details_boost_tree_spark: Boosted trees via Spark
In parsnip: A Common API to Modeling and Analysis Functions

details_boost_tree_spark

R Documentation

Boosted trees via Spark

Description

sparklyr::ml_gradient_boosted_trees() creates a series of decision trees forming an ensemble. Each tree depends on the results of previous trees. All trees in the ensemble are combined to produce a final prediction.

Details

For this engine, there are multiple modes: classification and regression. However, multiclass classification is not supported yet.

Tuning Parameters

This model has 7 tuning parameters:

tree_depth: Tree Depth (type: integer, default: 5L)
trees: # Trees (type: integer, default: 20L)
learn_rate: Learning Rate (type: double, default: 0.1)
mtry: # Randomly Selected Predictors (type: integer, default: see below)
min_n: Minimal Node Size (type: integer, default: 1L)
loss_reduction: Minimum Loss Reduction (type: double, default: 0.0)
sample_size: # Observations Sampled (type: integer, default: 1.0)

The mtry parameter is related to the number of predictors. The default depends on the model mode. For classification, the square root of the number of predictors is used and for regression, one third of the predictors are sampled.

Translation from parsnip to the original package (regression)

boost_tree(
  mtry = integer(), trees = integer(), min_n = integer(), tree_depth = integer(),
  learn_rate = numeric(), loss_reduction = numeric(), sample_size = numeric()
) %>%
  set_engine("spark") %>%
  set_mode("regression") %>%
  translate()

## Boosted Tree Model Specification (regression)
## 
## Main Arguments:
##   mtry = integer()
##   trees = integer()
##   min_n = integer()
##   tree_depth = integer()
##   learn_rate = numeric()
##   loss_reduction = numeric()
##   sample_size = numeric()
## 
## Computational engine: spark 
## 
## Model fit template:
## sparklyr::ml_gradient_boosted_trees(x = missing_arg(), formula = missing_arg(), 
##     type = "regression", feature_subset_strategy = integer(), 
##     max_iter = integer(), min_instances_per_node = min_rows(integer(0), 
##         x), max_depth = integer(), step_size = numeric(), min_info_gain = numeric(), 
##     subsampling_rate = numeric(), seed = sample.int(10^5, 1))

Translation from parsnip to the original package (classification)

boost_tree(
  mtry = integer(), trees = integer(), min_n = integer(), tree_depth = integer(),
  learn_rate = numeric(), loss_reduction = numeric(), sample_size = numeric()
) %>% 
  set_engine("spark") %>% 
  set_mode("classification") %>% 
  translate()

## Boosted Tree Model Specification (classification)
## 
## Main Arguments:
##   mtry = integer()
##   trees = integer()
##   min_n = integer()
##   tree_depth = integer()
##   learn_rate = numeric()
##   loss_reduction = numeric()
##   sample_size = numeric()
## 
## Computational engine: spark 
## 
## Model fit template:
## sparklyr::ml_gradient_boosted_trees(x = missing_arg(), formula = missing_arg(), 
##     type = "classification", feature_subset_strategy = integer(), 
##     max_iter = integer(), min_instances_per_node = min_rows(integer(0), 
##         x), max_depth = integer(), step_size = numeric(), min_info_gain = numeric(), 
##     subsampling_rate = numeric(), seed = sample.int(10^5, 1))

Preprocessing requirements

This engine does not require any special encoding of the predictors. Categorical predictors can be partitioned into groups of factor levels (e.g. ⁠{a, c}⁠ vs ⁠{b, d}⁠) when splitting at a node. Dummy variables are not required for this model.

Case weights

This model can utilize case weights during model fitting. To use them, see the documentation in case_weights and the examples on tidymodels.org.

The fit() and fit_xy() arguments have arguments called case_weights that expect vectors of case weights.

Note that, for spark engines, the case_weight argument value should be a character string to specify the column with the numeric case weights.

Other details

For models created using the "spark" engine, there are several things to consider.

Only the formula interface to via fit() is available; using fit_xy() will generate an error.
The predictions will always be in a Spark table format. The names will be the same as documented but without the dots.
There is no equivalent to factor columns in Spark tables so class predictions are returned as character columns.
To retain the model object for a new R session (via save()), the model$fit element of the parsnip object should be serialized via ml_save(object$fit) and separately saved to disk. In a new session, the object can be reloaded and reattached to the parsnip object.