ClassificationDiscriminant
statistics: ClassificationDiscriminant
Discriminant analysis classification
The ClassificationDiscriminant class implements a
discriminant analysis classifier object, which can predict responses for
new data using the predict method.
Discriminant analysis classification is a statistical method used to classify observations into predefined groups based on their characteristics. It estimates the parameters of different distributions for each class and predicts the class of new observations by finding the one with the smallest misclassification cost.
Create a ClassificationDiscriminant object by using the
fitcdiscr function or the class constructor.
Six discriminant types are available, in two families. The linear family,
'linear', 'diagLinear' and 'pseudoLinear', pools
one covariance across the classes and separates them with a hyperplane.
The quadratic family, 'quadratic', 'diagQuadratic' and
'pseudoQuadratic', estimates a covariance per class and separates
them with a quadric. A 'diag' type keeps only the variances,
which is the same model as a Gamma of 1, and a 'pseudo'
type inverts a singular covariance rather than refusing it.
DiscrimType may be assigned after fitting, but only within
its own family: the family is fixed when the model is fitted, because it
decides which covariances the fit has to estimate. Assigning it, or
Gamma, re-derives Sigma, LogDetSigma and
Coeffs without refitting.
See also: fitcdiscr
Source Code: ClassificationDiscriminant
The ClassificationDiscriminant class contains the following properties:
A numeric column vector with one entry per observation used for fitting. Every observation carries the same weight, so the vector sums to one. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A numeric matrix containing the unstandardized predictor data. Each column of X represents one predictor (variable), and each row represents one observation. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
Specified as a logical or numeric column vector, or as a character array or a cell array of character vectors with the same number of rows as the predictor data. Each row in Y is the observed class label for the corresponding row in X. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A positive integer value specifying the number of observations in the training dataset used for training the ClassificationDiscriminant model. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A logical column vector with the same length as the observations in the
original predictor data X, true for each row that was used for
fitting the ClassificationDiscriminant model. It is empty, [],
when every observation was used, so a non-empty value means that rows
holding missing values were dropped. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A positive integer value specifying the number of predictors in the training dataset used for training the ClassificationDiscriminant model. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A cell array of character vectors specifying the names of the predictor variables. The names are in the order in which they appear in the training dataset. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A P-by-P matrix holding the covariance of the class means about the overall mean, weighted by how many observations each class contributes. With n_k observations in class k, p_k = n_k / n and \bar{\mu} = \sum_k p_k \mu_k, it is
BetweenSigma = sum_k n_k (Mu(k,:) - mubar)' * (Mu(k,:) - mubar)
/ (n * (1 - sum_k p_k^2))
|
The denominator is the unbiased one for a weighted covariance, so a
balanced fit divides by n (K-1) / K. It reads the class
sizes, not Prior: assigning a prior leaves it where it was. It
is estimated for every discriminant type, the quadratic family included,
since it describes the classes rather than the fit. This property is
read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A numeric vector of column indices into X naming the predictors
treated as categorical, and empty when none is. This property is
read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A cell array of character vectors. It matches PredictorNames
unless a categorical predictor was expanded into indicator variables.
This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A character vector specifying the name of the response variable Y. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
An array of unique values of the response variable Y, which has the
same data types as the data in Y. This property is read-only.
ClassNames can have any of the following datatypes:
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A numeric array whose shape follows DiscrimType, with P
predictors and K classes:
| DiscrimType | Sigma | LogDetSigma |
|---|---|---|
'linear', 'pseudoLinear' | PxP scalar | |
'quadratic', 'pseudoQuadratic' | PxPxK Kx1 | |
'diagLinear' | 1xP | scalar |
'diagQuadratic' | 1xPxK | Kx1 |
The linear family pools one covariance across the classes and the
quadratic family estimates one per class. This property is read-only,
but it is re-derived whenever DiscrimType or Gamma is
assigned.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A K×P numeric matrix specifying the mean of the multivariate normal distribution of each corresponding class, where K is the number of classes and P is the number of predictors in X. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A K×K structure containing the coefficient matrices, where
K is the number of classes. If the 'FillCoeffs' parameter
was set to 'off' in either the fitcdiscr function or the
ClassificationDiscriminant constructor, then Coeffs is
empty ([]). This property is read-only.
Coeffs(i,j) contains the coefficients of the boundary between
the classes i and j in the following fields:
DiscrimType - A character vector
Class1 - ClassNames(i)
Class2 - ClassNames(j)
Const - A scalar
Linear - A vector with length as the number of predictors.
Quadratic - The quadratic family only. A PxP
matrix, or a 1xP vector for 'diagQuadratic', following
the shape of Sigma.
The diagonal entries carry the two class names and nothing else. The
structure is rebuilt whenever DiscrimType, Gamma or
Prior is assigned.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A row vector with one entry per predictor, the value of Delta at
which that predictor’s coefficient is zero for every class and the
predictor leaves the model altogether. It is all zeros for the
quadratic family, which has no linear coefficients to eliminate.
This property is read-only, and it describes the fit rather than the
threshold: assigning Delta does not move it.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A scalar from 0 to 1, the least regularization that leaves the
correlation matrix invertible. It is 0 when the matrix is already
invertible, and positive when the predictors are collinear, in which
case a plain 'linear' or 'quadratic' fit is raised to it
rather than failing. Assigning a Gamma below it is refused.
This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A scalar for the linear family and a Kx1 vector for the quadratic
one, one entry per class. It is computed in correlation space, as the
sum of the logarithms of the predictor variances plus the log
determinant of the correlation matrix, which is far better conditioned
than the covariance when the data are nearly collinear. A predictor
with no variance contributes nothing rather than an infinity, and the
'pseudo' types sum only over the directions that carry variance.
This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A matrix of the same size as X and the values in X with the corresponding class means subtracted. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A cell array with one entry per predictor, holding that predictor’s bin edges where the learner discretized it before fitting. It is empty here and stays empty: this learner fits the predictors as they are, and MATLAB’s reports an empty cell for it as well.
This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A structure holding the parameters of the fit: DiscrimType,
Gamma, Delta, FillCoeffs, and the
Version, Method and Type tags.
MATLAB reports a SaveMemory field beside these. This class
has no such option and always stores the full covariance, so there is
no setting to report and the field is absent rather than answering for
a knob that does not exist. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
Always empty. It is declared for MATLAB compatibility, where it holds what an automatic search over the hyperparameters found. This class fits the parameters it is given and runs no such search, so there is nothing to report. This property is read-only.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A character vector naming the discriminant model, one of
'linear', 'quadratic', 'diagLinear',
'diagQuadratic', 'pseudoLinear' or
'pseudoQuadratic'. A linear type pools one covariance across
the classes; a quadratic type estimates one per class. A
'diag' type keeps only the variances, and a 'pseudo'
type inverts a singular covariance instead of refusing it.
This property may be assigned, but only within its own family:
the three linear types interchange freely and so do the three quadratic
ones, while no assignment moves a model between the two. The family is
fixed when the model is fitted, because it decides which covariances the
fit has to estimate. Assigning re-derives Sigma,
LogDetSigma, Gamma and Coeffs.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A scalar from 0 to 1 shrinking the covariance towards its diagonal.
Gamma and DiscrimType are one state: a value of 1 is the
diagonal type, so assigning it renames DiscrimType to
'diagLinear' or 'diagQuadratic', and assigning a
diagonal type sets Gamma to 1.
The quadratic family admits 0 and 1 only. A value below
MinGamma is refused, since it would leave the covariance
singular. Assigning re-derives Sigma, LogDetSigma and
Coeffs.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A nonnegative scalar that eliminates predictors. A per-class linear
coefficient is set to zero when it falls below Delta, and the
comparison is made on the standardized coefficient, the
coefficient times the within-class standard deviation of its predictor.
Scaling matters here: a threshold on the raw coefficients would depend
on the units each predictor is measured in, so the same model in
centimetres and in metres would drop different predictors.
DeltaPredictor reports, per predictor, the value at which it
drops out of every class at once.
It applies to the linear family only, a quadratic discriminant having no
linear coefficients to eliminate. Assigning it rebuilds Coeffs
and changes what predict answers.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A square matrix specifying the cost of misclassification of a point.
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). The order of
the rows and columns in Cost corresponds to the order of the
classes in ClassNames. The number of rows and columns in
Cost is the number of unique classes in the response. By
default, Cost(i,j) = 1 if i != j, and
Cost(i,j) = 0 if i = j. In other words, the cost is 0
for correct classification and 1 for incorrect classification.
Add or change the Cost property using dot notation as in:
obj.Cost = costMatrix
A cost may also be given as a struct with the fields
ClassNames and ClassificationCosts, which names the
order its own matrix is written in. That matrix is permuted into the
order of ClassNames above, so a caller need not know which
order the classes were sorted into. It must name every class.
A cost must be floating point, not sparse, not complex, non-negative
and zero down its diagonal, and must hold no NaN or
Inf. A single is widened to double.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
A numeric vector specifying the prior probabilities for each class. The
order of the elements in Prior corresponds to the order of the
classes in ClassNames.
Add or change the Prior property using dot notation as in:
obj.Prior = priorVector
Specified as a row vector with one entry per class, in the order of
ClassNames, and rescaled to sum to one. It may be given as
'empirical', 'uniform', a numeric vector, or a
structure with ClassNames and ClassProbs fields, which
assigns each probability by class name rather than by position.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
Specified as a function handle for transforming the classification
scores. Add or change the ScoreTransform property using dot
notation as in:
obj.ScoreTransform = 'function_name'
obj.ScoreTransform = @function_handle
When specified as a character vector, it can be any of the following
built-in functions. Nevertheless, the ScoreTransform property
always stores their function handle equivalent.
| Value | Description |
|---|---|
'doublelogit' | 1 ./ (1 + exp (-2 × x)) |
'invlogit' | log (x ./ (1 - x)) |
'ismax' | Sets the score for the class with the largest score to 1, and for all other classes to 0 |
'logit' | 1 ./ (1 + exp (-x)) |
'none' | x (no transformation) |
'identity' | x (no transformation) |
'sign' | -1 for x < 0, 0 for x = 0, 1 for x > 0 |
'symmetric' | 2 × x - 1 |
'symmetricismax' | Sets the score for the class with the largest score to 1, and for all other classes to -1 |
'symmetriclogit' | 2 ./ (1 + exp (-x)) - 1 |
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
The ClassificationDiscriminant class offers the following public methods:
statistics: obj = ClassificationDiscriminant (X, Y)
statistics: obj = ClassificationDiscriminant (…, name, value)
obj = ClassificationDiscriminant (X, Y) returns
a ClassificationDiscriminant object, with X as the predictor data
and Y containing the class labels of observations in X.
X must be a N×P numeric matrix of input data where rows
correspond to observations and columns correspond to features or
variables. X will be used to train the discriminant model.
Y is N×1 matrix or cell matrix containing the class labels
of corresponding predictor data in X. Y can contain any type
of categorical data. Y must have the same number of rows as
X.
obj = ClassificationDiscriminant (…, name,
value) returns a ClassificationDiscriminant object with parameters
specified by the following name, value paired input
arguments:
| Name | Value |
|---|---|
'PredictorNames' | A cell array of character vectors specifying the names of the predictors. The length of this array must match the number of columns in X. |
'ResponseName' | A character vector specifying the name of the response variable. |
'ClassNames' | Names of the classes in the class
labels, Y, used for fitting the Discriminant model.
ClassNames are of the same type as the class labels in Y. |
'Cost' | An N×R numeric matrix containing
misclassification cost for the corresponding instances in X, where
R is the number of unique categories in Y. If an instance
is correctly classified into its category the cost is calculated to be 1,
otherwise 0. The cost matrix can be altered by using
Mdl.cost = somecost. By default, its value is
cost = ones (rows (X), numel (unique (Y))). |
'Prior' | A numeric vector specifying the prior
probabilities for each class. The order of the elements in Prior
corresponds to the order of the classes in ClassNames.
Alternatively, you can specify 'empirical' to use the empirical
class probabilities or 'uniform' to assume equal class
probabilities. |
'ScoreTransform' | A user-defined function handle
or a character vector specifying one of the following builtin functions
specifying the transformation applied to predicted classification scores.
Supported values include 'doublelogit', 'invlogit',
'ismax', 'logit', 'none', 'identity',
'sign', 'symmetric', 'symmetricismax', and
'symmetriclogit'. |
'DiscrimType' | A character vector or string scalar
specifying the type of discriminant analysis to perform. The only
supported value is 'linear'. |
'FillCoeffs' | A character vector or string scalar
with values 'on' or 'off' specifying whether to fill the
coefficients after fitting. If set to 'on', the coefficients are
computed during model fitting, which can be useful for prediction. |
'Gamma' | A numeric scalar specifying the regularization parameter for the covariance matrix. It adjusts the linear discriminant analysis to make the model more stable in the presence of multicollinearity or small sample sizes. A value of 0 corresponds to no regularization, while a value of 1 corresponds to a completely regularized model. |
See also: fitcdiscr
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: n = nLinearCoeffs (obj)
ClassificationDiscriminant: n = nLinearCoeffs (obj, delta)
n = nLinearCoeffs (obj) returns the number of
predictors the discriminant keeps at its own Delta.
n = nLinearCoeffs (obj, delta) returns the
number it would keep at each threshold in delta, as a column
vector however delta is shaped.
A predictor survives a threshold when its DeltaPredictor reaches
it, the comparison including equality, so delta at exactly a
predictor’s own value still counts it. A threshold above every
DeltaPredictor therefore leaves nothing and returns zero.
The count is taken whatever the DiscrimType, as MATLAB takes it,
even though Delta regularizes the linear types alone.
See also: fitcdiscr, ClassificationDiscriminant, CompactClassificationDiscriminant
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: label = predict (obj, XC)
ClassificationDiscriminant: [label, score, cost] = predict (obj, XC)
label = predict (obj, XC) returns the vector of
labels predicted for the corresponding instances in XC, using the
predictor data in obj.X and corresponding labels, obj.Y,
stored in the ClassificationDiscriminant model, obj.
ClassificationDiscriminant class object.
[label, score, cost] = predict (obj,
XC) also returns score, which contains the predicted class
scores or posterior probabilities for each instance of the corresponding
unique classes, and cost, which is a matrix containing the expected
cost of the classifications.
The score matrix contains the posterior probabilities for each class, calculated using the multivariate normal probability density function and the prior probabilities of each class. These scores are normalized to ensure they sum to 1 for each observation.
The cost matrix contains the expected classification cost for each class, computed based on the posterior probabilities and the specified misclassification costs.
See also: ClassificationDiscriminant, fitcdiscr
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: L = loss (obj, X, Y)
ClassificationDiscriminant: L = loss (…, name, value)
L = loss (obj, X, Y) computes the loss,
L, using the default loss function 'mincost'.
obj is a ClassificationDiscriminant object trained on
X and Y.
X must be a N×P numeric matrix of input data where rows
correspond to observations and columns correspond to features or
variables.
Y is N×1 matrix or cell matrix containing the class labels
of corresponding predictor data in X. Y must have same
numbers of Rows as X.
L = loss (…, name, value) allows
additional options specified by name-value pairs:
| Name | Value |
|---|---|
'LossFun' | Specifies the loss function to use.
Can be a function handle with four input arguments (C, S, W, Cost)
which returns a scalar value or one of:
’binodeviance’, ’classifcost’, ’classiferror’, ’exponential’,
’hinge’, ’logit’,’mincost’, ’quadratic’.
|
'Weights' | Specifies observation weights, must be
a numeric vector of length equal to the number of rows in X.
Default is ones (size (X, 1)). loss normalizes the weights so that
observation weights in each class sum to the prior probability of that
class. When you supply Weights, loss computes the weighted
classification loss. |
See also: ClassificationDiscriminant
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: m = margin (obj, X, Y)
m = margin (obj, X, Y) returns
the classification margins for obj with data X and
classification Y. m is a numeric vector of length size (X,1).
obj is a ClassificationDiscriminant object trained on
X
and Y.
X must be a N×P numeric matrix of input data where rows
correspond to observations and columns correspond to features or
variables.
Y is N×1 matrix or cell matrix containing the class labels
of corresponding predictor data in X. Y must have same
numbers of Rows as X.
The classification margin for each observation is the difference between the classification score for the true class and the maximal classification score for the false classes.
See also: fitcdiscr, ClassificationDiscriminant
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: CVMdl = crossval (obj)
ClassificationDiscriminant: CVMdl = crossval (…, Name, Value)
CVMdl = crossval (obj) returns a cross-validated model
object, CVMdl, from a trained model, obj, using 10-fold
cross-validation by default.
CVMdl = crossval (obj, name, value)
specifies additional name-value pair arguments to customize the
cross-validation process.
| Name | Value |
|---|---|
'KFold' | Specify the number of folds to use in
k-fold cross-validation. "KFold", k, where k is an
integer greater than 1. |
'Holdout' | Specify the fraction of the data to
hold out for testing. "Holdout", p, where p is a
scalar in the range (0,1). |
'Leaveout' | Specify whether to perform
leave-one-out cross-validation. "Leaveout", Value, where
Value is ’on’ or ’off’. |
'CVPartition' | Specify a cvpartition
object used for cross-validation. "CVPartition", cv, where
isa (cv, "cvpartition") = 1. |
See also: fitcdiscr, ClassificationDiscriminant, cvpartition, ClassificationPartitionedModel
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: CVMdl = compact (obj)
CVMdl = compact (obj) creates a compact version of the
ClassificationDiscriminant object, obj.
See also: fitcdiscr, ClassificationDiscriminant, CompactClassificationDiscriminant
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: e = edge (obj, X, Y)
ClassificationDiscriminant: e = edge (…, "Weights", w)
e = edge (obj, X, Y) reduces the vector
that margin returns to a single number, the mean margin over the
rows of X. It says how far the model puts the true class ahead of
its nearest rival on average, so a larger edge is a better model, and
unlike a loss it is not bounded above and rewards confidence rather than
bare correctness.
e = edge (…, takes the
weighted mean instead, with one weight per row of X.
"Weights", w)
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: M = mahal (obj, X)
ClassificationDiscriminant: M = mahal (…, 'ClassLabels', labels)
M = mahal (obj, X) returns an NxK
matrix whose element (i,j) is the squared Mahalanobis distance
from observation i to the mean of class j, measured
against the covariance that class carries: the one shared covariance
for a linear discriminant and the class’s own for a quadratic one.
ClassificationDiscriminant object.
M = mahal (…,
returns an Nx1 vector instead, holding for each observation the
distance to the mean of the class labels names for it.
labels must have one entry per row of X, each of them one
of 'ClassLabels', labels)ClassNames.
The distance is measured against the covariance the model reports, so a regularized model is measured against its regularized covariance. The prior does not enter it.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: lp = logp (obj, X)
lp = logp (obj, X) returns an Nx1
vector holding, for each row of X, the natural logarithm of
P(x) = sum_k P(k) P(x|k), the density of the observation summed
over the classes with each class weighted by its prior P(k).
Each P(x|k) is the multivariate normal density of class
k.
ClassificationDiscriminant object.
An unusually low value marks an observation the model finds unlikely under every class, which is what makes this an outlier test rather than a classification.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: label = resubPredict (obj)
ClassificationDiscriminant: [label, score, cost] = resubPredict (obj)
label = resubPredict (obj) is predict applied
to the observations the model was fitted on, which it holds in
X. Handing them over yourself is not the same thing: a row
dropped for a missing response is not in X, so the original
matrix and the model’s own are different data.
The result measures fit and not generalization, and is optimistic by
construction. crossval is what estimates performance on data the
model has not seen.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: m = resubMargin (obj)
m = resubMargin (obj) is margin applied to the
observations the model was fitted on, one number per observation. Being
a resubstitution quantity it is optimistic by construction.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: e = resubEdge (obj)
e = resubEdge (obj) is edge applied to the
observations the model was fitted on, the mean of resubMargin.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: L = resubLoss (obj)
ClassificationDiscriminant: L = resubLoss (…, name, value)
L = resubLoss (obj) is loss applied to the
observations the model was fitted on, defaulting to
'mincost', and it accepts the same Name-Value pairs.
Being a resubstitution quantity it is a lower bound on the error rather
than an estimate of it. It is worth least on a lazy learner: a
one-neighbour ClassificationKNN has a resubstitution loss of
exactly zero, every training point being its own nearest neighbour.
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: savemodel (obj, filename)
savemodel (obj, filename) saves each property of a
ClassificationDiscriminant object into an Octave binary file, the name of
which is specified in filename, along with an extra variable, which
defines the type classification object these variables constitute. Use
loadmodel in order to load a classification object into Octave’s
workspace.
See also: loadmodel, fitcdiscr, ClassificationDiscriminant
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
ClassificationDiscriminant: err = cvshrink (obj)
ClassificationDiscriminant: [err, gamma] = cvshrink (obj)
ClassificationDiscriminant: [err, gamma, delta] = cvshrink (obj)
ClassificationDiscriminant: [err, gamma, delta, numpred] = cvshrink (obj)
ClassificationDiscriminant: […] = cvshrink (…, Name, Value)
err = cvshrink (obj) cross validates obj over a
grid of Gamma values and returns the misclassification rate at
each of them, so that a regularization can be chosen by what it costs
on held-out data rather than on the data it was fitted to.
[err, gamma, delta, numpred] = cvshrink
(obj) also returns the grid itself and the number of predictors
surviving at each point of it. gamma is a column with one entry
per Gamma; err, delta and numpred carry one
row per Gamma and one column per Delta.
| Name | Value |
|---|---|
'NumGamma' | The number of Gamma intervals, a
positive integer, 10 by default, giving NumGamma + 1 values
evenly spaced from 0 to 1. |
'NumDelta' | The number of Delta intervals, a
non-negative integer, 0 by default. For each Gamma the
Delta values run from 0 to the point at which every predictor
has been eliminated, so the grid is not the same in every row. |
'Gamma' | The Gamma values to try, given
explicitly as a vector, in place of 'NumGamma'. |
'Delta' | The Delta values to try, given
explicitly, in place of 'NumDelta': a vector used for every
Gamma, or a matrix with one row per Gamma. |
Every point of the grid is cross validated against the same partition, so the errors differ by the regularization and not by the split. The partition is drawn at random, so err is not reproducible across runs and does not match MATLAB’s; gamma, delta and numpred are deterministic and do.
See also: ClassificationDiscriminant, fitcdiscr, nLinearCoeffs
Create discriminant classifier Evaluate some model predictions on new data.
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'
load fisheriris x = meas; y = species; xc = [min(x); mean(x); max(x)]; obj = fitcdiscr (x, y); [label, score, cost] = predict (obj, xc);
load fisheriris
model = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Compute loss for discriminant model
L = loss (model, X, Y)
L = 0
load fisheriris
mdl = fitcdiscr (meas, species);
X = mean (meas);
Y = {'versicolor'};
Margin for discriminant model
m = margin (mdl, X, Y)
m = 1.0000
load fisheriris x = meas; y = species; obj = fitcdiscr (x, y, 'gamma', 0.4);
Cross-validation for discriminant model
CVMdl = crossval (obj)
CVMdl =
ClassificationPartitionedModel
CrossValidatedModel: 'Discriminant'
ResponseName: 'Y'
ClassNames: {'setosa' 'versicolor' 'virginica'}
NumObservations: 150
KFold: 10
ScoreTransform: 'none'