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resume

Resume training of Gaussian kernel classification model

Syntax

UpdatedMdl = resume(Mdl,X,Y)
UpdatedMdl = resume(Mdl,X,Y,Name,Value)
[UpdatedMdl,FitInfo] = resume(___)

Description

example

UpdatedMdl = resume(Mdl,X,Y) continues training with the same options used to train Mdl, including the training data (predictor data in X and class labels in Y) and the feature expansion. The training starts at the current estimated parameters in Mdl. The function returns a new binary Gaussian kernel classification model UpdatedMdl.

example

UpdatedMdl = resume(Mdl,X,Y,Name,Value) returns a new binary Gaussian kernel classification model with additional options specified by one or more name-value pair arguments. For example, you can modify convergence control options, such as convergence tolerances and the maximum number of additional optimization iterations.

[UpdatedMdl,FitInfo] = resume(___) also returns the fit information in the structure array FitInfo using any of the previous input arguments in the syntaxes.

Examples

collapse all

Load the ionosphere data set. This data set has 34 predictors and 351 binary responses for radar returns, either bad ('b') or good ('g').

load ionosphere

Partition the data set into training and test sets. Specify a 20% holdout sample for the test set.

rng('default') % For reproducibility
Partition = cvpartition(Y,'Holdout',0.20);
trainingInds = training(Partition); % Indices for the training set
XTrain = X(trainingInds,:);
YTrain = Y(trainingInds);
testInds = test(Partition); % Indices for the test set
XTest = X(testInds,:);
YTest = Y(testInds);

Train a binary kernel classification model that identifies whether the radar return is bad ('b') or good ('g').

Mdl = fitckernel(XTrain,YTrain,'IterationLimit',5,'Verbose',1);
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |            0 |  1.000000e+00 |  0.000000e+00 |  2.811388e-01 |                |             0 |
|  LBFGS |      1 |            1 |  7.585395e-01 |  4.000000e+00 |  3.594306e-01 |   1.000000e+00 |          2048 |
|  LBFGS |      1 |            2 |  7.160994e-01 |  1.000000e+00 |  2.028470e-01 |   6.923988e-01 |          2048 |
|  LBFGS |      1 |            3 |  6.825272e-01 |  1.000000e+00 |  2.846975e-02 |   2.388909e-01 |          2048 |
|  LBFGS |      1 |            4 |  6.699435e-01 |  1.000000e+00 |  1.779359e-02 |   1.325304e-01 |          2048 |
|  LBFGS |      1 |            5 |  6.535619e-01 |  1.000000e+00 |  2.669039e-01 |   4.112952e-01 |          2048 |
|=================================================================================================================|

Mdl is a ClassificationKernel model.

Predict the test-set labels, construct a confusion matrix for the test set, and estimate the classification error for the test set.

label = predict(Mdl,XTest);
ConfusionTest = confusionchart(YTest,label);

L = loss(Mdl,XTest,YTest)
L = 0.3594

Mdl misclassifies all bad radar returns as good returns.

Continue training by using resume. This function continues training with the same options used for training Mdl.

UpdatedMdl = resume(Mdl,XTrain,YTrain);
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |            0 |  6.535619e-01 |  0.000000e+00 |  2.669039e-01 |                |          2048 |
|  LBFGS |      1 |            1 |  6.132547e-01 |  1.000000e+00 |  6.355537e-03 |   1.522092e-01 |          2048 |
|  LBFGS |      1 |            2 |  5.938316e-01 |  4.000000e+00 |  3.202847e-02 |   1.498036e-01 |          2048 |
|  LBFGS |      1 |            3 |  4.169274e-01 |  1.000000e+00 |  1.530249e-01 |   7.234253e-01 |          2048 |
|  LBFGS |      1 |            4 |  3.679212e-01 |  5.000000e-01 |  2.740214e-01 |   2.495886e-01 |          2048 |
|  LBFGS |      1 |            5 |  3.332261e-01 |  1.000000e+00 |  1.423488e-02 |   9.558680e-02 |          2048 |
|  LBFGS |      1 |            6 |  3.235335e-01 |  1.000000e+00 |  7.117438e-03 |   7.137260e-02 |          2048 |
|  LBFGS |      1 |            7 |  3.112331e-01 |  1.000000e+00 |  6.049822e-02 |   1.252157e-01 |          2048 |
|  LBFGS |      1 |            8 |  2.972144e-01 |  1.000000e+00 |  7.117438e-03 |   5.796240e-02 |          2048 |
|  LBFGS |      1 |            9 |  2.837450e-01 |  1.000000e+00 |  8.185053e-02 |   1.484733e-01 |          2048 |
|  LBFGS |      1 |           10 |  2.797642e-01 |  1.000000e+00 |  3.558719e-02 |   5.856842e-02 |          2048 |
|  LBFGS |      1 |           11 |  2.771280e-01 |  1.000000e+00 |  2.846975e-02 |   2.349433e-02 |          2048 |
|  LBFGS |      1 |           12 |  2.741570e-01 |  1.000000e+00 |  3.914591e-02 |   3.113194e-02 |          2048 |
|  LBFGS |      1 |           13 |  2.725701e-01 |  5.000000e-01 |  1.067616e-01 |   8.729821e-02 |          2048 |
|  LBFGS |      1 |           14 |  2.667147e-01 |  1.000000e+00 |  3.914591e-02 |   3.491723e-02 |          2048 |
|  LBFGS |      1 |           15 |  2.621152e-01 |  1.000000e+00 |  7.117438e-03 |   5.104726e-02 |          2048 |
|  LBFGS |      1 |           16 |  2.601652e-01 |  1.000000e+00 |  3.558719e-02 |   3.764904e-02 |          2048 |
|  LBFGS |      1 |           17 |  2.589052e-01 |  1.000000e+00 |  3.202847e-02 |   3.655744e-02 |          2048 |
|  LBFGS |      1 |           18 |  2.583185e-01 |  1.000000e+00 |  7.117438e-03 |   6.490571e-02 |          2048 |
|  LBFGS |      1 |           19 |  2.556482e-01 |  1.000000e+00 |  9.252669e-02 |   4.601390e-02 |          2048 |
|  LBFGS |      1 |           20 |  2.542643e-01 |  1.000000e+00 |  7.117438e-02 |   4.141838e-02 |          2048 |
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |           21 |  2.532117e-01 |  1.000000e+00 |  1.067616e-02 |   1.661720e-02 |          2048 |
|  LBFGS |      1 |           22 |  2.529890e-01 |  1.000000e+00 |  2.135231e-02 |   1.231678e-02 |          2048 |
|  LBFGS |      1 |           23 |  2.523232e-01 |  1.000000e+00 |  3.202847e-02 |   1.958586e-02 |          2048 |
|  LBFGS |      1 |           24 |  2.506736e-01 |  1.000000e+00 |  1.779359e-02 |   2.474613e-02 |          2048 |
|  LBFGS |      1 |           25 |  2.501995e-01 |  1.000000e+00 |  1.779359e-02 |   2.514352e-02 |          2048 |
|  LBFGS |      1 |           26 |  2.488242e-01 |  1.000000e+00 |  3.558719e-03 |   1.531810e-02 |          2048 |
|  LBFGS |      1 |           27 |  2.485295e-01 |  5.000000e-01 |  3.202847e-02 |   1.229760e-02 |          2048 |
|  LBFGS |      1 |           28 |  2.482244e-01 |  1.000000e+00 |  4.270463e-02 |   8.970983e-03 |          2048 |
|  LBFGS |      1 |           29 |  2.479714e-01 |  1.000000e+00 |  3.558719e-03 |   7.393900e-03 |          2048 |
|  LBFGS |      1 |           30 |  2.477316e-01 |  1.000000e+00 |  3.202847e-02 |   3.268087e-03 |          2048 |
|  LBFGS |      1 |           31 |  2.476178e-01 |  2.500000e-01 |  3.202847e-02 |   5.445890e-03 |          2048 |
|  LBFGS |      1 |           32 |  2.474874e-01 |  1.000000e+00 |  1.779359e-02 |   3.535903e-03 |          2048 |
|  LBFGS |      1 |           33 |  2.473980e-01 |  1.000000e+00 |  7.117438e-03 |   2.821725e-03 |          2048 |
|  LBFGS |      1 |           34 |  2.472935e-01 |  1.000000e+00 |  3.558719e-03 |   2.699880e-03 |          2048 |
|  LBFGS |      1 |           35 |  2.471418e-01 |  1.000000e+00 |  3.558719e-03 |   1.242523e-02 |          2048 |
|  LBFGS |      1 |           36 |  2.469862e-01 |  1.000000e+00 |  2.846975e-02 |   7.895605e-03 |          2048 |
|  LBFGS |      1 |           37 |  2.469598e-01 |  1.000000e+00 |  2.135231e-02 |   6.657676e-03 |          2048 |
|  LBFGS |      1 |           38 |  2.466941e-01 |  1.000000e+00 |  3.558719e-02 |   4.654690e-03 |          2048 |
|  LBFGS |      1 |           39 |  2.466660e-01 |  5.000000e-01 |  1.423488e-02 |   2.885769e-03 |          2048 |
|  LBFGS |      1 |           40 |  2.465605e-01 |  1.000000e+00 |  3.558719e-03 |   4.562565e-03 |          2048 |
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |           41 |  2.465362e-01 |  1.000000e+00 |  1.423488e-02 |   5.652180e-03 |          2048 |
|  LBFGS |      1 |           42 |  2.463528e-01 |  1.000000e+00 |  3.558719e-03 |   2.389759e-03 |          2048 |
|  LBFGS |      1 |           43 |  2.463207e-01 |  1.000000e+00 |  1.511170e-03 |   3.738286e-03 |          2048 |
|  LBFGS |      1 |           44 |  2.462585e-01 |  5.000000e-01 |  7.117438e-02 |   2.321693e-03 |          2048 |
|  LBFGS |      1 |           45 |  2.461742e-01 |  1.000000e+00 |  7.117438e-03 |   2.599725e-03 |          2048 |
|  LBFGS |      1 |           46 |  2.461434e-01 |  1.000000e+00 |  3.202847e-02 |   3.186923e-03 |          2048 |
|  LBFGS |      1 |           47 |  2.461115e-01 |  1.000000e+00 |  7.117438e-03 |   1.530711e-03 |          2048 |
|  LBFGS |      1 |           48 |  2.460814e-01 |  1.000000e+00 |  1.067616e-02 |   1.811714e-03 |          2048 |
|  LBFGS |      1 |           49 |  2.460533e-01 |  5.000000e-01 |  1.423488e-02 |   1.012252e-03 |          2048 |
|  LBFGS |      1 |           50 |  2.460111e-01 |  1.000000e+00 |  1.423488e-02 |   4.166762e-03 |          2048 |
|  LBFGS |      1 |           51 |  2.459414e-01 |  1.000000e+00 |  1.067616e-02 |   3.271946e-03 |          2048 |
|  LBFGS |      1 |           52 |  2.458809e-01 |  1.000000e+00 |  1.423488e-02 |   1.846440e-03 |          2048 |
|  LBFGS |      1 |           53 |  2.458479e-01 |  1.000000e+00 |  1.067616e-02 |   1.180871e-03 |          2048 |
|  LBFGS |      1 |           54 |  2.458146e-01 |  1.000000e+00 |  1.455008e-03 |   1.422954e-03 |          2048 |
|  LBFGS |      1 |           55 |  2.457878e-01 |  1.000000e+00 |  7.117438e-03 |   1.880892e-03 |          2048 |
|  LBFGS |      1 |           56 |  2.457519e-01 |  1.000000e+00 |  2.491103e-02 |   1.074764e-03 |          2048 |
|  LBFGS |      1 |           57 |  2.457420e-01 |  1.000000e+00 |  7.473310e-02 |   9.511878e-04 |          2048 |
|  LBFGS |      1 |           58 |  2.457212e-01 |  1.000000e+00 |  3.558719e-03 |   3.718564e-04 |          2048 |
|  LBFGS |      1 |           59 |  2.457089e-01 |  1.000000e+00 |  4.270463e-02 |   6.237270e-04 |          2048 |
|  LBFGS |      1 |           60 |  2.457047e-01 |  5.000000e-01 |  1.423488e-02 |   3.647573e-04 |          2048 |
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |           61 |  2.456991e-01 |  1.000000e+00 |  1.423488e-02 |   5.666884e-04 |          2048 |
|  LBFGS |      1 |           62 |  2.456898e-01 |  1.000000e+00 |  1.779359e-02 |   4.697056e-04 |          2048 |
|  LBFGS |      1 |           63 |  2.456792e-01 |  1.000000e+00 |  1.779359e-02 |   5.984927e-04 |          2048 |
|  LBFGS |      1 |           64 |  2.456603e-01 |  1.000000e+00 |  1.403782e-03 |   5.414985e-04 |          2048 |
|  LBFGS |      1 |           65 |  2.456482e-01 |  1.000000e+00 |  3.558719e-03 |   6.506293e-04 |          2048 |
|  LBFGS |      1 |           66 |  2.456358e-01 |  1.000000e+00 |  1.476262e-03 |   1.284139e-03 |          2048 |
|  LBFGS |      1 |           67 |  2.456124e-01 |  1.000000e+00 |  3.558719e-03 |   8.636596e-04 |          2048 |
|  LBFGS |      1 |           68 |  2.455980e-01 |  1.000000e+00 |  1.067616e-02 |   9.861527e-04 |          2048 |
|  LBFGS |      1 |           69 |  2.455780e-01 |  1.000000e+00 |  1.067616e-02 |   5.102487e-04 |          2048 |
|  LBFGS |      1 |           70 |  2.455633e-01 |  1.000000e+00 |  3.558719e-03 |   1.228077e-03 |          2048 |
|  LBFGS |      1 |           71 |  2.455449e-01 |  1.000000e+00 |  1.423488e-02 |   7.864590e-04 |          2048 |
|  LBFGS |      1 |           72 |  2.455261e-01 |  1.000000e+00 |  3.558719e-02 |   1.090815e-03 |          2048 |
|  LBFGS |      1 |           73 |  2.455142e-01 |  1.000000e+00 |  1.067616e-02 |   1.701506e-03 |          2048 |
|  LBFGS |      1 |           74 |  2.455075e-01 |  1.000000e+00 |  1.779359e-02 |   1.504577e-03 |          2048 |
|  LBFGS |      1 |           75 |  2.455008e-01 |  1.000000e+00 |  3.914591e-02 |   1.144021e-03 |          2048 |
|  LBFGS |      1 |           76 |  2.454943e-01 |  1.000000e+00 |  2.491103e-02 |   3.015254e-04 |          2048 |
|  LBFGS |      1 |           77 |  2.454918e-01 |  5.000000e-01 |  3.202847e-02 |   9.837523e-04 |          2048 |
|  LBFGS |      1 |           78 |  2.454870e-01 |  1.000000e+00 |  1.779359e-02 |   4.328953e-04 |          2048 |
|  LBFGS |      1 |           79 |  2.454865e-01 |  5.000000e-01 |  3.558719e-03 |   7.126815e-04 |          2048 |
|  LBFGS |      1 |           80 |  2.454775e-01 |  1.000000e+00 |  5.693950e-02 |   8.992562e-04 |          2048 |
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |           81 |  2.454686e-01 |  1.000000e+00 |  1.183730e-03 |   1.590246e-04 |          2048 |
|  LBFGS |      1 |           82 |  2.454612e-01 |  1.000000e+00 |  2.135231e-02 |   1.389570e-04 |          2048 |
|  LBFGS |      1 |           83 |  2.454506e-01 |  1.000000e+00 |  3.558719e-03 |   6.162089e-04 |          2048 |
|  LBFGS |      1 |           84 |  2.454436e-01 |  1.000000e+00 |  1.423488e-02 |   1.877414e-03 |          2048 |
|  LBFGS |      1 |           85 |  2.454378e-01 |  1.000000e+00 |  1.423488e-02 |   3.370852e-04 |          2048 |
|  LBFGS |      1 |           86 |  2.454249e-01 |  1.000000e+00 |  1.423488e-02 |   8.133615e-04 |          2048 |
|  LBFGS |      1 |           87 |  2.454101e-01 |  1.000000e+00 |  1.067616e-02 |   3.872088e-04 |          2048 |
|  LBFGS |      1 |           88 |  2.453963e-01 |  1.000000e+00 |  1.779359e-02 |   5.670260e-04 |          2048 |
|  LBFGS |      1 |           89 |  2.453866e-01 |  1.000000e+00 |  1.067616e-02 |   1.444984e-03 |          2048 |
|  LBFGS |      1 |           90 |  2.453821e-01 |  1.000000e+00 |  7.117438e-03 |   2.457270e-03 |          2048 |
|  LBFGS |      1 |           91 |  2.453790e-01 |  5.000000e-01 |  6.761566e-02 |   8.228766e-04 |          2048 |
|  LBFGS |      1 |           92 |  2.453603e-01 |  1.000000e+00 |  2.135231e-02 |   1.084233e-03 |          2048 |
|  LBFGS |      1 |           93 |  2.453540e-01 |  1.000000e+00 |  2.135231e-02 |   2.060005e-04 |          2048 |
|  LBFGS |      1 |           94 |  2.453482e-01 |  1.000000e+00 |  1.779359e-02 |   1.560883e-04 |          2048 |
|  LBFGS |      1 |           95 |  2.453461e-01 |  1.000000e+00 |  1.779359e-02 |   1.614693e-03 |          2048 |
|  LBFGS |      1 |           96 |  2.453371e-01 |  1.000000e+00 |  3.558719e-02 |   2.145835e-04 |          2048 |
|  LBFGS |      1 |           97 |  2.453305e-01 |  1.000000e+00 |  4.270463e-02 |   7.602088e-04 |          2048 |
|  LBFGS |      1 |           98 |  2.453283e-01 |  2.500000e-01 |  2.135231e-02 |   3.422253e-04 |          2048 |
|  LBFGS |      1 |           99 |  2.453246e-01 |  1.000000e+00 |  3.558719e-03 |   3.872561e-04 |          2048 |
|  LBFGS |      1 |          100 |  2.453214e-01 |  1.000000e+00 |  3.202847e-02 |   1.732237e-04 |          2048 |
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |          101 |  2.453168e-01 |  1.000000e+00 |  1.067616e-02 |   3.065286e-04 |          2048 |
|  LBFGS |      1 |          102 |  2.453155e-01 |  5.000000e-01 |  4.626335e-02 |   3.402368e-04 |          2048 |
|  LBFGS |      1 |          103 |  2.453136e-01 |  1.000000e+00 |  1.779359e-02 |   2.215029e-04 |          2048 |
|  LBFGS |      1 |          104 |  2.453119e-01 |  1.000000e+00 |  3.202847e-02 |   4.142355e-04 |          2048 |
|  LBFGS |      1 |          105 |  2.453093e-01 |  1.000000e+00 |  1.423488e-02 |   2.186007e-04 |          2048 |
|  LBFGS |      1 |          106 |  2.453090e-01 |  1.000000e+00 |  2.846975e-02 |   1.338602e-03 |          2048 |
|  LBFGS |      1 |          107 |  2.453048e-01 |  1.000000e+00 |  1.423488e-02 |   3.208296e-04 |          2048 |
|  LBFGS |      1 |          108 |  2.453040e-01 |  1.000000e+00 |  3.558719e-02 |   1.294488e-03 |          2048 |
|  LBFGS |      1 |          109 |  2.452977e-01 |  1.000000e+00 |  1.423488e-02 |   8.328380e-04 |          2048 |
|  LBFGS |      1 |          110 |  2.452934e-01 |  1.000000e+00 |  2.135231e-02 |   5.149259e-04 |          2048 |
|  LBFGS |      1 |          111 |  2.452886e-01 |  1.000000e+00 |  1.779359e-02 |   3.650664e-04 |          2048 |
|  LBFGS |      1 |          112 |  2.452854e-01 |  1.000000e+00 |  1.067616e-02 |   2.633981e-04 |          2048 |
|  LBFGS |      1 |          113 |  2.452836e-01 |  1.000000e+00 |  1.067616e-02 |   1.804300e-04 |          2048 |
|  LBFGS |      1 |          114 |  2.452817e-01 |  1.000000e+00 |  7.117438e-03 |   4.251642e-04 |          2048 |
|  LBFGS |      1 |          115 |  2.452741e-01 |  1.000000e+00 |  1.779359e-02 |   9.018440e-04 |          2048 |
|  LBFGS |      1 |          116 |  2.452691e-01 |  1.000000e+00 |  2.135231e-02 |   9.941716e-05 |          2048 |
|=================================================================================================================|

Predict the test-set labels, construct a confusion matrix for the test set, and estimate the classification error for the test set.

UpdatedLabel = predict(UpdatedMdl,XTest);
UpdatedConfusionTest = confusionchart(YTest,UpdatedLabel);

UpdatedL = loss(UpdatedMdl,XTest,YTest)
UpdatedL = 0.1284

The classification error decreases after resume updates the classification model with more iterations.

Load the ionosphere data set. This data set has 34 predictors and 351 binary responses for radar returns, either bad ('b') or good ('g').

load ionosphere

Partition the data set into training and test sets. Specify a 20% holdout sample for the test set.

rng('default') % For reproducibility
Partition = cvpartition(Y,'Holdout',0.20);
trainingInds = training(Partition); % Indices for the training set
XTrain = X(trainingInds,:);
YTrain = Y(trainingInds);
testInds = test(Partition); % Indices for the test set
XTest = X(testInds,:);
YTest = Y(testInds);

Train a binary kernel classification model with relaxed convergence control training options by using the name-value pair arguments 'BetaTolerance' and 'GradientTolerance'.

[Mdl,FitInfo] = fitckernel(XTrain,YTrain,'Verbose',1, ...
    'BetaTolerance',1e-1,'GradientTolerance',1e-1);
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |            0 |  1.000000e+00 |  0.000000e+00 |  2.811388e-01 |                |             0 |
|  LBFGS |      1 |            1 |  7.585395e-01 |  4.000000e+00 |  3.594306e-01 |   1.000000e+00 |          2048 |
|  LBFGS |      1 |            2 |  7.160994e-01 |  1.000000e+00 |  2.028470e-01 |   6.923988e-01 |          2048 |
|  LBFGS |      1 |            3 |  6.825272e-01 |  1.000000e+00 |  2.846975e-02 |   2.388909e-01 |          2048 |
|=================================================================================================================|

Mdl is a ClassificationKernel model.

Predict the test-set labels, construct a confusion matrix for the test set, and estimate the classification error for the test set

label = predict(Mdl,XTest);
ConfusionTest = confusionchart(YTest,label);

L = loss(Mdl,XTest,YTest)
L = 0.3594

Mdl misclassifies all bad radar returns as good returns.

Continue training by using resume with modified convergence control training options.

[UpdatedMdl,UpdatedFitInfo] = resume(Mdl,XTrain,YTrain, ...
    'BetaTolerance',1e-2,'GradientTolerance',1e-2);
|=================================================================================================================|
| Solver |  Pass  |   Iteration  |   Objective   |     Step      |    Gradient   |    Relative    |  sum(beta~=0) |
|        |        |              |               |               |   magnitude   | change in Beta |               |
|=================================================================================================================|
|  LBFGS |      1 |            0 |  6.825272e-01 |  0.000000e+00 |  2.846975e-02 |                |          2048 |
|  LBFGS |      1 |            1 |  6.692805e-01 |  2.000000e+00 |  2.846975e-02 |   1.389258e-01 |          2048 |
|  LBFGS |      1 |            2 |  6.466824e-01 |  1.000000e+00 |  2.348754e-01 |   4.149425e-01 |          2048 |
|  LBFGS |      1 |            3 |  5.441382e-01 |  2.000000e+00 |  1.743772e-01 |   5.344538e-01 |          2048 |
|  LBFGS |      1 |            4 |  5.222333e-01 |  1.000000e+00 |  3.309609e-01 |   7.530878e-01 |          2048 |
|  LBFGS |      1 |            5 |  3.776579e-01 |  1.000000e+00 |  1.103203e-01 |   6.532621e-01 |          2048 |
|  LBFGS |      1 |            6 |  3.523520e-01 |  1.000000e+00 |  5.338078e-02 |   1.384232e-01 |          2048 |
|  LBFGS |      1 |            7 |  3.422319e-01 |  5.000000e-01 |  3.202847e-02 |   9.703897e-02 |          2048 |
|  LBFGS |      1 |            8 |  3.341895e-01 |  1.000000e+00 |  3.202847e-02 |   5.009485e-02 |          2048 |
|  LBFGS |      1 |            9 |  3.199302e-01 |  1.000000e+00 |  4.982206e-02 |   8.038014e-02 |          2048 |
|  LBFGS |      1 |           10 |  3.017904e-01 |  1.000000e+00 |  1.423488e-02 |   2.845012e-01 |          2048 |
|  LBFGS |      1 |           11 |  2.853480e-01 |  1.000000e+00 |  3.558719e-02 |   9.799137e-02 |          2048 |
|  LBFGS |      1 |           12 |  2.753979e-01 |  1.000000e+00 |  3.914591e-02 |   9.975305e-02 |          2048 |
|  LBFGS |      1 |           13 |  2.647492e-01 |  1.000000e+00 |  3.914591e-02 |   9.713710e-02 |          2048 |
|  LBFGS |      1 |           14 |  2.639242e-01 |  1.000000e+00 |  1.423488e-02 |   6.721803e-02 |          2048 |
|  LBFGS |      1 |           15 |  2.617385e-01 |  1.000000e+00 |  1.779359e-02 |   2.625089e-02 |          2048 |
|  LBFGS |      1 |           16 |  2.598600e-01 |  1.000000e+00 |  7.117438e-02 |   3.338724e-02 |          2048 |
|  LBFGS |      1 |           17 |  2.594176e-01 |  1.000000e+00 |  1.067616e-02 |   2.441171e-02 |          2048 |
|  LBFGS |      1 |           18 |  2.579350e-01 |  1.000000e+00 |  3.202847e-02 |   2.979246e-02 |          2048 |
|  LBFGS |      1 |           19 |  2.570669e-01 |  1.000000e+00 |  1.779359e-02 |   4.432998e-02 |          2048 |
|  LBFGS |      1 |           20 |  2.552954e-01 |  1.000000e+00 |  1.769940e-03 |   1.899895e-02 |          2048 |
|=================================================================================================================|

Predict the test-set labels, construct a confusion matrix for the test set, and estimate the classification error for the test set.

UpdatedLabel = predict(UpdatedMdl,XTest);
UpdatedConfusionTest = confusionchart(YTest,UpdatedLabel);

UpdatedL = loss(UpdatedMdl,XTest,YTest)
UpdatedL = 0.1140

The classification error decreases after resume updates the classification model with smaller convergence tolerances.

Display the outputs FitInfo and UpdatedFitInfo.

FitInfo
FitInfo = struct with fields:
                  Solver: 'LBFGS-fast'
            LossFunction: 'hinge'
                  Lambda: 0.0036
           BetaTolerance: 0.1000
       GradientTolerance: 0.1000
          ObjectiveValue: 0.6825
       GradientMagnitude: 0.0285
    RelativeChangeInBeta: 0.2389
                 FitTime: 0.0413
                 History: [1x1 struct]

UpdatedFitInfo
UpdatedFitInfo = struct with fields:
                  Solver: 'LBFGS-fast'
            LossFunction: 'hinge'
                  Lambda: 0.0036
           BetaTolerance: 0.0100
       GradientTolerance: 0.0100
          ObjectiveValue: 0.2553
       GradientMagnitude: 0.0018
    RelativeChangeInBeta: 0.0190
                 FitTime: 0.0492
                 History: [1x1 struct]

Both trainings terminate because the software satisfies the absolute gradient tolerance.

Plot the gradient magnitude versus the number of iterations by using UpdatedFitInfo.History.GradientMagnitude. Note that the History field of UpdatedFitInfo includes the information in the History field of FitInfo.

semilogy(UpdatedFitInfo.History.GradientMagnitude,'o-')
ax = gca;
ax.XTick = 1:25;
ax.XTickLabel = UpdatedFitInfo.History.IterationNumber;
grid on
xlabel('Number of Iterations')
ylabel('Gradient Magnitude')

The first training terminates after three iterations because the gradient magnitude becomes less than 1e-1. The second training terminates after 20 iterations because the gradient magnitude becomes less than 1e-2.

Input Arguments

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Binary kernel classification model, specified as a ClassificationKernel model object. You can create a ClassificationKernel model object using fitckernel.

Predictor data used to train Mdl, specified as an n-by-p numeric matrix, where n is the number of observations and p is the number of predictors.

Data Types: single | double

Class labels used to train Mdl, specified as a categorical, character, or string array, logical or numeric vector, or cell array of character vectors.

Data Types: categorical | char | string | logical | single | double | cell

Note

resume should run only on the same training data (X and Y) and the same observation weights used to train Mdl. The resume function uses the same training options used to train Mdl, including feature expansion.

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 quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: UpdatedMdl = resume(Mdl,X,Y,'GradientTolerance',1e-5) resumes training with the same options used to train Mdl, except the absolute gradient tolerance.

Observation weights used to train Mdl, specified as the comma-separated pair consisting of 'Weights' and a positive numeric vector of length n, where n is the number of observations in X. The resume function weighs the observations in X with the corresponding values in Weights.

The default value is ones(n,1).

resume normalizes Weights to sum up to the value of the prior probability in the respective class.

Example: 'Weights',w

Data Types: single | double

Relative tolerance on the linear coefficients and the bias term (intercept), specified as the comma-separated pair consisting of 'BetaTolerance' and a nonnegative scalar.

Let Bt=[βtbt], that is, the vector of the coefficients and the bias term at optimization iteration t. If BtBt1Bt2<BetaTolerance, then optimization terminates.

If you also specify GradientTolerance, then optimization terminates when the software satisfies either stopping criterion.

By default, the value is the same BetaTolerance value used to train Mdl.

Example: 'BetaTolerance',1e-6

Data Types: single | double

Absolute gradient tolerance, specified as the comma-separated pair consisting of 'GradientTolerance' and a nonnegative scalar.

Let t be the gradient vector of the objective function with respect to the coefficients and bias term at optimization iteration t. If t=max|t|<GradientTolerance, then optimization terminates.

If you also specify BetaTolerance, then optimization terminates when the software satisfies either stopping criterion.

By default, the value is the same GradientTolerance value used to train Mdl.

Example: 'GradientTolerance',1e-5

Data Types: single | double

Maximum number of additional optimization iterations, specified as the comma-separated pair consisting of 'IterationLimit' and a positive integer.

The default value is 1000 if the transformed data fits in memory (Mdl.ModelParameters.BlockSize), which you specify by using the name-value pair argument when training Mdl. Otherwise, the default value is 100.

Note that the default value is not the value used to train Mdl.

Example: 'IterationLimit',500

Data Types: single | double

Output Arguments

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Updated kernel classification model, returned as a ClassificationKernel model object.

Optimization details, returned as a structure array including fields described in this table. The fields contain final values or name-value pair argument specifications.

FieldDescription
Solver

Objective function minimization technique: 'LBFGS-fast', 'LBFGS-blockwise', or 'LBFGS-tall'. For details, see Algorithms of fitckernel.

LossFunctionLoss function. Either 'hinge' or 'logit' depending on the type of linear classification model. See Learner of fitckernel.
LambdaRegularization term strength. See Lambda of fitckernel.
BetaToleranceRelative tolerance on the linear coefficients and the bias term. See BetaTolerance.
GradientToleranceAbsolute gradient tolerance. See GradientTolerance.
ObjectiveValueValue of the objective function when optimization terminates. The classification loss plus the regularization term compose the objective function.
GradientMagnitudeInfinite norm of the gradient vector of the objective function when optimization terminates. See GradientTolerance.
RelativeChangeInBetaRelative changes in the linear coefficients and the bias term when optimization terminates. See BetaTolerance.
FitTimeElapsed, wall-clock time (in seconds) required to fit the model to the data.
HistoryHistory of optimization information. This field also includes the optimization information from training Mdl. This field is empty ([]) if you specify 'Verbose',0 when training Mdl. For details, see Verbose and Algorithms of fitckernel.

To access fields, use dot notation. For example, to access the vector of objective function values for each iteration, enter FitInfo.ObjectiveValue in the Command Window.

A good practice is to examine FitInfo to assess whether convergence is satisfactory.

More About

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Random Feature Expansion

Random feature expansion, such as Random Kitchen Sinks[1] and Fastfood[2], is a scheme to approximate Gaussian kernels of the kernel classification algorithm to use for big data in a computationally efficient way. Random feature expansion is more practical for big data applications that have large training sets, but can also be applied to smaller data sets that fit in memory.

The kernel classification algorithm searches for an optimal hyperplane that separates the data into two classes after mapping features into a high-dimensional space. Nonlinear features that are not linearly separable in a low-dimensional space can be separable in the expanded high-dimensional space. All the calculations for hyperplane classification use only dot products. You can obtain a nonlinear classification model by replacing the dot product x1x2' with the nonlinear kernel function G(x1,x2)=φ(x1),φ(x2), where xi is the ith observation (row vector) and φ(xi) is a transformation that maps xi to a high-dimensional space (called the “kernel trick”). However, evaluating G(x1,x2) (Gram matrix) for each pair of observations is computationally expensive for a large data set (large n).

The random feature expansion scheme finds a random transformation so that its dot product approximates the Gaussian kernel. That is,

G(x1,x2)=φ(x1),φ(x2)T(x1)T(x2)',

where T(x) maps x in p to a high-dimensional space (m). The Random Kitchen Sink scheme uses the random transformation

T(x)=m1/2exp(iZx')',

where Zm×p is a sample drawn from N(0,σ2) and σ2 is a kernel scale. This scheme requires O(mp) computation and storage. The Fastfood scheme introduces another random basis V instead of Z using Hadamard matrices combined with Gaussian scaling matrices. This random basis reduces the computation cost to O(mlogp) and reduces storage to O(m).

The fitckernel function uses the Fastfood scheme for random feature expansion and uses linear classification to train a Gaussian kernel classification model. Unlike solvers in the fitcsvm function, which require computation of the n-by-n Gram matrix, the solver in fitckernel only needs to form a matrix of size n-by-m, with m typically much less than n for big data.

References

[1] Rahimi, A., and B. Recht. “Random Features for Large-Scale Kernel Machines.” Advances in Neural Information Processing Systems. Vol. 20, 2008, pp. 1177–1184.

[2] Le, Q., T. Sarlós, and A. Smola. “Fastfood — Approximating Kernel Expansions in Loglinear Time.” Proceedings of the 30th International Conference on Machine Learning. Vol. 28, No. 3, 2013, pp. 244–252.

[3] Huang, P. S., H. Avron, T. N. Sainath, V. Sindhwani, and B. Ramabhadran. “Kernel methods match Deep Neural Networks on TIMIT.” 2014 IEEE International Conference on Acoustics, Speech and Signal Processing. 2014, pp. 205–209.

Extended Capabilities

Introduced in R2017b