R/randomforest.R
Builds a Random Forest model on an H2OFrame.
h2o.randomForest(x, y, training_frame, model_id = NULL, validation_frame = NULL, nfolds = 0, keep_cross_validation_predictions = FALSE, keep_cross_validation_fold_assignment = FALSE, score_each_iteration = FALSE, score_tree_interval = 0, fold_assignment = c("AUTO", "Random", "Modulo", "Stratified"), fold_column = NULL, ignore_const_cols = TRUE, offset_column = NULL, weights_column = NULL, balance_classes = FALSE, class_sampling_factors = NULL, max_after_balance_size = 5, max_hit_ratio_k = 0, ntrees = 50, max_depth = 20, min_rows = 1, nbins = 20, nbins_top_level = 1024, nbins_cats = 1024, r2_stopping = Inf, stopping_rounds = 0, stopping_metric = c("AUTO", "deviance", "logloss", "MSE", "RMSE", "MAE", "RMSLE", "AUC", "lift_top_group", "misclassification", "mean_per_class_error"), stopping_tolerance = 0.001, max_runtime_secs = 0, seed = -1, build_tree_one_node = FALSE, mtries = -1, sample_rate = 0.6320000291, sample_rate_per_class = NULL, binomial_double_trees = FALSE, checkpoint = NULL, col_sample_rate_change_per_level = 1, col_sample_rate_per_tree = 1, min_split_improvement = 1e-05, histogram_type = c("AUTO", "UniformAdaptive", "Random", "QuantilesGlobal", "RoundRobin"), categorical_encoding = c("AUTO", "Enum", "OneHotInternal", "OneHotExplicit", "Binary", "Eigen", "LabelEncoder", "SortByResponse", "EnumLimited"), calibrate_model = FALSE, calibration_frame = NULL, distribution = c("AUTO", "bernoulli", "multinomial", "gaussian", "poisson", "gamma", "tweedie", "laplace", "quantile", "huber"), custom_metric_func = NULL, 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. |
model_id | Destination id for this model; auto-generated if not specified. |
validation_frame | Id of the validation data frame. |
nfolds | Number of folds for K-fold cross-validation (0 to disable or >= 2). Defaults to 0. |
keep_cross_validation_predictions |
|
keep_cross_validation_fold_assignment |
|
score_each_iteration |
|
score_tree_interval | Score the model after every so many trees. Disabled if set to 0. Defaults to 0. |
fold_assignment | Cross-validation fold assignment scheme, if fold_column is not specified. The 'Stratified' option will stratify the folds based on the response variable, for classification problems. Must be one of: "AUTO", "Random", "Modulo", "Stratified". Defaults to AUTO. |
fold_column | Column with cross-validation fold index assignment per observation. |
ignore_const_cols |
|
offset_column | Offset column. This argument is deprecated and has no use for Random Forest. |
weights_column | Column with observation weights. Giving some observation a weight of zero is equivalent to excluding it from the dataset; giving an observation a relative weight of 2 is equivalent to repeating that row twice. Negative weights are not allowed. Note: Weights are per-row observation weights and do not increase the size of the data frame. This is typically the number of times a row is repeated, but non-integer values are supported as well. During training, rows with higher weights matter more, due to the larger loss function pre-factor. |
balance_classes |
|
class_sampling_factors | Desired over/under-sampling ratios per class (in lexicographic order). If not specified, sampling factors will be automatically computed to obtain class balance during training. Requires balance_classes. |
max_after_balance_size | Maximum relative size of the training data after balancing class counts (can be less than 1.0). Requires balance_classes. Defaults to 5.0. |
max_hit_ratio_k | Max. number (top K) of predictions to use for hit ratio computation (for multi-class only, 0 to disable) Defaults to 0. |
ntrees | Number of trees. Defaults to 50. |
max_depth | Maximum tree depth. 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. |
r2_stopping | r2_stopping is no longer supported and will be ignored if set - please use stopping_rounds, stopping_metric and stopping_tolerance instead. Previous version of H2O would stop making trees when the R^2 metric equals or exceeds this Defaults to 1.797693135e+308. |
stopping_rounds | Early stopping based on convergence of stopping_metric. Stop if simple moving average of length k of the stopping_metric does not improve for k:=stopping_rounds scoring events (0 to disable) Defaults to 0. |
stopping_metric | Metric to use for early stopping (AUTO: logloss for classification, deviance for regression) Must be one of: "AUTO", "deviance", "logloss", "MSE", "RMSE", "MAE", "RMSLE", "AUC", "lift_top_group", "misclassification", "mean_per_class_error". Defaults to AUTO. |
stopping_tolerance | Relative tolerance for metric-based stopping criterion (stop if relative improvement is not at least this much) Defaults to 0.001. |
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). |
build_tree_one_node |
|
mtries | Number of variables randomly sampled as candidates at each split. If set to -1, defaults to sqrtp for classification and p/3 for regression (where p is the # of predictors Defaults to -1. |
sample_rate | Row sample rate per tree (from 0.0 to 1.0) Defaults to 0.6320000291. |
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 |
binomial_double_trees |
|
checkpoint | Model checkpoint to resume training with. |
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. |
min_split_improvement | Minimum relative improvement in squared error reduction for a split to happen Defaults to 1e-05. |
histogram_type | What type of histogram to use for finding optimal split points Must be one of: "AUTO", "UniformAdaptive", "Random", "QuantilesGlobal", "RoundRobin". 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. |
calibrate_model |
|
calibration_frame | Calibration frame for Platt Scaling |
distribution | Distribution. This argument is deprecated and has no use for Random Forest. |
custom_metric_func | Reference to custom evaluation function, format: `language:keyName=funcName` |
verbose |
|
Creates a H2OModel object of the right type.
predict.H2OModel
for prediction