Cross-validated multiclass ECOC model for support vector machines (SVMs) and other classifiers
ClassificationPartitionedECOC
is a set of
error-correcting output codes (ECOC) models trained on cross-validated folds. Estimate
the quality of the cross-validated classification by using one or more
“kfold” functions: kfoldPredict
, kfoldLoss
, kfoldMargin
, kfoldEdge
, and kfoldfun
.
Every “kfold” method uses models trained on training-fold (in-fold) observations to predict the response for validation-fold (out-of-fold) observations. For example, suppose you cross-validate using five folds. In this case, the software randomly assigns each observation into five groups of equal size (roughly). The training fold contains four of the groups (roughly 4/5 of the data), and the validation fold contains the other group (roughly 1/5 of the data). In this case, cross-validation proceeds as follows:
The software trains the first model (stored in
CVMdl.Trained{1}
) by using the observations in the
last four groups and reserves the observations in the first group for
validation.
The software trains the second model (stored in
CVMdl.Trained{2}
) by using the observations in the
first group and the last three groups. The software reserves the
observations in the second group for validation.
The software proceeds in a similar fashion for the third, fourth, and fifth models.
If you validate by using kfoldPredict
, the software computes
predictions for the observations in group i by using the
ith model. In short, the software estimates a response for every
observation by using the model trained without that observation.
You can create a ClassificationPartitionedECOC
model in two
ways:
kfoldEdge | Classification edge for cross-validated ECOC model |
kfoldLoss | Classification loss for cross-validated ECOC model |
kfoldMargin | Classification margins for cross-validated ECOC model |
kfoldPredict | Classify observations in cross-validated ECOC model |
kfoldfun | Cross-validate function using cross-validated ECOC model |
ClassificationECOC
| CompactClassificationECOC
| crossval
| cvpartition
| fitcecoc