calibrate_frame
¶
- Available in: GBM, DRF
- Hyperparameter: no
Description¶
The calibrate_frame
specifies the calibration frame that will be used for Platt scaling. This option is required if calibrate_model is enabled.
Platt scaling transforms the output of a classification model into a probability distribution over classes. It works by fitting a logistic regression model to a classifier’s scores. Platt scaling will generally not affect the ranking of observations. Logloss, however, will generally improve with Platt scaling.
Refer to the following for more information about Platt scaling:
Examples¶
- r
- python
library(h2o)
h2o.init()
# Import the ecology dataset
ecology.hex <- h2o.importFile("https://s3.amazonaws.com/h2o-public-test-data/smalldata/gbm_test/ecology_model.csv")
# Convert response column to a factor
ecology.hex$Angaus <- as.factor(ecology.hex$Angaus)
# Split the dataset into training and calibrating datasets
ecology.split <- h2o.splitFrame(ecology.hex, seed = 12354)
ecology.train <- ecology.split[[1]]
ecology.calib <- ecology.split[[2]]
# Introduce a weight column (artificial non-constant) ONLY to the train set (NOT the calibration one)
weights <- c(0, rep(1, nrow(ecology.train) - 1))
ecology.train$weight <- as.h2o(weights)
# Train an H2O GBM Model with the Calibration dataset
ecology.model <- h2o.gbm(x = 3:13, y = "Angaus", training_frame = ecology.train,
ntrees = 10,
max_depth = 5,
min_rows = 10,
learn_rate = 0.1,
distribution = "multinomial",
weights_column = "weight",
calibrate_model = TRUE,
calibration_frame = ecology.calib
)
predicted <- h2o.predict(ecology.model, ecology.calib)
# View the predictions
predicted
predict p0 p1 cal_p0 cal_p1
1 0 0.9201473 0.07985267 0.9415007 0.05849932
2 0 0.9304295 0.06957048 0.9461329 0.05386715
3 0 0.8742164 0.12578357 0.9159100 0.08408999
4 1 0.4877726 0.51222745 0.2896916 0.71030837
5 1 0.4104012 0.58959878 0.1744277 0.82557230
6 1 0.3476665 0.65233355 0.1102849 0.88971514
[256 rows x 5 columns]