resubLoss

Resubstitution loss for regression ensemble model

Syntax

L = resubLoss(ens)

L = resubLoss(ens,Name=Value)

Description

L = resubLoss(ens) returns the resubstitution loss computed for the data used by fitrensemble to create ens. By default, resubLoss uses the mean squared error to compute L.

L = resubLoss(ens,Name=Value) specifies additional options using one or more name-value arguments. For example, you can specify the loss function, the aggregation level for output, and whether to perform computations in parallel.

Examples

Estimate Resubstitution Loss

Find the mean-squared difference between resubstitution predictions and training data.

Load the carsmall data set and select horsepower and vehicle weight as predictors.

load carsmall
X = [Horsepower Weight];

Train an ensemble of regression trees, and find the mean-squared difference of predictions from the training data.

ens = fitrensemble(X,MPG);
MSE = resubLoss(ens) 

MSE = 
0.5836

Input Arguments

ens — Regression ensemble model

RegressionEnsemble model object | RegressionBaggedEnsemble model object

Regression ensemble model, specified as a RegressionEnsemble or RegressionBaggedEnsemble model object trained with fitrensemble.

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(ens,Learners=[1 2 4],UseParallel=true) specifies to use the first, second, and fourth weak learners in the ensemble, and to perform computations in parallel.

Learners — Indices of weak learners

[1:ens.NumTrained] (default) | vector of positive integers

Indices of the weak learners in the ensemble to use with resubLoss, specified as a vector of positive integers in the range [1:ens.NumTrained]. By default, the function uses all learners.

Example: Learners=[1 2 4]

Data Types: single | double

LossFun — Loss function

"mse" (default) | function handle

Loss function, specified as "mse" (mean squared error) or as a function handle. If you pass a function handle fun, resubLoss calls it as

fun(Y,Yfit,W)

where Y, Yfit, and W are numeric vectors of the same length.

• Y is the observed response.

• Yfit is the predicted response.

• W is the observation weights.

The returned value of fun(Y,Yfit,W) must be a scalar.

Example: LossFun="mse"

Example: LossFun=@Lossfun

Data Types: char | string | function_handle

Mode — Aggregation level for output

"ensemble" (default) | "individual" | "cumulative"

Aggregation level for the output, specified as "ensemble", "individual", or "cumulative".

Value	Description
"ensemble"	The output is a scalar value, the loss for the entire ensemble.
"individual"	The output is a vector with one element per trained learner.
"cumulative"	The output is a vector in which element J is obtained by using learners 1:J from the input list of learners.

Example: Mode="individual"

Data Types: char | string

UseParallel — Flag to run in parallel

false or 0 (default) | true or 1

Flag to run in parallel, specified as a numeric or logical 1 (true) or 0 (false). If you specify UseParallel=true, the resubLoss function executes for-loop iterations by using parfor. The loop runs in parallel when you have Parallel Computing Toolbox™.

Example: UseParallel=true

Data Types: logical

Extended Capabilities

Automatic Parallel Support

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

To run in parallel, set the UseParallel name-value argument to true in the call to this function.

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

You cannot use UseParallel with GPU arrays.

GPU Arrays

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

Usage notes and limitations:

• You cannot use UseParallel with GPU arrays.

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

Version History

Introduced in R2011a