Source code for h2o.model.regression

# -*- encoding: utf-8 -*-
from __future__ import absolute_import, division, print_function, unicode_literals

from h2o.model.model_base import ModelBase
from h2o.utils.compatibility import *  # NOQA
from h2o.utils.shared_utils import _colmean


[docs]class H2ORegressionModel(ModelBase): def _make_model(self): return H2ORegressionModel()
[docs] def plot(self, timestep="AUTO", metric="AUTO", **kwargs): """ Plots training set (and validation set if available) scoring history for an H2ORegressionModel. The timestep and metric arguments are restricted to what is available in its scoring history. :param timestep: A unit of measurement for the x-axis. :param metric: A unit of measurement for the y-axis. :returns: A scoring history plot. """ if self._model_json["algo"] in ("deeplearning", "deepwater", "drf", "gbm"): if metric == "AUTO": metric = "rmse" elif metric not in ("rmse", "deviance", "mae"): raise ValueError("metric for H2ORegressionModel must be one of: AUTO, rmse, deviance, or mae") self._plot(timestep=timestep, metric=metric, **kwargs)
def _mean_var(frame, weights=None): """ Compute the (weighted) mean and variance. :param frame: Single column H2OFrame :param weights: optional weights column :returns: The (weighted) mean and variance """ return _colmean(frame), frame.var()
[docs]def h2o_mean_absolute_error(y_actual, y_predicted, weights=None): """ Mean absolute error regression loss. :param y_actual: H2OFrame of actual response. :param y_predicted: H2OFrame of predicted response. :param weights: (Optional) sample weights :returns: mean absolute error loss (best is 0.0). """ ModelBase._check_targets(y_actual, y_predicted) return _colmean((y_predicted - y_actual).abs())
[docs]def h2o_mean_squared_error(y_actual, y_predicted, weights=None): """ Mean squared error regression loss :param y_actual: H2OFrame of actual response. :param y_predicted: H2OFrame of predicted response. :param weights: (Optional) sample weights :returns: mean squared error loss (best is 0.0). """ ModelBase._check_targets(y_actual, y_predicted) return _colmean((y_predicted - y_actual) ** 2)
[docs]def h2o_median_absolute_error(y_actual, y_predicted): """ Median absolute error regression loss :param y_actual: H2OFrame of actual response. :param y_predicted: H2OFrame of predicted response. :returns: median absolute error loss (best is 0.0) """ ModelBase._check_targets(y_actual, y_predicted) return (y_predicted - y_actual).abs().median()
[docs]def h2o_explained_variance_score(y_actual, y_predicted, weights=None): """ Explained variance regression score function. :param y_actual: H2OFrame of actual response. :param y_predicted: H2OFrame of predicted response. :param weights: (Optional) sample weights :returns: the explained variance score. """ ModelBase._check_targets(y_actual, y_predicted) _, numerator = _mean_var(y_actual - y_predicted, weights) _, denominator = _mean_var(y_actual, weights) if denominator == 0.0: return 1. if numerator == 0 else 0. # 0/0 => 1, otherwise, 0 return 1 - numerator / denominator
[docs]def h2o_r2_score(y_actual, y_predicted, weights=1.): """ R-squared (coefficient of determination) regression score function :param y_actual: H2OFrame of actual response. :param y_predicted: H2OFrame of predicted response. :param weights: (Optional) sample weights :returns: R-squared (best is 1.0, lower is worse). """ ModelBase._check_targets(y_actual, y_predicted) numerator = (weights * (y_actual - y_predicted) ** 2).sum() denominator = (weights * (y_actual - _colmean(y_actual)) ** 2).sum() if denominator == 0.0: return 1. if numerator == 0. else 0. # 0/0 => 1, else 0 return 1 - numerator / denominator