Hyperparameter Optimization in ECOC classifier: which loss function is used?
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Elena Casiraghi on 20 Sep 2019
Dear, I'm training an ECOC classifier using knn as the base classifier.
I would like to use the option 'OptimizeHyperparameters','auto' to let fitcecoc apply leave one out cross validation the best Coding, NumNeighbors, distace parameters.
tknn = templateKNN();
mdlknnCecoc = compact(fitcecoc(XKnn,labelsRed, ...
In MATLAB help I read: " The optimization attempts to minimize the cross-validation loss (error) for fitcecoc by varying the parameters."
However, which loss function is used? I found no detail about that.
Don Mathis on 20 Sep 2019
In this Doc section https://www.mathworks.com/help/stats/fitcecoc.html?searchHighlight=fitcecoc&s_tid=doc_srchtitle#d117e320264,
"The optimization attempts to minimize the cross-validation loss (error) for fitcecoc by varying the parameters. For information about cross-validation loss in a different context, see Classification Loss. "
If you click on "Classification Loss" it tells you about the multiclass loss function.