Hyperparameter Optimization in ECOC classifier: which loss function is used?

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Elena Casiraghi
Elena Casiraghi 2019-9-20
评论： Elena Casiraghi 2019-9-20
Dear, I'm training an ECOC classifier using knn as the base classifier.
I would like to use the option 'OptimizeHyperparameters','auto' to let fitcecoc apply leave one out cross validation the best Coding, NumNeighbors, distace parameters.
tknn = templateKNN();
mdlknnCecoc = compact(fitcecoc(XKnn,labelsRed, ...
'OptimizeHyperparameters','all', ...
'HyperparameterOptimizationOptions',struct( 'UseParallel',...
true,'CVPartition',c), 'Learners',tknn));
In MATLAB help I read: " The optimization attempts to minimize the cross-validation loss (error) for fitcecoc by varying the parameters."
However, which loss function is used? I found no detail about that.

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Don Mathis
Don Mathis 2019-9-20
In this Doc section https://www.mathworks.com/help/stats/fitcecoc.html?searchHighlight=fitcecoc&s_tid=doc_srchtitle#d117e320264,
it says
"The optimization attempts to minimize the cross-validation loss (error) for fitcecoc by varying the parameters. For information about cross-validation loss in a different context, see Classification Loss. "
If you click on "Classification Loss" it tells you about the multiclass loss function.
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Don Mathis
Don Mathis 2019-9-20
Yes, I see that now. The answer is 'classiferror', because that's the default loss for kfoldLoss for classification models.
When optimization is used, kfoldLoss is called with its default loss to compute the cross-validated loss to be optimized. The linked-to page was actually the classification kfoldLoss page, and if you scroll up you can find where it lists its default loss. I'm sorry it's not easier to find than that.

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