oobMargin

Out-of-bag classification margins for bagged classification ensemble

Syntax

m = oobMargin(ens)

m = oobMargin(ens,Name=Value)

Description

m = oobMargin(ens) returns the classification margins for the out-of-bag data in the bagged classification ensemble model ens.

m = oobMargin(ens,Name=Value) specifies additional options using one or more name-value arguments. For example, you can specify the indices of the weak learners to use for calculating the margins.

Examples

Find Out-of-Bag Classification Margins

Find the out-of-bag margins for a bagged ensemble from the Fisher iris data.

Load the sample data set.

load fisheriris

Train an ensemble of bagged classification trees.

ens = fitcensemble(meas,species,'Method','Bag');

Find the number of out-of-bag margins that are equal to 1.

margin = oobMargin(ens);
sum(margin == 1)

ans = 
109

Input Arguments

ens — Bagged classification ensemble model

ClassificationBaggedEnsemble model object

Bagged classification ensemble model, specified as a ClassificationBaggedEnsemble model object trained with fitcensemble.

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: oobMargin(ens,Learners=[1 2 3 5]) specifies to use the first, second, third, and fifth learners in the ensemble ens.

Learners — Indices of weak learners

[1:ens.NumTrained] (default) | vector of positive integers

Indices of the weak learners in the ensemble to use with oobMargin, specified as a vector of positive integers in the range [1:ens.NumTrained]. By default, the function uses all learners.

Example: Learners=[1 2 4]

Data Types: single | double

UseParallel — Flag to run in parallel

false or 0 (default) | true or 1

Flag to run in parallel, specified as a numeric or logical 1 (true) or 0 (false). If you specify UseParallel=true, the oobMargin function executes for-loop iterations by using parfor. The loop runs in parallel when you have Parallel Computing Toolbox™.

Example: UseParallel=true

Data Types: logical

More About

Out of Bag

Bagging, which stands for “bootstrap aggregation”, is a type of ensemble learning. To bag a weak learner such as a decision tree on a dataset, fitrensemble generates many bootstrap replicas of the dataset and grows decision trees on these replicas. fitrensemble obtains each bootstrap replica by randomly selecting N observations out of N with replacement, where N is the dataset size. To find the predicted response of a trained ensemble, predict takes an average over predictions from individual trees.

Drawing N out of N observations with replacement omits on average 37% (1/e) of observations for each decision tree. These are "out-of-bag" observations. For each observation, oobLoss estimates the out-of-bag prediction by averaging over predictions from all trees in the ensemble for which this observation is out of bag. It then compares the computed prediction against the true response for this observation. It calculates the out-of-bag error by comparing the out-of-bag predicted responses against the true responses for all observations used for training. This out-of-bag average is an unbiased estimator of the true ensemble error.

Classification Margin

The classification margin is the difference between the classification score for the true class and maximal classification score for the false classes. Margin is a column vector with the same number of rows as in the matrix ens.X.

Extended Capabilities

Automatic Parallel Support

Accelerate code by automatically running computation in parallel using Parallel Computing Toolbox™.

To run in parallel, set the UseParallel name-value argument to true in the call to this function.

For more general information about parallel computing, see Run MATLAB Functions with Automatic Parallel Support (Parallel Computing Toolbox).

Version History

Introduced in R2012b