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resubLoss

Class: ClassificationTree

Classification error by resubstitution

Syntax

L = resubLoss(tree)
L = resubLoss(tree,Name,Value)
L = resubLoss(tree,'Subtrees',subtreevector)
[L,se] = resubLoss(tree,'Subtrees',subtreevector)
[L,se,NLeaf] = resubLoss(tree,'Subtrees',subtreevector)
[L,se,NLeaf,bestlevel] = resubLoss(tree,'Subtrees',subtreevector)
[L,...] = resubLoss(tree,'Subtrees',subtreevector,Name,Value)

Description

L = resubLoss(tree) returns the resubstitution loss, meaning the loss computed for the data that fitctree used to create tree.

L = resubLoss(tree,Name,Value) returns the loss with additional options specified by one or more Name,Value pair arguments. You can specify several name-value pair arguments in any order as Name1,Value1,…,NameN,ValueN.

L = resubLoss(tree,'Subtrees',subtreevector) returns a vector of classification errors for the trees in the pruning sequence subtreevector.

[L,se] = resubLoss(tree,'Subtrees',subtreevector) returns the vector of standard errors of the classification errors.

[L,se,NLeaf] = resubLoss(tree,'Subtrees',subtreevector) returns the vector of numbers of leaf nodes in the trees of the pruning sequence.

[L,se,NLeaf,bestlevel] = resubLoss(tree,'Subtrees',subtreevector) returns the best pruning level as defined in the TreeSize name-value pair. By default, bestlevel is the pruning level that gives loss within one standard deviation of minimal loss.

[L,...] = resubLoss(tree,'Subtrees',subtreevector,Name,Value) returns loss statistics with additional options specified by one or more Name,Value pair arguments. You can specify several name-value pair arguments in any order as Name1,Value1,…,NameN,ValueN.

Input Arguments

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tree

A classification tree constructed by fitctree.

Name-Value Pair Arguments

Specify optional comma-separated 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.

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Loss function, specified as the comma-separated pair consisting of 'LossFun' and a built-in, loss-function name or function handle.

  • The following lists available loss functions. Specify one using its corresponding character vector.

    ValueDescription
    'binodeviance'Binomial deviance
    'classiferror'Classification error
    'exponential'Exponential
    'hinge'Hinge
    'logit'Logistic
    'mincost'Minimal expected misclassification cost (for classification scores that are posterior probabilities)
    'quadratic'Quadratic

    'mincost' is appropriate for classification scores that are posterior probabilities. Classification trees return posterior probabilities as classification scores by default (see predict).

  • Specify your own function using function handle notation.

    Suppose that n be the number of observations in X and K be the number of distinct classes (numel(tree.ClassNames)). Your function must have this signature

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

    • The output argument lossvalue is a scalar.

    • You choose the function name (lossfun).

    • C is an n-by-K logical matrix with rows indicating which class the corresponding observation belongs. The column order corresponds to the class order in tree.ClassNames.

      Construct 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 tree.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. If you pass W, the software normalizes them to sum to 1.

    • 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.

    Specify your function using 'LossFun',@lossfun.

For more details on loss functions, see Classification Loss.

Name,Value arguments associated with pruning subtrees:

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Pruning level, specified as the comma-separated pair consisting of 'Subtrees' and a vector of nonnegative integers in ascending order or 'all'.

If you specify a vector, then all elements must be at least 0 and at most max(tree.PruneList). 0 indicates the full, unpruned tree and max(tree.PruneList) indicates the completely pruned tree (i.e., just the root node).

If you specify 'all', then ClassificationTree.resubLoss operates on all subtrees (i.e., the entire pruning sequence). This specification is equivalent to using 0:max(tree.PruneList).

ClassificationTree.resubLoss prunes tree to each level indicated in Subtrees, and then estimates the corresponding output arguments. The size of Subtrees determines the size of some output arguments.

To invoke Subtrees, the properties PruneList and PruneAlpha of tree must be nonempty. In other words, grow tree by setting 'Prune','on', or by pruning tree using prune.

Example: 'Subtrees','all'

Tree size, specified as the comma-separated pair consisting of 'TreeSize' and one of the following character vectors:

  • 'se'loss returns the highest pruning level with loss within one standard deviation of the minimum (L+se, where L and se relate to the smallest value in Subtrees).

  • 'min'loss returns the element of Subtrees with smallest loss, usually the smallest element of Subtrees.

Output Arguments

L

Classification loss, a vector the length of Subtrees. The meaning of the error depends on the values in Weights and LossFun.

se

Standard error of loss, a vector the length of Subtrees.

NLeaf

Number of leaves (terminal nodes) in the pruned subtrees, a vector the length of Subtrees.

bestlevel

A scalar whose value depends on TreeSize:

  • TreeSize = 'se'loss returns the highest pruning level with loss within one standard deviation of the minimum (L+se, where L and se relate to the smallest value in Subtrees).

  • TreeSize = 'min'loss returns the element of Subtrees with smallest loss, usually the smallest element of Subtrees.

Examples

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Compute the resubstitution classification error for the ionosphere data.

load ionosphere
tree = fitctree(X,Y);
L = resubLoss(tree)
L =

    0.0114

Unpruned decision trees tend to overfit. One way to balance model complexity and out-of-sample performance is to prune a tree (or restrict its growth) so that in-sample and out-of-sample performance are satisfactory.

Load Fisher's iris data set. Partition the data into training (50%) and validation (50%) sets.

load fisheriris
n = size(meas,1);
rng(1) % For reproducibility
idxTrn = false(n,1);
idxTrn(randsample(n,round(0.5*n))) = true; % Training set logical indices
idxVal = idxTrn == false;                  % Validation set logical indices

Grow a classification tree using the training set.

Mdl = fitctree(meas(idxTrn,:),species(idxTrn));

View the classification tree.

view(Mdl,'Mode','graph');

The classification tree has four pruning levels. Level 0 is the full, unpruned tree (as displayed). Level 3 is just the root node (i.e., no splits).

Examine the training sample classification error for each subtree (or pruning level) excluding the highest level.

m = max(Mdl.PruneList) - 1;
trnLoss = resubLoss(Mdl,'SubTrees',0:m)
trnLoss =

    0.0267
    0.0533
    0.3067

  • The full, unpruned tree misclassifies about 2.7% of the training observations.

  • The tree pruned to level 1 misclassifies about 5.3% of the training observations.

  • The tree pruned to level 2 (i.e., a stump) misclassifies about 30.6% of the training observations.

Examine the validation sample classification error at each level excluding the highest level.

valLoss = loss(Mdl,meas(idxVal,:),species(idxVal),'SubTrees',0:m)
valLoss =

    0.0369
    0.0237
    0.3067

  • The full, unpruned tree misclassifies about 3.7% of the validation observations.

  • The tree pruned to level 1 misclassifies about 2.4% of the validation observations.

  • The tree pruned to level 2 (i.e., a stump) misclassifies about 30.7% of the validation observations.

To balance model complexity and out-of-sample performance, consider pruning Mdl to level 1.

pruneMdl = prune(Mdl,'Level',1);
view(pruneMdl,'Mode','graph')

Definitions

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