv.

• Observations with missing values for xj or xk do not contribute to the proportion calculations.

λjk is a value in (–∞,1]. If λjk > 0, then xk < v is a worthwhile surrogate split for xj < u.

### Surrogate Decision Splits

A surrogate decision split is an alternative to the optimal decision split at a given node in a decision tree. The optimal split is found by growing the tree; the surrogate split uses a similar or correlated predictor variable and split criterion.

When the value of the optimal split predictor for an observation is missing, the observation is sent to the left or right child node using the best surrogate predictor. When the value of the best surrogate split predictor for the observation is also missing, the observation is sent to the left or right child node using the second-best surrogate predictor, and so on. Candidate splits are sorted in descending order by their predictive measure of association.

## Algorithms

Element ma(i,j) is the predictive measure of association averaged over surrogate splits on predictor j for which predictor i is the optimal split predictor. This average is computed by summing positive values of the predictive measure of association over optimal splits on predictor i and surrogate splits on predictor j and dividing by the total number of optimal splits on predictor i, including splits for which the predictive measure of association between predictors i and j is negative.

## Version History

Introduced in R2014b