Accelerating the pace of engineering and science

# Documentation Center

• Trial Software

# CompactClassificationDiscriminant class

Compact discriminant analysis class

## Description

A CompactClassificationDiscriminant object is a compact version of a discriminant analysis classifier. The compact version does not include the data for training the classifier. Therefore, you cannot perform some tasks with a compact classifier, such as cross validation. Use a compact classifier for making predictions (classifications) of new data.

## Construction

cobj = compact(obj) constructs a compact classifier from a full classifier.

cobj = ClassificationDiscriminant.make(Mu,Sigma) constructs a compact discriminant analysis classifier from the class means Mu and covariance matrix Sigma. For syntax details, see ClassificationDiscriminant.make.

### Input Arguments

 obj Discriminant analysis classifier, created with ClassificationDiscriminant.fit.

## Properties

 BetweenSigma p-by-p matrix, the between-class covariance, where p is the number of predictors. CategoricalPredictors List of categorical predictors, always empty ([]) for discriminant analysis. ClassNames List of the elements in the training data Y with duplicates removed. ClassNames can be a numeric vector, vector of categorical variables (nominal or ordinal), logical vector, character array, or cell array of strings. ClassNames has the same data type as the data in the argument Y. Coeffs k-by-k structure of coefficient matrices, where k is the number of classes. Coeffs(i,j) contains coefficients of the linear or quadratic boundaries between classes i and j. Fields in Coeffs(i,j): DiscrimTypeClass1 — ClassNames(i)Class2 — ClassNames(j)Const — A scalarLinear — A vector with p components, where p is the number of columns in XQuadratic — p-by-p matrix, exists for quadratic DiscrimType The equation of the boundary between class i and class j is Const + Linear * x + x' * Quadratic * x = 0, where x is a column vector of length p. If ClassificationDiscriminant.fit had the FillCoeffs name-value pair set to 'off' when constructing the classifier, Coeffs is empty ([]). Cost Square matrix, where Cost(i,j) is the cost of classifying a point into class j if its true class is i. Cost is K-by-K, where K is the number of classes. Change a Cost matrix using dot addressing: `obj.Cost = costMatrix` Delta Value of the Delta threshold for a linear discriminant model, a nonnegative scalar. If a coefficient of obj has magnitude smaller than Delta, obj sets this coefficient to 0, and so you can eliminate the corresponding predictor from the model. Set Delta to a higher value to eliminate more predictors. Delta must be 0 for quadratic discriminant models. Change Delta by dot addressing: `obj.Delta = newDelta` DeltaPredictor Row vector of length equal to the number of predictors in obj. If DeltaPredictor(i) < Delta then coefficient i of the model is 0. If obj is a quadratic discriminant model, all elements of DeltaPredictor are 0. DiscrimType String specifying the discriminant type. One of: 'linear''quadratic''diagLinear''diagQuadratic''pseudoLinear''pseudoQuadratic' Change DiscrimType using dot addressing: `obj.DiscrimType = newDiscrimType` You can change between linear types, or between quadratic types, but cannot change between linear and quadratic types. Gamma Value of the Gamma regularization parameter, a scalar from 0 to 1. Change Gamma using dot addressing: `obj.Gamma = newGamma` If you set 1 for linear discriminant, the discriminant sets its type to 'diagLinear'.If you set a value between MinGamma and 1 for linear discriminant, the discriminant sets its type to 'linear'.You cannot set values below the value of the MinGamma property.For quadratic discriminant, you can set either 0 (for DiscrimType 'quadratic') or 1 (for DiscrimType 'diagQuadratic'). LogDetSigma Logarithm of the determinant of the within-class covariance matrix. The type of LogDetSigma depends on the discriminant type: Scalar for linear discriminant analysisVector of length K for quadratic discriminant analysis, where K is the number of classes MinGamma Nonnegative scalar, the minimal value of the Gamma parameter so that the correlation matrix is invertible. If the correlation matrix is not singular, MinGamma is 0. Mu Matrix of class means of size K-by-p, where K is the number of classes, and p is the number of predictors. Each row of Mu represents the mean of the multivariate normal distribution of the corresponding class. The class indices are in the ClassNames attribute. PredictorNames Cell array of names for the predictor variables, in the order in which they appear in the training data X. Prior Prior probabilities for each class. Prior is a numeric vector whose entries relate to the corresponding ClassNames property. Add or change a Prior vector using dot addressing: `obj.Prior = priorVector` ResponseName String describing the response variable Y. ScoreTransform Function handle for transforming scores, or string representing a built-in transformation function. 'none' means no transformation; equivalently, 'none' means @(x)x. For a list of built-in transformation functions and the syntax of custom transformation functions, see ClassificationDiscriminant.fit. Add or change a ScoreTransform function by dot addressing: `cobj.ScoreTransform = 'function'` or `cobj.ScoreTransform = @function` Sigma Within-class covariance matrix or matrices. The dimensions depend on DiscrimType: 'linear' (default) — Matrix of size p-by-p, where p is the number of predictors'quadratic' — Array of size p-by-p-by-K, where K is the number of classes'diagLinear' — Row vector of length p'diagQuadratic' — Array of size 1-by-p-by-K'pseudoLinear' — Matrix of size p-by-p'pseudoQuadratic' — Array of size p-by-p-by-K

## Methods

 edge Classification edge logP Log of the unconditional probability density loss Classification error mahal Mahalanobis distance to class means margin Classification margins nLinearCoeffs Number of nonzero linear coefficients predict Predict classification

## Definitions

### Discriminant Classification

The model for discriminant analysis is:

• Each class (Y) generates data (X) using a multivariate normal distribution. That is, the model assumes X has a Gaussian mixture distribution (gmdistribution).

• For linear discriminant analysis, the model has the same covariance matrix for each class, only the means vary.

• For quadratic discriminant analysis, both means and covariances of each class vary.

predict classifies so as to minimize the expected classification cost:

where

• is the predicted classification.

• K is the number of classes.

• is the posterior probability of class k for observation x.

• is the cost of classifying an observation as y when its true class is k.

For details, see How the predict Method Classifies.

### Regularization

Regularization is the process of finding a small set of predictors that yield an effective predictive model. For linear discriminant analysis, there are two parameters, γ and δ, that control regularization as follows. cvshrink helps you select appropriate values of the parameters.

Let Σ represent the covariance matrix of the data X, and let be the centered data (the data X minus the mean by class). Define

The regularized covariance matrix is

Whenever γ ≥ MinGamma, is nonsingular.

Let μk be the mean vector for those elements of X in class k, and let μ0 be the global mean vector (the mean of the rows of X). Let C be the correlation matrix of the data X, and let be the regularized correlation matrix:

where I is the identity matrix.

The linear term in the regularized discriminant analysis classifier for a data point x is

The parameter δ enters into this equation as a threshold on the final term in square brackets. Each component of the vector is set to zero if it is smaller in magnitude than the threshold δ. Therefore, for class k, if component j is thresholded to zero, component j of x does not enter into the evaluation of the posterior probability.

The DeltaPredictor property is a vector related to this threshold. When δ ≥ DeltaPredictor(i), all classes k have

Therefore, when δ ≥ DeltaPredictor(i), the regularized classifier does not use predictor i.

## Copy Semantics

Value. To learn how value classes affect copy operations, see Copying Objects in the MATLAB® documentation.

## Examples

Construct a compact discriminant analysis classifier for the Fisher iris data, and compare its size to that of the full classifier:

```load fisheriris
fullobj = ClassificationDiscriminant.fit(meas,species);
cobj = compact(fullobj);
b = whos('fullobj'); % b.bytes = size of fullobj
c = whos('cobj'); % c.bytes = size of cobj
[b.bytes c.bytes] % shows cobj uses 60% of the memory

ans =
18578       11498```

Construct a compact discriminant analysis classifier from the means and covariances of the Fisher iris data:

```load fisheriris
mu(1,:) = mean(meas(1:50,:));
mu(2,:) = mean(meas(51:100,:));
mu(3,:) = mean(meas(101:150,:));

mm1 = repmat(mu(1,:),50,1);
mm2 = repmat(mu(2,:),50,1);
mm3 = repmat(mu(3,:),50,1);
cc = meas;
cc(1:50,:) = cc(1:50,:) - mm1;
cc(51:100,:) = cc(51:100,:) - mm2;
cc(101:150,:) = cc(101:150,:) - mm3;
sigstar = cc' * cc / 147;
cpct = ClassificationDiscriminant.make(mu,sigstar,...
'ClassNames',{'setosa','versicolor','virginica'});```