Class: ClassificationPartitionedModel
Classification edge for observations not used for training
E = kfoldEdge(obj)
E = kfoldEdge(obj,Name,Value)
returns
classification edge (average classification margin) obtained by crossvalidated
classification model E
= kfoldEdge(obj
)obj
. For every fold, this
method computes classification edge for infold observations using
an ensemble trained on outoffold observations.
calculates
edge with additional options specified by one or more E
= kfoldEdge(obj
,Name,Value
)Name,Value
pair
arguments. You can specify several namevalue pair arguments in any
order as Name1,Value1,…,NameN,ValueN
.

Object of class 
Specify optional commaseparated pairs of Name,Value
arguments.
Name
is the argument
name and Value
is the corresponding
value. Name
must appear
inside single quotes (' '
).
You can specify several name and value pair
arguments in any order as Name1,Value1,...,NameN,ValueN
.

Indices of folds ranging from Default: 

Character vector representing the meaning of the output
Default: 

The average classification margin. 
The edge is the weighted mean value of the classification margin. The weights are class prior probabilities. If you supply additional weights, those weights are normalized to sum to the prior probabilities in the respective classes, and are then used to compute the weighted average.
The classification margin is the difference between the classification score for the true class and maximal classification score for the false classes.
The classification margin is a column vector with the same number
of rows as in the matrix X
. A high value of margin
indicates a more reliable prediction than a low value.
For discriminant analysis, the score of a classification is the posterior probability of the classification. For the definition of posterior probability in discriminant analysis, see Posterior Probability.
For trees, the score of a classification of a leaf node is the posterior probability of the classification at that node. The posterior probability of the classification at a node is the number of training sequences that lead to that node with the classification, divided by the number of training sequences that lead to that node.
For example, consider classifying a predictor X
as true
when X
< 0.15
or X
> 0.95
, and X
is
false otherwise.
Generate 100 random points and classify them:
rng(0,'twister') % for reproducibility X = rand(100,1); Y = (abs(X  .55) > .4); tree = fitctree(X,Y); view(tree,'Mode','Graph')
Prune the tree:
tree1 = prune(tree,'Level',1); view(tree1,'Mode','Graph')
The pruned tree correctly classifies observations that are less
than 0.15 as true
. It also correctly classifies
observations from .15 to .94 as false
. However,
it incorrectly classifies observations that are greater than .94 as false
.
Therefore, the score for observations that are greater than .15 should
be about .05/.85=.06 for true
, and about .8/.85=.94
for false
.
Compute the prediction scores for the first 10 rows of X
:
[~,score] = predict(tree1,X(1:10)); [score X(1:10,:)]
ans = 0.9059 0.0941 0.8147 0.9059 0.0941 0.9058 0 1.0000 0.1270 0.9059 0.0941 0.9134 0.9059 0.0941 0.6324 0 1.0000 0.0975 0.9059 0.0941 0.2785 0.9059 0.0941 0.5469 0.9059 0.0941 0.9575 0.9059 0.0941 0.9649
Indeed, every value of X
(the rightmost
column) that is less than 0.15 has associated scores (the left and
center columns) of 0
and 1
,
while the other values of X
have associated scores
of 0.91
and 0.09
. The difference
(score 0.09
instead of the expected .06
)
is due to a statistical fluctuation: there are 8
observations
in X
in the range (.95,1)
instead
of the expected 5
observations.