fit discriminant analysis classifier -pg电子麻将胡了
fit discriminant analysis classifier
syntax
description
returns a fitted discriminant analysis model based on the input variables (also
known as predictors, features, or attributes) contained in the table
mdl = fitcdiscr(tbl,responsevarname)tbl and output (response or labels) contained in
responsevarname.
fits a classifier with additional options specified by one or more name-value
pair arguments, using any of the previous syntaxes. for example, you can
optimize hyperparameters to minimize the model’s cross-validation loss, or
specify the cost of misclassification, the prior probabilities for each class,
or the observation weights.mdl = fitcdiscr(___,name,value)
examples
train discriminant analysis model
load fisher's iris data set.
load fisheriristrain a discriminant analysis model using the entire data set.
mdl = fitcdiscr(meas,species)
mdl =
classificationdiscriminant
responsename: 'y'
categoricalpredictors: []
classnames: {'setosa' 'versicolor' 'virginica'}
scoretransform: 'none'
numobservations: 150
discrimtype: 'linear'
mu: [3x4 double]
coeffs: [3x3 struct]
properties, methods
mdl is a classificationdiscriminant model. to access its properties, use dot notation. for example, display the group means for each predictor.
mdl.mu
ans = 3×4
5.0060 3.4280 1.4620 0.2460
5.9360 2.7700 4.2600 1.3260
6.5880 2.9740 5.5520 2.0260
to predict labels for new observations, pass mdl and predictor data to predict.
optimize discriminant analysis model
this example shows how to optimize hyperparameters automatically using fitcdiscr. the example uses fisher's iris data.
load the data.
load fisheririsfind hyperparameters that minimize five-fold cross-validation loss by using automatic hyperparameter optimization.
for reproducibility, set the random seed and use the 'expected-improvement-plus' acquisition function.
rng(1) mdl = fitcdiscr(meas,species,'optimizehyperparameters','auto',... 'hyperparameteroptimizationoptions',... struct('acquisitionfunctionname','expected-improvement-plus'))
|=====================================================================================================| | iter | eval | objective | objective | bestsofar | bestsofar | delta | gamma | | | result | | runtime | (observed) | (estim.) | | | |=====================================================================================================| | 1 | best | 0.66667 | 0.78078 | 0.66667 | 0.66667 | 13.261 | 0.25218 | | 2 | best | 0.02 | 0.21703 | 0.02 | 0.064227 | 2.7404e-05 | 0.073264 | | 3 | accept | 0.04 | 0.16635 | 0.02 | 0.020084 | 3.2455e-06 | 0.46974 | | 4 | accept | 0.66667 | 0.40977 | 0.02 | 0.020118 | 14.879 | 0.98622 | | 5 | accept | 0.046667 | 0.3931 | 0.02 | 0.019907 | 0.00031449 | 0.97362 | | 6 | accept | 0.04 | 0.17642 | 0.02 | 0.028438 | 4.5092e-05 | 0.43616 | | 7 | accept | 0.046667 | 0.1639 | 0.02 | 0.031424 | 2.0973e-05 | 0.9942 | | 8 | accept | 0.02 | 0.1803 | 0.02 | 0.022424 | 1.0554e-06 | 0.0024286 | | 9 | accept | 0.02 | 0.23864 | 0.02 | 0.021105 | 1.1232e-06 | 0.00014039 | | 10 | accept | 0.02 | 0.3988 | 0.02 | 0.020948 | 0.00011837 | 0.0032994 | | 11 | accept | 0.02 | 0.42415 | 0.02 | 0.020172 | 1.0292e-06 | 0.027725 | | 12 | accept | 0.02 | 0.17113 | 0.02 | 0.020105 | 9.7792e-05 | 0.0022817 | | 13 | accept | 0.02 | 0.17196 | 0.02 | 0.020038 | 0.00036014 | 0.0015136 | | 14 | accept | 0.02 | 0.32145 | 0.02 | 0.019597 | 0.00021059 | 0.0044789 | | 15 | accept | 0.02 | 0.20075 | 0.02 | 0.019461 | 1.1911e-05 | 0.0010135 | | 16 | accept | 0.02 | 0.31766 | 0.02 | 0.01993 | 0.0017896 | 0.00071115 | | 17 | accept | 0.02 | 0.15641 | 0.02 | 0.019551 | 0.00073745 | 0.0066899 | | 18 | accept | 0.02 | 0.15582 | 0.02 | 0.019776 | 0.00079304 | 0.00011509 | | 19 | accept | 0.02 | 0.20742 | 0.02 | 0.019678 | 0.007292 | 0.0007911 | | 20 | accept | 0.046667 | 0.16348 | 0.02 | 0.019785 | 0.0074408 | 0.99945 | |=====================================================================================================| | iter | eval | objective | objective | bestsofar | bestsofar | delta | gamma | | | result | | runtime | (observed) | (estim.) | | | |=====================================================================================================| | 21 | accept | 0.02 | 0.18501 | 0.02 | 0.019043 | 0.0036004 | 0.0024547 | | 22 | accept | 0.02 | 0.15478 | 0.02 | 0.019755 | 2.5238e-05 | 0.0015542 | | 23 | accept | 0.02 | 0.31243 | 0.02 | 0.0191 | 1.5478e-05 | 0.0026899 | | 24 | accept | 0.02 | 0.12887 | 0.02 | 0.019081 | 0.0040557 | 0.00046815 | | 25 | accept | 0.02 | 0.21078 | 0.02 | 0.019333 | 2.959e-05 | 0.0011358 | | 26 | accept | 0.02 | 0.28811 | 0.02 | 0.019369 | 2.3111e-06 | 0.0029205 | | 27 | accept | 0.02 | 0.274 | 0.02 | 0.019455 | 3.8898e-05 | 0.0011665 | | 28 | accept | 0.02 | 0.17585 | 0.02 | 0.019449 | 0.0035925 | 0.0020278 | | 29 | accept | 0.66667 | 0.30916 | 0.02 | 0.019479 | 998.93 | 0.064276 | | 30 | accept | 0.02 | 0.42451 | 0.02 | 0.01947 | 8.1557e-06 | 0.0008004 |


__________________________________________________________
optimization completed.
maxobjectiveevaluations of 30 reached.
total function evaluations: 30
total elapsed time: 48.3543 seconds
total objective function evaluation time: 7.8788
best observed feasible point:
delta gamma
__________ ________
2.7404e-05 0.073264
observed objective function value = 0.02
estimated objective function value = 0.022693
function evaluation time = 0.21703
best estimated feasible point (according to models):
delta gamma
__________ _________
2.5238e-05 0.0015542
estimated objective function value = 0.01947
estimated function evaluation time = 0.23296
mdl =
classificationdiscriminant
responsename: 'y'
categoricalpredictors: []
classnames: {'setosa' 'versicolor' 'virginica'}
scoretransform: 'none'
numobservations: 150
hyperparameteroptimizationresults: [1x1 bayesianoptimization]
discrimtype: 'linear'
mu: [3x4 double]
coeffs: [3x3 struct]
properties, methods
the fit achieves about 2% loss for the default 5-fold cross validation.
optimize discriminant analysis model on tall array
this example shows how to optimize hyperparameters of a discriminant analysis model automatically using a tall array. the sample data set airlinesmall.csv is a large data set that contains a tabular file of airline flight data. this example creates a tall table containing the data and uses it to run the optimization procedure.
when you perform calculations on tall arrays, matlab® uses either a parallel pool (default if you have parallel computing toolbox™) or the local matlab session. if you want to run the example using the local matlab session when you have parallel computing toolbox, you can change the global execution environment by using the function.
create a datastore that references the folder location with the data. select a subset of the variables to work with, and treat 'na' values as missing data so that datastore replaces them with nan values. create a tall table that contains the data in the datastore.
ds = datastore('airlinesmall.csv'); ds.selectedvariablenames = {'month','dayofmonth','dayofweek',... 'deptime','arrdelay','distance','depdelay'}; ds.treatasmissing = 'na'; tt = tall(ds) % tall table
starting parallel pool (parpool) using the 'local' profile ...
connected to the parallel pool (number of workers: 6).
tt =
m×7 tall table
month dayofmonth dayofweek deptime arrdelay distance depdelay
_____ __________ _________ _______ ________ ________ ________
10 21 3 642 8 308 12
10 26 1 1021 8 296 1
10 23 5 2055 21 480 20
10 23 5 1332 13 296 12
10 22 4 629 4 373 -1
10 28 3 1446 59 308 63
10 8 4 928 3 447 -2
10 10 6 859 11 954 -1
: : : : : : :
: : : : : : :
determine the flights that are late by 10 minutes or more by defining a logical variable that is true for a late flight. this variable contains the class labels. a preview of this variable includes the first few rows.
y = tt.depdelay > 10 % class labelsy = m×1 tall logical array 1 0 1 1 0 1 0 0 : :
create a tall array for the predictor data.
x = tt{:,1:end-1} % predictor datax =
m×6 tall double matrix
10 21 3 642 8 308
10 26 1 1021 8 296
10 23 5 2055 21 480
10 23 5 1332 13 296
10 22 4 629 4 373
10 28 3 1446 59 308
10 8 4 928 3 447
10 10 6 859 11 954
: : : : : :
: : : : : :
remove rows in x and y that contain missing data.
r = rmmissing([x y]); % data with missing entries removed
x = r(:,1:end-1);
y = r(:,end); standardize the predictor variables.
z = zscore(x);
optimize hyperparameters automatically using the 'optimizehyperparameters' name-value pair argument. find the optimal 'discrimtype' value that minimizes holdout cross-validation loss. (specifying 'auto' uses 'discrimtype'.) for reproducibility, use the 'expected-improvement-plus' acquisition function and set the seeds of the random number generators using rng and tallrng. the results can vary depending on the number of workers and the execution environment for the tall arrays. for details, see .
rng('default') tallrng('default') [mdl,fitinfo,hyperparameteroptimizationresults] = fitcdiscr(z,y,... 'optimizehyperparameters','auto',... 'hyperparameteroptimizationoptions',struct('holdout',0.3,... 'acquisitionfunctionname','expected-improvement-plus'))
evaluating tall expression using the parallel pool 'local': - pass 1 of 2: completed in 5.7 sec - pass 2 of 2: completed in 4.3 sec evaluation completed in 16 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 2.5 sec evaluation completed in 2.8 sec |======================================================================================| | iter | eval | objective | objective | bestsofar | bestsofar | discrimtype | | | result | | runtime | (observed) | (estim.) | | |======================================================================================| | 1 | best | 0.11354 | 25.315 | 0.11354 | 0.11354 | quadratic |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.5 sec evaluation completed in 2.7 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.4 sec evaluation completed in 1.6 sec | 2 | accept | 0.11354 | 7.9367 | 0.11354 | 0.11354 | pseudoquadra |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.87 sec evaluation completed in 2 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.78 sec evaluation completed in 0.91 sec | 3 | accept | 0.12869 | 6.5057 | 0.11354 | 0.11859 | pseudolinear |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.9 sec evaluation completed in 1.7 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.3 sec evaluation completed in 1.4 sec | 4 | accept | 0.12745 | 6.4167 | 0.11354 | 0.1208 | diaglinear |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.85 sec evaluation completed in 1.7 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.8 sec evaluation completed in 0.93 sec | 5 | accept | 0.12869 | 6.1236 | 0.11354 | 0.12238 | linear |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.85 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.75 sec evaluation completed in 0.9 sec | 6 | best | 0.11301 | 5.4147 | 0.11301 | 0.12082 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.82 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.77 sec evaluation completed in 0.89 sec | 7 | accept | 0.11301 | 5.297 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.84 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.8 sec evaluation completed in 0.93 sec | 8 | accept | 0.11301 | 5.6152 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.3 sec evaluation completed in 2.1 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.75 sec evaluation completed in 0.88 sec | 9 | accept | 0.11301 | 5.9147 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.88 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.3 sec evaluation completed in 1.4 sec | 10 | accept | 0.11301 | 6.0504 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.82 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.3 sec evaluation completed in 1.4 sec | 11 | accept | 0.11301 | 5.9595 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.86 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.76 sec evaluation completed in 0.91 sec | 12 | accept | 0.11301 | 5.4266 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.88 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.75 sec evaluation completed in 0.87 sec | 13 | accept | 0.11301 | 5.3869 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.83 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.8 sec evaluation completed in 0.97 sec | 14 | accept | 0.11301 | 5.4876 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.85 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.73 sec evaluation completed in 0.85 sec | 15 | accept | 0.11301 | 5.4052 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.87 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.78 sec evaluation completed in 0.9 sec | 16 | accept | 0.11301 | 5.4434 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.89 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.8 sec evaluation completed in 0.93 sec | 17 | accept | 0.11301 | 5.5804 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.94 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.79 sec evaluation completed in 0.92 sec | 18 | accept | 0.11354 | 5.616 | 0.11301 | 0.11301 | pseudoquadra |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.85 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.76 sec evaluation completed in 0.88 sec | 19 | accept | 0.11301 | 5.4031 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.76 sec evaluation completed in 1.4 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.75 sec evaluation completed in 0.88 sec | 20 | accept | 0.11301 | 5.1974 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.77 sec evaluation completed in 1.4 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.75 sec evaluation completed in 0.87 sec |======================================================================================| | iter | eval | objective | objective | bestsofar | bestsofar | discrimtype | | | result | | runtime | (observed) | (estim.) | | |======================================================================================| | 21 | accept | 0.11301 | 5.1418 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.3 sec evaluation completed in 2 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.73 sec evaluation completed in 0.86 sec | 22 | accept | 0.11301 | 5.9864 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.88 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.78 sec evaluation completed in 0.91 sec | 23 | accept | 0.11354 | 5.5656 | 0.11301 | 0.11301 | quadratic |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.82 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.77 sec evaluation completed in 0.9 sec | 24 | accept | 0.11354 | 5.3012 | 0.11301 | 0.11301 | pseudoquadra |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 1.4 sec evaluation completed in 2.1 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.77 sec evaluation completed in 0.9 sec | 25 | accept | 0.11301 | 6.2276 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.86 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.77 sec evaluation completed in 0.89 sec | 26 | accept | 0.11301 | 5.5308 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.92 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.88 sec evaluation completed in 1 sec | 27 | accept | 0.11301 | 5.7396 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.83 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.78 sec evaluation completed in 0.9 sec | 28 | accept | 0.11354 | 5.4403 | 0.11301 | 0.11301 | quadratic |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.86 sec evaluation completed in 1.5 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.81 sec evaluation completed in 0.93 sec | 29 | accept | 0.11301 | 5.3572 | 0.11301 | 0.11301 | diagquadrati |
evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.89 sec evaluation completed in 1.6 sec evaluating tall expression using the parallel pool 'local': - pass 1 of 1: completed in 0.74 sec evaluation completed in 0.85 sec | 30 | accept | 0.11354 | 5.2718 | 0.11301 | 0.11301 | quadratic |


__________________________________________________________
optimization completed.
maxobjectiveevaluations of 30 reached.
total function evaluations: 30
total elapsed time: 229.5689 seconds.
total objective function evaluation time: 191.058
best observed feasible point:
discrimtype
_____________
diagquadratic
observed objective function value = 0.11301
estimated objective function value = 0.11301
function evaluation time = 5.4147
best estimated feasible point (according to models):
discrimtype
_____________
diagquadratic
estimated objective function value = 0.11301
estimated function evaluation time = 5.784
evaluating tall expression using the parallel pool 'local':
- pass 1 of 1: completed in 0.76 sec
evaluation completed in 1.4 sec
mdl =
compactclassificationdiscriminant
predictornames: {'x1' 'x2' 'x3' 'x4' 'x5' 'x6'}
responsename: 'y'
categoricalpredictors: []
classnames: [0 1]
scoretransform: 'none'
discrimtype: 'diagquadratic'
mu: [2×6 double]
coeffs: [2×2 struct]
properties, methods
fitinfo = struct with no fields.
hyperparameteroptimizationresults =
bayesianoptimization with properties:
objectivefcn: @createobjfcn/tallobjfcn
variabledescriptions: [1×1 optimizablevariable]
options: [1×1 struct]
minobjective: 0.1130
xatminobjective: [1×1 table]
minestimatedobjective: 0.1130
xatminestimatedobjective: [1×1 table]
numobjectiveevaluations: 30
totalelapsedtime: 229.5689
nextpoint: [1×1 table]
xtrace: [30×1 table]
objectivetrace: [30×1 double]
constraintstrace: []
userdatatrace: {30×1 cell}
objectiveevaluationtimetrace: [30×1 double]
iterationtimetrace: [30×1 double]
errortrace: [30×1 double]
feasibilitytrace: [30×1 logical]
feasibilityprobabilitytrace: [30×1 double]
indexofminimumtrace: [30×1 double]
objectiveminimumtrace: [30×1 double]
estimatedobjectiveminimumtrace: [30×1 double]
input arguments
tbl — sample data
table
sample data used to train the model, specified as a table. each row of tbl
corresponds to one observation, and each column corresponds to one predictor variable.
optionally, tbl can contain one additional column for the response
variable. multicolumn variables and cell arrays other than cell arrays of character
vectors are not allowed.
if
tblcontains the response variable, and you want to use all remaining variables intblas predictors, then specify the response variable by usingresponsevarname.if
tblcontains the response variable, and you want to use only a subset of the remaining variables intblas predictors, then specify a formula by usingformula.if
tbldoes not contain the response variable, then specify a response variable by usingy. the length of the response variable and the number of rows intblmust be equal.
responsevarname — response variable name
name of variable in tbl
response variable name, specified as the name of a variable in
tbl.
you must specify responsevarname as a character vector or string scalar.
for example, if the response variable y is
stored as tbl.y, then specify it as
"y". otherwise, the software
treats all columns of tbl, including
y, as predictors when training
the model.
the response variable must be a categorical, character, or string array; a logical or numeric
vector; or a cell array of character vectors. if
y is a character array, then each
element of the response variable must correspond to one row of
the array.
a good practice is to specify the order of the classes by using the
classnames name-value
argument.
data types: char | string
formula — explanatory model of response variable and subset of predictor variables
character vector | string scalar
explanatory model of the response variable and a subset of the predictor variables,
specified as a character vector or string scalar in the form
"y~x1 x2 x3". in this form, y represents the
response variable, and x1, x2, and
x3 represent the predictor variables.
to specify a subset of variables in tbl as predictors for
training the model, use a formula. if you specify a formula, then the software does not
use any variables in tbl that do not appear in
formula.
the variable names in the formula must be both variable names in tbl
(tbl.properties.variablenames) and valid matlab® identifiers. you can verify the variable names in tbl by
using the isvarname function. if the variable names
are not valid, then you can convert them by using the matlab.lang.makevalidname function.
data types: char | string
y — class labels
categorical array | character array | string array | logical vector | numeric vector | cell array of character vectors
class labels, specified as a categorical, character, or string array, a logical or numeric
vector, or a cell array of character vectors. each row of y
represents the classification of the corresponding row of x.
the software considers nan, '' (empty character vector),
"" (empty string), , and
values in y to be missing
values. consequently, the software does not train using observations with a missing
response.
data types: categorical | char | string | logical | single | double | cell
x — predictor data
numeric matrix
predictor values, specified as a numeric matrix. each column of
x represents one variable, and each row represents
one observation.
fitcdiscr considers nan values in
x as missing values. fitcdiscr
does not use observations with missing values for x in
the fit.
data types: single | double
name-value arguments
specify optional pairs of arguments as
name1=value1,...,namen=valuen, where name is
the argument name and value is the corresponding value.
name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
before r2021a, use commas to separate each name and value, and enclose
name in quotes.
example: 'discrimtype','quadratic','savememory','on' specifies a
quadratic discriminant classifier and does not store the covariance matrix in the
output object.
note
you cannot use any cross-validation name-value argument together with the
'optimizehyperparameters' name-value argument. you can modify the
cross-validation for 'optimizehyperparameters' only by using the
'hyperparameteroptimizationoptions' name-value argument.
classnames — names of classes to use for training
categorical array | character array | string array | logical vector | numeric vector | cell array of character vectors
names of classes to use for training, specified as a categorical, character, or string
array; a logical or numeric vector; or a cell array of character vectors.
classnames must have the same data type as the response variable
in tbl or y.
if classnames is a character array, then each element must correspond to one row of the array.
use classnames to:
specify the order of the classes during training.
specify the order of any input or output argument dimension that corresponds to the class order. for example, use
classnamesto specify the order of the dimensions ofcostor the column order of classification scores returned bypredict.select a subset of classes for training. for example, suppose that the set of all distinct class names in
yis["a","b","c"]. to train the model using observations from classes"a"and"c"only, specify"classnames",["a","c"].
the default value for classnames is the set of all distinct class names in the response variable in tbl or y.
example: "classnames",["b","g"]
data types: categorical | char | string | logical | single | double | cell
cost — cost of misclassification
square matrix | structure
cost of misclassification of a point, specified as the comma-separated
pair consisting of 'cost' and one of the following:
square matrix, where
cost(i,j)is the cost of classifying a point into classjif its true class isi(i.e., the rows correspond to the true class and the columns correspond to the predicted class). to specify the class order for the corresponding rows and columns ofcost, additionally specify theclassnamesname-value pair argument.structure
shaving two fields:s.classnamescontaining the group names as a variable of the same type asy, ands.classificationcostscontaining the cost matrix.
the default is cost(i,j)=1 if i~=j,
and cost(i,j)=0 if i=j.
data types: single | double | struct
delta — linear coefficient threshold
0 (default) | nonnegative scalar value
linear coefficient threshold, specified as the comma-separated
pair consisting of 'delta' and a nonnegative scalar
value. if a coefficient of mdl has magnitude smaller
than delta, mdl sets this coefficient
to 0, and 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.
data types: single | double
discrimtype — discriminant type
'linear' (default) | 'quadratic' | 'diaglinear' | 'diagquadratic' | 'pseudolinear' | 'pseudoquadratic'
discriminant type, specified as the comma-separated pair consisting of
'discrimtype' and a character vector or string scalar in this
table.
| value | description | predictor covariance treatment |
|---|---|---|
'linear' | regularized linear discriminant analysis (lda) |
|
'diaglinear' | lda | all classes have the same, diagonal covariance matrix. |
'pseudolinear' | lda | all classes have the same covariance matrix. the software inverts the covariance matrix using the pseudo inverse. |
'quadratic' | quadratic discriminant analysis (qda) | the covariance matrices can vary among classes. |
'diagquadratic' | qda | the covariance matrices are diagonal and can vary among classes. |
'pseudoquadratic' | qda | the covariance matrices can vary among classes. the software inverts the covariance matrix using the pseudo inverse. |
note
to use regularization, you must specify 'linear'.
to specify the amount of regularization, use the gamma name-value
pair argument.
example: 'discrimtype','quadratic'
fillcoeffs — coeffs property flag
'on' | 'off'
coeffs property flag, specified as the comma-separated pair consisting of
'fillcoeffs' and 'on' or
'off'. setting the flag to 'on' populates the
coeffs property in the classifier object. this can be
computationally intensive, especially when cross-validating. the default is
'on', unless you specify a cross-validation name-value pair, in
which case the flag is set to 'off' by default.
example: 'fillcoeffs','off'
gamma — amount of regularization
scalar value in the interval [0,1]
amount of regularization to apply when estimating the covariance
matrix of the predictors, specified as the comma-separated pair consisting
of 'gamma' and a scalar value in the interval [0,1]. gamma provides
finer control over the covariance matrix structure than discrimtype.
if you specify
0, then the software does not use regularization to adjust the covariance matrix. that is, the software estimates and uses the unrestricted, empirical covariance matrix.for linear discriminant analysis, if the empirical covariance matrix is singular, then the software automatically applies the minimal regularization required to invert the covariance matrix. you can display the chosen regularization amount by entering
mdl.gammaat the command line.for quadratic discriminant analysis, if at least one class has an empirical covariance matrix that is singular, then the software throws an error.
if you specify a value in the interval (0,1), then you must implement linear discriminant analysis, otherwise the software throws an error. consequently, the software sets
discrimtypeto'linear'.if you specify
1, then the software uses maximum regularization for covariance matrix estimation. that is, the software restricts the covariance matrix to be diagonal. alternatively, you can setdiscrimtypeto'diaglinear'or'diagquadratic'for diagonal covariance matrices.
example: 'gamma',1
data types: single | double
predictornames — predictor variable names
string array of unique names | cell array of unique character vectors
predictor variable names, specified as a string array of unique names or cell array of unique
character vectors. the functionality of predictornames depends on the
way you supply the training data.
if you supply
xandy, then you can usepredictornamesto assign names to the predictor variables inx.the order of the names in
predictornamesmust correspond to the column order ofx. that is,predictornames{1}is the name ofx(:,1),predictornames{2}is the name ofx(:,2), and so on. also,size(x,2)andnumel(predictornames)must be equal.by default,
predictornamesis{'x1','x2',...}.
if you supply
tbl, then you can usepredictornamesto choose which predictor variables to use in training. that is,fitcdiscruses only the predictor variables inpredictornamesand the response variable during training.predictornamesmust be a subset oftbl.properties.variablenamesand cannot include the name of the response variable.by default,
predictornamescontains the names of all predictor variables.a good practice is to specify the predictors for training using either
predictornamesorformula, but not both.
example: "predictornames",["sepallength","sepalwidth","petallength","petalwidth"]
data types: string | cell
prior — prior probabilities
'empirical' (default) | 'uniform' | vector of scalar values | structure
prior probabilities for each class, specified as the comma-separated
pair consisting of 'prior' and a value in this
table.
| value | description |
|---|---|
'empirical' | the class prior probabilities are the class relative frequencies
in y. |
'uniform' | all class prior probabilities are equal to 1/k, where k is the number of classes. |
| numeric vector | each element is a class prior probability. order the elements
according to mdl.classnames or
specify the order using the classnames name-value
pair argument. the software normalizes the elements such that they
sum to 1. |
| structure | a structure
|
if you set values for both weights and prior,
the weights are renormalized to add up to the value of the prior probability
in the respective class.
example: 'prior','uniform'
data types: char | string | single | double | struct
responsename — response variable name
"y" (default) | character vector | string scalar
response variable name, specified as a character vector or string scalar.
if you supply
y, then you can useresponsenameto specify a name for the response variable.if you supply
responsevarnameorformula, then you cannot useresponsename.
example: "responsename","response"
data types: char | string
savememory — flag to save covariance matrix
'off' (default) | 'on'
flag to save covariance matrix, specified as the comma-separated
pair consisting of 'savememory' and either 'on' or 'off'.
if you specify 'on', then fitcdiscr does
not store the full covariance matrix, but instead stores enough information
to compute the matrix. the method computes the full covariance
matrix for prediction, and does not store the matrix. if you specify 'off',
then fitcdiscr computes and stores the full covariance
matrix in mdl.
specify savememory as 'on' when
the input matrix contains thousands of predictors.
example: 'savememory','on'
scoretransform — score transformation
"none" (default) | "doublelogit" | "invlogit" | "ismax" | "logit" | function handle | ...
score transformation, specified as a character vector, string scalar, or function handle.
this table summarizes the available character vectors and string scalars.
| value | description |
|---|---|
"doublelogit" | 1/(1 e–2x) |
"invlogit" | log(x / (1 – x)) |
"ismax" | sets the score for the class with the largest score to 1, and sets the scores for all other classes to 0 |
"logit" | 1/(1 e–x) |
"none" or "identity" | x (no transformation) |
"sign" | –1 for x < 0 0 for x = 0 1 for x > 0 |
"symmetric" | 2x – 1 |
"symmetricismax" | sets the score for the class with the largest score to 1, and sets the scores for all other classes to –1 |
"symmetriclogit" | 2/(1 e–x) – 1 |
for a matlab function or a function you define, use its function handle for the score transform. the function handle must accept a matrix (the original scores) and return a matrix of the same size (the transformed scores).
example: "scoretransform","logit"
data types: char | string | function_handle
weights — observation weights
numeric vector of positive values | name of variable in tbl
observation weights, specified as the comma-separated pair consisting
of 'weights' and a numeric vector of positive values
or name of a variable in tbl. the software weighs
the observations in each row of x or tbl with
the corresponding value in weights. the size of weights must
equal the number of rows of x or tbl.
if you specify the input data as a table tbl, then
weights can be the name of a variable in tbl
that contains a numeric vector. in this case, you must specify
weights as a character vector or string scalar. for example, if
the weights vector w is stored as tbl.w, then
specify it as 'w'. otherwise, the software treats all columns of
tbl, including w, as predictors or the
response when training the model.
the software normalizes weights to sum up
to the value of the prior probability in the respective class.
by default, weights is ones(,
where n,1)n is the number of observations in x or tbl.
data types: double | single | char | string
crossval — cross-validation flag
'off' (default) | 'on'
cross-validation flag, specified as the comma-separated pair
consisting of 'crossval' and 'on' or 'off'.
if you specify 'on', then the software implements
10-fold cross-validation.
to override this cross-validation setting, use one of these
name-value pair arguments: cvpartition, holdout, kfold,
or leaveout. to create a cross-validated model,
you can use one cross-validation name-value pair argument at a time
only.
alternatively, cross-validate later by passing mdl to .
example: 'crossval','on'
cvpartition — cross-validation partition
[] (default) | cvpartition partition object
cross-validation partition, specified as a cvpartition partition object
created by cvpartition. the partition object
specifies the type of cross-validation and the indexing for the training and validation
sets.
to create a cross-validated model, you can specify only one of these four name-value
arguments: cvpartition, holdout,
kfold, or leaveout.
example: suppose you create a random partition for 5-fold cross-validation on 500
observations by using cvp = cvpartition(500,'kfold',5). then, you can
specify the cross-validated model by using
'cvpartition',cvp.
holdout — fraction of data for holdout validation
scalar value in the range (0,1)
fraction of the data used for holdout validation, specified as a scalar value in the range
(0,1). if you specify 'holdout',p, then the software completes these
steps:
randomly select and reserve
p*100% of the data as validation data, and train the model using the rest of the data.store the compact, trained model in the
trainedproperty of the cross-validated model.
to create a cross-validated model, you can specify only one of these four name-value
arguments: cvpartition, holdout,
kfold, or leaveout.
example: 'holdout',0.1
data types: double | single
kfold — number of folds
10 (default) | positive integer value greater than 1
number of folds to use in a cross-validated model, specified as a positive integer value
greater than 1. if you specify 'kfold',k, then the software completes
these steps:
randomly partition the data into
ksets.for each set, reserve the set as validation data, and train the model using the other
k– 1 sets.store the
kcompact, trained models in ak-by-1 cell vector in thetrainedproperty of the cross-validated model.
to create a cross-validated model, you can specify only one of these four name-value
arguments: cvpartition, holdout,
kfold, or leaveout.
example: 'kfold',5
data types: single | double
leaveout — leave-one-out cross-validation flag
'off' (default) | 'on'
leave-one-out cross-validation flag, specified as 'on' or
'off'. if you specify 'leaveout','on', then
for each of the n observations (where n is the
number of observations, excluding missing observations, specified in the
numobservations property of the model), the software completes
these steps:
reserve the one observation as validation data, and train the model using the other n – 1 observations.
store the n compact, trained models in an n-by-1 cell vector in the
trainedproperty of the cross-validated model.
to create a cross-validated model, you can specify only one of these four name-value
arguments: cvpartition, holdout,
kfold, or leaveout.
example: 'leaveout','on'
optimizehyperparameters — parameters to optimize
'none' (default) | 'auto' | 'all' | string array or cell array of eligible parameter names | vector of optimizablevariable objects
parameters to optimize, specified as the comma-separated pair
consisting of 'optimizehyperparameters' and one of
the following:
'none'— do not optimize.'auto'— use{'delta','gamma'}.'all'— optimize all eligible parameters.string array or cell array of eligible parameter names.
vector of
optimizablevariableobjects, typically the output of .
the optimization attempts to minimize the cross-validation loss
(error) for fitcdiscr by varying the parameters.
for information about cross-validation loss (albeit in a different
context), see . to control the
cross-validation type and other aspects of the optimization, use the
hyperparameteroptimizationoptions name-value
pair.
note
the values of 'optimizehyperparameters' override any values you specify
using other name-value arguments. for example, setting
'optimizehyperparameters' to 'auto' causes
fitcdiscr to optimize hyperparameters corresponding to the
'auto' option and to ignore any specified values for the
hyperparameters.
the eligible parameters for fitcdiscr are:
delta—fitcdiscrsearches among positive values, by default log-scaled in the range[1e-6,1e3].discrimtype—fitcdiscrsearches among'linear','quadratic','diaglinear','diagquadratic','pseudolinear', and'pseudoquadratic'.gamma—fitcdiscrsearches among real values in the range[0,1].
set nondefault parameters by passing a vector of
optimizablevariable objects that have nondefault
values. for example,
load fisheriris params = hyperparameters('fitcdiscr',meas,species); params(1).range = [1e-4,1e6];
pass params as the value of
optimizehyperparameters.
by default, the iterative display appears at the command line,
and plots appear according to the number of hyperparameters in the optimization. for the
optimization and plots, the objective function is the misclassification rate. to control the
iterative display, set the verbose field of the
'hyperparameteroptimizationoptions' name-value argument. to control the
plots, set the showplots field of the
'hyperparameteroptimizationoptions' name-value argument.
for an example, see optimize discriminant analysis model.
example: 'auto'
hyperparameteroptimizationoptions — options for optimization
structure
options for optimization, specified as a structure. this argument modifies the effect of the
optimizehyperparameters name-value argument. all fields in the
structure are optional.
| field name | values | default |
|---|---|---|
optimizer |
| 'bayesopt' |
acquisitionfunctionname |
acquisition functions whose names include
| 'expected-improvement-per-second-plus' |
maxobjectiveevaluations | maximum number of objective function evaluations. | 30 for 'bayesopt' and
'randomsearch', and the entire grid for
'gridsearch' |
maxtime | time limit, specified as a positive real scalar. the time limit is in seconds, as
measured by | inf |
numgriddivisions | for 'gridsearch', the number of values in each dimension. the value can be
a vector of positive integers giving the number of
values for each dimension, or a scalar that
applies to all dimensions. this field is ignored
for categorical variables. | 10 |
showplots | logical value indicating whether to show plots. if true, this field plots
the best observed objective function value against the iteration number. if you
use bayesian optimization (optimizer is
'bayesopt'), then this field also plots the best
estimated objective function value. the best observed objective function values
and best estimated objective function values correspond to the values in the
bestsofar (observed) and bestsofar
(estim.) columns of the iterative display, respectively. you can
find these values in the properties objectiveminimumtrace and estimatedobjectiveminimumtrace of
mdl.hyperparameteroptimizationresults. if the problem
includes one or two optimization parameters for bayesian optimization, then
showplots also plots a model of the objective function
against the parameters. | true |
saveintermediateresults | logical value indicating whether to save results when optimizer is
'bayesopt'. if
true, this field overwrites a
workspace variable named
'bayesoptresults' at each
iteration. the variable is a bayesianoptimization object. | false |
verbose | display at the command line:
for details, see the | 1 |
useparallel | logical value indicating whether to run bayesian optimization in parallel, which requires parallel computing toolbox™. due to the nonreproducibility of parallel timing, parallel bayesian optimization does not necessarily yield reproducible results. for details, see . | false |
repartition | logical value indicating whether to repartition the cross-validation at every
iteration. if this field is the setting
| false |
| use no more than one of the following three options. | ||
cvpartition | a cvpartition object, as created by cvpartition | 'kfold',5 if you do not specify a cross-validation
field |
holdout | a scalar in the range (0,1) representing the holdout fraction | |
kfold | an integer greater than 1 | |
example: 'hyperparameteroptimizationoptions',struct('maxobjectiveevaluations',60)
data types: struct
output arguments
mdl — trained discriminant analysis classification model
classificationdiscriminant model object | classificationpartitionedmodel cross-validated model
object
trained discriminant analysis classification model, returned as a model object or a cross-validated model object.
if you set any of the name-value pair arguments
kfold, holdout,
crossval, or cvpartition, then
mdl is a
classificationpartitionedmodel cross-validated model
object. otherwise, mdl is a
classificationdiscriminant model object.
to reference properties of mdl, use dot notation. for
example, to display the estimated component means at the command window,
enter mdl.mu.
more about
discriminant classification
the model for discriminant analysis is:
each class (
y) generates data (x) using a multivariate normal distribution. that is, the model assumesxhas a gaussian mixture distribution ().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 of class k for observation x.
is the of classifying an observation as y when its true class is k.
for details, see .
tips
after training a model, you can generate c/c code that predicts labels for new data. generating c/c code requires matlab coder™. for details, see introduction to code generation.
algorithms
if you specify the
cost,prior, andweightsname-value arguments, the output model object stores the specified values in thecost,prior, andwproperties, respectively. thecostproperty stores the user-specified cost matrix as is. thepriorandwproperties store the prior probabilities and observation weights, respectively, after normalization. for details, see .the software uses the
costproperty for prediction, but not training. therefore,costis not read-only; you can change the property value by using dot notation after creating the trained model.
alternative functionality
functions
the function also performs
discriminant analysis. classify is usually more awkward to
use.
classifyrequires you to fit the classifier every time you make a new prediction.classifydoes not perform cross-validation or hyperparameter optimization.classifyrequires you to fit the classifier when changing prior probabilities.
extended capabilities
tall arrays
calculate with arrays that have more rows than fit in memory.
usage notes and limitations:
supported syntaxes are:
mdl = fitcdiscr(tbl,y)mdl = fitcdiscr(x,y)mdl = fitcdiscr(___,name,value)[mdl,fitinfo,hyperparameteroptimizationresults] = fitcdiscr(___,name,value)—fitcdiscrreturns the additional output argumentsfitinfoandhyperparameteroptimizationresultswhen you specify the'optimizehyperparameters'name-value pair argument.
the
fitinfooutput argument is an empty structure array currently reserved for possible future use.the
hyperparameteroptimizationresultsoutput argument is abayesianoptimizationobject or a table of hyperparameters with associated values that describe the cross-validation optimization of hyperparameters.'hyperparameteroptimizationresults'is nonempty when the'optimizehyperparameters'name-value pair argument is nonempty at the time you create the model. the values in'hyperparameteroptimizationresults'depend on the value you specify for the'hyperparameteroptimizationoptions'name-value pair argument when you create the model.if you specify
'bayesopt'(default), thenhyperparameteroptimizationresultsis an object of classbayesianoptimization.if you specify
'gridsearch'or'randomsearch', thenhyperparameteroptimizationresultsis a table of the hyperparameters used, observed objective function values (cross-validation loss), and rank of observations from lowest (best) to highest (worst).
supported name-value pair arguments, and any differences, are:
'classnames''cost''discrimtype''hyperparameteroptimizationoptions'— for cross-validation, tall optimization supports only'holdout'validation. by default, the software selects and reserves 20% of the data as holdout validation data, and trains the model using the rest of the data. you can specify a different value for the holdout fraction by using this argument. for example, specify'hyperparameteroptimizationoptions',struct('holdout',0.3)to reserve 30% of the data as validation data.'optimizehyperparameters'— the only eligible parameter to optimize is'discrimtype'. specifying'auto'uses'discrimtype'.'predictornames''prior''responsename''scoretransform''weights'
for tall arrays and tall tables,
fitcdiscrreturns acompactclassificationdiscriminantobject, which contains most of the same properties as aclassificationdiscriminantobject. the main difference is that the compact object is sensitive to memory requirements. the compact object does not include properties that include the data, or that include an array of the same size as the data. the compact object does not contain theseclassificationdiscriminantproperties:modelparametersnumobservationshyperparameteroptimizationresultsrowsusedxcenteredwxy
additionally, the compact object does not support these
classificationdiscriminantmethods:compactcrossvalcvshrinkresubedgeresublossresubmarginresubpredict
for more information, see .
automatic parallel support
accelerate code by automatically running computation in parallel using parallel computing toolbox™.
to perform parallel hyperparameter optimization, use the
'hyperparameteroptimizationoptions', struct('useparallel',true)
name-value argument in the call to the fitcdiscr function.
for more information on parallel hyperparameter optimization, see .
for general information about parallel computing, see (parallel computing toolbox).
version history
introduced in r2014a
see also
| | | |
topics
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