fitcnet

Train neural network classification model

Since R2021a

Syntax

Mdl = fitcnet(Tbl,ResponseVarName)

Mdl = fitcnet(Tbl,formula)

Mdl = fitcnet(Tbl,Y)

Mdl = fitcnet(X,Y)

Mdl = fitcnet(___,Name,Value)

[Mdl,AggregateOptimizationResults] = fitcnet(___)

Description

Use fitcnet to train a feedforward, fully connected neural network for classification. The first fully connected layer of the neural network has a connection from the network input (predictor data), and each subsequent layer has a connection from the previous layer. Each fully connected layer multiplies the input by a weight matrix and then adds a bias vector. An activation function follows each fully connected layer. The final fully connected layer and the subsequent softmax activation function produce the network's output, namely classification scores (posterior probabilities) and predicted labels. For more information, see Neural Network Structure.

Mdl = fitcnet(Tbl,ResponseVarName) returns a neural network classification model Mdl trained using the predictors in the table Tbl and the class labels in the ResponseVarName table variable.

Mdl = fitcnet(Tbl,formula) returns a neural network classification model trained using the sample data in the table Tbl. The input argument formula is an explanatory model of the response and a subset of the predictor variables in Tbl used to fit Mdl.

Mdl = fitcnet(Tbl,Y) returns a neural network classification model using the predictor variables in the table Tbl and the class labels in vector Y.

Mdl = fitcnet(X,Y) returns a neural network classification model trained using the predictors in the matrix X and the class labels in vector Y.

Mdl = fitcnet(___,Name,Value) specifies options using one or more name-value arguments in addition to any of the input argument combinations in previous syntaxes. For example, you can adjust the number of outputs and the activation functions for the fully connected layers by specifying the LayerSizes and Activations name-value arguments.

[Mdl,AggregateOptimizationResults] = fitcnet(___) also returns AggregateOptimizationResults, which contains hyperparameter optimization results when you specify the OptimizeHyperparameters and HyperparameterOptimizationOptions name-value arguments. You must also specify the ConstraintType and ConstraintBounds options of HyperparameterOptimizationOptions. You can use this syntax to optimize on compact model size instead of cross-validation loss, and to perform a set of multiple optimization problems that have the same options but different constraint bounds.

Examples

Train Neural Network Classifier

Train a neural network classifier, and assess the performance of the classifier on a test set.

Read the sample file CreditRating_Historical.dat into a table. The predictor data consists of financial ratios and industry sector information for a list of corporate customers. The response variable consists of credit ratings assigned by a rating agency. Preview the first few rows of the data set.

creditrating = readtable("CreditRating_Historical.dat");
head(creditrating)

     ID      WC_TA     RE_TA     EBIT_TA    MVE_BVTD    S_TA     Industry    Rating 
    _____    ______    ______    _______    ________    _____    ________    _______

    62394     0.013     0.104     0.036      0.447      0.142        3       {'BB' }
    48608     0.232     0.335     0.062      1.969      0.281        8       {'A'  }
    42444     0.311     0.367     0.074      1.935      0.366        1       {'A'  }
    48631     0.194     0.263     0.062      1.017      0.228        4       {'BBB'}
    43768     0.121     0.413     0.057      3.647      0.466       12       {'AAA'}
    39255    -0.117    -0.799      0.01      0.179      0.082        4       {'CCC'}
    62236     0.087     0.158     0.049      0.816      0.324        2       {'BBB'}
    39354     0.005     0.181     0.034      2.597      0.388        7       {'AA' }

Because each value in the ID variable is a unique customer ID, that is, length(unique(creditrating.ID)) is equal to the number of observations in creditrating, the ID variable is a poor predictor. Remove the ID variable from the table, and convert the Industry variable to a categorical variable.

creditrating = removevars(creditrating,"ID");
creditrating.Industry = categorical(creditrating.Industry);

Convert the Rating response variable to a categorical variable.

creditrating.Rating = categorical(creditrating.Rating, ...
    ["AAA","AA","A","BBB","BB","B","CCC"]);

Partition the data into training and test sets. Use approximately 80% of the observations to train a neural network model, and 20% of the observations to test the performance of the trained model on new data. Use cvpartition to partition the data.

rng("default") % For reproducibility of the partition
c = cvpartition(creditrating.Rating,"Holdout",0.20);
trainingIndices = training(c); % Indices for the training set
testIndices = test(c); % Indices for the test set
creditTrain = creditrating(trainingIndices,:);
creditTest = creditrating(testIndices,:);

Train a neural network classifier by passing the training data creditTrain to the fitcnet function.

Mdl = fitcnet(creditTrain,"Rating")

Mdl = 
  ClassificationNeuralNetwork
           PredictorNames: {'WC_TA'  'RE_TA'  'EBIT_TA'  'MVE_BVTD'  'S_TA'  'Industry'}
             ResponseName: 'Rating'
    CategoricalPredictors: 6
               ClassNames: [AAA    AA    A    BBB    BB    B    CCC]
           ScoreTransform: 'none'
          NumObservations: 3146
               LayerSizes: 10
              Activations: 'relu'
    OutputLayerActivation: 'softmax'
                   Solver: 'LBFGS'
          ConvergenceInfo: [1x1 struct]
          TrainingHistory: [1000x7 table]

Mdl is a trained ClassificationNeuralNetwork classifier. You can use dot notation to access the properties of Mdl. For example, you can specify Mdl.TrainingHistory to get more information about the training history of the neural network model.

Evaluate the performance of the classifier on the test set by computing the test set classification error. Visualize the results by using a confusion matrix.

testAccuracy = 1 - loss(Mdl,creditTest,"Rating", ...
    "LossFun","classiferror")

testAccuracy = 
0.7977

confusionchart(creditTest.Rating,predict(Mdl,creditTest))

Specify Neural Network Classifier Architecture

Specify the structure of a neural network classifier, including the size of the fully connected layers.

Load the ionosphere data set, which includes radar signal data. X contains the predictor data, and Y is the response variable, whose values represent either good ("g") or bad ("b") radar signals.

load ionosphere

Separate the data into training data (XTrain and YTrain) and test data (XTest and YTest) by using a stratified holdout partition. Reserve approximately 30% of the observations for testing, and use the rest of the observations for training.

rng("default") % For reproducibility of the partition
cvp = cvpartition(Y,"Holdout",0.3);
XTrain = X(training(cvp),:);
YTrain = Y(training(cvp));
XTest = X(test(cvp),:);
YTest = Y(test(cvp));

Train a neural network classifier. Specify to have 35 outputs in the first fully connected layer and 20 outputs in the second fully connected layer. By default, both layers use a rectified linear unit (ReLU) activation function. You can change the activation functions for the fully connected layers by using the Activations name-value argument.

Mdl = fitcnet(XTrain,YTrain, ...
    "LayerSizes",[35 20])

Mdl = 
  ClassificationNeuralNetwork
             ResponseName: 'Y'
    CategoricalPredictors: []
               ClassNames: {'b'  'g'}
           ScoreTransform: 'none'
          NumObservations: 246
               LayerSizes: [35 20]
              Activations: 'relu'
    OutputLayerActivation: 'softmax'
                   Solver: 'LBFGS'
          ConvergenceInfo: [1x1 struct]
          TrainingHistory: [47x7 table]

Access the weights and biases for the fully connected layers of the trained classifier by using the LayerWeights and LayerBiases properties of Mdl. The first two elements of each property correspond to the values for the first two fully connected layers, and the third element corresponds to the values for the final fully connected layer with a softmax activation function for classification. For example, display the weights and biases for the second fully connected layer.

Mdl.LayerWeights{2}

ans = 20×35

    0.0481    0.2501   -0.1535   -0.0934    0.0760   -0.0579   -0.2465    1.0411    0.3712   -1.2007    1.1162    0.4296    0.4045    0.5005    0.8839    0.4624   -0.3154    0.3454   -0.0487    0.2648    0.0732    0.5773    0.4286    0.0881    0.9468    0.2981    0.5534    1.0518   -0.0224    0.6894    0.5527    0.7045   -0.6124    0.2145   -0.0790
   -0.9489   -1.8343    0.5510   -0.5751   -0.8726    0.8815    0.0203   -1.6379    2.0315    1.7599   -1.4153   -1.4335   -1.1638   -0.1715    1.1439   -0.7661    1.1230   -1.1982   -0.5409   -0.5821   -0.0627   -0.7038   -0.0817   -1.5773   -1.4671    0.2053   -0.7931   -1.6201   -0.1737   -0.7762   -0.3063   -0.8771    1.5134   -0.4611   -0.0649
   -0.1910    0.0246   -0.3511    0.0097    0.3160   -0.0693    0.2270   -0.0783   -0.1626   -0.3478    0.2765    0.4179    0.0727   -0.0314   -0.1798   -0.0583    0.1375   -0.1876    0.2518    0.2137    0.1497    0.0395    0.2859   -0.0905    0.4325   -0.2012    0.0388   -0.1441   -0.1431   -0.0249   -0.2200    0.0860   -0.2076    0.0132    0.1737
   -0.0415   -0.0059   -0.0753   -0.1477   -0.1621   -0.1762    0.2164    0.1710   -0.0610   -0.1402    0.1452    0.2890    0.2872   -0.2616   -0.4204   -0.2831   -0.1901    0.0036    0.0781   -0.0826    0.1588   -0.2782    0.2510   -0.1069   -0.2692    0.2306    0.2521    0.0306    0.2524   -0.4218    0.2478    0.2343   -0.1031    0.1037    0.1598
    1.1848    1.6142   -0.1352    0.5774    0.5491    0.0103    0.0209    0.7219   -0.8643   -0.5578    1.3595    1.5385    1.0015    0.7416   -0.4342    0.2279    0.5667    1.1589    0.7100    0.1823    0.4171    0.7051    0.0794    1.3267    1.2659    0.3197    0.3947    0.3436   -0.1415    0.6607    1.0071    0.7726   -0.2840    0.8801    0.0848
    0.2486   -0.2920   -0.0004    0.2806    0.2987   -0.2709    0.1473   -0.2580   -0.0499   -0.0755    0.2000    0.1535   -0.0285   -0.0520   -0.2523   -0.2505   -0.0437   -0.2323    0.2023    0.2061   -0.1365    0.0744    0.0344   -0.2891    0.2341   -0.1556    0.1459    0.2533   -0.0583    0.0243   -0.2949   -0.1530    0.1546   -0.0340   -0.1562
   -0.0516    0.0640    0.1824   -0.0675   -0.2065   -0.0052   -0.1682   -0.1520    0.0060    0.0450    0.0813   -0.0234    0.0657    0.3219   -0.1871    0.0658   -0.2103    0.0060   -0.2831   -0.1811   -0.0988    0.2378   -0.0761    0.1714   -0.1596   -0.0011    0.0609    0.4003    0.3687   -0.2879    0.0910    0.0604   -0.2222   -0.2735   -0.1155
   -0.6192   -0.7804   -0.0506   -0.4205   -0.2584   -0.2020   -0.0008    0.0534    1.0185   -0.0307   -0.0539   -0.2020    0.0368   -0.1847    0.0886   -0.4086   -0.4648   -0.3785    0.1542   -0.5176   -0.3207    0.1893   -0.0313   -0.5297   -0.1261   -0.2749   -0.6152   -0.5914   -0.3089    0.2432   -0.3955   -0.1711    0.1710   -0.4477    0.0718
    0.5049   -0.1362   -0.2218    0.1637   -0.1282   -0.1008    0.1445    0.4527   -0.4887    0.0503    0.1453    0.1316   -0.3311   -0.1081   -0.7699    0.4062   -0.1105   -0.0855    0.0630   -0.1469   -0.2533    0.3976    0.0418    0.5294    0.3982    0.1027   -0.0973   -0.1282    0.2491    0.0425    0.0533    0.1578   -0.8403   -0.0535   -0.0048
    1.1109   -0.0466    0.4044    0.6366    0.1863    0.5660    0.2839    0.8793   -0.5497    0.0057    0.3468    0.0980    0.3364    0.4669    0.1466    0.7883   -0.1743    0.4444    0.4535    0.1521    0.7476    0.2246    0.4473    0.2829    0.8881    0.4666    0.6334    0.3105    0.9571    0.2808    0.6483    0.1180   -0.4558    1.2486    0.2453
      ⋮

Mdl.LayerBiases{2}

ans = 20×1

    0.6147
    0.1891
   -0.2767
   -0.2977
    1.3655
    0.0347
    0.1509
   -0.4839
   -0.3960
    0.9248
      ⋮

The final fully connected layer has two outputs, one for each class in the response variable. The number of layer outputs corresponds to the first dimension of the layer weights and layer biases.

size(Mdl.LayerWeights{end})

ans = 1×2

     2    20

size(Mdl.LayerBiases{end})

ans = 1×2

     2     1

To estimate the performance of the trained classifier, compute the test set classification error for Mdl.

testError = loss(Mdl,XTest,YTest, ...
    "LossFun","classiferror")

testError = 
0.0774

accuracy = 1 - testError

accuracy = 
0.9226

Mdl accurately classifies approximately 92% of the observations in the test set.

Stop Neural Network Training Early Using Validation Data

At each iteration of the training process, compute the validation loss of the neural network. Stop the training process early if the validation loss reaches a reasonable minimum.

Load the patients data set. Create a table from the data set. Each row corresponds to one patient, and each column corresponds to a diagnostic variable. Use the Smoker variable as the response variable, and the rest of the variables as predictors.

load patients
tbl = table(Diastolic,Systolic,Gender,Height,Weight,Age,Smoker);

Separate the data into a training set tblTrain and a validation set tblValidation by using a stratified holdout partition. The software reserves approximately 30% of the observations for the validation data set and uses the rest of the observations for the training data set.

rng("default") % For reproducibility of the partition
c = cvpartition(tbl.Smoker,"Holdout",0.30);
trainingIndices = training(c);
validationIndices = test(c);
tblTrain = tbl(trainingIndices,:);
tblValidation = tbl(validationIndices,:);

Train a neural network classifier by using the training set. Specify the Smoker column of tblTrain as the response variable. Evaluate the model at each iteration by using the validation set. Specify to display the training information at each iteration by using the Verbose name-value argument. By default, the training process ends early if the validation cross-entropy loss is greater than or equal to the minimum validation cross-entropy loss computed so far, six times in a row. To change the number of times the validation loss is allowed to be greater than or equal to the minimum, specify the ValidationPatience name-value argument.

Mdl = fitcnet(tblTrain,"Smoker", ...
    "ValidationData",tblValidation, ...
    "Verbose",1);

|==========================================================================================|
| Iteration  | Train Loss | Gradient   | Step       | Iteration  | Validation | Validation |
|            |            |            |            | Time (sec) | Loss       | Checks     |
|==========================================================================================|
|           1|    2.602935|   26.866935|    0.262009|    0.101347|    2.793048|           0|
|           2|    1.470816|   42.594723|    0.058323|    0.016188|    1.247046|           0|
|           3|    1.299292|   25.854432|    0.034910|    0.012528|    1.507857|           1|
|           4|    0.710465|   11.629107|    0.013616|    0.015844|    0.889157|           0|
|           5|    0.647783|    2.561740|    0.005753|    0.023551|    0.766728|           0|
|           6|    0.645541|    0.681579|    0.001000|    0.010194|    0.776072|           1|
|           7|    0.639611|    1.544692|    0.007013|    0.009124|    0.776320|           2|
|           8|    0.604189|    5.045676|    0.064190|    0.000389|    0.744919|           0|
|           9|    0.565364|    5.851552|    0.068845|    0.000471|    0.694226|           0|
|          10|    0.391994|    8.377717|    0.560480|    0.000886|    0.425466|           0|
|==========================================================================================|
| Iteration  | Train Loss | Gradient   | Step       | Iteration  | Validation | Validation |
|            |            |            |            | Time (sec) | Loss       | Checks     |
|==========================================================================================|
|          11|    0.383843|    0.630246|    0.110270|    0.001120|    0.428487|           1|
|          12|    0.369289|    2.404750|    0.084395|    0.000751|    0.405728|           0|
|          13|    0.357839|    6.220679|    0.199197|    0.000426|    0.378480|           0|
|          14|    0.344974|    2.752717|    0.029013|    0.000428|    0.367279|           0|
|          15|    0.333747|    0.711398|    0.074513|    0.016375|    0.348499|           0|
|          16|    0.327763|    0.804818|    0.122178|    0.000470|    0.330237|           0|
|          17|    0.327702|    0.778169|    0.009810|    0.000380|    0.329095|           0|
|          18|    0.327277|    0.020615|    0.004377|    0.000956|    0.329141|           1|
|          19|    0.327273|    0.010018|    0.003313|    0.000528|    0.328773|           0|
|          20|    0.327268|    0.019497|    0.000805|    0.002642|    0.328831|           1|
|==========================================================================================|
| Iteration  | Train Loss | Gradient   | Step       | Iteration  | Validation | Validation |
|            |            |            |            | Time (sec) | Loss       | Checks     |
|==========================================================================================|
|          21|    0.327228|    0.113983|    0.005397|    0.000385|    0.329085|           2|
|          22|    0.327138|    0.240166|    0.012159|    0.000369|    0.329406|           3|
|          23|    0.326865|    0.428912|    0.036841|    0.000418|    0.329952|           4|
|          24|    0.325797|    0.255227|    0.139585|    0.000351|    0.331246|           5|
|          25|    0.325181|    0.758050|    0.135868|    0.001571|    0.332035|           6|
|==========================================================================================|

Create a plot that compares the training cross-entropy loss and the validation cross-entropy loss at each iteration. By default, fitcnet stores the loss information inside the TrainingHistory property of the object Mdl. You can access this information by using dot notation.

iteration = Mdl.TrainingHistory.Iteration;
trainLosses = Mdl.TrainingHistory.TrainingLoss;
valLosses = Mdl.TrainingHistory.ValidationLoss;

plot(iteration,trainLosses,iteration,valLosses)
legend(["Training","Validation"])
xlabel("Iteration")
ylabel("Cross-Entropy Loss")

Check the iteration that corresponds to the minimum validation loss. The final returned model Mdl is the model trained at this iteration.

[~,minIdx] = min(valLosses);
iteration(minIdx)

ans = 
19

Find Good Regularization Strength for Neural Network Using Cross-Validation

Assess the cross-validation loss of neural network models with different regularization strengths, and choose the regularization strength corresponding to the best performing model.

Read the sample file CreditRating_Historical.dat into a table. The predictor data consists of financial ratios and industry sector information for a list of corporate customers. The response variable consists of credit ratings assigned by a rating agency. Preview the first few rows of the data set.

creditrating = readtable("CreditRating_Historical.dat");
head(creditrating)

     ID      WC_TA     RE_TA     EBIT_TA    MVE_BVTD    S_TA     Industry    Rating 
    _____    ______    ______    _______    ________    _____    ________    _______

    62394     0.013     0.104     0.036      0.447      0.142        3       {'BB' }
    48608     0.232     0.335     0.062      1.969      0.281        8       {'A'  }
    42444     0.311     0.367     0.074      1.935      0.366        1       {'A'  }
    48631     0.194     0.263     0.062      1.017      0.228        4       {'BBB'}
    43768     0.121     0.413     0.057      3.647      0.466       12       {'AAA'}
    39255    -0.117    -0.799      0.01      0.179      0.082        4       {'CCC'}
    62236     0.087     0.158     0.049      0.816      0.324        2       {'BBB'}
    39354     0.005     0.181     0.034      2.597      0.388        7       {'AA' }

Because each value in the ID variable is a unique customer ID, that is, length(unique(creditrating.ID)) is equal to the number of observations in creditrating, the ID variable is a poor predictor. Remove the ID variable from the table, and convert the Industry variable to a categorical variable.

creditrating = removevars(creditrating,"ID");
creditrating.Industry = categorical(creditrating.Industry);

Convert the Rating response variable to a categorical variable.

creditrating.Rating = categorical(creditrating.Rating, ...
    ["AAA","AA","A","BBB","BB","B","CCC"]);

Create a cvpartition object for stratified 5-fold cross-validation. cvp partitions the data into five folds, where each fold has roughly the same proportions of different credit ratings. Set the random seed to the default value for reproducibility of the partition.

rng("default")
cvp = cvpartition(creditrating.Rating,"KFold",5);

Compute the cross-validation classification error for neural network classifiers with different regularization strengths. Try regularization strengths on the order of 1/n, where n is the number of observations. Specify to standardize the data before training the neural network models.

1/size(creditrating,1)

ans = 2.5432e-04

lambda = (0:0.5:5)*1e-4;
cvloss = zeros(length(lambda),1);

for i = 1:length(lambda)
    cvMdl = fitcnet(creditrating,"Rating","Lambda",lambda(i), ...
        "CVPartition",cvp,"Standardize",true);
    cvloss(i) = kfoldLoss(cvMdl,"LossFun","classiferror");
end

Plot the results. Find the regularization strength corresponding to the lowest cross-validation classification error.

plot(lambda,cvloss)
xlabel("Regularization Strength")
ylabel("Cross-Validation Loss")

[~,idx] = min(cvloss);
bestLambda = lambda(idx)

bestLambda = 5.0000e-05

Train a neural network classifier using the bestLambda regularization strength.

Mdl = fitcnet(creditrating,"Rating","Lambda",bestLambda, ...
    "Standardize",true)

Mdl = 
  ClassificationNeuralNetwork
           PredictorNames: {'WC_TA'  'RE_TA'  'EBIT_TA'  'MVE_BVTD'  'S_TA'  'Industry'}
             ResponseName: 'Rating'
    CategoricalPredictors: 6
               ClassNames: [AAA    AA    A    BBB    BB    B    CCC]
           ScoreTransform: 'none'
          NumObservations: 3932
               LayerSizes: 10
              Activations: 'relu'
    OutputLayerActivation: 'softmax'
                   Solver: 'LBFGS'
          ConvergenceInfo: [1×1 struct]
          TrainingHistory: [1000×7 table]


  Properties, Methods

Improve Neural Network Classifier Using OptimizeHyperparameters

Train a neural network classifier using the OptimizeHyperparameters argument to improve the resulting classifier. Using this argument causes fitcnet to minimize cross-validation loss over some problem hyperparameters using Bayesian optimization.

Read the sample file CreditRating_Historical.dat into a table. The predictor data consists of financial ratios and industry sector information for a list of corporate customers. The response variable consists of credit ratings assigned by a rating agency. Preview the first few rows of the data set.

creditrating = readtable("CreditRating_Historical.dat");
head(creditrating)

     ID      WC_TA     RE_TA     EBIT_TA    MVE_BVTD    S_TA     Industry    Rating 
    _____    ______    ______    _______    ________    _____    ________    _______

    62394     0.013     0.104     0.036      0.447      0.142        3       {'BB' }
    48608     0.232     0.335     0.062      1.969      0.281        8       {'A'  }
    42444     0.311     0.367     0.074      1.935      0.366        1       {'A'  }
    48631     0.194     0.263     0.062      1.017      0.228        4       {'BBB'}
    43768     0.121     0.413     0.057      3.647      0.466       12       {'AAA'}
    39255    -0.117    -0.799      0.01      0.179      0.082        4       {'CCC'}
    62236     0.087     0.158     0.049      0.816      0.324        2       {'BBB'}
    39354     0.005     0.181     0.034      2.597      0.388        7       {'AA' }

Because each value in the ID variable is a unique customer ID, that is, length(unique(creditrating.ID)) is equal to the number of observations in creditrating, the ID variable is a poor predictor. Remove the ID variable from the table, and convert the Industry variable to a categorical variable.

creditrating = removevars(creditrating,"ID");
creditrating.Industry = categorical(creditrating.Industry);

Convert the Rating response variable to a categorical variable.

creditrating.Rating = categorical(creditrating.Rating, ...
    ["AAA","AA","A","BBB","BB","B","CCC"]);

Partition the data into training and test sets. Use approximately 80% of the observations to train a neural network model, and 20% of the observations to test the performance of the trained model on new data. Use cvpartition to partition the data.

rng("default") % For reproducibility of the partition
c = cvpartition(creditrating.Rating,"Holdout",0.20);
trainingIndices = training(c); % Indices for the training set
testIndices = test(c); % Indices for the test set
creditTrain = creditrating(trainingIndices,:);
creditTest = creditrating(testIndices,:);

Train a neural network classifier by passing the training data creditTrain to the fitcnet function, and include the OptimizeHyperparameters argument. For reproducibility, set the AcquisitionFunctionName to "expected-improvement-plus" in a HyperparameterOptimizationOptions structure. To attempt to get a better solution, set the number of optimization steps to 100 instead of the default 30. fitcnet performs Bayesian optimization by default. To use grid search or random search, set the Optimizer field in HyperparameterOptimizationOptions.

rng("default") % For reproducibility
Mdl = fitcnet(creditTrain,"Rating","OptimizeHyperparameters","auto", ...
    "HyperparameterOptimizationOptions", ...
    struct("AcquisitionFunctionName","expected-improvement-plus", ...
    "MaxObjectiveEvaluations",100))

|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|    1 | Best   |     0.55944 |      0.6624 |     0.55944 |     0.55944 |         none |         true |      0.05834 |  3                    |
|    2 | Best   |     0.21297 |      10.953 |     0.21297 |     0.22674 |         relu |         true |   5.0811e-08 | [  1  25]             |
|    3 | Accept |     0.74189 |     0.51791 |     0.21297 |     0.21333 |      sigmoid |         true |      0.57986 |  126                  |
|    4 | Accept |      0.4501 |     0.65455 |     0.21297 |     0.21319 |         tanh |        false |     0.018683 |  10                   |
|    5 | Accept |     0.45359 |      7.4426 |     0.21297 |     0.21318 |         relu |         true |   0.00037859 | [ 44   1   2]         |
|    6 | Accept |     0.30896 |      72.623 |     0.21297 |     0.21303 |         relu |         true |   4.0364e-09 | [175 183]             |
|    7 | Accept |     0.21424 |      7.0269 |     0.21297 |     0.21364 |         relu |         true |   4.1256e-08 |  1                    |
|    8 | Accept |     0.74189 |     0.19974 |     0.21297 |     0.21254 |         tanh |        false |      0.37071 | [ 10   3   3]         |
|    9 | Accept |     0.21774 |      10.829 |     0.21297 |     0.21352 |         relu |         true |   1.6265e-06 | [  3   5]             |
|   10 | Best   |     0.21265 |      9.6793 |     0.21265 |     0.21274 |         relu |         true |   9.6739e-05 | [  1   3   6]         |
|   11 | Accept |     0.74189 |     0.15813 |     0.21265 |     0.21218 |         relu |         true |       1.4153 |  27                   |
|   12 | Best   |     0.20947 |      7.8527 |     0.20947 |     0.20948 |         relu |         true |   4.7245e-07 | [  2   3   6]         |
|   13 | Accept |     0.23268 |      9.5702 |     0.20947 |     0.20952 |         tanh |        false |   3.4777e-08 |  10                   |
|   14 | Accept |     0.22441 |      13.989 |     0.20947 |     0.20952 |         tanh |        false |   1.4574e-05 | [ 11   2   9]         |
|   15 | Accept |     0.26732 |      69.975 |     0.20947 |     0.20954 |         tanh |        false |   3.6034e-07 | [291  10]             |
|   16 | Accept |     0.23427 |      7.0366 |     0.20947 |     0.20954 |         relu |        false |   3.2585e-09 |  1                    |
|   17 | Accept |     0.21488 |      26.038 |     0.20947 |     0.20954 |         relu |        false |   8.2337e-06 | [  1   2  93]         |
|   18 | Accept |     0.26224 |      47.701 |     0.20947 |     0.20955 |         relu |        false |   2.4128e-07 | [274   1]             |
|   19 | Accept |     0.74189 |     0.20321 |     0.20947 |     0.20955 |         relu |        false |     0.060533 | [  8   3]             |
|   20 | Accept |     0.43643 |      7.7327 |     0.20947 |     0.20949 |         relu |        false |    2.558e-07 | [  1  17   2]         |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   21 | Accept |     0.50858 |      4.0815 |     0.20947 |     0.20949 |         relu |        false |     0.017314 | [  8  82  93]         |
|   22 | Accept |     0.49714 |      8.0331 |     0.20947 |     0.20946 |         tanh |        false |     0.014033 | [225  17   9]         |
|   23 | Accept |     0.28608 |      82.071 |     0.20947 |     0.20947 |         relu |        false |   1.4036e-07 | [263  14 275]         |
|   24 | Accept |     0.26891 |      55.681 |     0.20947 |     0.19753 |         relu |        false |   2.9418e-05 | [135  11 192]         |
|   25 | Accept |     0.25175 |      69.479 |     0.20947 |     0.20948 |         relu |         true |   3.0659e-06 | [  5 150 186]         |
|   26 | Accept |     0.27018 |      45.668 |     0.20947 |     0.20144 |         relu |        false |   3.1943e-09 | [261   4]             |
|   27 | Accept |     0.22568 |      32.734 |     0.20947 |     0.20943 |         relu |         true |   1.1294e-06 | [  9   1 147]         |
|   28 | Accept |     0.21392 |      7.9387 |     0.20947 |     0.20941 |         tanh |        false |   8.9536e-07 |  1                    |
|   29 | Accept |     0.21901 |      51.491 |     0.20947 |     0.20937 |         tanh |        false |   1.2889e-07 | [  3   2 197]         |
|   30 | Accept |     0.21519 |       12.24 |     0.20947 |     0.20934 |         relu |        false |   0.00035024 | [  1  36   9]         |
|   31 | Accept |      0.2775 |      3.8553 |     0.20947 |     0.20934 |         tanh |        false |    0.0002159 | [  1   2]             |
|   32 | Accept |     0.21615 |      11.204 |     0.20947 |     0.20932 |         relu |        false |   4.3753e-05 | [  1  23   5]         |
|   33 | Accept |     0.21647 |      56.854 |     0.20947 |     0.20931 |         tanh |        false |   3.4689e-09 | [  1 268   4]         |
|   34 | Accept |     0.27463 |      53.603 |     0.20947 |     0.20937 |         relu |        false |   2.2259e-06 | [286  34]             |
|   35 | Accept |      0.3042 |      46.781 |     0.20947 |     0.20933 |         relu |         true |   1.1227e-07 |  281                  |
|   36 | Accept |     0.42912 |      29.189 |     0.20947 |     0.20939 |         relu |        false |   0.00076968 | [284   2   8]         |
|   37 | Accept |     0.21488 |      10.309 |     0.20947 |     0.20939 |         tanh |         true |   4.0099e-09 | [  1   3   4]         |
|   38 | Accept |     0.21774 |      7.3039 |     0.20947 |     0.20939 |         tanh |         true |   2.7818e-06 |  1                    |
|   39 | Accept |     0.30896 |      99.307 |     0.20947 |     0.20939 |         tanh |         true |   1.7536e-07 | [292   9 158]         |
|   40 | Accept |     0.52066 |      10.635 |     0.20947 |     0.20939 |         tanh |         true |    0.0096088 | [  1 161  24]         |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   41 | Accept |     0.21392 |      7.3746 |     0.20947 |     0.20939 |         tanh |         true |   3.5001e-08 |  1                    |
|   42 | Accept |     0.21742 |       11.47 |     0.20947 |      0.2094 |      sigmoid |        false |   3.5109e-09 | [  1  19]             |
|   43 | Accept |     0.25652 |      71.051 |     0.20947 |     0.20939 |      sigmoid |        false |   1.7677e-07 | [297   2]             |
|   44 | Accept |      0.2136 |      81.345 |     0.20947 |     0.20939 |      sigmoid |        false |   1.0104e-05 | [  1  95 272]         |
|   45 | Accept |     0.21488 |      7.9797 |     0.20947 |     0.20939 |      sigmoid |        false |   4.9812e-07 |  1                    |
|   46 | Accept |     0.74189 |     0.19233 |     0.20947 |     0.20938 |      sigmoid |        false |     0.014036 |  1                    |
|   47 | Accept |      0.2206 |      98.161 |     0.20947 |     0.20948 |      sigmoid |        false |   1.6413e-07 | [  4 144 271]         |
|   48 | Accept |     0.21551 |      56.403 |     0.20947 |     0.20938 |         tanh |         true |   5.3046e-08 | [  1 263]             |
|   49 | Accept |     0.21869 |      52.317 |     0.20947 |     0.20931 |         relu |        false |   0.00012348 | [  1  20 297]         |
|   50 | Accept |     0.24793 |      68.619 |     0.20947 |     0.20931 |      sigmoid |        false |   3.3564e-09 | [288   1  24]         |
|   51 | Accept |     0.24412 |      49.246 |     0.20947 |      0.2093 |      sigmoid |        false |   4.5434e-06 | [ 50  20 166]         |
|   52 | Accept |     0.21488 |      4.5457 |     0.20947 |     0.20931 |         none |        false |   7.8998e-09 | [  1   5]             |
|   53 | Accept |     0.22028 |      31.073 |     0.20947 |     0.20931 |         none |        false |   1.5483e-07 | [132  41  15]         |
|   54 | Accept |     0.22028 |      37.148 |     0.20947 |     0.20931 |         none |        false |    5.909e-09 | [271  16]             |
|   55 | Accept |     0.21615 |      3.7849 |     0.20947 |     0.20931 |         none |        false |   5.9842e-06 |  1                    |
|   56 | Accept |     0.21456 |      4.6696 |     0.20947 |     0.20931 |         none |        false |   2.9016e-07 |  1                    |
|   57 | Accept |     0.21615 |       39.25 |     0.20947 |     0.20932 |         none |        false |    0.0002184 | [246 194]             |
|   58 | Accept |      0.2206 |      23.229 |     0.20947 |     0.20931 |         none |        false |   1.1092e-05 |  277                  |
|   59 | Accept |      0.3007 |     0.58966 |     0.20947 |      0.2093 |         none |        false |    0.0048807 | [  1   3]             |
|   60 | Accept |     0.22155 |      1.3952 |     0.20947 |     0.20947 |         none |        false |   9.8985e-05 |  1                    |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   61 | Accept |     0.21996 |      20.233 |     0.20947 |     0.20931 |         none |         true |   3.1814e-09 | [297  16]             |
|   62 | Accept |     0.21488 |      1.8467 |     0.20947 |     0.20947 |         none |         true |   6.7267e-08 | [  1   7  13]         |
|   63 | Accept |     0.22028 |      63.616 |     0.20947 |     0.20932 |         none |         true |   3.7479e-07 | [227 157]             |
|   64 | Accept |     0.21964 |      81.089 |     0.20947 |     0.20947 |         none |         true |   3.3729e-08 | [236 263 240]         |
|   65 | Accept |       0.226 |        58.8 |     0.20947 |     0.20947 |      sigmoid |         true |   3.2435e-09 | [  3 268  16]         |
|   66 | Accept |     0.28512 |      62.087 |     0.20947 |     0.20947 |      sigmoid |         true |   1.6061e-07 | [293   1]             |
|   67 | Accept |     0.74189 |     0.39413 |     0.20947 |     0.20947 |         none |        false |       31.159 | [292  12]             |
|   68 | Accept |     0.30833 |      56.986 |     0.20947 |     0.20947 |      sigmoid |         true |   3.2135e-09 |  285                  |
|   69 | Accept |      0.2206 |      4.3217 |     0.20947 |     0.20927 |         relu |         true |   1.3908e-05 |  1                    |
|   70 | Accept |     0.21519 |      47.818 |     0.20947 |     0.20935 |      sigmoid |         true |    3.634e-08 | [  1 221  16]         |
|   71 | Accept |     0.21488 |      4.2978 |     0.20947 |     0.20935 |         none |         true |   4.2772e-09 | [  1  15 116]         |
|   72 | Accept |     0.22123 |      35.165 |     0.20947 |     0.20929 |         none |        false |    1.772e-05 | [  6 270]             |
|   73 | Accept |     0.21488 |      17.014 |     0.20947 |     0.20926 |         none |         true |   5.6831e-06 | [  1 123]             |
|   74 | Accept |     0.21964 |      16.494 |     0.20947 |     0.20929 |         none |         true |    1.584e-05 |  278                  |
|   75 | Accept |     0.21424 |      10.535 |     0.20947 |     0.20929 |      sigmoid |         true |   4.1488e-06 | [  1  18]             |
|   76 | Accept |     0.21583 |      15.623 |     0.20947 |      0.2068 |      sigmoid |         true |   5.3271e-07 | [  1   4  45]         |
|   77 | Accept |     0.23045 |      53.687 |     0.20947 |     0.20933 |      sigmoid |         true |    2.799e-05 |  295                  |
|   78 | Accept |     0.21424 |      49.711 |     0.20947 |     0.20927 |      sigmoid |        false |   1.5769e-06 | [  1 290]             |
|   79 | Accept |     0.24317 |      23.256 |     0.20947 |     0.20695 |      sigmoid |         true |   9.9752e-05 | [  1   2  75]         |
|   80 | Accept |     0.74189 |     0.59847 |     0.20947 |     0.20646 |         tanh |         true |       31.477 | [276   1]             |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   81 | Accept |     0.21265 |      8.0742 |     0.20947 |     0.20633 |      sigmoid |        false |   2.3742e-08 |  1                    |
|   82 | Accept |     0.21964 |      10.426 |     0.20947 |     0.20625 |         none |         true |   2.4884e-06 | [ 28  19]             |
|   83 | Accept |     0.22028 |      1.3151 |     0.20947 |      0.2062 |         none |         true |    7.322e-05 |  1                    |
|   84 | Accept |     0.24857 |      61.832 |     0.20947 |     0.20615 |         tanh |        false |   3.2805e-09 | [246   6]             |
|   85 | Accept |     0.26828 |      57.879 |     0.20947 |     0.20612 |         tanh |         true |   3.3231e-05 |  268                  |
|   86 | Accept |      0.2651 |      39.828 |     0.20947 |       0.206 |         tanh |         true |    2.978e-05 | [  1 211   1]         |
|   87 | Accept |     0.22092 |      9.3782 |     0.20947 |     0.20593 |         none |        false |   3.4358e-08 | [  6  10   8]         |
|   88 | Accept |     0.21551 |      9.2736 |     0.20947 |     0.20895 |         relu |         true |   6.6466e-07 | [  1   8]             |
|   89 | Accept |     0.32295 |      8.2648 |     0.20947 |     0.20834 |         relu |         true |   3.6643e-09 | [  1  29   4]         |
|   90 | Accept |     0.21615 |      10.897 |     0.20947 |     0.20844 |         tanh |        false |   5.9606e-06 | [  1   9]             |
|   91 | Accept |     0.21933 |      11.781 |     0.20947 |      0.2083 |         none |        false |   1.1645e-06 | [ 22  50]             |
|   92 | Accept |     0.21805 |      25.108 |     0.20947 |     0.20814 |         none |         true |   0.00017742 | [300  49]             |
|   93 | Accept |     0.21901 |      12.868 |     0.20947 |     0.20803 |         none |         true |   3.8704e-05 | [ 23   9  45]         |
|   94 | Accept |     0.21488 |      8.2557 |     0.20947 |     0.20803 |         none |         true |   5.7435e-07 | [  1   3  25]         |
|   95 | Accept |     0.32517 |      50.563 |     0.20947 |     0.20776 |         tanh |         true |   3.1834e-09 |  274                  |
|   96 | Accept |     0.21488 |      10.904 |     0.20947 |     0.20801 |         tanh |         true |   4.5154e-07 | [  1  16]             |
|   97 | Accept |     0.21392 |       11.16 |     0.20947 |     0.20803 |         none |        false |   3.1889e-09 | [ 15  32   1]         |
|   98 | Accept |     0.21583 |      20.833 |     0.20947 |     0.20983 |         relu |         true |   1.8928e-07 | [  1  61]             |
|   99 | Accept |     0.21329 |      7.1721 |     0.20947 |     0.21001 |      sigmoid |         true |    5.836e-09 |  1                    |
|  100 | Accept |     0.21996 |      3.3651 |     0.20947 |     0.21027 |         none |         true |   1.0486e-08 |  11                   |

__________________________________________________________
Optimization completed.
MaxObjectiveEvaluations of 100 reached.
Total function evaluations: 100
Total elapsed time: 2719.497 seconds
Total objective function evaluation time: 2661.8987

Best observed feasible point:
    Activations    Standardize      Lambda      LayerSizes 
    ___________    ___________    __________    ___________

       relu           true        4.7245e-07    2    3    6

Observed objective function value = 0.20947
Estimated objective function value = 0.21027
Function evaluation time = 7.8527

Best estimated feasible point (according to models):
    Activations    Standardize      Lambda      LayerSizes 
    ___________    ___________    __________    ___________

       relu           true        4.7245e-07    2    3    6

Estimated objective function value = 0.21027
Estimated function evaluation time = 11.1905

Mdl = 
  ClassificationNeuralNetwork
                       PredictorNames: {'WC_TA'  'RE_TA'  'EBIT_TA'  'MVE_BVTD'  'S_TA'  'Industry'}
                         ResponseName: 'Rating'
                CategoricalPredictors: 6
                           ClassNames: [AAA    AA    A    BBB    BB    B    CCC]
                       ScoreTransform: 'none'
                      NumObservations: 3146
    HyperparameterOptimizationResults: [1×1 BayesianOptimization]
                           LayerSizes: [2 3 6]
                          Activations: 'relu'
                OutputLayerActivation: 'softmax'
                               Solver: 'LBFGS'
                      ConvergenceInfo: [1×1 struct]
                      TrainingHistory: [1000×7 table]


  Properties, Methods

Mdl is a trained ClassificationNeuralNetwork classifier. The model corresponds to the best estimated feasible point, as opposed to the best observed feasible point. (For details on this distinction, see bestPoint.) You can use dot notation to access the properties of Mdl. For example, you can specify Mdl.HyperparameterOptimizationResults to get more information about the optimization of the neural network model.

Find the classification accuracy of the model on the test data set. Visualize the results by using a confusion matrix.

modelAccuracy = 1 - loss(Mdl,creditTest,"Rating", ...
    "LossFun","classiferror")

modelAccuracy = 0.8040

confusionchart(creditTest.Rating,predict(Mdl,creditTest))

The model has all predicted classes within one unit of the true classes, meaning all predictions are off by no more than one rating.

Customize Neural Network Classifier Optimization

Train a neural network classifier using the OptimizeHyperparameters argument to improve the resulting classification accuracy. Use the hyperparameters function to specify larger-than-default values for the number of layers used and the layer size range.

Read the sample file CreditRating_Historical.dat into a table. The predictor data consists of financial ratios and industry sector information for a list of corporate customers. The response variable consists of credit ratings assigned by a rating agency.

creditrating = readtable("CreditRating_Historical.dat");

Because each value in the ID variable is a unique customer ID, that is, length(unique(creditrating.ID)) is equal to the number of observations in creditrating, the ID variable is a poor predictor. Remove the ID variable from the table, and convert the Industry variable to a categorical variable.

creditrating = removevars(creditrating,"ID");
creditrating.Industry = categorical(creditrating.Industry);

Convert the Rating response variable to a categorical variable.

creditrating.Rating = categorical(creditrating.Rating, ...
    ["AAA","AA","A","BBB","BB","B","CCC"]);

Partition the data into training and test sets. Use approximately 80% of the observations to train a neural network model, and 20% of the observations to test the performance of the trained model on new data. Use cvpartition to partition the data.

rng("default") % For reproducibility of the partition
c = cvpartition(creditrating.Rating,"Holdout",0.20);
trainingIndices = training(c); % Indices for the training set
testIndices = test(c); % Indices for the test set
creditTrain = creditrating(trainingIndices,:);
creditTest = creditrating(testIndices,:);

List the hyperparameters available for this problem of fitting the Rating response.

params = hyperparameters("fitcnet",creditTrain,"Rating");
for ii = 1:length(params)
    disp(ii);disp(params(ii))
end

     1

  optimizableVariable with properties:

         Name: 'NumLayers'
        Range: [1 3]
         Type: 'integer'
    Transform: 'none'
     Optimize: 1

     2

  optimizableVariable with properties:

         Name: 'Activations'
        Range: {'relu'  'tanh'  'sigmoid'  'none'}
         Type: 'categorical'
    Transform: 'none'
     Optimize: 1

     3

  optimizableVariable with properties:

         Name: 'Standardize'
        Range: {'true'  'false'}
         Type: 'categorical'
    Transform: 'none'
     Optimize: 1

     4

  optimizableVariable with properties:

         Name: 'Lambda'
        Range: [3.1786e-09 31.7864]
         Type: 'real'
    Transform: 'log'
     Optimize: 1

     5

  optimizableVariable with properties:

         Name: 'LayerWeightsInitializer'
        Range: {'glorot'  'he'}
         Type: 'categorical'
    Transform: 'none'
     Optimize: 0

     6

  optimizableVariable with properties:

         Name: 'LayerBiasesInitializer'
        Range: {'zeros'  'ones'}
         Type: 'categorical'
    Transform: 'none'
     Optimize: 0

     7

  optimizableVariable with properties:

         Name: 'Layer_1_Size'
        Range: [1 300]
         Type: 'integer'
    Transform: 'log'
     Optimize: 1

     8

  optimizableVariable with properties:

         Name: 'Layer_2_Size'
        Range: [1 300]
         Type: 'integer'
    Transform: 'log'
     Optimize: 1

     9

  optimizableVariable with properties:

         Name: 'Layer_3_Size'
        Range: [1 300]
         Type: 'integer'
    Transform: 'log'
     Optimize: 1

    10

  optimizableVariable with properties:

         Name: 'Layer_4_Size'
        Range: [1 300]
         Type: 'integer'
    Transform: 'log'
     Optimize: 0

    11

  optimizableVariable with properties:

         Name: 'Layer_5_Size'
        Range: [1 300]
         Type: 'integer'
    Transform: 'log'
     Optimize: 0

To try more layers than the default of 1 through 3, set the range of NumLayers (optimizable variable 1) to its maximum allowable size, [1 5]. Also, set Layer_4_Size and Layer_5_Size (optimizable variables 10 and 11, respectively) to be optimized.

params(1).Range = [1 5];
params(10).Optimize = true;
params(11).Optimize = true;

Set the range of all layer sizes (optimizable variables 7 through 11) to [1 400] instead of the default [1 300].

for ii = 7:11
    params(ii).Range = [1 400];
end

Train a neural network classifier by passing the training data creditTrain to the fitcnet function, and include the OptimizeHyperparameters argument set to params. For reproducibility, set the AcquisitionFunctionName to "expected-improvement-plus" in a HyperparameterOptimizationOptions structure. To attempt to get a better solution, set the number of optimization steps to 100 instead of the default 30.

rng("default") % For reproducibility
Mdl = fitcnet(creditTrain,"Rating","OptimizeHyperparameters",params, ...
    "HyperparameterOptimizationOptions", ...
    struct("AcquisitionFunctionName","expected-improvement-plus", ...
    "MaxObjectiveEvaluations",100))

|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|    1 | Best   |     0.74189 |     0.32605 |     0.74189 |     0.74189 |      sigmoid |         true |      0.68961 | [104   1   5   3   1] |
|    2 | Best   |      0.2225 |      79.214 |      0.2225 |     0.24316 |         relu |         true |   0.00058564 | [ 38 208 162]         |
|    3 | Accept |     0.63891 |      15.162 |      0.2225 |     0.22698 |      sigmoid |         true |   1.9768e-06 | [  1  25   1 287   7] |
|    4 | Best   |     0.21996 |      39.338 |     0.21996 |     0.22345 |         none |        false |   1.3353e-06 |  320                  |
|    5 | Accept |     0.74189 |     0.13266 |     0.21996 |     0.21999 |         relu |         true |       2.7056 | [  1   2   1]         |
|    6 | Accept |     0.29466 |      110.23 |     0.21996 |        0.22 |         relu |         true |   1.0503e-06 | [301  31 400]         |
|    7 | Accept |     0.68722 |      5.3887 |     0.21996 |     0.21999 |         relu |         true |       0.0113 | [ 97   5  56]         |
|    8 | Accept |     0.29116 |      78.242 |     0.21996 |     0.21998 |         relu |         true |   7.5665e-05 | [311  93   3]         |
|    9 | Accept |      0.3007 |      90.496 |     0.21996 |     0.21999 |         relu |         true |   5.6564e-08 | [ 29 375  84]         |
|   10 | Best   |     0.21138 |      84.357 |     0.21138 |     0.21129 |         relu |         true |    0.0002307 | [  1 102 350]         |
|   11 | Accept |     0.74189 |     0.14744 |     0.21138 |      0.2115 |         none |        false |       30.105 |  3                    |
|   12 | Accept |     0.21392 |       7.445 |     0.21138 |     0.21149 |         none |        false |   3.2104e-09 |  3                    |
|   13 | Accept |     0.21233 |      37.435 |     0.21138 |     0.21151 |         none |        false |   4.7078e-08 | [292   2]             |
|   14 | Accept |     0.21488 |       12.59 |     0.21138 |     0.21156 |         none |        false |   6.6064e-08 | [  7   1 227]         |
|   15 | Accept |     0.30642 |      138.77 |     0.21138 |     0.21148 |         relu |         true |   1.5819e-05 | [137 164 319  49]     |
|   16 | Accept |     0.74189 |     0.43973 |     0.21138 |     0.21149 |         relu |         true |      0.54894 | [  1 392  16]         |
|   17 | Accept |     0.22123 |      112.55 |     0.21138 |     0.21153 |         relu |         true |   2.2254e-05 | [  2 385 175]         |
|   18 | Accept |     0.22028 |      111.52 |     0.21138 |     0.21149 |         none |        false |   1.5532e-07 | [ 69  72 218 288]     |
|   19 | Accept |     0.21933 |      74.082 |     0.21138 |     0.21147 |         none |        false |   3.8718e-09 | [ 23 172 251]         |
|   20 | Accept |     0.21964 |       198.9 |     0.21138 |     0.21121 |         none |        false |   2.9122e-06 | [ 61 351 305]         |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   21 | Accept |     0.21837 |      49.152 |     0.21138 |     0.21121 |         none |        false |   8.3868e-05 | [379   2  21  17]     |
|   22 | Accept |     0.21774 |       11.13 |     0.21138 |     0.21514 |         none |        false |   3.7014e-05 | [  1 103]             |
|   23 | Accept |     0.21583 |      30.655 |     0.21138 |     0.21511 |         none |        false |    0.0013675 | [245  11  82 111  25] |
|   24 | Accept |     0.22187 |      47.861 |     0.21138 |      0.2151 |         none |        false |   0.00035852 | [143   7   2   6 399] |
|   25 | Accept |      0.2206 |      7.3635 |     0.21138 |     0.21151 |         none |        false |   1.3924e-08 |  4                    |
|   26 | Accept |     0.22028 |      72.206 |     0.21138 |     0.21133 |         none |        false |   0.00029756 | [ 36 322  65  57   5] |
|   27 | Accept |     0.22028 |      24.303 |     0.21138 |     0.21149 |         none |         true |   3.5432e-09 | [186   7  99]         |
|   28 | Accept |     0.28258 |      287.57 |     0.21138 |     0.21641 |         relu |         true |   0.00015562 | [127 381 376]         |
|   29 | Accept |     0.21964 |      29.214 |     0.21138 |     0.21644 |         none |         true |   1.1567e-07 | [ 24 130 100]         |
|   30 | Accept |     0.21615 |      38.832 |     0.21138 |     0.21645 |         none |         true |   1.3591e-05 | [ 27   2 300]         |
|   31 | Accept |     0.25429 |      8.9728 |     0.21138 |     0.21011 |         none |         true |    0.0011686 | [ 38  21 182  15   1] |
|   32 | Accept |     0.74189 |     0.31341 |     0.21138 |     0.21137 |         none |         true |      0.21395 | [  2  90   1   9  98] |
|   33 | Accept |     0.21392 |      9.1485 |     0.21138 |     0.20991 |         none |         true |   0.00013584 | [  1   8   2  42]     |
|   34 | Accept |     0.21488 |      2.4616 |     0.21138 |     0.20915 |         none |         true |    1.429e-08 | [  1   9   2   3]     |
|   35 | Accept |     0.21488 |      24.297 |     0.21138 |     0.20837 |         none |         true |    1.343e-06 | [  1 267]             |
|   36 | Accept |     0.32168 |      26.448 |     0.21138 |     0.20862 |         relu |        false |   3.5696e-07 | [  1   2  51   9  75] |
|   37 | Accept |     0.29943 |      2.9924 |     0.21138 |     0.20852 |         relu |        false |   0.00015229 |  1                    |
|   38 | Accept |     0.74189 |     0.94839 |     0.21138 |     0.20881 |         relu |        false |     0.063654 | [236 110   6]         |
|   39 | Accept |     0.28671 |      52.298 |     0.21138 |     0.20818 |         relu |        false |   8.8086e-06 | [319  13]             |
|   40 | Accept |      0.2438 |      29.767 |     0.21138 |     0.20839 |      sigmoid |        false |   4.5197e-09 | [ 70  10   7]         |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   41 | Accept |     0.24189 |      64.101 |     0.21138 |     0.20807 |      sigmoid |        false |   2.9475e-07 | [ 57  19 163   6]     |
|   42 | Accept |     0.22282 |      40.946 |     0.21138 |      0.2078 |      sigmoid |        false |   5.2093e-05 | [  1 233]             |
|   43 | Accept |     0.74189 |      1.8331 |     0.21138 |     0.20938 |      sigmoid |        false |    0.0038636 | [337  39   1]         |
|   44 | Accept |     0.22155 |      17.147 |     0.21138 |      0.2091 |      sigmoid |        false |   7.0303e-06 | [  1  11  34   2]     |
|   45 | Accept |     0.21901 |      10.607 |     0.21138 |     0.20932 |         tanh |        false |   7.6416e-08 | [  3   4]             |
|   46 | Accept |     0.21933 |      33.754 |     0.21138 |     0.20899 |         tanh |        false |   2.9788e-06 | [  2   2  67  22]     |
|   47 | Accept |     0.22123 |      91.481 |     0.21138 |     0.20872 |         tanh |        false |   0.00030544 | [368  54]             |
|   48 | Accept |     0.74189 |     0.45871 |     0.21138 |     0.20997 |         tanh |        false |     0.024399 | [  1  60  26]         |
|   49 | Accept |     0.24348 |      153.78 |     0.21138 |     0.21154 |         tanh |        false |      4.2e-05 | [336 169   2   9   2] |
|   50 | Accept |     0.27781 |      151.87 |     0.21138 |     0.21008 |         tanh |        false |   4.7612e-07 | [346 204  20]         |
|   51 | Accept |     0.21488 |      55.554 |     0.21138 |     0.20963 |         tanh |        false |   3.4829e-09 | [  1 232]             |
|   52 | Accept |     0.21488 |      156.21 |     0.21138 |     0.20988 |         tanh |         true |   2.4638e-08 | [  1   7  68 139 362] |
|   53 | Accept |     0.25842 |      54.398 |     0.21138 |     0.20963 |         tanh |         true |    8.926e-07 | [ 11   5 209]         |
|   54 | Accept |     0.26891 |      66.331 |     0.21138 |      0.2093 |         tanh |         true |   3.4368e-09 | [247   4   5  17]     |
|   55 | Accept |     0.21488 |      151.58 |     0.21138 |     0.20932 |         tanh |         true |    0.0005921 | [  1  76 177 312]     |
|   56 | Accept |     0.51335 |      11.191 |     0.21138 |     0.20974 |         tanh |         true |     0.025861 | [398  25]             |
|   57 | Accept |      0.2117 |      11.729 |     0.21138 |      0.2091 |         tanh |         true |   5.6188e-05 | [  2   1  11]         |
|   58 | Accept |     0.28481 |      63.324 |     0.21138 |     0.20906 |         relu |        false |   3.2827e-09 | [383  13  40]         |
|   59 | Accept |      0.2438 |      125.61 |     0.21138 |     0.20878 |         tanh |         true |    0.0001805 | [346  14 292   2]     |
|   60 | Accept |     0.21583 |      8.8331 |     0.21138 |      0.2083 |         tanh |        false |   1.4495e-08 |  1                    |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   61 | Accept |     0.21456 |      40.705 |     0.21138 |     0.20843 |         tanh |        false |   0.00012835 | [  1 135]             |
|   62 | Accept |     0.29085 |      105.56 |     0.21138 |     0.20768 |      sigmoid |        false |   1.7946e-05 | [330  94   1]         |
|   63 | Accept |     0.21424 |      78.388 |     0.21138 |     0.20729 |      sigmoid |        false |   4.1216e-08 | [  1  81   8 284]     |
|   64 | Accept |     0.21456 |      103.52 |     0.21138 |     0.20732 |         none |         true |   0.00016065 | [389   7 221   2 396] |
|   65 | Accept |     0.36332 |     0.83293 |     0.21138 |     0.21536 |         none |        false |    0.0099272 | [  1   9  29]         |
|   66 | Accept |     0.21678 |      64.484 |     0.21138 |      0.2131 |         none |         true |   4.2307e-05 | [154 221   4]         |
|   67 | Accept |     0.25556 |      97.467 |     0.21138 |     0.20741 |         tanh |         true |   7.0323e-08 | [  3  30 384   1]     |
|   68 | Accept |     0.22028 |      45.907 |     0.21138 |     0.20745 |         none |         true |   1.3544e-06 | [363  18]             |
|   69 | Accept |     0.21996 |      21.112 |     0.21138 |     0.20744 |         none |         true |   2.0831e-08 | [350  30]             |
|   70 | Accept |     0.21615 |      57.611 |     0.21138 |     0.20721 |         tanh |         true |    8.562e-06 | [  1  11 200   4  29] |
|   71 | Accept |     0.29784 |      65.684 |     0.21138 |     0.20755 |      sigmoid |         true |   3.1815e-09 |  342                  |
|   72 | Accept |     0.74189 |     0.14283 |     0.21138 |     0.20695 |         tanh |         true |       31.449 |  2                    |
|   73 | Accept |      0.2225 |      11.234 |     0.21138 |     0.21304 |         relu |         true |   3.2834e-09 | [  3   2]             |
|   74 | Accept |     0.31278 |      20.754 |     0.21138 |     0.20495 |         tanh |        false |    1.099e-08 | [ 30  41]             |
|   75 | Accept |     0.21392 |      20.019 |     0.21138 |     0.20461 |         tanh |        false |   3.5172e-07 | [  1  18   8  29]     |
|   76 | Accept |     0.21488 |      44.322 |     0.21138 |     0.21285 |         tanh |         true |    0.0001681 | [  1  64   1  83  21] |
|   77 | Accept |     0.30356 |      31.829 |     0.21138 |     0.20648 |         tanh |         true |   3.2255e-05 | [ 32  25  41  25]     |
|   78 | Accept |     0.21488 |      12.306 |     0.21138 |     0.20648 |         none |        false |   8.7968e-07 | [  1  15  45   8]     |
|   79 | Accept |     0.21265 |      14.523 |     0.21138 |     0.20629 |         tanh |         true |   3.1927e-09 | [  1  20  14]         |
|   80 | Accept |      0.2136 |      17.849 |     0.21138 |      0.2077 |         relu |         true |   0.00022487 | [  1   6   3  38  45] |
|============================================================================================================================================|
| Iter | Eval   | Objective   | Objective   | BestSoFar   | BestSoFar   |  Activations |  Standardize |       Lambda |            LayerSizes |
|      | result |             | runtime     | (observed)  | (estim.)    |              |              |              |                       |
|============================================================================================================================================|
|   81 | Accept |     0.25175 |      86.445 |     0.21138 |     0.20757 |      sigmoid |        false |   2.8027e-08 | [372  14   2]         |
|   82 | Accept |     0.21488 |      3.9545 |     0.21138 |     0.21286 |         none |         true |   3.2854e-09 | [  1   4  98]         |
|   83 | Accept |     0.21933 |      6.6782 |     0.21138 |       0.214 |         none |         true |   7.8092e-05 | [ 32  11]             |
|   84 | Accept |     0.21901 |       255.5 |     0.21138 |     0.21402 |         none |        false |   1.1069e-05 | [246 278 381   6   7] |
|   85 | Accept |     0.21869 |      46.923 |     0.21138 |     0.20835 |         none |         true |   2.5019e-07 | [380   7   5]         |
|   86 | Accept |     0.21424 |      7.6385 |     0.21138 |     0.20716 |         relu |         true |   2.3756e-06 |  1                    |
|   87 | Accept |     0.22155 |      11.623 |     0.21138 |     0.20866 |         tanh |         true |   0.00031371 | [  1  13]             |
|   88 | Accept |     0.74189 |      0.8902 |     0.21138 |     0.20838 |      sigmoid |        false |       30.269 | [  1 214  10 198]     |
|   89 | Accept |     0.28353 |      80.644 |     0.21138 |     0.20816 |      sigmoid |        false |   2.7729e-07 | [  1 239   1   7  88] |
|   90 | Accept |     0.21424 |      75.378 |     0.21138 |     0.20825 |      sigmoid |        false |   6.4753e-09 | [  1   5  40 311]     |
|   91 | Accept |     0.21615 |      52.965 |     0.21138 |     0.20845 |         tanh |        false |   1.1159e-07 | [  1  13 175]         |
|   92 | Accept |     0.21519 |      14.358 |     0.21138 |     0.20859 |         none |        false |   5.6623e-06 | [  1  31  27  24]     |
|   93 | Accept |     0.21297 |      17.457 |     0.21138 |     0.21432 |         tanh |         true |   7.9886e-09 | [  1   7  35]         |
|   94 | Accept |     0.21615 |      43.228 |     0.21138 |     0.20911 |         none |         true |   6.0944e-06 | [  3  61  11  90  83] |
|   95 | Accept |     0.25683 |       11.12 |     0.21138 |     0.20918 |         tanh |        false |   2.8053e-05 | [  1  10   1]         |
|   96 | Accept |     0.32676 |      53.385 |     0.21138 |     0.21405 |         relu |         true |   3.4352e-09 | [315   2   8]         |
|   97 | Accept |     0.21933 |       9.813 |     0.21138 |     0.20966 |         none |        false |   1.5781e-08 |  41                   |
|   98 | Accept |     0.34488 |      72.967 |     0.21138 |     0.20338 |         relu |         true |   3.2814e-09 | [  1  21   2  75 348] |
|   99 | Accept |     0.21583 |      227.25 |     0.21138 |     0.20342 |         none |         true |   1.3976e-08 | [  2 260 237 130 346] |
|  100 | Accept |      0.2136 |      94.144 |     0.21138 |     0.20316 |         tanh |        false |   3.7209e-07 | [  1  42   1   2 359] |

__________________________________________________________
Optimization completed.
MaxObjectiveEvaluations of 100 reached.
Total function evaluations: 100
Total elapsed time: 5308.1522 seconds
Total objective function evaluation time: 5250.0671

Best observed feasible point:
    Activations    Standardize     Lambda        LayerSizes   
    ___________    ___________    _________    _______________

       relu           true        0.0002307    1    102    350

Observed objective function value = 0.21138
Estimated objective function value = 0.20316
Function evaluation time = 84.3573

Best estimated feasible point (according to models):
    Activations    Standardize     Lambda        LayerSizes   
    ___________    ___________    _________    _______________

       relu           true        0.0002307    1    102    350

Estimated objective function value = 0.20316
Estimated function evaluation time = 73.1472

Mdl = 
  ClassificationNeuralNetwork
                       PredictorNames: {'WC_TA'  'RE_TA'  'EBIT_TA'  'MVE_BVTD'  'S_TA'  'Industry'}
                         ResponseName: 'Rating'
                CategoricalPredictors: 6
                           ClassNames: [AAA    AA    A    BBB    BB    B    CCC]
                       ScoreTransform: 'none'
                      NumObservations: 3146
    HyperparameterOptimizationResults: [1×1 BayesianOptimization]
                           LayerSizes: [1 102 350]
                          Activations: 'relu'
                OutputLayerActivation: 'softmax'
                               Solver: 'LBFGS'
                      ConvergenceInfo: [1×1 struct]
                      TrainingHistory: [1000×7 table]


  Properties, Methods

Find the classification accuracy of the model on the test data set. Visualize the results by using a confusion matrix.

testAccuracy = 1 - loss(Mdl,creditTest,"Rating", ...
    "LossFun","classiferror")

testAccuracy = 0.8015

confusionchart(creditTest.Rating,predict(Mdl,creditTest))

The model has all predicted classes within one unit of the true classes, meaning all predictions are off by no more than one rating.

Input Arguments

Tbl — Sample data

table

Sample data used to train the model, specified as a table. Each row of Tbl corresponds to one observation, and each column corresponds to one predictor variable. Optionally, Tbl can contain one additional column for the response variable. Multicolumn variables and cell arrays other than cell arrays of character vectors are not allowed.

• If Tbl contains the response variable, and you want to use all remaining variables in Tbl as predictors, then specify the response variable by using ResponseVarName.

• If Tbl contains the response variable, and you want to use only a subset of the remaining variables in Tbl as predictors, then specify a formula by using formula.

• If Tbl does not contain the response variable, then specify a response variable by using Y. The length of the response variable and the number of rows in Tbl must be equal.

ResponseVarName — Response variable name

name of variable in Tbl

Response variable name, specified as the name of a variable in Tbl.

You must specify ResponseVarName as a character vector or string scalar. For example, if the response variable Y is stored as Tbl.Y, then specify it as "Y". Otherwise, the software treats all columns of Tbl, including Y, as predictors when training the model.

The response variable must be a categorical, character, or string array; a logical or numeric vector; or a cell array of character vectors. If Y is a character array, then each element of the response variable must correspond to one row of the array.

A good practice is to specify the order of the classes by using the ClassNames name-value argument.

Data Types: char | string

formula — Explanatory model of response variable and subset of predictor variables

character vector | string scalar

Explanatory model of the response variable and a subset of the predictor variables, specified as a character vector or string scalar in the form "Y~x1+x2+x3". In this form, Y represents the response variable, and x1, x2, and x3 represent the predictor variables.

To specify a subset of variables in Tbl as predictors for training the model, use a formula. If you specify a formula, then the software does not use any variables in Tbl that do not appear in formula.

The variable names in the formula must be both variable names in Tbl (Tbl.Properties.VariableNames) and valid MATLAB^® identifiers. You can verify the variable names in Tbl by using the isvarname function. If the variable names are not valid, then you can convert them by using the matlab.lang.makeValidName function.

Data Types: char | string

Y — Class labels

numeric vector | categorical vector | logical vector | character array | string array | cell array of character vectors

Class labels used to train the model, specified as a numeric, categorical, or logical vector; a character or string array; or a cell array of character vectors.

• If Y is a character array, then each element of the class labels must correspond to one row of the array.

• The length of Y must be equal to the number of rows in Tbl or X.

• A good practice is to specify the class order by using the ClassNames name-value argument.

Data Types: single | double | categorical | logical | char | string | cell

X — Predictor data

numeric matrix

Predictor data used to train the model, specified as a numeric matrix.

By default, the software treats each row of X as one observation, and each column as one predictor.

The length of Y and the number of observations in X must be equal.

To specify the names of the predictors in the order of their appearance in X, use the PredictorNames name-value argument.

Note

If you orient your predictor matrix so that observations correspond to columns and specify 'ObservationsIn','columns', then you might experience a significant reduction in computation time.

Data Types: single | double

Note

The software treats NaN, empty character vector (''), empty string (""), <missing>, and <undefined> elements as missing values, and removes observations with any of these characteristics:

• Missing value in the response variable (for example, Y or ValidationData{2})

• At least one missing value in a predictor observation (for example, row in X or ValidationData{1})

• NaN value or 0 weight (for example, value in Weights or ValidationData{3})

• Class label with 0 prior probability (value in Prior)

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: fitcnet(X,Y,'LayerSizes',[10 10],'Activations',["relu","tanh"]) specifies to create a neural network with two fully connected layers, each with 10 outputs. The first layer uses a rectified linear unit (ReLU) activation function, and the second uses a hyperbolic tangent activation function.

Neural Network Options

LayerSizes — Sizes of fully connected layers

10 (default) | positive integer vector

Sizes of the fully connected layers in the neural network model, specified as a positive integer vector. The ith element of LayerSizes is the number of outputs in the ith fully connected layer of the neural network model.

LayerSizes does not include the size of the final fully connected layer that uses a softmax activation function. For more information, see Neural Network Structure.

Example: 'LayerSizes',[100 25 10]

Activations — Activation functions for fully connected layers

'relu' (default) | 'tanh' | 'sigmoid' | 'none' | string array | cell array of character vectors

Activation functions for the fully connected layers of the neural network model, specified as a character vector, string scalar, string array, or cell array of character vectors with values from this table.

Value	Description
"relu"	Rectified linear unit (ReLU) function — Performs a threshold operation on each element of the input, where any value less than zero is set to zero, that is, $$f\left(x\right)=\{\begin{array}{cc}x,& x\ge 0\\ 0,& x<0\end{array}$$
"tanh"	Hyperbolic tangent (tanh) function — Applies the tanh function to each input element
"sigmoid"	Sigmoid function — Performs the following operation on each input element: $$f(x)=\frac{1}{1+e^{-x}}$$
"none"	Identity function — Returns each input element without performing any transformation, that is, f(x) = x

• If you specify one activation function only, then Activations is the activation function for every fully connected layer of the neural network model, excluding the final fully connected layer. The activation function for the final fully connected layer is always softmax (see Neural Network Structure).

• If you specify an array of activation functions, then the ith element of Activations is the activation function for the ith layer of the neural network model.

Example: 'Activations','sigmoid'

LayerWeightsInitializer — Function to initialize fully connected layer weights

'glorot' (default) | 'he'

Function to initialize the fully connected layer weights, specified as 'glorot' or 'he'.

Value	Description
'glorot'	Initialize the weights with the Glorot initializer [1] (also known as the Xavier initializer). For each layer, the Glorot initializer independently samples from a uniform distribution with zero mean and variance 2/(I+O), where I is the input size and O is the output size for the layer.
'he'	Initialize the weights with the He initializer [2]. For each layer, the He initializer samples from a normal distribution with zero mean and variance 2/I, where I is the input size for the layer.

Example: 'LayerWeightsInitializer','he'

LayerBiasesInitializer — Type of initial fully connected layer biases

'zeros' (default) | 'ones'

Type of initial fully connected layer biases, specified as 'zeros' or 'ones'.

• If you specify the value 'zeros', then each fully connected layer has an initial bias of 0.

• If you specify the value 'ones', then each fully connected layer has an initial bias of 1.

Example: 'LayerBiasesInitializer','ones'

Data Types: char | string

ObservationsIn — Predictor data observation dimension

"rows" (default) | "columns"

Predictor data observation dimension, specified as "rows" or "columns".

Note

If you orient your predictor matrix so that observations correspond to columns and specify ObservationsIn="columns", then you might experience a significant reduction in computation time. You cannot specify ObservationsIn="columns" for predictor data in a table.

Example: ObservationsIn="columns"

Data Types: char | string

Lambda — Regularization term strength

0 (default) | nonnegative scalar

Regularization term strength, specified as a nonnegative scalar. The software composes the objective function for minimization from the cross-entropy loss function and the ridge (L2) penalty term.

Example: 'Lambda',1e-4

Data Types: single | double

Standardize — Flag to standardize predictor data

false or 0 (default) | true or 1

Flag to standardize the predictor data, specified as a numeric or logical 0 (false) or 1 (true). If you set Standardize to true, then the software centers and scales each numeric predictor variable by the corresponding column mean and standard deviation. The software does not standardize the categorical predictors.

Example: 'Standardize',true

Data Types: single | double | logical

Convergence Control Options

Verbose — Verbosity level

0 (default) | 1

Verbosity level, specified as 0 or 1. The 'Verbose' name-value argument controls the amount of diagnostic information that fitcnet displays at the command line.

Value	Description
0	fitcnet does not display diagnostic information.
1	fitcnet periodically displays diagnostic information.

By default, StoreHistory is set to true and fitcnet stores the diagnostic information inside of Mdl. Use Mdl.TrainingHistory to access the diagnostic information.

Example: 'Verbose',1

Data Types: single | double

VerboseFrequency — Frequency of verbose printing

1 (default) | positive integer scalar

Frequency of verbose printing, which is the number of iterations between printing to the command window, specified as a positive integer scalar. A value of 1 indicates to print diagnostic information at every iteration.

Note

To use this name-value argument, set Verbose to 1.

Example: 'VerboseFrequency',5

Data Types: single | double

StoreHistory — Flag to store training history

true or 1 (default) | false or 0

Flag to store the training history, specified as a numeric or logical 0 (false) or 1 (true). If StoreHistory is set to true, then the software stores diagnostic information inside of Mdl, which you can access by using Mdl.TrainingHistory.

Example: 'StoreHistory',false

Data Types: single | double | logical

InitialStepSize — Initial step size

[] (default) | positive scalar | 'auto'

Initial step size, specified as a positive scalar or 'auto'. By default, fitcnet does not use the initial step size to determine the initial Hessian approximation used in training the model (see Training Solver). However, if you specify an initial step size $${\Vert s_0\Vert }_{\infty }$$, then the initial inverse-Hessian approximation is $$\frac{{\Vert s_0\Vert }_{\infty }}{{\Vert \nabla {ℒ}_0\Vert }_{\infty }}I$$. $$\nabla {ℒ}_0$$ is the initial gradient vector, and $$I$$ is the identity matrix.

To have fitcnet determine an initial step size automatically, specify the value as 'auto'. In this case, the function determines the initial step size by using $${\Vert s_0\Vert }_{\infty }=0.5{\Vert {\eta }_0\Vert }_{\infty }+0.1$$. $$s_0$$ is the initial step vector, and $${\eta }_0$$ is the vector of unconstrained initial weights and biases.

Example: 'InitialStepSize','auto'

Data Types: single | double | char | string

IterationLimit — Maximum number of training iterations

1e3 (default) | positive integer scalar

Maximum number of training iterations, specified as a positive integer scalar.

The software returns a trained model regardless of whether the training routine successfully converges. Mdl.ConvergenceInfo contains convergence information.

Example: 'IterationLimit',1e8

Data Types: single | double

GradientTolerance — Relative gradient tolerance

1e-6 (default) | nonnegative scalar

Relative gradient tolerance, specified as a nonnegative scalar.

Let $${ℒ}_t$$ be the loss function at training iteration t, $$\nabla {ℒ}_t$$ be the gradient of the loss function with respect to the weights and biases at iteration t, and $$\nabla {ℒ}_0$$ be the gradient of the loss function at an initial point. If $$\max \left|\nabla {ℒ}_t\right|\le a\cdot \text{GradientTolerance}$$, where $$a=\max \left(1,\min \left|{ℒ}_t\right|,\max \left|\nabla {ℒ}_0\right|\right)$$, then the training process terminates.

Example: 'GradientTolerance',1e-5

Data Types: single | double

LossTolerance — Loss tolerance

1e-6 (default) | nonnegative scalar

Loss tolerance, specified as a nonnegative scalar.

If the function loss at some iteration is smaller than LossTolerance, then the training process terminates.

Example: 'LossTolerance',1e-8

Data Types: single | double

StepTolerance — Step size tolerance

1e-6 (default) | nonnegative scalar

Step size tolerance, specified as a nonnegative scalar.

If the step size at some iteration is smaller than StepTolerance, then the training process terminates.

Example: 'StepTolerance',1e-4

Data Types: single | double

ValidationData — Validation data for training convergence detection

cell array | table

Validation data for training convergence detection, specified as a cell array or table.

During the training process, the software periodically estimates the validation loss by using ValidationData. If the validation loss increases more than ValidationPatience times in a row, then the software terminates the training.

You can specify ValidationData as a table if you use a table Tbl of predictor data that contains the response variable. In this case, ValidationData must contain the same predictors and response contained in Tbl. The software does not apply weights to observations, even if Tbl contains a vector of weights. To specify weights, you must specify ValidationData as a cell array.

If you specify ValidationData as a cell array, then it must have the following format:

• ValidationData{1} must have the same data type and orientation as the predictor data. That is, if you use a predictor matrix X, then ValidationData{1} must be an m-by-p or p-by-m matrix of predictor data that has the same orientation as X. The predictor variables in the training data X and ValidationData{1} must correspond. Similarly, if you use a predictor table Tbl of predictor data, then ValidationData{1} must be a table containing the same predictor variables contained in Tbl. The number of observations in ValidationData{1} and the predictor data can vary.

• ValidationData{2} must match the data type and format of the response variable, either Y or ResponseVarName. If ValidationData{2} is an array of class labels, then it must have the same number of elements as the number of observations in ValidationData{1}. The set of all distinct labels of ValidationData{2} must be a subset of all distinct labels of Y. If ValidationData{1} is a table, then ValidationData{2} can be the name of the response variable in the table. If you want to use the same ResponseVarName or formula, you can specify ValidationData{2} as [].

• Optionally, you can specify ValidationData{3} as an m-dimensional numeric vector of observation weights or the name of a variable in the table ValidationData{1} that contains observation weights. The software normalizes the weights with the validation data so that they sum to 1.

If you specify ValidationData and want to display the validation loss at the command line, set Verbose to 1.

ValidationFrequency — Number of iterations between validation evaluations

1 (default) | positive integer scalar

Number of iterations between validation evaluations, specified as a positive integer scalar. A value of 1 indicates to evaluate validation metrics at every iteration.

Note

To use this name-value argument, you must specify ValidationData.

Example: 'ValidationFrequency',5

Data Types: single | double

ValidationPatience — Stopping condition for validation evaluations

6 (default) | nonnegative integer scalar

Stopping condition for validation evaluations, specified as a nonnegative integer scalar. The training process stops if the validation loss is greater than or equal to the minimum validation loss computed so far, ValidationPatience times in a row. You can check the Mdl.TrainingHistory table to see the running total of times that the validation loss is greater than or equal to the minimum (Validation Checks).

Example: 'ValidationPatience',10

Data Types: single | double

Other Classification Options

CategoricalPredictors — Categorical predictors list

vector of positive integers | logical vector | character matrix | string array | cell array of character vectors | "all"

Categorical predictors list, specified as one of the values in this table. The descriptions assume that the predictor data has observations in rows and predictors in columns.

Value	Description
Vector of positive integers	Each entry in the vector is an index value indicating that the corresponding predictor is categorical. The index values are between 1 and p, where p is the number of predictors used to train the model. If fitcnet uses a subset of input variables as predictors, then the function indexes the predictors using only the subset. The CategoricalPredictors values do not count any response variable, observation weights variable, or other variable that the function does not use.
Logical vector	A true entry means that the corresponding predictor is categorical. The length of the vector is p.
Character matrix	Each row of the matrix is the name of a predictor variable. The names must match the entries in PredictorNames. Pad the names with extra blanks so each row of the character matrix has the same length.
String array or cell array of character vectors	Each element in the array is the name of a predictor variable. The names must match the entries in PredictorNames.
"all"	All predictors are categorical.

By default, if the predictor data is in a table (Tbl), fitcnet assumes that a variable is categorical if it is a logical vector, categorical vector, character array, string array, or cell array of character vectors. If the predictor data is a matrix (X), fitcnet assumes that all predictors are continuous. To identify any other predictors as categorical predictors, specify them by using the CategoricalPredictors name-value argument.

For the identified categorical predictors, fitcnet creates dummy variables using two different schemes, depending on whether a categorical variable is unordered or ordered. For an unordered categorical variable, fitcnet creates one dummy variable for each level of the categorical variable. For an ordered categorical variable, fitcnet creates one less dummy variable than the number of categories. For details, see Automatic Creation of Dummy Variables.

Example: CategoricalPredictors="all"

Data Types: single | double | logical | char | string | cell

ClassNames — Names of classes to use for training

categorical array | character array | string array | logical vector | numeric vector | cell array of character vectors

Names of classes to use for training, specified as a categorical, character, or string array; a logical or numeric vector; or a cell array of character vectors. ClassNames must have the same data type as the response variable in Tbl or Y.

If ClassNames is a character array, then each element must correspond to one row of the array.

Use ClassNames to:

• Specify the order of the classes during training.

• Specify the order of any input or output argument dimension that corresponds to the class order. For example, use ClassNames to specify the order of the dimensions of Cost or the column order of classification scores returned by predict.

• Select a subset of classes for training. For example, suppose that the set of all distinct class names in Y is ["a","b","c"]. To train the model using observations from classes "a" and "c" only, specify "ClassNames",["a","c"].

The default value for ClassNames is the set of all distinct class names in the response variable in Tbl or Y.

Example: "ClassNames",["b","g"]

Data Types: categorical | char | string | logical | single | double | cell

Cost — Misclassification cost

square matrix | structure array

Since R2023a

Misclassification cost, specified as a square matrix or structure array.

• If you specify a square matrix Cost and the true class of an observation is i, then Cost(i,j) is the cost of classifying a point into class j. That is, rows correspond to the true classes, and columns correspond to the predicted classes. To specify the class order for the corresponding rows and columns of Cost, also set the ClassNames name-value argument.

• If you specify a structure S, then it must have two fields:

  • S.ClassNames, which contains the class names as a variable of the same data type as Y

  • S.ClassificationCosts, which contains the cost matrix with rows and columns ordered as in S.ClassNames

The default value for Cost is ones(K) – eye(K), where K is the number of distinct classes.

Example: "Cost",[0 1; 2 0]

Data Types: single | double | struct

PredictorNames — Predictor variable names

string array of unique names | cell array of unique character vectors

Predictor variable names, specified as a string array of unique names or cell array of unique character vectors. The functionality of PredictorNames depends on the way you supply the training data.

• If you supply X and Y, then you can use PredictorNames to assign names to the predictor variables in X.

  • The order of the names in PredictorNames must correspond to the predictor order in X. Assuming that X has the default orientation, with observations in rows and predictors in columns, PredictorNames{1} is the name of X(:,1), PredictorNames{2} is the name of X(:,2), and so on. Also, size(X,2) and numel(PredictorNames) must be equal.

  • By default, PredictorNames is {'x1','x2',...}.

• If you supply Tbl, then you can use PredictorNames to choose which predictor variables to use in training. That is, fitcnet uses only the predictor variables in PredictorNames and the response variable during training.

  • PredictorNames must be a subset of Tbl.Properties.VariableNames and cannot include the name of the response variable.

  • By default, PredictorNames contains the names of all predictor variables.

  • A good practice is to specify the predictors for training using either PredictorNames or formula, but not both.

Example: PredictorNames=["SepalLength","SepalWidth","PetalLength","PetalWidth"]

Data Types: string | cell

Prior — Prior class probabilities

"empirical" (default) | "uniform" | numeric vector | structure array

Since R2023a

Prior class probabilities, specified as a value in this table.

Value	Description
"empirical"	The class prior probabilities are the class relative frequencies in Y.
"uniform"	All class prior probabilities are equal to 1/K, where K is the number of classes.
numeric vector	Each element is a class prior probability. Order the elements according to Mdl.ClassNames or specify the order using the ClassNames name-value argument. The software normalizes the elements to sum to 1.
structure	A structure S with two fields: S.ClassNames contains the class names as a variable of the same type as Y. S.ClassProbs contains a vector of corresponding prior probabilities. The software normalizes the elements to sum to 1.

Example: "Prior",struct("ClassNames",["b","g"],"ClassProbs",1:2)

Data Types: single | double | char | string | struct

ResponseName — Response variable name

"Y" (default) | character vector | string scalar

Response variable name, specified as a character vector or string scalar.

• If you supply Y, then you can use ResponseName to specify a name for the response variable.

• If you supply ResponseVarName or formula, then you cannot use ResponseName.

Example: ResponseName="response"

Data Types: char | string

ScoreTransform — Score transformation

"none" (default) | "doublelogit" | "invlogit" | "ismax" | "logit" | function handle | ...

Score transformation, specified as a character vector, string scalar, or function handle.

This table summarizes the available character vectors and string scalars.

Value	Description
"doublelogit"	1/(1 + e–2x)
"invlogit"	log(x / (1 – x))
"ismax"	Sets the score for the class with the largest score to 1, and sets the scores for all other classes to 0
"logit"	1/(1 + e–x)
"none" or "identity"	x (no transformation)
"sign"	–1 for x < 0 0 for x = 0 1 for x > 0
"symmetric"	2x – 1
"symmetricismax"	Sets the score for the class with the largest score to 1, and sets the scores for all other classes to –1
"symmetriclogit"	2/(1 + e–x) – 1

For a MATLAB function or a function you define, use its function handle for the score transform. The function handle must accept a matrix (the original scores) and return a matrix of the same size (the transformed scores).

Example: "ScoreTransform","logit"

Data Types: char | string | function_handle

Weights — Observation weights

nonnegative numeric vector | name of variable in Tbl

Observation weights, specified as a nonnegative numeric vector or the name of a variable in Tbl. The software weights each observation in X or Tbl with the corresponding value in Weights. The length of Weights must equal the number of observations in X or Tbl.

If you specify the input data as a table Tbl, then Weights can be the name of a variable in Tbl that contains a numeric vector. In this case, you must specify Weights as a character vector or string scalar. For example, if the weights vector W is stored as Tbl.W, then specify it as 'W'. Otherwise, the software treats all columns of Tbl, including W, as predictors or the response variable when training the model.

By default, Weights is ones(n,1), where n is the number of observations in X or Tbl.

The software normalizes Weights to sum to the value of the prior probability in the respective class.

Data Types: single | double | char | string

Note

You cannot use any cross-validation name-value argument together with the OptimizeHyperparameters name-value argument. You can modify the cross-validation for OptimizeHyperparameters only by using the HyperparameterOptimizationOptions name-value argument.

Cross-Validation Options

CrossVal — Flag to train cross-validated classifier

'off' (default) | 'on'

Flag to train a cross-validated classifier, specified as 'on' or 'off'.

If you specify 'on', then the software trains a cross-validated classifier with 10 folds.

You can override this cross-validation setting using the CVPartition, Holdout, KFold, or Leaveout name-value argument. You can use only one cross-validation name-value argument at a time to create a cross-validated model.

Alternatively, cross-validate later by passing Mdl to crossval.

Example: 'Crossval','on'

Data Types: char | string

CVPartition — Cross-validation partition

[] (default) | cvpartition object

Cross-validation partition, specified as a cvpartition object that specifies the type of cross-validation and the indexing for the training and validation sets.

To create a cross-validated model, you can specify only one of these four name-value arguments: CVPartition, Holdout, KFold, or Leaveout.

Example: Suppose you create a random partition for 5-fold cross-validation on 500 observations by using cvp = cvpartition(500,KFold=5). Then, you can specify the cross-validation partition by setting CVPartition=cvp.

Holdout — Fraction of data for holdout validation

scalar value in the range (0,1)

Fraction of the data used for holdout validation, specified as a scalar value in the range (0,1). If you specify Holdout=p, then the software completes these steps:

1. Randomly select and reserve p*100% of the data as validation data, and train the model using the rest of the data.

2. Store the compact trained model in the Trained property of the cross-validated model.

To create a cross-validated model, you can specify only one of these four name-value arguments: CVPartition, Holdout, KFold, or Leaveout.

Example: Holdout=0.1

Data Types: double | single

KFold — Number of folds

10 (default) | positive integer value greater than 1

Number of folds to use in the cross-validated model, specified as a positive integer value greater than 1. If you specify KFold=k, then the software completes these steps:

1. Randomly partition the data into k sets.

2. For each set, reserve the set as validation data, and train the model using the other k – 1 sets.

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

To create a cross-validated model, you can specify only one of these four name-value arguments: CVPartition, Holdout, KFold, or Leaveout.

Example: KFold=5

Data Types: single | double

Leaveout — Leave-one-out cross-validation flag

"off" (default) | "on"

Leave-one-out cross-validation flag, specified as "on" or "off". If you specify Leaveout="on", then for each of the n observations (where n is the number of observations, excluding missing observations, specified in the NumObservations property of the model), the software completes these steps:

1. Reserve the one observation as validation data, and train the model using the other n – 1 observations.

2. Store the n compact trained models in an n-by-1 cell vector in the Trained property of the cross-validated model.

To create a cross-validated model, you can specify only one of these four name-value arguments: CVPartition, Holdout, KFold, or Leaveout.

Example: Leaveout="on"

Data Types: char | string

Hyperparameter Optimization Options

OptimizeHyperparameters — Parameters to optimize

'none' (default) | 'auto' | 'all' | string array or cell array of eligible parameter names | vector of optimizableVariable objects

Parameters to optimize, specified as one of the following:

• 'none' — Do not optimize.

• 'auto' — Use {'Activations','Lambda','LayerSizes','Standardize'}.

• 'all' — Optimize all eligible parameters.

• String array or cell array of eligible parameter names.

• Vector of optimizableVariable objects, typically the output of hyperparameters.

The optimization attempts to minimize the cross-validation loss (error) for fitcnet by varying the parameters. To control the cross-validation type and other aspects of the optimization, use the HyperparameterOptimizationOptions name-value argument. When you use HyperparameterOptimizationOptions, you can use the (compact) model size instead of the cross-validation loss as the optimization objective by setting the ConstraintType and ConstraintBounds options.

Note

The values of OptimizeHyperparameters override any values you specify using other name-value arguments. For example, setting OptimizeHyperparameters to "auto" causes fitcnet to optimize hyperparameters corresponding to the "auto" option and to ignore any specified values for the hyperparameters.

The eligible parameters for fitcnet are:

• Activations — fitcnet optimizes Activations over the set {'relu','tanh','sigmoid','none'}.

• Lambda — fitcnet optimizes Lambda over continuous values in the range [1e-5,1e5]/NumObservations, where the value is chosen uniformly in the log transformed range.

• LayerBiasesInitializer — fitcnet optimizes LayerBiasesInitializer over the two values {'zeros','ones'}.

• LayerWeightsInitializer — fitcnet optimizes LayerWeightsInitializer over the two values {'glorot','he'}.

• LayerSizes — fitcnet optimizes over the three values 1, 2, and 3 fully connected layers, excluding the final fully connected layer. fitcnet optimizes each fully connected layer separately over 1 through 300 sizes in the layer, sampled on a logarithmic scale.

  Note

  When you use the LayerSizes argument, the iterative display shows the size of each relevant layer. For example, if the current number of fully connected layers is 3, and the three layers are of sizes 10, 79, and 44 respectively, the iterative display shows LayerSizes for that iteration as [10 79 44].

  Note

  To access up to five fully connected layers or a different range of sizes in a layer, use hyperparameters to select the optimizable parameters and ranges.

• Standardize — fitcnet optimizes Standardize over the two values {true,false}.

Set nondefault parameters by passing a vector of optimizableVariable objects that have nondefault values. As an example, this code sets the range of NumLayers to [1 5] and optimizes Layer_4_Size and Layer_5_Size:

load fisheriris
params = hyperparameters('fitcnet',meas,species);
params(1).Range = [1 5];
params(10).Optimize = true;
params(11).Optimize = true;

Pass params as the value of OptimizeHyperparameters. For an example using nondefault parameters, see Customize Neural Network Classifier Optimization.

By default, the iterative display appears at the command line, and plots appear according to the number of hyperparameters in the optimization. For the optimization and plots, the objective function is the misclassification rate. To control the iterative display, set the Verbose option of the HyperparameterOptimizationOptions name-value argument. To control the plots, set the ShowPlots field of the HyperparameterOptimizationOptions name-value argument.

For an example, see Improve Neural Network Classifier Using OptimizeHyperparameters.

Example: 'OptimizeHyperparameters','auto'

HyperparameterOptimizationOptions — Options for optimization

HyperparameterOptimizationOptions object | structure

Options for optimization, specified as a HyperparameterOptimizationOptions object or a structure. This argument modifies the effect of the OptimizeHyperparameters name-value argument. If you specify HyperparameterOptimizationOptions, you must also specify OptimizeHyperparameters. All the options are optional. However, you must set ConstraintBounds and ConstraintType to return AggregateOptimizationResults. The options that you can set in a structure are the same as those in the HyperparameterOptimizationOptions object.

Option	Values	Default
Optimizer	"bayesopt" — Use Bayesian optimization. Internally, this setting calls bayesopt. "gridsearch" — Use grid search with NumGridDivisions values per dimension. "gridsearch" searches in a random order, using uniform sampling without replacement from the grid. After optimization, you can get a table in grid order by using the command sortrows(Mdl.HyperparameterOptimizationResults). "randomsearch" — Search at random among MaxObjectiveEvaluations points.	"bayesopt"
ConstraintBounds	Constraint bounds for N optimization problems, specified as an N-by-2 numeric matrix or []. The columns of ConstraintBounds contain the lower and upper bound values of the optimization problems. If you specify ConstraintBounds as a numeric vector, the software assigns the values to the second column of ConstraintBounds, and zeros to the first column. If you specify ConstraintBounds, you must also specify ConstraintType.	[]
ConstraintTarget	Constraint target for the optimization problems, specified as "matlab" or "coder". If ConstraintBounds and ConstraintType are [] and you set ConstraintTarget, then the software sets ConstraintTarget to []. The values of ConstraintTarget and ConstraintType determine the objective and constraint functions. For more information, see HyperparameterOptimizationOptions.	If you specify ConstraintBounds and ConstraintType, then the default value is "matlab". Otherwise, the default value is [].
ConstraintType	Constraint type for the optimization problems, specified as "size" or "loss". If you specify ConstraintType, you must also specify ConstraintBounds. The values of ConstraintTarget and ConstraintType determine the objective and constraint functions. For more information, see HyperparameterOptimizationOptions.	[]
AcquisitionFunctionName	Type of acquisition function: "expected-improvement-per-second-plus" "expected-improvement" "expected-improvement-plus" "expected-improvement-per-second" "lower-confidence-bound" "probability-of-improvement" Acquisition functions whose names include per-second do not yield reproducible results, because the optimization depends on the run time of the objective function. Acquisition functions whose names include plus modify their behavior when they overexploit an area. For more details, see Acquisition Function Types.	"expected-improvement-per-second-plus"
MaxObjectiveEvaluations	Maximum number of objective function evaluations. If you specify multiple optimization problems using ConstraintBounds, the value of MaxObjectiveEvaluations applies to each optimization problem individually.	30 for "bayesopt" and "randomsearch", and the entire grid for "gridsearch"
MaxTime	Time limit for the optimization, specified as a nonnegative real scalar. The time limit is in seconds, as measured by tic and toc. The software performs at least one optimization iteration, regardless of the value of MaxTime. The run time can exceed MaxTime because MaxTime does not interrupt function evaluations. If you specify multiple optimization problems using ConstraintBounds, the time limit applies to each optimization problem individually.	Inf
NumGridDivisions	For Optimizer="gridsearch", the number of values in each dimension. The value can be a vector of positive integers giving the number of values for each dimension, or a scalar that applies to all dimensions. This option is ignored for categorical variables.	10
ShowPlots	Logical value indicating whether to show plots of the optimization progress. If this option is true, the software plots the best observed objective function value against the iteration number. If you use Bayesian optimization (Optimizer="bayesopt"), then the software also plots the best estimated objective function value. The best observed objective function values and best estimated objective function values correspond to the values in the BestSoFar (observed) and BestSoFar (estim.) columns of the iterative display, respectively. You can find these values in the properties ObjectiveMinimumTrace and EstimatedObjectiveMinimumTrace of Mdl.HyperparameterOptimizationResults. If the problem includes one or two optimization parameters for Bayesian optimization, then ShowPlots also plots a model of the objective function against the parameters.	true
SaveIntermediateResults	Logical value indicating whether to save the optimization results. If this option is true, the software overwrites a workspace variable named "BayesoptResults" at each iteration. The variable is a BayesianOptimization object. If you specify multiple optimization problems using ConstraintBounds, the workspace variable is an AggregateBayesianOptimization object named "AggregateBayesoptResults".	false
Verbose	Display level at the command line: 0 — No iterative display 1 — Iterative display 2 — Iterative display with additional information For details, see the bayesopt Verbose name-value argument and the example Optimize Classifier Fit Using Bayesian Optimization.	1
UseParallel	Logical value indicating whether to run the Bayesian optimization in parallel, which requires Parallel Computing Toolbox™. Due to the nonreproducibility of parallel timing, parallel Bayesian optimization does not necessarily yield reproducible results. For details, see Parallel Bayesian Optimization.	false
Repartition	Logical value indicating whether to repartition the cross-validation at every iteration. If this option is false, the optimizer uses a single partition for the optimization. A value of true usually gives the most robust results because this setting takes partitioning noise into account. However, for optimal results, true requires at least twice as many function evaluations.	false
Specify only one of the following three options.
CVPartition	cvpartition object created by cvpartition	Kfold=5 if you do not specify a cross-validation option
Holdout	Scalar in the range (0,1) representing the holdout fraction
Kfold	Integer greater than 1

Example: HyperparameterOptimizationOptions=struct(UseParallel=true)

Output Arguments

Mdl — Trained neural network classifier

ClassificationNeuralNetwork model object | ClassificationPartitionedModel model object

Trained neural network classifier, returned as a ClassificationNeuralNetwork or ClassificationPartitionedModel model object.

If you set any of the name-value arguments CrossVal, CVPartition, Holdout, KFold, or Leaveout, then Mdl is a ClassificationPartitionedModel model object. Otherwise, Mdl is a ClassificationNeuralNetwork model object.

To reference properties of Mdl, use dot notation.

If you specify OptimizeHyperparameters and set the ConstraintType and ConstraintBounds options of HyperparameterOptimizationOptions, then Mdl is an N-by-1 cell array of model objects, where N is equal to the number of rows in ConstraintBounds. If none of the optimization problems yields a feasible model, then each cell array value is [].

AggregateOptimizationResults — Aggregate optimization results

AggregateBayesianOptimization object

Aggregate optimization results for multiple optimization problems, returned as an AggregateBayesianOptimization object. To return AggregateOptimizationResults, you must specify OptimizeHyperparameters and HyperparameterOptimizationOptions. You must also specify the ConstraintType and ConstraintBounds options of HyperparameterOptimizationOptions. For an example that shows how to produce this output, see Hyperparameter Optimization with Multiple Constraint Bounds.

More About

Neural Network Structure

The default neural network classifier has the following layer structure.

Structure	Description
	Input — This layer corresponds to the predictor data in Tbl or X.
	First fully connected layer — This layer has 10 outputs by default. You can widen the layer or add more fully connected layers to the network by specifying the LayerSizes name-value argument. You can find the weights and biases for this layer in the Mdl.LayerWeights{1} and Mdl.LayerBiases{1} properties of Mdl, respectively.
	ReLU activation function — fitcnet applies this activation function to the first fully connected layer. You can change the activation function by specifying the Activations name-value argument.
	Final fully connected layer — This layer has K outputs, where K is the number of classes in the response variable. You can find the weights and biases for this layer in the Mdl.LayerWeights{end} and Mdl.LayerBiases{end} properties of Mdl, respectively.
	Softmax function (for both binary and multiclass classification) — fitcnet applies this activation function to the final fully connected layer. The function takes each input xi and returns the following, where K is the number of classes in the response variable: $$f(x_i)=\frac{\exp (x_i)}{{\displaystyle \sum _{j=1}^K\exp (x_j)}}.$$ The results correspond to the predicted classification scores (or posterior probabilities).
	Output — This layer corresponds to the predicted class labels.

For an example that shows how a neural network classifier with this layer structure returns predictions, see Predict Using Layer Structure of Neural Network Classifier.

Tips

• Always try to standardize the numeric predictors (see Standardize). Standardization makes predictors insensitive to the scales on which they are measured.

• After training a model, you can generate C/C++ code that predicts labels for new data. Generating C/C++ code requires MATLAB Coder™. For details, see Introduction to Code Generation.

Algorithms

Training Solver

fitcnet uses a limited-memory Broyden-Fletcher-Goldfarb-Shanno quasi-Newton algorithm (LBFGS) [3] as its loss function minimization technique, where the software minimizes the cross-entropy loss. The LBFGS solver uses a standard line-search method with an approximation to the Hessian.

Cost, Prior, and Weights

• If you specify the Cost, Prior, and Weights name-value arguments, the output model object stores the specified values in the Cost, Prior, and W properties, respectively. The Cost property stores the user-specified cost matrix as is. The Prior and W properties store the prior probabilities and observation weights, respectively, after normalization. For details, see Misclassification Cost Matrix, Prior Probabilities, and Observation Weights.

• The software uses the Cost property for prediction, but not training. Therefore, Cost is not read-only; you can change the property value by using dot notation after creating the trained model.

References

[1] Glorot, Xavier, and Yoshua Bengio. “Understanding the difficulty of training deep feedforward neural networks.” In Proceedings of the thirteenth international conference on artificial intelligence and statistics, pp. 249–256. 2010.

[2] He, Kaiming, Xiangyu Zhang, Shaoqing Ren, and Jian Sun. “Delving deep into rectifiers: Surpassing human-level performance on imagenet classification.” In Proceedings of the IEEE international conference on computer vision, pp. 1026–1034. 2015.

[3] Nocedal, J. and S. J. Wright. Numerical Optimization, 2nd ed., New York: Springer, 2006.

Extended Capabilities

Automatic Parallel Support

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

To perform parallel hyperparameter optimization, use the UseParallel=true option in the HyperparameterOptimizationOptions name-value argument in the call to the fitcnet function.

For more information on parallel hyperparameter optimization, see Parallel Bayesian Optimization.

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

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™. (since R2024b)

• fitcnet fits the model on a GPU if one of the following applies:

  • The input argument X is a gpuArray object.

  • The input argument Tbl contains gpuArray predictor variables.

For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Version History

Introduced in R2021a

R2024b: Specify gpuArray inputs (requires Parallel Computing Toolbox)

fitcnet now supports GPU arrays.

R2023a: Neural network classifiers support misclassification costs and prior probabilities

fitcnet supports misclassification costs and prior probabilities for neural network classifiers. Specify the Cost and Prior name-value arguments when you create a model. Alternatively, you can specify misclassification costs after training a model by using dot notation to change the Cost property value of the model.

Mdl.Cost = [0 2; 1 0];