remove_collinear_columns

  • Available in: GLM
  • Hyperparameter: no

Description

Collinear columns can cause problems during model fitting. The preferred way to deal with collinearity (and the default H2O behavior) is to add regularization. (See the Regularization topic for more information.) However, if you want a non-regularized solution, you can choose to automatically remove collinear columns by enabling the remove_collinear_columns option.

This option can only be used when solver=IRLSM and with no regularization (lambda=0). If enabled, H2O will automatically remove columns when it detects collinearlity. The columns that are removed depend on the order of the columns in the vector of coefficients (intercepts first, then categorical variables ordered by cardinality from largest to smallest, and then numbers).

Example

library(h2o)
h2o.init()
# import the airlines dataset:
# This dataset is used to classify whether a flight will be delayed 'YES' or not "NO"
# original data can be found at http://www.transtats.bts.gov/
airlines <-  h2o.importFile("http://s3.amazonaws.com/h2o-public-test-data/smalldata/airlines/allyears2k_headers.zip")

# convert columns to factors
airlines["Year"] <- as.factor(airlines["Year"])
airlines["Month"] <- as.factor(airlines["Month"])
airlines["DayOfWeek"] <- as.factor(airlines["DayOfWeek"])
airlines["Cancelled"] <- as.factor(airlines["Cancelled"])
airlines['FlightNum'] <- as.factor(airlines['FlightNum'])

# set the predictor names and the response column name
predictors <- c("Origin", "Dest", "Year", "UniqueCarrier", "DayOfWeek", "Month", "Distance", "FlightNum")
response <- "IsDepDelayed"

# split into train and validation
airlines.splits <- h2o.splitFrame(data =  airlines, ratios = .8)
train <- airlines.splits[[1]]
valid <- airlines.splits[[2]]

# try using the `remove_collinear_columns` parameter:
# must be used with lambda = 0
airlines.glm <- h2o.glm(family = 'binomial', x = predictors, y = response, training_frame = train,
                        validation_frame = valid, remove_collinear_columns = TRUE, lambda = 0)

# print the auc for the validation data
print(h2o.auc(airlines.glm, valid = TRUE))

import h2o
from h2o.estimators.glm import H2OGeneralizedLinearEstimator
h2o.init()

# import the airlines dataset:
# This dataset is used to classify whether a flight will be delayed 'YES' or not "NO"
# original data can be found at http://www.transtats.bts.gov/
airlines= h2o.import_file("https://s3.amazonaws.com/h2o-public-test-data/smalldata/airlines/allyears2k_headers.zip")

# convert columns to factors
airlines["Year"]= airlines["Year"].asfactor()
airlines["Month"]= airlines["Month"].asfactor()
airlines["DayOfWeek"] = airlines["DayOfWeek"].asfactor()
airlines["Cancelled"] = airlines["Cancelled"].asfactor()
airlines['FlightNum'] = airlines['FlightNum'].asfactor()

# set the predictor names and the response column name
predictors = ["Origin", "Dest", "Year", "UniqueCarrier", "DayOfWeek", "Month", "Distance", "FlightNum"]
response = "IsDepDelayed"

# split into train and validation sets
train, valid= airlines.split_frame(ratios = [.8])

# try using the `remove_collinear_columns` parameter:
# must be used with lambda_ = 0
# initialize your estimator
airlines_glm = H2OGeneralizedLinearEstimator(family = 'binomial', lambda_ = 0,
                                             remove_collinear_columns = True)

# then train your model
airlines_glm.train(x = predictors, y = response, training_frame = train, validation_frame = valid)

# print the auc for the validation data
print(airlines_glm.auc(valid=True))