Feature selection for regression using neighborhood component analysis (NCA)
FeatureSelectionNCARegression contains the data, fitting
information, feature weights, and other model parameters of a neighborhood
component analysis (NCA) model.
fsrnca learns the feature
weights using a diagonal adaptation of NCA and returns an instance of
FeatureSelectionNCARegression object. The
function achieves feature selection by regularizing the feature weights.
FeatureSelectionNCAClassification object using
FitMethod — Name of the fitting method used to fit this model
Name of the fitting method used to fit this model, stored as one of the following:
'exact'— Perform fitting using all of the data.
'none'— No fitting. Use this option to evaluate the generalization error of the NCA model using the initial feature weights supplied in the call to
'average'— The software divides the data into partitions (subsets), fits each partition using the
exactmethod, and returns the average of the feature weights. You can specify the number of partitions using the
NumPartitionsname-value pair argument.
InitialLearningRate — Initial learning rate
positive real scalar
Initial learning rate for
learning rate decays over iterations starting at the
value specified for
TuningSubsetSize to control
the automatic tuning of initial learning rate in the
FeatureWeights — Feature weights
numeric vector | numeric matrix
Feature weights, specified as a
p-by-1 numeric vector or a
numeric matrix, where p is the
number of predictor variables after dummy variables
are created for categorical variables (for more
FeatureWeights is a
matrix. m is the number of
partitions specified via the
'NumPartitions' name-value pair
argument in the call to
The absolute value of
FeatureWeights(k) is a measure
of the importance of predictor
FeatureWeights(k) value that is
close to 0 indicates that predictor
k does not influence the
CategoricalPredictors — Categorical predictor indices
vector of positive integers |
Categorical predictor indices, specified as a vector of positive integers.
CategoricalPredictors contains index values indicating that the
corresponding predictors are categorical. The index values are between 1 and
p, where p is the number of predictors used to
train the model. If none of the predictors are categorical, then this property is empty
ResponseName — Response variable name
Response variable name, specified as a character vector.
PredictorNames — Predictor variable names
cell array of unique character vectors
Predictor variable names in order of their appearance in the predictor data, specified as a
cell array of character vectors. The length of
equal to the number of variables in the training data
X used as
ExpandedPredictorNames — Expanded predictor names
cell array of unique character vectors
Expanded predictor names, specified as a cell array of unique character vectors.
If the model uses encoding for categorical variables, then
ExpandedPredictorNames includes the names that describe the
expanded variables. Otherwise,
ExpandedPredictorNames is the same as
|loss||Evaluate accuracy of learned feature weights on test data|
|predict||Predict responses using neighborhood component analysis (NCA) regression model|
|refit||Refit neighborhood component analysis (NCA) model for regression|
Load the sample data.
The first 15 columns contain the continuous predictor variables, whereas the 16th column contains the response variable, which is the price of a car. Define the variables for the neighborhood component analysis model.
Predictors = X(:,1:15); Y = X(:,16);
Fit a neighborhood component analysis (NCA) model for regression to detect the relevant features.
mdl = fsrnca(Predictors,Y);
The returned NCA model,
mdl, is a
FeatureSelectionNCARegression object. This object stores information about the training data, model, and optimization. You can access the object properties, such as the feature weights, using dot notation.
Plot the feature weights.
figure() plot(mdl.FeatureWeights,'ro') xlabel('Feature Index') ylabel('Feature Weight') grid on
The weights of the irrelevant features are zero. The
'Verbose',1 option in the call to
fsrnca displays the optimization information on the command line. You can also visualize the optimization process by plotting the objective function versus the iteration number.
figure() plot(mdl.FitInfo.Iteration,mdl.FitInfo.Objective,'ro-') grid on xlabel('Iteration Number') ylabel('Objective')
ModelParameters property is a
struct that contains more information about the model. You can access the fields of this property using dot notation. For example, see if the data was standardized or not.
ans = logical 0
0 means that the data was not standardized before fitting the NCA model. You can standardize the predictors when they are on very different scales using the
'Standardize',1 name-value pair argument in the call to
Value. To learn how value classes affect copy operations, see Copying Objects.
Introduced in R2016b