AutoH2oGBMClassifier: AutoH2oGBMClassifier
In AdrianAntico/ModelingTools: AutoQuant

AutoH2oGBMClassifier

R Documentation

AutoH2oGBMClassifier

Description

AutoH2oGBMClassifier is an automated H2O modeling framework with grid-tuning and model evaluation that runs a variety of steps. First, a stratified sampling (by the target variable) is done to create train and validation sets. Then, the function will run a random grid tune over N number of models and find which model is the best (a default model is always included in that set). Once the model is identified and built, several other outputs are generated: validation data with predictions, evaluation plot, evaluation metrics, variable importance, partial dependence calibration plots, and column names used in model fitting.

Usage

AutoH2oGBMClassifier(
  OutputSelection = c("EvalMetrics", "Score_TrainData"),
  data = NULL,
  TrainOnFull = FALSE,
  ValidationData = NULL,
  TestData = NULL,
  TargetColumnName = NULL,
  FeatureColNames = NULL,
  WeightsColumn = NULL,
  MaxMem = {
     gc()
    
    paste0(as.character(floor(as.numeric(system("awk '/MemFree/ {print $2}' /proc/meminfo",
    intern = TRUE))/1e+06)), "G")
 },
  NThreads = max(1L, parallel::detectCores() - 2L),
  model_path = NULL,
  metadata_path = NULL,
  ModelID = "FirstModel",
  NumOfParDepPlots = 3L,
  ReturnModelObjects = TRUE,
  SaveModelObjects = FALSE,
  SaveInfoToPDF = FALSE,
  IfSaveModel = "mojo",
  H2OShutdown = FALSE,
  H2OStartUp = TRUE,
  DebugMode = FALSE,
  GridStrategy = "Cartesian",
  MaxRunTimeSecs = 60 * 60 * 24,
  StoppingRounds = 10,
  MaxModelsInGrid = 2,
  eval_metric = "auc",
  CostMatrixWeights = c(1, 0, 0, 1),
  Trees = 50L,
  GridTune = FALSE,
  LearnRate = 0.1,
  LearnRateAnnealing = 1,
  Distribution = "bernoulli",
  MaxDepth = 20,
  SampleRate = 0.632,
  ColSampleRate = 1,
  ColSampleRatePerTree = 1,
  ColSampleRatePerTreeLevel = 1,
  MinRows = 1,
  NBins = 20,
  NBinsCats = 1024,
  NBinsTopLevel = 1024,
  HistogramType = "AUTO",
  CategoricalEncoding = "AUTO"
)

Arguments

`OutputSelection`	You can select what type of output you want returned. Choose from c("EvalMetrics", "Score_TrainData", "h2o.explain")
`data`	This is your data set for training and testing your model
`TrainOnFull`	Set to TRUE to train on full data
`ValidationData`	This is your holdout data set used in modeling either refine your hyperparameters.
`TestData`	This is your holdout data set. Catboost using both training and validation data in the training process so you should evaluate out of sample performance with this data set.
`TargetColumnName`	Either supply the target column name OR the column number where the target is located (but not mixed types).
`FeatureColNames`	Either supply the feature column names OR the column number where the target is located (but not mixed types)
`WeightsColumn`	Column name of a weights column
`MaxMem`	Set the maximum amount of memory you'd like to dedicate to the model run. E.g. "32G"
`NThreads`	Set to the mamimum amount of threads you want to use for this function
`model_path`	A character string of your path file to where you want your output saved
`metadata_path`	A character string of your path file to where you want your model evaluation output saved. If left NULL, all output will be saved to model_path.
`ModelID`	A character string to name your model and output
`NumOfParDepPlots`	Tell the function the number of partial dependence calibration plots you want to create. Calibration boxplots will only be created for numerical features (not dummy variables)
`ReturnModelObjects`	Set to TRUE to output all modeling objects (E.g. plots and evaluation metrics)
`SaveModelObjects`	Set to TRUE to return all modeling objects to your environment
`SaveInfoToPDF`	Set to TRUE to save modeling information to PDF. If model_path or metadata_path aren't defined then output will be saved to the working directory
`IfSaveModel`	Set to "mojo" to save a mojo file, otherwise "standard" to save a regular H2O model object
`H2OShutdown`	Set to TRUE to shutdown H2O inside the function
`H2OStartUp`	Defaults to TRUE which means H2O will be started inside the function
`DebugMode`	Set to TRUE to get a printout of the steps taken internally
`GridStrategy`	Default "Cartesian"
`MaxRunTimeSecs`	Default 606024
`StoppingRounds`	Number of runs
`MaxModelsInGrid`	Number of models to test from grid options (1080 total possible options)
`eval_metric`	This is the metric used to identify best grid tuned model. Choose from "auc","logloss","aucpr", "lift_top_group","misclassification","mean_per_class_error"
`CostMatrixWeights`	A vector with 4 elements c(True Positive Cost, False Negative Cost, False Positive Cost, True Negative Cost). Default c(1,0,0,1),
`Trees`	The maximum number of trees you want in your models
`GridTune`	Set to TRUE to run a grid tuning procedure. Set a number in MaxModelsInGrid to tell the procedure how many models you want to test.
`LearnRate`	Default 0.10
`LearnRateAnnealing`	Default 1
`Distribution`	Choose from "AUTO", "bernoulli", and "quasibinomial"
`MaxDepth`	Default 20
`SampleRate`	Default 0.632
`ColSampleRate`	Default 1
`ColSampleRatePerTree`	Default 1
`ColSampleRatePerTreeLevel`	Default 1
`MinRows`	Default 1
`NBins`	Default 20
`NBinsCats`	Default 1024
`NBinsTopLevel`	Default 1024
`HistogramType`	Default "AUTO"
`CategoricalEncoding`	Default "AUTO"

Value

Saves to file and returned in list: VariableImportance.csv, Model, ValidationData.csv, EvalutionPlot.png, EvaluationMetrics.csv, ParDepPlots.R a named list of features with partial dependence calibration plots, GridCollect, and GridList

Author(s)

Adrian Antico

Examples

## Not run: 
# Create some dummy correlated data
data <- AutoQuant::FakeDataGenerator(
  Correlation = 0.85,
  N = 1000L,
  ID = 2L,
  ZIP = 0L,
  AddDate = FALSE,
  Classification = TRUE,
  MultiClass = FALSE)

TestModel <- AutoQuant::AutoH2oGBMClassifier(

    # Compute management
    MaxMem = {gc();paste0(as.character(floor(as.numeric(system("awk '/MemFree/ {print $2}' /proc/meminfo", intern=TRUE)) / 1000000)),"G")},
    NThreads = max(1, parallel::detectCores()-2),
    H2OShutdown = TRUE,
    H2OStartUp = TRUE,
    IfSaveModel = "mojo",

    # Model evaluation
    CostMatrixWeights = c(1,0,0,1),
    eval_metric = "auc",
    NumOfParDepPlots = 3,

    # Metadata arguments
    OutputSelection = c("EvalMetrics", "Score_TrainData"),
    model_path = normalizePath("./"),
    metadata_path = file.path(normalizePath("./")),
    ModelID = "FirstModel",
    ReturnModelObjects = TRUE,
    SaveModelObjects = FALSE,
    SaveInfoToPDF = FALSE,
    DebugMode = FALSE,

    # Data arguments
    data = data,
    TrainOnFull = FALSE,
    ValidationData = NULL,
    TestData = NULL,
    TargetColumnName = "Adrian",
    FeatureColNames = names(data)[!names(data) %in% c("IDcol_1", "IDcol_2","Adrian")],
    WeightsColumn = NULL,

    # ML grid tuning args
    GridTune = FALSE,
    GridStrategy = "Cartesian",
    MaxRunTimeSecs = 60*60*24,
    StoppingRounds = 10,
    MaxModelsInGrid = 2,

    # Model args
    Trees = 50,
    LearnRate = 0.10,
    LearnRateAnnealing = 1,
    Distribution = "bernoulli",
    MaxDepth = 20,
    SampleRate = 0.632,
    ColSampleRate = 1,
    ColSampleRatePerTree = 1,
    ColSampleRatePerTreeLevel  = 1,
    MinRows = 1,
    NBins = 20,
    NBinsCats = 1024,
    NBinsTopLevel = 1024,
    HistogramType = "AUTO",
    CategoricalEncoding = "AUTO")

## End(Not run)

AdrianAntico/ModelingTools documentation built on Feb. 1, 2024, 7:33 a.m.