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Classification error for discriminant analysis classifier



L = loss(mdl,X,Y) returns the classification loss, which is a scalar representing how well mdl classifies the data in X, when Y contains the true classifications.

When computing the loss, loss normalizes the class probabilities in Y to the class probabilities used for training, stored in the Prior property of mdl.

L = loss(mdl,X,Y,Name=Value) specifies additional options using one or more name-value arguments.


If the predictor data X contains any missing values and LossFun is not set to "mincost" or "classiferror", the loss function might return NaN. For more information, see loss can return NaN for predictor data with missing values.


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Load Fisher's iris data set.

load fisheriris

Train a discriminant analysis model using all observations in the data.

Mdl = fitcdiscr(meas,species);

Estimate the classification error of the model using the training observations.

L = loss(Mdl,meas,species)
L = 0.0200

Alternatively, if Mdl is not compact, then you can estimate the training-sample classification error by passing Mdl to resubLoss.

Input Arguments

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Trained discriminant analysis classifier, specified as a ClassificationDiscriminant or CompactClassificationDiscriminant model object trained with fitcdiscr.

Predictor data to classify, specified as a matrix. Each row of the matrix represents an observation, and each column represents a predictor. The number of columns in X must equal the number of predictors in mdl.

Class labels, specified with the same data type as data in mdl. The number of elements of Y must equal the number of rows of X.

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: L = loss(mdl,meas,species,LossFun="binodeviance")

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

  • The following table lists the available loss functions.

    "binodeviance"Binomial deviance
    "classifcost"Observed misclassification cost
    "classiferror"Misclassified rate in decimal
    "exponential"Exponential loss
    "hinge"Hinge loss
    "logit"Logistic loss
    "mincost"Minimal expected misclassification cost (for classification scores that are posterior probabilities)
    "quadratic"Quadratic loss

    • "mincost" is appropriate for classification scores that are posterior probabilities. Discriminant analysis models return posterior probabilities as classification scores by default (see predict).

    • Specify your own function using function handle notation.

      Suppose that n is the number of observations in X and K is the number of distinct classes (numel(mdl.ClassNames)). Your function must have this signature

      lossvalue = lossfun(C,S,W,Cost)

      • The output argument lossvalue is a scalar.

      • You choose the function name (lossfun).

      • C is an n-by-K logical matrix with rows indicating which class the corresponding observation belongs. The column order corresponds to the class order in mdl.ClassNames.

        Construct C by setting C(p,q) = 1 if observation p is in class q, for each row. Set all other elements of row p to 0.

      • S is an n-by-K numeric matrix of classification scores. The column order corresponds to the class order in mdl.ClassNames. S is a matrix of classification scores, similar to the output of predict.

      • W is an n-by-1 numeric vector of observation weights. If you pass W, the software normalizes the weights to sum to 1.

      • Cost is a K-by-K numeric matrix of misclassification costs. For example, Cost = ones(K) - eye(K) specifies a cost of 0 for correct classification, and 1 for misclassification.

      Specify your function using LossFun=@lossfun.

    For more details on loss functions, see Classification Loss.

Data Types: char | string | function_handle

Observation weights, specified as a numeric vector of length size(X,1), which is the number of rows in X. Observation weights are nonnegative.

loss normalizes the weights so that observation weights in each class sum to the prior probability of that class. When you supply weights, loss computes weighted classification loss.

Output Arguments

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Classification loss, returned as a numeric scalar. The interpretation of L depends on the values in Weights and LossFun.

More About

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Classification Loss

Classification loss functions measure the predictive inaccuracy of classification models. When you compare the same type of loss among many models, a lower loss indicates a better predictive model.

Consider the following scenario.

  • L is the weighted average classification loss.

  • n is the sample size.

  • For binary classification:

    • yj is the observed class label. The software codes it as –1 or 1, indicating the negative or positive class (or the first or second class in the ClassNames property), respectively.

    • f(Xj) is the positive-class classification score for observation (row) j of the predictor data X.

    • mj = yjf(Xj) is the classification score for classifying observation j into the class corresponding to yj. Positive values of mj indicate correct classification and do not contribute much to the average loss. Negative values of mj indicate incorrect classification and contribute significantly to the average loss.

  • For algorithms that support multiclass classification (that is, K ≥ 3):

    • yj* is a vector of K – 1 zeros, with 1 in the position corresponding to the true, observed class yj. For example, if the true class of the second observation is the third class and K = 4, then y2* = [0 0 1 0]′. The order of the classes corresponds to the order in the ClassNames property of the input model.

    • f(Xj) is the length K vector of class scores for observation j of the predictor data X. The order of the scores corresponds to the order of the classes in the ClassNames property of the input model.

    • mj = yj*f(Xj). Therefore, mj is the scalar classification score that the model predicts for the true, observed class.

  • The weight for observation j is wj. The software normalizes the observation weights so that they sum to the corresponding prior class probability stored in the Prior property. Therefore,


Given this scenario, the following table describes the supported loss functions that you can specify by using the LossFun name-value argument.

Loss FunctionValue of LossFunEquation
Binomial deviance"binodeviance"L=j=1nwjlog{1+exp[2mj]}.
Observed misclassification cost"classifcost"


where y^j is the class label corresponding to the class with the maximal score, and cyjy^j is the user-specified cost of classifying an observation into class y^j when its true class is yj.

Misclassified rate in decimal"classiferror"


where I{·} is the indicator function.

Cross-entropy loss"crossentropy"

"crossentropy" is appropriate only for neural network models.

The weighted cross-entropy loss is


where the weights w˜j are normalized to sum to n instead of 1.

Exponential loss"exponential"L=j=1nwjexp(mj).
Hinge loss"hinge"L=j=1nwjmax{0,1mj}.
Logit loss"logit"L=j=1nwjlog(1+exp(mj)).
Minimal expected misclassification cost"mincost"

"mincost" is appropriate only if classification scores are posterior probabilities.

The software computes the weighted minimal expected classification cost using this procedure for observations j = 1,...,n.

  1. Estimate the expected misclassification cost of classifying the observation Xj into the class k:


    f(Xj) is the column vector of class posterior probabilities for the observation Xj. C is the cost matrix stored in the Cost property of the model.

  2. For observation j, predict the class label corresponding to the minimal expected misclassification cost:


  3. Using C, identify the cost incurred (cj) for making the prediction.

The weighted average of the minimal expected misclassification cost loss is


Quadratic loss"quadratic"L=j=1nwj(1mj)2.

If you use the default cost matrix (whose element value is 0 for correct classification and 1 for incorrect classification), then the loss values for "classifcost", "classiferror", and "mincost" are identical. For a model with a nondefault cost matrix, the "classifcost" loss is equivalent to the "mincost" loss most of the time. These losses can be different if prediction into the class with maximal posterior probability is different from prediction into the class with minimal expected cost. Note that "mincost" is appropriate only if classification scores are posterior probabilities.

This figure compares the loss functions (except "classifcost", "crossentropy", and "mincost") over the score m for one observation. Some functions are normalized to pass through the point (0,1).

Comparison of classification losses for different loss functions

Posterior Probability

The posterior probability that a point x belongs to class k is the product of the prior probability and the multivariate normal density. The density function of the multivariate normal with 1-by-d mean μk and d-by-d covariance Σk at a 1-by-d point x is


where |Σk| is the determinant of Σk, and Σk1 is the inverse matrix.

Let P(k) represent the prior probability of class k. Then the posterior probability that an observation x is of class k is


where P(x) is a normalization constant, the sum over k of P(x|k)P(k).

Prior Probability

The prior probability is one of three choices:

  • 'uniform' — The prior probability of class k is one over the total number of classes.

  • 'empirical' — The prior probability of class k is the number of training samples of class k divided by the total number of training samples.

  • Custom — The prior probability of class k is the kth element of the prior vector. See fitcdiscr.

After creating a classification model (Mdl) you can set the prior using dot notation:

Mdl.Prior = v;

where v is a vector of positive elements representing the frequency with which each element occurs. You do not need to retrain the classifier when you set a new prior.


The matrix of expected costs per observation is defined in Cost.

Extended Capabilities

Version History

Introduced in R2011b

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