Documentation

This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English verison of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

oobLoss

Class: RegressionBaggedEnsemble

Out-of-bag regression error

Syntax

L = oobLoss(ens)
L = oobLoss(ens,Name,Value)

Description

L = oobLoss(ens) returns the mean squared error for ens computed for out-of-bag data.

L = oobLoss(ens,Name,Value) computes error 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

ens

A regression bagged ensemble, constructed with fitrensemble.

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.

'learners'

Indices of weak learners in the ensemble ranging from 1 to NumTrained. oobLoss uses only these learners for calculating loss.

Default: 1:NumTrained

'lossfun'

Function handle for loss function, or 'mse', meaning mean squared error. If you pass a function handle fun, oobLoss 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, and W is the observation weights.

Default: 'mse'

'mode'

Character vector representing the meaning of the output L:

  • 'ensemble'L is a scalar value, the loss for the entire ensemble.

  • 'individual'L is a vector with one element per trained learner.

  • 'cumulative'L is a vector in which element J is obtained by using learners 1:J from the input list of learners.

Default: 'ensemble'

Output Arguments

L

Mean squared error of the out-of-bag observations, a scalar. L can be a vector, or can represent a different quantity, depending on the name-value settings.

Examples

expand all

Compute the out-of-bag error for the carsmall data.

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

load carsmall
X = [Displacement Horsepower Weight];

Train an ensemble of bagged regression trees.

ens = fitrensemble(X,MPG,'Method','Bag');

Find the out-of-bag error.

rng(10,'twister') % For reproducibility
L = oobLoss(ens)
L = 16.7204

Definitions

expand all

See Also

|

Was this topic helpful?