QuadraticDiscriminantAnalysis / Classifier Layer
Quadratic Discriminant Analysis Classification: A classifier with a quadratic decision boundary, generated by fitting class conditional densities to the data and using Bayes’ rule.
Mathematical formulation: where:
- P(x|y) has class-specific covariance matrices
- Each class modeled as Gaussian:
- Results in quadratic decision boundaries
Key characteristics:
- Class-specific covariances
- Quadratic boundaries
- No covariance sharing
- More flexible than LDA
- Higher variance estimator
Advantages:
- Handles non-linear separation
- Class-specific scatter
- Better when variances differ
- Natural probability estimates
- No distribution assumptions between classes
Common applications:
- Medical diagnosis
- Signal classification
- Pattern recognition
- Spectral analysis
- Biometric identification
Outputs:
- Predicted Table: Results with predictions
- Validation Results: Cross-validation metrics
- Test Metric: Hold-out performance
- ROC Curve Data: Classification analysis
- Confusion Matrix: Class predictions
- Feature Importances: Discriminant coefficients
SelectFeatures
[column, ...]Feature column selection for Quadratic Discriminant Analysis:
Data requirements:
-
Statistical assumptions:
- Class-wise Gaussian distribution
- Independent features preferred
- Sufficient samples per class
- Non-singular class covariances
-
Preprocessing needs:
- Standardization recommended
- Outlier treatment important
- Missing value handling
- Feature scaling beneficial
-
Feature considerations:
- Check class-wise correlations
- Monitor feature variance
- Assess discriminative power
- Consider interactions
-
Sample size guidelines:
- n_samples_per_class > n_features
- More samples for stability
- Class-balanced preferred
- Consider dimensionality
-
Quality checks:
- Class-wise distributions
- Covariance stability
- Feature relevance
- Numerical conditioning
Note: If empty, automatically uses all suitable numeric columns except target
SelectTarget
columnTarget column specification for QDA classification:
Requirements:
-
Data structure:
- Categorical labels
- Unique class values
- No missing labels
- Clear class definitions
-
Class characteristics:
- Two or more classes
- Adequate samples per class
- Distinct covariance structures
- Well-defined boundaries
-
Statistical considerations:
- Class-wise normality
- Covariance differences
- Sample size requirements
- Prior probabilities
-
Practical aspects:
- Label encoding
- Class separation
- Error costs
- Prediction goals
-
Validation needs:
- Stratified sampling
- Performance metrics
- Model evaluation
- Generalization assessment
Note: Must be a single column containing class labels
Params
oneofDefault configuration for Quadratic Discriminant Analysis:
Core settings:
-
Covariance estimation:
- No regularization (reg_param = 0.0)
- Class-specific matrices
- Maximum likelihood estimation
-
Numerical parameters:
- Tolerance: 1e-4
- Automatic prior estimation
- Standard precision
-
Memory settings:
- No covariance storage
- Minimal memory usage
- Efficient computation
Best suited for:
- Well-separated classes
- Sufficient samples per class
- Different class variances
- Initial modeling phase
Customizable parameters for Quadratic Discriminant Analysis:
Parameter categories:
-
Regularization control:
- Covariance stability
- Numerical conditioning
- Variance reduction
-
Estimation settings:
- Prior probabilities
- Covariance computation
- Numerical precision
-
Memory management:
- Storage options
- Computation efficiency
- Resource utilization
Trade-offs:
- Stability vs flexibility
- Memory vs computation
- Precision vs generalization
RegParam
f64Covariance regularization parameter:
Mathematical form: where:
- α is reg_param
- Σ is sample covariance
- I is identity matrix
Impact:
- Controls matrix conditioning
- Reduces estimation variance
- Improves numerical stability
- Prevents singularity
Typical values:
- None: 0.0
- Weak: 0.01-0.1
- Moderate: 0.1-0.3
- Strong: 0.3-0.9
Guidelines:
- Increase for small sample sizes
- Adjust for feature correlation
- Monitor performance impact
- Consider class sample sizes
Hyperparameter optimization for Quadratic Discriminant Analysis:
Search space organization:
-
Regularization search:
- Covariance stability
- Numerical robustness
- Model complexity
-
Performance criteria:
- Metric selection
- Evaluation strategy
- Model comparison
Computational impact:
- Time: O(n_params * n_classes * n_features²)
- Memory: O(n_classes * n_features²)
- Storage: O(n_params * n_classes * n_features²)
RegParam
[f64, ...]Regularization parameter search space:
Search strategies:
-
Logarithmic scale:
- [0.0, 0.01, 0.1, 0.3]
- Covers wide range
- Standard approach
-
Fine-grained:
- [0.0, 0.05, 0.1, 0.15, 0.2]
- Detailed exploration
- Precise tuning
-
Problem-specific:
- Small samples: [0.1, 0.3, 0.5]
- Large samples: [0.0, 0.01, 0.1]
Selection impact:
- Model stability
- Prediction accuracy
- Generalization
- Numerical behavior
RefitScore
enumPerformance evaluation metrics for QDA classification:
Purpose:
- Model evaluation
- Performance comparison
- Model selection
- Quality assessment
Selection criteria:
- Class distribution
- Problem objectives
- Error sensitivity
- Application requirements
Native QDA scoring method:
Properties:
- Based on accuracy
- Fast computation
- Standard metric
- Equal error weights
Best for:
- Initial evaluation
- Quick assessment
- Balanced datasets
- General comparison
Standard classification accuracy:
Formula:
Properties:
- Range: [0, 1]
- Intuitive metric
- Equal weighting
- Simple calculation
Best for:
- Balanced classes
- Equal error costs
- Overall performance
- Standard comparison
Class-normalized accuracy score:
Formula:
Properties:
- Range: [0, 1]
- Class-wise normalization
- Imbalance robust
- Fair evaluation
Best for:
- Imbalanced datasets
- Varying class sizes
- Fair comparison
- Minority class focus
Logarithmic loss metric:
Formula:
Properties:
- Range: [0, ∞)
- Probability sensitive
- Penalizes confidence errors
- Information theoretic
Best for:
- Probability estimation
- Confidence assessment
- Risk modeling
- Calibration needs
Area Under ROC Curve score:
Measurement:
Properties:
- Range: [0, 1]
- Threshold invariant
- Ranking quality
- Discrimination power
Best for:
- Binary classification
- Ranking problems
- Threshold optimization
- Performance curves
Split
oneofStandard train-test split configuration optimized for general classification tasks.
Configuration:
- Test size: 20% (0.2)
- Random seed: 98
- Shuffling: Enabled
- Stratification: Based on target distribution
Advantages:
- Preserves class distribution
- Provides reliable validation
- Suitable for most datasets
Best for:
- Medium to large datasets
- Independent observations
- Initial model evaluation
Splitting uses the ShuffleSplit strategy or StratifiedShuffleSplit strategy depending on the field stratified
. Note: If shuffle is false then stratified must be false.
Configurable train-test split parameters for specialized requirements. Allows fine-tuning of data division strategy for specific use cases or constraints.
Use cases:
- Time series data
- Grouped observations
- Specific train/test ratios
- Custom validation schemes
RandomState
u64Random seed for reproducible splits. Ensures:
- Consistent train/test sets
- Reproducible experiments
- Comparable model evaluations
Same seed guarantees identical splits across runs.
Shuffle
boolData shuffling before splitting. Effects:
- true: Randomizes order, better for i.i.d. data
- false: Maintains order, important for time series
When to disable:
- Time dependent data
- Sequential patterns
- Grouped observations
TrainSize
f64Proportion of data for training. Considerations:
- Larger (e.g., 0.8-0.9): Better model learning
- Smaller (e.g., 0.5-0.7): Better validation
Common splits:
- 0.8: Standard (80/20 split)
- 0.7: More validation emphasis
- 0.9: More training emphasis
Stratified
boolMaintain class distribution in splits. Important when:
- Classes are imbalanced
- Small classes present
- Representative splits needed
Requirements:
- Classification tasks only
- Cannot use with shuffle=false
- Sufficient samples per class
Cv
oneofStandard cross-validation configuration using stratified 3-fold splitting.
Configuration:
- Folds: 3
- Method: StratifiedKFold
- Stratification: Preserves class proportions
Advantages:
- Balanced evaluation
- Reasonable computation time
- Good for medium-sized datasets
Limitations:
- May be insufficient for small datasets
- Higher variance than larger fold counts
- May miss some data patterns
Configurable stratified k-fold cross-validation for specific validation requirements.
Features:
- Adjustable fold count with
NFolds
determining the number of splits. - Stratified sampling
- Preserved class distributions
Use cases:
- Small datasets (more folds)
- Large datasets (fewer folds)
- Detailed model evaluation
- Robust performance estimation
NFolds
u32Number of cross-validation folds. Guidelines:
- 3-5: Large datasets, faster training
- 5-10: Standard choice, good balance
- 10+: Small datasets, thorough evaluation
Trade-offs:
- More folds: Better evaluation, slower training
- Fewer folds: Faster training, higher variance
Must be at least 2.
K-fold cross-validation without stratification. Divides data into k consecutive folds for iterative validation.
Process:
- Splits data into k equal parts
- Each fold serves as validation once
- Remaining k-1 folds form training set
Use cases:
- Regression problems
- Large, balanced datasets
- When stratification unnecessary
- Continuous target variables
Limitations:
- May not preserve class distributions
- Less suitable for imbalanced data
- Can create biased splits with ordered data
NSplits
u32Number of folds for cross-validation. Selection guide: Recommended values:
- 5: Standard choice (default)
- 3: Large datasets/quick evaluation
- 10: Thorough evaluation/smaller datasets
Trade-offs:
- Higher values: More thorough, computationally expensive
- Lower values: Faster, potentially higher variance
Must be at least 2 for valid cross-validation.
RandomState
u64Random seed for fold generation when shuffling. Important for:
- Reproducible results
- Consistent fold assignments
- Benchmark comparisons
- Debugging and validation
Set specific value for reproducibility across runs.
Shuffle
boolWhether to shuffle data before splitting into folds. Effects:
- true: Randomized fold composition (recommended)
- false: Sequential splitting
Enable when:
- Data may have ordering
- Better fold independence needed
Disable for:
- Time series data
- Ordered observations
Stratified K-fold cross-validation maintaining class proportions across folds.
Key features:
- Preserves class distribution in each fold
- Handles imbalanced datasets
- Ensures representative splits
Best for:
- Classification problems
- Imbalanced class distributions
- When class proportions matter
Requirements:
- Classification tasks only
- Sufficient samples per class
- Categorical target variable
NSplits
u32Number of stratified folds. Guidelines: Typical values:
- 5: Standard for most cases
- 3: Quick evaluation/large datasets
- 10: Detailed evaluation/smaller datasets
Considerations:
- Must allow sufficient samples per class per fold
- Balance between stability and computation time
- Consider smallest class size when choosing
RandomState
u64Seed for reproducible stratified splits. Ensures:
- Consistent fold assignments
- Reproducible results
- Comparable experiments
- Systematic validation
Fixed seed guarantees identical stratified splits.
Shuffle
boolData shuffling before stratified splitting. Impact:
- true: Randomizes while maintaining stratification
- false: Maintains data order within strata
Use cases:
- true: Independent observations
- false: Grouped or sequential data
Class proportions maintained regardless of setting.
Random permutation cross-validator with independent sampling.
Characteristics:
- Random sampling for each split
- Independent train/test sets
- More flexible than K-fold
- Can have overlapping test sets
Advantages:
- Control over test size
- Fresh splits each iteration
- Good for large datasets
Limitations:
- Some samples might never be tested
- Others might be tested multiple times
- No guarantee of complete coverage
NSplits
u32Number of random splits to perform. Consider: Common values:
- 5: Standard evaluation
- 10: More thorough assessment
- 3: Quick estimates
Trade-offs:
- More splits: Better estimation, longer runtime
- Fewer splits: Faster, less stable estimates
Balance between computation and stability.
RandomState
u64Random seed for reproducible shuffling. Controls:
- Split randomization
- Sample selection
- Result reproducibility
Important for:
- Debugging
- Comparative studies
- Result verification
TestSize
f64Proportion of samples for test set. Guidelines: Common ratios:
- 0.2: Standard (80/20 split)
- 0.25: More validation emphasis
- 0.1: More training data
Considerations:
- Dataset size
- Model complexity
- Validation requirements
It must be between 0.0 and 1.0.
Stratified random permutation cross-validator combining shuffle-split with stratification.
Features:
- Maintains class proportions
- Random sampling within strata
- Independent splits
- Flexible test size
Ideal for:
- Imbalanced datasets
- Large-scale problems
- When class distributions matter
- Flexible validation schemes
NSplits
u32Number of stratified random splits. Guidelines: Recommended values:
- 5: Standard evaluation
- 10: Detailed analysis
- 3: Quick assessment
Consider:
- Sample size per class
- Computational resources
- Stability requirements
RandomState
u64Seed for reproducible stratified sampling. Ensures:
- Consistent class proportions
- Reproducible splits
- Comparable experiments
Critical for:
- Benchmarking
- Research studies
- Quality assurance
TestSize
f64Fraction of samples for stratified test set. Best practices: Common splits:
- 0.2: Balanced evaluation
- 0.3: More thorough testing
- 0.15: Preserve training size
Consider:
- Minority class size
- Overall dataset size
- Validation objectives
It must be between 0.0 and 1.0.
Time Series cross-validator. Provides train/test indices to split time series data samples that are observed at fixed time intervals, in train/test sets. It is a variation of k-fold which returns first k
folds as train set and the k + 1
th fold as test set. Note that unlike standard cross-validation methods, successive training sets are supersets of those that come before them. Also, it adds all surplus data to the first training partition, which is always used to train the model.
Key features:
- Maintains temporal dependence
- Expanding window approach
- Forward-chaining splits
- No future data leakage
Use cases:
- Sequential data
- Financial forecasting
- Temporal predictions
- Time-dependent patterns
Note: Training sets are supersets of previous iterations.
NSplits
u32Number of temporal splits. Considerations: Typical values:
- 5: Standard forward chaining
- 3: Limited historical data
- 10: Long time series
Impact:
- Affects training window growth
- Determines validation points
- Influences computational load
MaxTrainSize
u64Maximum size of training set. Should be strictly less than the number of samples. Applications:
- 0: Use all available past data
- >0: Rolling window of fixed size
Use cases:
- Limit historical relevance
- Control computational cost
- Handle concept drift
- Memory constraints
TestSize
u64Number of samples in each test set. When 0:
- Auto-calculated as n_samples/(n_splits+1)
- Ensures equal-sized test sets
Considerations:
- Forecast horizon
- Validation requirements
- Available future data
Gap
u64Number of samples to exclude from the end of each train set before the test set.Gap between train and test sets. Uses:
- Avoid data leakage
- Model forecast lag
- Buffer periods
Common scenarios:
- 0: Continuous prediction
- >0: Forward gap for realistic evaluation
- Match business forecasting needs