View source: R/upliftrandomforest.R
h2o.upliftRandomForest | R Documentation |
Builds a Uplift Random Forest model on an H2OFrame.
h2o.upliftRandomForest(
x,
y,
training_frame,
treatment_column,
model_id = NULL,
validation_frame = NULL,
score_each_iteration = FALSE,
score_tree_interval = 0,
ignore_const_cols = TRUE,
ntrees = 50,
max_depth = 20,
min_rows = 1,
nbins = 20,
nbins_top_level = 1024,
nbins_cats = 1024,
max_runtime_secs = 0,
seed = -1,
mtries = -2,
sample_rate = 0.632,
sample_rate_per_class = NULL,
col_sample_rate_change_per_level = 1,
col_sample_rate_per_tree = 1,
histogram_type = c("AUTO", "UniformAdaptive", "Random", "QuantilesGlobal",
"RoundRobin", "UniformRobust"),
categorical_encoding = c("AUTO", "Enum", "OneHotInternal", "OneHotExplicit", "Binary",
"Eigen", "LabelEncoder", "SortByResponse", "EnumLimited"),
distribution = c("AUTO", "bernoulli", "multinomial", "gaussian", "poisson", "gamma",
"tweedie", "laplace", "quantile", "huber"),
check_constant_response = TRUE,
custom_metric_func = NULL,
uplift_metric = c("AUTO", "KL", "Euclidean", "ChiSquared"),
auuc_type = c("AUTO", "qini", "lift", "gain"),
auuc_nbins = -1,
verbose = FALSE
)
x |
(Optional) A vector containing the names or indices of the predictor variables to use in building the model. If x is missing, then all columns except y are used. |
y |
The name or column index of the response variable in the data. The response must be either a numeric or a categorical/factor variable. If the response is numeric, then a regression model will be trained, otherwise it will train a classification model. |
training_frame |
Id of the training data frame. |
treatment_column |
Define the column which will be used for computing uplift gain to select best split for a tree. The column has to divide the dataset into treatment (value 1) and control (value 0) groups. Defaults to treatment. |
model_id |
Destination id for this model; auto-generated if not specified. |
validation_frame |
Id of the validation data frame. |
score_each_iteration |
|
score_tree_interval |
Score the model after every so many trees. Disabled if set to 0. Defaults to 0. |
ignore_const_cols |
|
ntrees |
Number of trees. Defaults to 50. |
max_depth |
Maximum tree depth (0 for unlimited). Defaults to 20. |
min_rows |
Fewest allowed (weighted) observations in a leaf. Defaults to 1. |
nbins |
For numerical columns (real/int), build a histogram of (at least) this many bins, then split at the best point Defaults to 20. |
nbins_top_level |
For numerical columns (real/int), build a histogram of (at most) this many bins at the root level, then decrease by factor of two per level Defaults to 1024. |
nbins_cats |
For categorical columns (factors), build a histogram of this many bins, then split at the best point. Higher values can lead to more overfitting. Defaults to 1024. |
max_runtime_secs |
Maximum allowed runtime in seconds for model training. Use 0 to disable. Defaults to 0. |
seed |
Seed for random numbers (affects certain parts of the algo that are stochastic and those might or might not be enabled by default). Defaults to -1 (time-based random number). |
mtries |
Number of variables randomly sampled as candidates at each split. If set to -1, defaults to sqrt{p} for classification and p/3 for regression (where p is the # of predictors Defaults to -2. |
sample_rate |
Row sample rate per tree (from 0.0 to 1.0) Defaults to 0.632. |
sample_rate_per_class |
A list of row sample rates per class (relative fraction for each class, from 0.0 to 1.0), for each tree |
col_sample_rate_change_per_level |
Relative change of the column sampling rate for every level (must be > 0.0 and <= 2.0) Defaults to 1. |
col_sample_rate_per_tree |
Column sample rate per tree (from 0.0 to 1.0) Defaults to 1. |
histogram_type |
What type of histogram to use for finding optimal split points Must be one of: "AUTO", "UniformAdaptive", "Random", "QuantilesGlobal", "RoundRobin", "UniformRobust". Defaults to AUTO. |
categorical_encoding |
Encoding scheme for categorical features Must be one of: "AUTO", "Enum", "OneHotInternal", "OneHotExplicit", "Binary", "Eigen", "LabelEncoder", "SortByResponse", "EnumLimited". Defaults to AUTO. |
distribution |
Distribution function Must be one of: "AUTO", "bernoulli", "multinomial", "gaussian", "poisson", "gamma", "tweedie", "laplace", "quantile", "huber". Defaults to AUTO. |
check_constant_response |
|
custom_metric_func |
Reference to custom evaluation function, format: 'language:keyName=funcName' |
uplift_metric |
Divergence metric used to find best split when building an uplift tree. Must be one of: "AUTO", "KL", "Euclidean", "ChiSquared". Defaults to AUTO. |
auuc_type |
Metric used to calculate Area Under Uplift Curve. Must be one of: "AUTO", "qini", "lift", "gain". Defaults to AUTO. |
auuc_nbins |
Number of bins to calculate Area Under Uplift Curve. Defaults to -1. |
verbose |
|
Creates a H2OModel object of the right type.
predict.H2OModel
for prediction
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