# loss

Loss of ECOC incremental learning classification model on batch of data

*Since R2022a*

## Description

`loss`

returns the classification loss of a configured
multiclass error-correcting output codes (ECOC) classification model for incremental learning
(`incrementalClassificationECOC`

object).

To measure model performance on a data stream and store the results in the output model,
call `updateMetrics`

or
`updateMetricsAndFit`

.

## Examples

### Measure Model Performance During Incremental Learning

The performance of an incremental model on streaming data is measured in three ways:

Cumulative metrics measure the performance since the start of incremental learning.

Window metrics measure the performance on a specified window of observations. The metrics are updated every time the model processes the specified window.

The

`loss`

function measures the performance on a specified batch of data only.

Load the human activity data set. Randomly shuffle the data.

load humanactivity n = numel(actid); rng(1) % For reproducibility idx = randsample(n,n); X = feat(idx,:); Y = actid(idx);

For details on the data set, enter `Description`

at the command line.

Create an ECOC classification model for incremental learning. Specify the class names and a metrics window size of 1000 observations. Configure the model for `loss`

by fitting it to the first 10 observations.

Mdl = incrementalClassificationECOC(ClassNames=unique(Y),MetricsWindowSize=1000); initobs = 10; Mdl = fit(Mdl,X(1:initobs,:),Y(1:initobs));

`Mdl`

is an `incrementalClassificationECOC`

model. All its properties are read-only.

Simulate a data stream, and perform the following actions on each incoming chunk of 100 observations:

Call

`updateMetrics`

to measure the cumulative performance and the performance within a window of observations. Overwrite the previous incremental model with a new one to track performance metrics.Call

`loss`

to measure the model performance on the incoming chunk.Call

`fit`

to fit the model to the incoming chunk. Overwrite the previous incremental model with a new one fitted to the incoming observations.Store all performance metrics to see how they evolve during incremental learning.

% Preallocation numObsPerChunk = 100; nchunk = floor((n - initobs)/numObsPerChunk); mc = array2table(zeros(nchunk,3),VariableNames=["Cumulative","Window","Chunk"]); % Incremental learning for j = 1:nchunk ibegin = min(n,numObsPerChunk*(j-1) + 1 + initobs); iend = min(n,numObsPerChunk*j + initobs); idx = ibegin:iend; Mdl = updateMetrics(Mdl,X(idx,:),Y(idx)); mc{j,["Cumulative","Window"]} = Mdl.Metrics{"ClassificationError",:}; mc{j,"Chunk"} = loss(Mdl,X(idx,:),Y(idx)); Mdl = fit(Mdl,X(idx,:),Y(idx)); end

`Mdl`

is an `incrementalClassificationECOC`

model object trained on all the data in the stream. During incremental learning and after the model is warmed up, `updateMetrics`

checks the performance of the model on the incoming observations, and then the `fit`

function fits the model to those observations. `loss`

is agnostic of the metrics warm-up period, so it measures the classification error for every chunk.

To see how the performance metrics evolve during training, plot them.

plot(mc.Variables) xlim([0 nchunk]) ylabel("Classification Error") xline(Mdl.MetricsWarmupPeriod/numObsPerChunk,"--") grid on legend(mc.Properties.VariableNames) xlabel("Iteration")

The yellow line represents the classification error on each incoming chunk of data. After the metrics warm-up period, `Mdl`

tracks the cumulative and window metrics.

### Compute Custom Loss on Incoming Chunks of Data

Fit an ECOC classification model for incremental learning to streaming data, and compute the minimum average binary loss on the incoming chunks of data.

Load the human activity data set. Randomly shuffle the data.

load humanactivity n = numel(actid); rng(1) % For reproducibility idx = randsample(n,n); X = feat(idx,:); Y = actid(idx);

For details on the data set, enter `Description`

at the command line.

Create an ECOC classification model for incremental learning. Configure the model as follows:

Specify the class names.

Specify a metrics warm-up period of 1000 observations.

Specify a metrics window size of 2000 observations.

Track the minimal average binary loss to measure the performance of the model. Create an anonymous function that measures the minimal average binary loss of each new observation. Create a structure array containing the name

`MinimalLoss`

and its corresponding function handle.Compute the classification loss by fitting the model to the first 10 observations.

tolerance = 1e-10; minimalBinaryLoss = @(~,S,~)min(-S,[],2); ce = struct("MinimalLoss",minimalBinaryLoss); Mdl = incrementalClassificationECOC(ClassNames=unique(Y), ... MetricsWarmupPeriod=1000,MetricsWindowSize=2000, ... Metrics=ce); initobs = 10; Mdl = fit(Mdl,X(1:initobs,:),Y(1:initobs));

`Mdl`

is an `incrementalClassificationECOC`

model object configured for incremental learning.

Perform incremental learning. At each iteration:

Simulate a data stream by processing a chunk of 100 observations.

Call

`updateMetrics`

to compute cumulative and window metrics on the incoming chunk of data. Overwrite the previous incremental model with a new one fitted to overwrite the previous metrics.Call

`loss`

to compute the minimum average binary loss on the incoming chunk of data. Whereas the cumulative and window metrics require that custom losses return the loss for each observation,`loss`

requires the loss for the entire chunk. Compute the mean of the losses within a chunk.Call

`fit`

to fit the incremental model to the incoming chunk of data.Store the cumulative, window, and chunk metrics to see how they evolve during incremental learning.

% Preallocation numObsPerChunk = 100; nchunk = floor((n - initobs)/numObsPerChunk); tanloss = array2table(zeros(nchunk,3), ... VariableNames=["Cumulative","Window","Chunk"]); % Incremental fitting for j = 1:nchunk ibegin = min(n,numObsPerChunk*(j-1) + 1 + initobs); iend = min(n,numObsPerChunk*j + initobs); idx = ibegin:iend; Mdl = updateMetrics(Mdl,X(idx,:),Y(idx)); tanloss{j,1:2} = Mdl.Metrics{"MinimalLoss",:}; tanloss{j,3} = loss(Mdl,X(idx,:),Y(idx), ... LossFun=@(z,zfit,w)mean(minimalBinaryLoss(z,zfit,w))); Mdl = fit(Mdl,X(idx,:),Y(idx)); end

`Mdl`

is an `incrementalClassificationECOC`

model object trained on all the data in the stream. During incremental learning and after the model is warmed up, `updateMetrics`

checks the performance of the model on the incoming observations, and then the `fit`

function fits the model to those observations.

Plot the performance metrics to see how they evolve during incremental learning.

semilogy(tanloss.Variables) xlim([0 nchunk]) ylabel("Minimal Average Binary Loss") xline(Mdl.MetricsWarmupPeriod/numObsPerChunk,"-.") xlabel("Iteration") legend(tanloss.Properties.VariableNames)

The plot suggests the following:

`updateMetrics`

computes the performance metrics after the metrics warm-up period only.`updateMetrics`

computes the cumulative metrics during each iteration.`updateMetrics`

computes the window metrics after processing 2000 observations (20 iterations).Because

`Mdl`

is configured to predict observations from the beginning of incremental learning,`loss`

can compute the minimum average binary loss on each incoming chunk of data.

## Input Arguments

`Mdl`

— ECOC classification model for incremental learning

`incrementalClassificationECOC`

model object

ECOC classification model for incremental learning, specified as an `incrementalClassificationECOC`

model object. You can create
`Mdl`

by calling
`incrementalClassificationECOC`

directly, or by converting a
supported, traditionally trained machine learning model using the `incrementalLearner`

function.

You must configure `Mdl`

to predict labels for a batch of observations.

If

`Mdl`

is a converted, traditionally trained model, you can predict labels without any modifications.Otherwise, you must fit

`Mdl`

to data using`fit`

or`updateMetricsAndFit`

.

`X`

— Batch of predictor data

floating-point matrix

Batch of predictor data, specified as a floating-point matrix of
*n* observations and `Mdl.NumPredictors`

predictor
variables. The value of the `ObservationsIn`

name-value
argument determines the orientation of the variables and observations. The default
`ObservationsIn`

value is `"rows"`

, which indicates that
observations in the predictor data are oriented along the rows of
`X`

.

The length of the observation labels `Y`

and the number of observations in `X`

must be equal; `Y(`

is the label of observation * j*)

*j*(row or column) in

`X`

.**Note**

`loss`

supports only floating-point
input predictor data. If your input data includes categorical data, you must prepare an encoded
version of the categorical data. Use `dummyvar`

to convert each categorical variable
to a numeric matrix of dummy variables. Then, concatenate all dummy variable matrices and any
other numeric predictors. For more details, see Dummy Variables.

**Data Types: **`single`

| `double`

`Y`

— Batch of labels

categorical array | character array | string array | logical vector | floating-point vector | cell array of character vectors

Batch of labels, specified as a categorical, character, or string array, a logical or floating-point vector, or a cell array of character vectors.

The length of the observation labels `Y`

and the number of
observations in `X`

must be equal;
`Y(`

is the label of observation
* j*)

*j*(row or column) in

`X`

.If `Y`

contains a label that is not a member of
`Mdl.ClassNames`

, the `loss`

function
issues an error. The data type of `Y`

and
`Mdl.ClassNames`

must be the same.

**Data Types: **`char`

| `string`

| `cell`

| `categorical`

| `logical`

| `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.

**Example: **`BinaryLoss="quadratic",Decoding="lossbased"`

specifies the
quadratic binary learner loss function and the loss-based decoding scheme for aggregating
the binary losses.

`BinaryLoss`

— Binary learner loss function

`Mdl.BinaryLoss`

(default) | `"hamming"`

| `"linear"`

| `"logit"`

| `"exponential"`

| `"binodeviance"`

| `"hinge"`

| `"quadratic"`

| function handle

Binary learner loss function, specified as a built-in loss function name or function handle.

This table describes the built-in functions, where

*y*is the class label for a particular binary learner (in the set {–1,1,0}),_{j}*s*is the score for observation_{j}*j*, and*g*(*y*,_{j}*s*) is the binary loss formula._{j}Value Description Score Domain *g*(*y*,_{j}*s*)_{j}`"binodeviance"`

Binomial deviance (–∞,∞) log[1 + exp(–2 *y*)]/[2log(2)]_{j}s_{j}`"exponential"`

Exponential (–∞,∞) exp(– *y*)/2_{j}s_{j}`"hamming"`

Hamming [0,1] or (–∞,∞) [1 – sign( *y*)]/2_{j}s_{j}`"hinge"`

Hinge (–∞,∞) max(0,1 – *y*)/2_{j}s_{j}`"linear"`

Linear (–∞,∞) (1 – *y*)/2_{j}s_{j}`"logit"`

Logistic (–∞,∞) log[1 + exp(– *y*)]/[2log(2)]_{j}s_{j}`"quadratic"`

Quadratic [0,1] [1 – *y*(2_{j}*s*– 1)]_{j}^{2}/2The software normalizes binary losses so that the loss is 0.5 when

*y*= 0. Also, the software calculates the mean binary loss for each class [1]._{j}For a custom binary loss function, for example

`customFunction`

, specify its function handle`BinaryLoss=@customFunction`

.`customFunction`

has this form:bLoss = customFunction(M,s)

`M`

is the*K*-by-*B*coding matrix stored in`Mdl.CodingMatrix`

.`s`

is the 1-by-*B*row vector of classification scores.`bLoss`

is the classification loss. This scalar aggregates the binary losses for every learner in a particular class. For example, you can use the mean binary loss to aggregate the loss over the learners for each class.*K*is the number of classes.*B*is the number of binary learners.

For an example of a custom binary loss function, see Predict Test-Sample Labels of ECOC Model Using Custom Binary Loss Function. This example is for a traditionally trained model. You can define a custom loss function for incremental learning as shown in the example.

For more information, see Binary Loss.

**Data Types: **`char`

| `string`

| `function_handle`

`Decoding`

— Decoding scheme

`Mdl.Decoding`

(default) | `"lossweighted"`

| `"lossbased"`

Decoding scheme, specified as `"lossweighted"`

or
`"lossbased"`

.

The decoding scheme of an ECOC model specifies how the software aggregates the binary losses and determines the predicted class for each observation. The software supports two decoding schemes:

`"lossweighted"`

— The predicted class of an observation corresponds to the class that produces the minimum sum of the binary losses over binary learners.`"lossbased"`

— The predicted class of an observation corresponds to the class that produces the minimum average of the binary losses over binary learners.

For more information, see Binary Loss.

**Example: **`Decoding="lossbased"`

**Data Types: **`char`

| `string`

`LossFun`

— Loss function

`"classiferror"`

(default) | function handle

Loss function, specified as `"classiferror"`

(classification error)
or a function handle for a custom loss function.

To specify a custom loss function, use function handle notation. The function must have this form:

lossval =lossfcn(C,S,W)

The output argument

`lossval`

is an*n*-by-1 floating-point vector, where*n*is the number of observations in`X`

. The value in`lossval(`

is the classification loss of observation)`j`

.`j`

You specify the function name (

).`lossfcn`

`C`

is an*n*-by-*K*logical matrix with rows indicating the class to which the corresponding observation belongs.`K`

is the number of distinct classes (`numel(Mdl.ClassNames)`

, and the column order corresponds to the class order in the`ClassNames`

property. Create`C`

by setting`C(`

=,`p`

)`q`

`1`

, if observation

is in class`p`

, for each observation in the specified data. Set the other element in row`q`

to`p`

`0`

.`S`

is an*n*-by-*K*numeric matrix of predicted classification scores.`S`

is similar to the`NegLoss`

output of`predict`

, where rows correspond to observations in the data and the column order corresponds to the class order in the`ClassNames`

property.`S(`

is the classification score of observation,`p`

)`q`

being classified in class`p`

.`q`

`W`

is an*n*-by-1 numeric vector of observation weights.

**Example: **`LossFun=@`

`lossfcn`

**Data Types: **`char`

| `string`

| `function_handle`

`ObservationsIn`

— Predictor data observation dimension

`"rows"`

(default) | `"columns"`

Predictor data observation dimension, specified as `"rows"`

or
`"columns"`

.

**Example: **`ObservationsIn="columns"`

**Data Types: **`char`

| `string`

`Weights`

— Batch of observation weights

floating-point vector of positive values

Batch of observation weights, specified as a floating-point vector of positive values. `loss`

weighs the observations in the input data with the corresponding values in `Weights`

. The size of `Weights`

must equal *n*, which is the number of observations in the input data.

By default, `Weights`

is `ones(`

.* n*,1)

For more details, see Observation Weights.

**Example: **`Weights=W`

specifies the observation weights as the vector
`W`

.

**Data Types: **`double`

| `single`

## Output Arguments

`L`

— Classification loss

numeric scalar

Classification loss, returned as a numeric scalar. `L`

is a measure
of model quality. Its interpretation depends on the loss function and weighting
scheme.

## More About

### Classification Error

The *classification error* has the form

$$L={\displaystyle \sum _{j=1}^{n}{w}_{j}{e}_{j}},$$

where:

*w*is the weight for observation_{j}*j*. The software renormalizes the weights to sum to 1.*e*= 1 if the predicted class of observation_{j}*j*differs from its true class, and 0 otherwise.

In other words, the classification error is the proportion of observations misclassified by the classifier.

### Binary Loss

The *binary loss* is a function of the class and classification score that determines how well a binary learner classifies an observation into the class. The *decoding scheme* of an ECOC model specifies how the software aggregates the binary losses and determines the predicted class for each observation.

Assume the following:

*m*is element (_{kj}*k*,*j*) of the coding design matrix*M*—that is, the code corresponding to class*k*of binary learner*j*.*M*is a*K*-by-*B*matrix, where*K*is the number of classes, and*B*is the number of binary learners.*s*is the score of binary learner_{j}*j*for an observation.*g*is the binary loss function.$$\widehat{k}$$ is the predicted class for the observation.

The software supports two decoding schemes:

*Loss-based decoding*[2] (`Decoding`

is`'lossbased'`

) — The predicted class of an observation corresponds to the class that produces the minimum average of the binary losses over all binary learners.$$\widehat{k}=\underset{k}{\text{argmin}}\frac{1}{B}{\displaystyle \sum _{j=1}^{B}\left|{m}_{kj}\right|g}({m}_{kj},{s}_{j}).$$

*Loss-weighted decoding*[3] (`Decoding`

is`'lossweighted'`

) — The predicted class of an observation corresponds to the class that produces the minimum average of the binary losses over the binary learners for the corresponding class.$$\widehat{k}=\underset{k}{\text{argmin}}\frac{{\displaystyle \sum _{j=1}^{B}\left|{m}_{kj}\right|g}({m}_{kj},{s}_{j})}{{\displaystyle \sum}_{j=1}^{B}\left|{m}_{kj}\right|}.$$

The denominator corresponds to the number of binary learners for class

*k*. [1] suggests that loss-weighted decoding improves classification accuracy by keeping loss values for all classes in the same dynamic range.

The `predict`

, `resubPredict`

, and
`kfoldPredict`

functions return the negated value of the objective
function of `argmin`

as the second output argument
(`NegLoss`

) for each observation and class.

This table summarizes the supported binary loss functions, where
*y _{j}* is a class label for a particular
binary learner (in the set {–1,1,0}),

*s*is the score for observation

_{j}*j*, and

*g*(

*y*,

_{j}*s*) is the binary loss function.

_{j}Value | Description | Score Domain | g(y,_{j}s)_{j} |
---|---|---|---|

`"binodeviance"` | Binomial deviance | (–∞,∞) | log[1 +
exp(–2y)]/[2log(2)]_{j}s_{j} |

`"exponential"` | Exponential | (–∞,∞) | exp(–y)/2_{j}s_{j} |

`"hamming"` | Hamming | [0,1] or (–∞,∞) | [1 – sign(y)]/2_{j}s_{j} |

`"hinge"` | Hinge | (–∞,∞) | max(0,1 – y)/2_{j}s_{j} |

`"linear"` | Linear | (–∞,∞) | (1 – y)/2_{j}s_{j} |

`"logit"` | Logistic | (–∞,∞) | log[1 +
exp(–y)]/[2log(2)]_{j}s_{j} |

`"quadratic"` | Quadratic | [0,1] | [1 – y(2_{j}s –
1)]_{j}^{2}/2 |

The software normalizes binary losses so that the loss is 0.5 when
*y _{j}* = 0, and aggregates using the average
of the binary learners [1].

Do not confuse the binary loss with the overall classification loss (specified by the
`LossFun`

name-value argument of the `loss`

and
`predict`

object functions), which measures how well an ECOC classifier
performs as a whole.

## Algorithms

### Observation Weights

If the prior class probability distribution is known (in other words, the prior distribution is not empirical), `loss`

normalizes observation weights to sum to the prior class probabilities in the respective classes. This action implies that the default observation weights are the respective prior class probabilities.

If the prior class probability distribution is empirical, the software normalizes the specified observation weights to sum to 1 each time you call `loss`

.

## References

[1] Allwein, E., R. Schapire, and Y. Singer. “Reducing multiclass to binary: A unifying approach for margin classiﬁers.” *Journal of Machine Learning Research*. Vol. 1, 2000, pp. 113–141.

[2] Escalera, S., O. Pujol, and P. Radeva. “Separability of ternary codes for sparse designs of error-correcting output codes.” *Pattern Recog. Lett.*, Vol. 30, Issue 3, 2009, pp. 285–297.

[3] Escalera, S., O. Pujol, and P. Radeva. “On the decoding process in ternary error-correcting output codes.” *IEEE Transactions on Pattern Analysis and Machine Intelligence*. Vol. 32, Issue 7, 2010, pp. 120–134.

## Version History

**Introduced in R2022a**

## See Also

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