RegressionPartitionedNeuralNetwork

Cross-validated regression neural network model

Since R2023b

Description

RegressionPartitionedNeuralNetwork is a set of regression neural network models trained on cross-validated folds. Estimate the quality of the cross-validated regression by using one or more kfold functions: kfoldPredict, kfoldLoss, and kfoldfun.

Every kfold object function uses models trained on training-fold (in-fold) observations to predict the response for validation-fold (out-of-fold) observations. For example, suppose you cross-validate using five folds. The software randomly assigns each observation into five groups of equal size (roughly). The training fold contains four of the groups (roughly 4/5 of the data), and the validation fold contains the other group (roughly 1/5 of the data). In this case, cross-validation proceeds as follows:

1. The software trains the first model (stored in CVMdl.Trained{1}) by using the observations in the last four groups, and reserves the observations in the first group for validation.

2. The software trains the second model (stored in CVMdl.Trained{2}) by using the observations in the first group and the last three groups. The software reserves the observations in the second group for validation.

3. The software proceeds in a similar manner for the third, fourth, and fifth models.

If you validate by using kfoldPredict, the software computes predictions for the observations in group i by using model i. In short, the software estimates a response for every observation by using the model trained without that observation.

Creation

You can create a RegressionPartitionedNeuralNetwork object in two ways:

• Create a cross-validated model from a regression neural network model object RegressionNeuralNetwork by using the crossval object function.

• Create a cross-validated model by using the fitrnet function and specifying one of the name-value arguments CrossVal, CVPartition, Holdout, KFold, or Leaveout.

Properties

Cross-Validation Properties

CrossValidatedModel — Cross-validated model name

'NeuralNetwork'

This property is read-only.

Cross-validated model name, specified as 'NeuralNetwork'.

Data Types: char

KFold — Number of cross-validated folds

positive integer

This property is read-only.

Number of cross-validated folds, specified as a positive integer.

Data Types: double

ModelParameters — Cross-validation parameter values

EnsembleParams object

This property is read-only.

Cross-validation parameter values, specified as an EnsembleParams object. The parameter values correspond to the values of the name-value arguments used to cross-validate the neural network model. ModelParameters does not contain estimated parameters.

You can access the properties of ModelParameters using dot notation.

Partition — Data partition

cvpartition model

This property is read-only.

Data partition indicating how the software splits the data into cross-validation folds, specified as a cvpartition model.

Trained — Compact models trained on cross-validation folds

cell array of CompactRegressionNeuralNetwork model objects

This property is read-only.

Compact models trained on cross-validation folds, specified as a cell array of CompactRegressionNeuralNetwork model objects. Trained has k cells, where k is the number of folds.

Data Types: cell

Other Regression Properties

CategoricalPredictors — Categorical predictor indices

vector of positive integers | []

This property is read-only.

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 ([]).

Data Types: double

NumObservations — Number of observations

numeric scalar

This property is read-only.

Number of observations in the training data stored in X and Y, specified as a numeric scalar.

Data Types: double

PredictorNames — Predictor variable names

cell array of character vectors

This property is read-only.

Predictor variable names, specified as a cell array of character vectors. The order of the elements in PredictorNames corresponds to the order in which the predictor names appear in the training data.

Data Types: cell

ResponseName — Response variable name

character vector

This property is read-only.

Response variable name, specified as a character vector.

Data Types: char

ResponseTransform — Response transformation function

'none' | function handle

Response transformation function, specified as 'none' or a function handle. ResponseTransform describes how the software transforms raw response values.

For a MATLAB^® function or a function that you define, enter its function handle. For example, you can enter CVMdl.ResponseTransform = @function, where function accepts a numeric vector of the original responses and returns a numeric vector of the same size containing the transformed responses.

Data Types: char | function_handle

W — Observation weights

numeric vector

This property is read-only.

Observation weights, specified as an n-by-1 numeric vector, where n is the number of observations (NumObservations). The software normalizes the observation weights so that the elements of W sum to 1.

Data Types: double

X — Unstandardized predictors

numeric matrix | table

This property is read-only.

Unstandardized predictors used to cross-validate the model, specified as a numeric matrix or table. X retains its original orientation, with observations in rows or columns depending on the value of the ObservationsIn name-value argument in the call to fitrnet.

Data Types: single | double | table

Y — Response values

numeric vector

This property is read-only.

Response values used to cross-validate the model, specified as a numeric vector. Each row of Y represents the response value of the corresponding observation in X.

Data Types: single | double

Object Functions

kfoldLoss	Loss for cross-validated partitioned regression model
kfoldPredict	Predict responses for observations in cross-validated regression model
kfoldfun	Cross-validate function for regression

Examples

Create Cross-Validated Regression Neural Network

Train a cross-validated regression neural network with 10 folds, which is the default cross-validation option, by using fitrnet. Then, use kfoldPredict to predict responses for validation-fold observations using a model trained on training-fold observations.

Load the carbig data set, which contains measurements of cars made in the 1970s and early 1980s.

load carbig

Create a table that contains the predictor variables (Acceleration, Displacement, Horsepower, and Weight) and the response variable (MPG).

Tbl = table(Acceleration,Displacement,Horsepower,Weight,MPG);

Create a cross-validated regression neural network by using the default cross-validation option. Specify the CrossVal value as "on". For a better model fit, standardize the numeric predictors.

rng("default") % For reproducibility
CVMdl = fitrnet(Tbl,"MPG", ...
    CrossVal="on",Standardize=true)

CVMdl = 
  RegressionPartitionedNeuralNetwork
    CrossValidatedModel: 'NeuralNetwork'
         PredictorNames: {'Acceleration'  'Displacement'  'Horsepower'  'Weight'}
           ResponseName: 'MPG'
        NumObservations: 398
                  KFold: 10
              Partition: [1x1 cvpartition]
      ResponseTransform: 'none'

The fitrnet function creates a RegressionPartitionedNeuralNetwork model object CVMdl with 10 folds. During cross-validation, the software completes these steps:

1. Randomly partition the data into 10 sets.

2. For each set, reserve the set as validation data, and train the model using the other 9 sets.

3. Store the 10 compact trained models in a 10-by-1 cell vector in the Trained property of the cross-validated model object.

You can override the default cross-validation setting by using the CVPartition, Holdout, KFold, or Leaveout name-value argument.

Predict responses for the observations in Tbl by using kfoldPredict. The function predicts responses for every observation using the model trained without that observation.

yHat = kfoldPredict(CVMdl);

yHat is a numeric vector. Display the first five predicted responses.

yHat(1:5)

ans = 5×1

   16.1735
   14.5554
   15.4195
   16.0460
   15.7057

Compute the regression loss (mean squared error).

L = kfoldLoss(CVMdl)

L = 16.4467

kfoldLoss returns the average mean squared error over 10 folds.

Version History

Introduced in R2023b