Source code for h2o.estimators.gam

#!/usr/bin/env python
# -*- encoding: utf-8 -*-
#
# This file is auto-generated by h2o-3/h2o-bindings/bin/gen_python.py
# Copyright 2016 H2O.ai;  Apache License Version 2.0 (see LICENSE for details)
#

from h2o.utils.metaclass import deprecated_params, deprecated_property
import h2o
from h2o.utils.typechecks import U
from h2o.exceptions import H2OValueError
from h2o.estimators.estimator_base import H2OEstimator
from h2o.exceptions import H2OValueError
from h2o.frame import H2OFrame
from h2o.utils.typechecks import assert_is_type, Enum, numeric


[docs]class H2OGeneralizedAdditiveEstimator(H2OEstimator): """ Generalized Additive Model Fits a generalized additive model, specified by a response variable, a set of predictors, and a description of the error distribution. A subclass of :class:`ModelBase` is returned. The specific subclass depends on the machine learning task at hand (if it's binomial classification, then an H2OBinomialModel is returned, if it's regression then a H2ORegressionModel is returned). The default print-out of the models is shown, but further GAM-specific information can be queried out of the object. Upon completion of the GAM, the resulting object has coefficients, normalized coefficients, residual/null deviance, aic, and a host of model metrics including MSE, AUC (for logistic regression), degrees of freedom, and confusion matrices. """ algo = "gam" supervised_learning = True _options_ = {'model_extensions': ['h2o.model.extensions.ScoringHistoryGLM', 'h2o.model.extensions.Fairness']} @deprecated_params({'Lambda': 'lambda_'}) def __init__(self, model_id=None, # type: Optional[Union[None, str, H2OEstimator]] training_frame=None, # type: Optional[Union[None, str, H2OFrame]] validation_frame=None, # type: Optional[Union[None, str, H2OFrame]] nfolds=0, # type: int seed=-1, # type: int keep_cross_validation_models=True, # type: bool keep_cross_validation_predictions=False, # type: bool keep_cross_validation_fold_assignment=False, # type: bool fold_assignment="auto", # type: Literal["auto", "random", "modulo", "stratified"] fold_column=None, # type: Optional[str] response_column=None, # type: Optional[str] ignored_columns=None, # type: Optional[List[str]] ignore_const_cols=True, # type: bool score_each_iteration=False, # type: bool offset_column=None, # type: Optional[str] weights_column=None, # type: Optional[str] family="auto", # type: Literal["auto", "gaussian", "binomial", "quasibinomial", "ordinal", "multinomial", "poisson", "gamma", "tweedie", "negativebinomial", "fractionalbinomial"] tweedie_variance_power=0.0, # type: float tweedie_link_power=0.0, # type: float theta=0.0, # type: float solver="auto", # type: Literal["auto", "irlsm", "l_bfgs", "coordinate_descent_naive", "coordinate_descent", "gradient_descent_lh", "gradient_descent_sqerr"] alpha=None, # type: Optional[List[float]] lambda_=None, # type: Optional[List[float]] lambda_search=False, # type: bool early_stopping=True, # type: bool nlambdas=-1, # type: int standardize=False, # type: bool missing_values_handling="mean_imputation", # type: Literal["mean_imputation", "skip", "plug_values"] plug_values=None, # type: Optional[Union[None, str, H2OFrame]] compute_p_values=False, # type: bool remove_collinear_columns=False, # type: bool splines_non_negative=None, # type: Optional[List[bool]] intercept=True, # type: bool non_negative=False, # type: bool max_iterations=-1, # type: int objective_epsilon=-1.0, # type: float beta_epsilon=0.0001, # type: float gradient_epsilon=-1.0, # type: float link="family_default", # type: Literal["family_default", "identity", "logit", "log", "inverse", "tweedie", "ologit"] startval=None, # type: Optional[List[float]] prior=-1.0, # type: float cold_start=False, # type: bool lambda_min_ratio=-1.0, # type: float beta_constraints=None, # type: Optional[Union[None, str, H2OFrame]] max_active_predictors=-1, # type: int interactions=None, # type: Optional[List[str]] interaction_pairs=None, # type: Optional[List[tuple]] obj_reg=-1.0, # type: float export_checkpoints_dir=None, # type: Optional[str] stopping_rounds=0, # type: int stopping_metric="auto", # type: Literal["auto", "deviance", "logloss", "mse", "rmse", "mae", "rmsle", "auc", "aucpr", "lift_top_group", "misclassification", "mean_per_class_error", "custom", "custom_increasing"] stopping_tolerance=0.001, # type: float balance_classes=False, # type: bool class_sampling_factors=None, # type: Optional[List[float]] max_after_balance_size=5.0, # type: float max_confusion_matrix_size=20, # type: int max_runtime_secs=0.0, # type: float custom_metric_func=None, # type: Optional[str] num_knots=None, # type: Optional[List[int]] spline_orders=None, # type: Optional[List[int]] knot_ids=None, # type: Optional[List[str]] gam_columns=None, # type: Optional[List[List[str]]] standardize_tp_gam_cols=False, # type: bool scale_tp_penalty_mat=False, # type: bool bs=None, # type: Optional[List[int]] scale=None, # type: Optional[List[float]] keep_gam_cols=False, # type: bool store_knot_locations=False, # type: bool auc_type="auto", # type: Literal["auto", "none", "macro_ovr", "weighted_ovr", "macro_ovo", "weighted_ovo"] ): """ :param model_id: Destination id for this model; auto-generated if not specified. Defaults to ``None``. :type model_id: Union[None, str, H2OEstimator], optional :param training_frame: Id of the training data frame. Defaults to ``None``. :type training_frame: Union[None, str, H2OFrame], optional :param validation_frame: Id of the validation data frame. Defaults to ``None``. :type validation_frame: Union[None, str, H2OFrame], optional :param nfolds: Number of folds for K-fold cross-validation (0 to disable or >= 2). Defaults to ``0``. :type nfolds: int :param seed: Seed for pseudo random number generator (if applicable) Defaults to ``-1``. :type seed: int :param keep_cross_validation_models: Whether to keep the cross-validation models. Defaults to ``True``. :type keep_cross_validation_models: bool :param keep_cross_validation_predictions: Whether to keep the predictions of the cross-validation models. Defaults to ``False``. :type keep_cross_validation_predictions: bool :param keep_cross_validation_fold_assignment: Whether to keep the cross-validation fold assignment. Defaults to ``False``. :type keep_cross_validation_fold_assignment: bool :param 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. Defaults to ``"auto"``. :type fold_assignment: Literal["auto", "random", "modulo", "stratified"] :param fold_column: Column with cross-validation fold index assignment per observation. Defaults to ``None``. :type fold_column: str, optional :param response_column: Response variable column. Defaults to ``None``. :type response_column: str, optional :param ignored_columns: Names of columns to ignore for training. Defaults to ``None``. :type ignored_columns: List[str], optional :param ignore_const_cols: Ignore constant columns. Defaults to ``True``. :type ignore_const_cols: bool :param score_each_iteration: Whether to score during each iteration of model training. Defaults to ``False``. :type score_each_iteration: bool :param offset_column: Offset column. This will be added to the combination of columns before applying the link function. Defaults to ``None``. :type offset_column: str, optional :param 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. If you set weight = 0 for a row, the returned prediction frame at that row is zero and this is incorrect. To get an accurate prediction, remove all rows with weight == 0. Defaults to ``None``. :type weights_column: str, optional :param family: Family. Use binomial for classification with logistic regression, others are for regression problems. Defaults to ``"auto"``. :type family: Literal["auto", "gaussian", "binomial", "quasibinomial", "ordinal", "multinomial", "poisson", "gamma", "tweedie", "negativebinomial", "fractionalbinomial"] :param tweedie_variance_power: Tweedie variance power Defaults to ``0.0``. :type tweedie_variance_power: float :param tweedie_link_power: Tweedie link power Defaults to ``0.0``. :type tweedie_link_power: float :param theta: Theta Defaults to ``0.0``. :type theta: float :param solver: AUTO will set the solver based on given data and the other parameters. IRLSM is fast on on problems with small number of predictors and for lambda-search with L1 penalty, L_BFGS scales better for datasets with many columns. Defaults to ``"auto"``. :type solver: Literal["auto", "irlsm", "l_bfgs", "coordinate_descent_naive", "coordinate_descent", "gradient_descent_lh", "gradient_descent_sqerr"] :param alpha: Distribution of regularization between the L1 (Lasso) and L2 (Ridge) penalties. A value of 1 for alpha represents Lasso regression, a value of 0 produces Ridge regression, and anything in between specifies the amount of mixing between the two. Default value of alpha is 0 when SOLVER = 'L-BFGS'; 0.5 otherwise. Defaults to ``None``. :type alpha: List[float], optional :param lambda_: Regularization strength Defaults to ``None``. :type lambda_: List[float], optional :param lambda_search: Use lambda search starting at lambda max, given lambda is then interpreted as lambda min Defaults to ``False``. :type lambda_search: bool :param early_stopping: Stop early when there is no more relative improvement on train or validation (if provided) Defaults to ``True``. :type early_stopping: bool :param nlambdas: Number of lambdas to be used in a search. Default indicates: If alpha is zero, with lambda search set to True, the value of nlamdas is set to 30 (fewer lambdas are needed for ridge regression) otherwise it is set to 100. Defaults to ``-1``. :type nlambdas: int :param standardize: Standardize numeric columns to have zero mean and unit variance Defaults to ``False``. :type standardize: bool :param missing_values_handling: Handling of missing values. Either MeanImputation, Skip or PlugValues. Defaults to ``"mean_imputation"``. :type missing_values_handling: Literal["mean_imputation", "skip", "plug_values"] :param plug_values: Plug Values (a single row frame containing values that will be used to impute missing values of the training/validation frame, use with conjunction missing_values_handling = PlugValues) Defaults to ``None``. :type plug_values: Union[None, str, H2OFrame], optional :param compute_p_values: Request p-values computation, p-values work only with IRLSM solver and no regularization Defaults to ``False``. :type compute_p_values: bool :param remove_collinear_columns: In case of linearly dependent columns, remove some of the dependent columns Defaults to ``False``. :type remove_collinear_columns: bool :param splines_non_negative: Valid for I-spline (bs=2) only. True if the I-splines are monotonically increasing (and monotonically non-decreasing) and False if the I-splines are monotonically decreasing (and monotonically non-increasing). If specified, must be the same size as gam_columns. Values for other spline types will be ignored. Default to true. Defaults to ``None``. :type splines_non_negative: List[bool], optional :param intercept: Include constant term in the model Defaults to ``True``. :type intercept: bool :param non_negative: Restrict coefficients (not intercept) to be non-negative Defaults to ``False``. :type non_negative: bool :param max_iterations: Maximum number of iterations Defaults to ``-1``. :type max_iterations: int :param objective_epsilon: Converge if objective value changes less than this. Default indicates: If lambda_search is set to True the value of objective_epsilon is set to .0001. If the lambda_search is set to False and lambda is equal to zero, the value of objective_epsilon is set to .000001, for any other value of lambda the default value of objective_epsilon is set to .0001. Defaults to ``-1.0``. :type objective_epsilon: float :param beta_epsilon: Converge if beta changes less (using L-infinity norm) than beta esilon, ONLY applies to IRLSM solver Defaults to ``0.0001``. :type beta_epsilon: float :param gradient_epsilon: Converge if objective changes less (using L-infinity norm) than this, ONLY applies to L-BFGS solver. Default indicates: If lambda_search is set to False and lambda is equal to zero, the default value of gradient_epsilon is equal to .000001, otherwise the default value is .0001. If lambda_search is set to True, the conditional values above are 1E-8 and 1E-6 respectively. Defaults to ``-1.0``. :type gradient_epsilon: float :param link: Link function. Defaults to ``"family_default"``. :type link: Literal["family_default", "identity", "logit", "log", "inverse", "tweedie", "ologit"] :param startval: double array to initialize coefficients for GAM. Defaults to ``None``. :type startval: List[float], optional :param prior: Prior probability for y==1. To be used only for logistic regression iff the data has been sampled and the mean of response does not reflect reality. Defaults to ``-1.0``. :type prior: float :param cold_start: Only applicable to multiple alpha/lambda values when calling GLM from GAM. If false, build the next model for next set of alpha/lambda values starting from the values provided by current model. If true will start GLM model from scratch. Defaults to ``False``. :type cold_start: bool :param lambda_min_ratio: Minimum lambda used in lambda search, specified as a ratio of lambda_max (the smallest lambda that drives all coefficients to zero). Default indicates: if the number of observations is greater than the number of variables, then lambda_min_ratio is set to 0.0001; if the number of observations is less than the number of variables, then lambda_min_ratio is set to 0.01. Defaults to ``-1.0``. :type lambda_min_ratio: float :param beta_constraints: Beta constraints Defaults to ``None``. :type beta_constraints: Union[None, str, H2OFrame], optional :param max_active_predictors: Maximum number of active predictors during computation. Use as a stopping criterion to prevent expensive model building with many predictors. Default indicates: If the IRLSM solver is used, the value of max_active_predictors is set to 5000 otherwise it is set to 100000000. Defaults to ``-1``. :type max_active_predictors: int :param interactions: A list of predictor column indices to interact. All pairwise combinations will be computed for the list. Defaults to ``None``. :type interactions: List[str], optional :param interaction_pairs: A list of pairwise (first order) column interactions. Defaults to ``None``. :type interaction_pairs: List[tuple], optional :param obj_reg: Likelihood divider in objective value computation, default is 1/nobs Defaults to ``-1.0``. :type obj_reg: float :param export_checkpoints_dir: Automatically export generated models to this directory. Defaults to ``None``. :type export_checkpoints_dir: str, optional :param 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``. :type stopping_rounds: int :param stopping_metric: Metric to use for early stopping (AUTO: logloss for classification, deviance for regression and anomaly_score for Isolation Forest). Note that custom and custom_increasing can only be used in GBM and DRF with the Python client. Defaults to ``"auto"``. :type stopping_metric: Literal["auto", "deviance", "logloss", "mse", "rmse", "mae", "rmsle", "auc", "aucpr", "lift_top_group", "misclassification", "mean_per_class_error", "custom", "custom_increasing"] :param stopping_tolerance: Relative tolerance for metric-based stopping criterion (stop if relative improvement is not at least this much) Defaults to ``0.001``. :type stopping_tolerance: float :param balance_classes: Balance training data class counts via over/under-sampling (for imbalanced data). Defaults to ``False``. :type balance_classes: bool :param 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. Defaults to ``None``. :type class_sampling_factors: List[float], optional :param 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``. :type max_after_balance_size: float :param max_confusion_matrix_size: [Deprecated] Maximum size (# classes) for confusion matrices to be printed in the Logs Defaults to ``20``. :type max_confusion_matrix_size: int :param max_runtime_secs: Maximum allowed runtime in seconds for model training. Use 0 to disable. Defaults to ``0.0``. :type max_runtime_secs: float :param custom_metric_func: Reference to custom evaluation function, format: `language:keyName=funcName` Defaults to ``None``. :type custom_metric_func: str, optional :param num_knots: Number of knots for gam predictors. If specified, must specify one for each gam predictor. For monotone I-splines, mininum = 2, for cs spline, minimum = 3. For thin plate, minimum is size of polynomial basis + 2. Defaults to ``None``. :type num_knots: List[int], optional :param spline_orders: Order of I-splines or NBSplineTypeI M-splines used for gam predictors. If specified, must be the same size as gam_columns. For I-splines, the spline_orders will be the same as the polynomials used to generate the splines. For M-splines, the polynomials used to generate the splines will be spline_order-1. Values for bs=0 or 1 will be ignored. Defaults to ``None``. :type spline_orders: List[int], optional :param knot_ids: Array storing frame keys of knots. One for each gam column set specified in gam_columns Defaults to ``None``. :type knot_ids: List[str], optional :param gam_columns: Arrays of predictor column names for gam for smoothers using single or multiple predictors like {{'c1'},{'c2','c3'},{'c4'},...} Defaults to ``None``. :type gam_columns: List[List[str]], optional :param standardize_tp_gam_cols: standardize tp (thin plate) predictor columns Defaults to ``False``. :type standardize_tp_gam_cols: bool :param scale_tp_penalty_mat: Scale penalty matrix for tp (thin plate) smoothers as in R Defaults to ``False``. :type scale_tp_penalty_mat: bool :param bs: Basis function type for each gam predictors, 0 for cr, 1 for thin plate regression with knots, 2 for monotone I-splines, 3 for NBSplineTypeI M-splines (refer to doc here: https://github.com/h2oai/h2o-3/issues/6926). If specified, must be the same size as gam_columns Defaults to ``None``. :type bs: List[int], optional :param scale: Smoothing parameter for gam predictors. If specified, must be of the same length as gam_columns Defaults to ``None``. :type scale: List[float], optional :param keep_gam_cols: Save keys of model matrix Defaults to ``False``. :type keep_gam_cols: bool :param store_knot_locations: If set to true, will return knot locations as double[][] array for gam column names found knots_for_gam. Default to false. Defaults to ``False``. :type store_knot_locations: bool :param auc_type: Set default multinomial AUC type. Defaults to ``"auto"``. :type auc_type: Literal["auto", "none", "macro_ovr", "weighted_ovr", "macro_ovo", "weighted_ovo"] """ super(H2OGeneralizedAdditiveEstimator, self).__init__() self._parms = {} self._id = self._parms['model_id'] = model_id self.training_frame = training_frame self.validation_frame = validation_frame self.nfolds = nfolds self.seed = seed self.keep_cross_validation_models = keep_cross_validation_models self.keep_cross_validation_predictions = keep_cross_validation_predictions self.keep_cross_validation_fold_assignment = keep_cross_validation_fold_assignment self.fold_assignment = fold_assignment self.fold_column = fold_column self.response_column = response_column self.ignored_columns = ignored_columns self.ignore_const_cols = ignore_const_cols self.score_each_iteration = score_each_iteration self.offset_column = offset_column self.weights_column = weights_column self.family = family self.tweedie_variance_power = tweedie_variance_power self.tweedie_link_power = tweedie_link_power self.theta = theta self.solver = solver self.alpha = alpha self.lambda_ = lambda_ self.lambda_search = lambda_search self.early_stopping = early_stopping self.nlambdas = nlambdas self.standardize = standardize self.missing_values_handling = missing_values_handling self.plug_values = plug_values self.compute_p_values = compute_p_values self.remove_collinear_columns = remove_collinear_columns self.splines_non_negative = splines_non_negative self.intercept = intercept self.non_negative = non_negative self.max_iterations = max_iterations self.objective_epsilon = objective_epsilon self.beta_epsilon = beta_epsilon self.gradient_epsilon = gradient_epsilon self.link = link self.startval = startval self.prior = prior self.cold_start = cold_start self.lambda_min_ratio = lambda_min_ratio self.beta_constraints = beta_constraints self.max_active_predictors = max_active_predictors self.interactions = interactions self.interaction_pairs = interaction_pairs self.obj_reg = obj_reg self.export_checkpoints_dir = export_checkpoints_dir self.stopping_rounds = stopping_rounds self.stopping_metric = stopping_metric self.stopping_tolerance = stopping_tolerance self.balance_classes = balance_classes self.class_sampling_factors = class_sampling_factors self.max_after_balance_size = max_after_balance_size self.max_confusion_matrix_size = max_confusion_matrix_size self.max_runtime_secs = max_runtime_secs self.custom_metric_func = custom_metric_func self.num_knots = num_knots self.spline_orders = spline_orders self.knot_ids = knot_ids self.gam_columns = gam_columns self.standardize_tp_gam_cols = standardize_tp_gam_cols self.scale_tp_penalty_mat = scale_tp_penalty_mat self.bs = bs self.scale = scale self.keep_gam_cols = keep_gam_cols self.store_knot_locations = store_knot_locations self.auc_type = auc_type @property def training_frame(self): """ Id of the training data frame. Type: ``Union[None, str, H2OFrame]``. """ return self._parms.get("training_frame") @training_frame.setter def training_frame(self, training_frame): self._parms["training_frame"] = H2OFrame._validate(training_frame, 'training_frame') @property def validation_frame(self): """ Id of the validation data frame. Type: ``Union[None, str, H2OFrame]``. """ return self._parms.get("validation_frame") @validation_frame.setter def validation_frame(self, validation_frame): self._parms["validation_frame"] = H2OFrame._validate(validation_frame, 'validation_frame') @property def nfolds(self): """ Number of folds for K-fold cross-validation (0 to disable or >= 2). Type: ``int``, defaults to ``0``. """ return self._parms.get("nfolds") @nfolds.setter def nfolds(self, nfolds): assert_is_type(nfolds, None, int) self._parms["nfolds"] = nfolds @property def seed(self): """ Seed for pseudo random number generator (if applicable) Type: ``int``, defaults to ``-1``. """ return self._parms.get("seed") @seed.setter def seed(self, seed): assert_is_type(seed, None, int) self._parms["seed"] = seed @property def keep_cross_validation_models(self): """ Whether to keep the cross-validation models. Type: ``bool``, defaults to ``True``. """ return self._parms.get("keep_cross_validation_models") @keep_cross_validation_models.setter def keep_cross_validation_models(self, keep_cross_validation_models): assert_is_type(keep_cross_validation_models, None, bool) self._parms["keep_cross_validation_models"] = keep_cross_validation_models @property def keep_cross_validation_predictions(self): """ Whether to keep the predictions of the cross-validation models. Type: ``bool``, defaults to ``False``. """ return self._parms.get("keep_cross_validation_predictions") @keep_cross_validation_predictions.setter def keep_cross_validation_predictions(self, keep_cross_validation_predictions): assert_is_type(keep_cross_validation_predictions, None, bool) self._parms["keep_cross_validation_predictions"] = keep_cross_validation_predictions @property def keep_cross_validation_fold_assignment(self): """ Whether to keep the cross-validation fold assignment. Type: ``bool``, defaults to ``False``. """ return self._parms.get("keep_cross_validation_fold_assignment") @keep_cross_validation_fold_assignment.setter def keep_cross_validation_fold_assignment(self, keep_cross_validation_fold_assignment): assert_is_type(keep_cross_validation_fold_assignment, None, bool) self._parms["keep_cross_validation_fold_assignment"] = keep_cross_validation_fold_assignment @property def fold_assignment(self): """ 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. Type: ``Literal["auto", "random", "modulo", "stratified"]``, defaults to ``"auto"``. """ return self._parms.get("fold_assignment") @fold_assignment.setter def fold_assignment(self, fold_assignment): assert_is_type(fold_assignment, None, Enum("auto", "random", "modulo", "stratified")) self._parms["fold_assignment"] = fold_assignment @property def fold_column(self): """ Column with cross-validation fold index assignment per observation. Type: ``str``. """ return self._parms.get("fold_column") @fold_column.setter def fold_column(self, fold_column): assert_is_type(fold_column, None, str) self._parms["fold_column"] = fold_column @property def response_column(self): """ Response variable column. Type: ``str``. """ return self._parms.get("response_column") @response_column.setter def response_column(self, response_column): assert_is_type(response_column, None, str) self._parms["response_column"] = response_column @property def ignored_columns(self): """ Names of columns to ignore for training. Type: ``List[str]``. """ return self._parms.get("ignored_columns") @ignored_columns.setter def ignored_columns(self, ignored_columns): assert_is_type(ignored_columns, None, [str]) self._parms["ignored_columns"] = ignored_columns @property def ignore_const_cols(self): """ Ignore constant columns. Type: ``bool``, defaults to ``True``. """ return self._parms.get("ignore_const_cols") @ignore_const_cols.setter def ignore_const_cols(self, ignore_const_cols): assert_is_type(ignore_const_cols, None, bool) self._parms["ignore_const_cols"] = ignore_const_cols @property def score_each_iteration(self): """ Whether to score during each iteration of model training. Type: ``bool``, defaults to ``False``. """ return self._parms.get("score_each_iteration") @score_each_iteration.setter def score_each_iteration(self, score_each_iteration): assert_is_type(score_each_iteration, None, bool) self._parms["score_each_iteration"] = score_each_iteration @property def offset_column(self): """ Offset column. This will be added to the combination of columns before applying the link function. Type: ``str``. """ return self._parms.get("offset_column") @offset_column.setter def offset_column(self, offset_column): assert_is_type(offset_column, None, str) self._parms["offset_column"] = offset_column @property def weights_column(self): """ 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. If you set weight = 0 for a row, the returned prediction frame at that row is zero and this is incorrect. To get an accurate prediction, remove all rows with weight == 0. Type: ``str``. """ return self._parms.get("weights_column") @weights_column.setter def weights_column(self, weights_column): assert_is_type(weights_column, None, str) self._parms["weights_column"] = weights_column @property def family(self): """ Family. Use binomial for classification with logistic regression, others are for regression problems. Type: ``Literal["auto", "gaussian", "binomial", "quasibinomial", "ordinal", "multinomial", "poisson", "gamma", "tweedie", "negativebinomial", "fractionalbinomial"]``, defaults to ``"auto"``. """ return self._parms.get("family") @family.setter def family(self, family): assert_is_type(family, None, Enum("auto", "gaussian", "binomial", "quasibinomial", "ordinal", "multinomial", "poisson", "gamma", "tweedie", "negativebinomial", "fractionalbinomial")) self._parms["family"] = family @property def tweedie_variance_power(self): """ Tweedie variance power Type: ``float``, defaults to ``0.0``. """ return self._parms.get("tweedie_variance_power") @tweedie_variance_power.setter def tweedie_variance_power(self, tweedie_variance_power): assert_is_type(tweedie_variance_power, None, numeric) self._parms["tweedie_variance_power"] = tweedie_variance_power @property def tweedie_link_power(self): """ Tweedie link power Type: ``float``, defaults to ``0.0``. """ return self._parms.get("tweedie_link_power") @tweedie_link_power.setter def tweedie_link_power(self, tweedie_link_power): assert_is_type(tweedie_link_power, None, numeric) self._parms["tweedie_link_power"] = tweedie_link_power @property def theta(self): """ Theta Type: ``float``, defaults to ``0.0``. """ return self._parms.get("theta") @theta.setter def theta(self, theta): assert_is_type(theta, None, numeric) self._parms["theta"] = theta @property def solver(self): """ AUTO will set the solver based on given data and the other parameters. IRLSM is fast on on problems with small number of predictors and for lambda-search with L1 penalty, L_BFGS scales better for datasets with many columns. Type: ``Literal["auto", "irlsm", "l_bfgs", "coordinate_descent_naive", "coordinate_descent", "gradient_descent_lh", "gradient_descent_sqerr"]``, defaults to ``"auto"``. """ return self._parms.get("solver") @solver.setter def solver(self, solver): assert_is_type(solver, None, Enum("auto", "irlsm", "l_bfgs", "coordinate_descent_naive", "coordinate_descent", "gradient_descent_lh", "gradient_descent_sqerr")) self._parms["solver"] = solver @property def alpha(self): """ Distribution of regularization between the L1 (Lasso) and L2 (Ridge) penalties. A value of 1 for alpha represents Lasso regression, a value of 0 produces Ridge regression, and anything in between specifies the amount of mixing between the two. Default value of alpha is 0 when SOLVER = 'L-BFGS'; 0.5 otherwise. Type: ``List[float]``. """ return self._parms.get("alpha") @alpha.setter def alpha(self, alpha): # For `alpha` and `lambda` the server reports type float[], while in practice simple floats are also ok assert_is_type(alpha, None, numeric, [numeric]) self._parms["alpha"] = alpha @property def lambda_(self): """ Regularization strength Type: ``List[float]``. """ return self._parms.get("lambda") @lambda_.setter def lambda_(self, lambda_): assert_is_type(lambda_, None, numeric, [numeric]) self._parms["lambda"] = lambda_ @property def lambda_search(self): """ Use lambda search starting at lambda max, given lambda is then interpreted as lambda min Type: ``bool``, defaults to ``False``. """ return self._parms.get("lambda_search") @lambda_search.setter def lambda_search(self, lambda_search): assert_is_type(lambda_search, None, bool) self._parms["lambda_search"] = lambda_search @property def early_stopping(self): """ Stop early when there is no more relative improvement on train or validation (if provided) Type: ``bool``, defaults to ``True``. """ return self._parms.get("early_stopping") @early_stopping.setter def early_stopping(self, early_stopping): assert_is_type(early_stopping, None, bool) self._parms["early_stopping"] = early_stopping @property def nlambdas(self): """ Number of lambdas to be used in a search. Default indicates: If alpha is zero, with lambda search set to True, the value of nlamdas is set to 30 (fewer lambdas are needed for ridge regression) otherwise it is set to 100. Type: ``int``, defaults to ``-1``. """ return self._parms.get("nlambdas") @nlambdas.setter def nlambdas(self, nlambdas): assert_is_type(nlambdas, None, int) self._parms["nlambdas"] = nlambdas @property def standardize(self): """ Standardize numeric columns to have zero mean and unit variance Type: ``bool``, defaults to ``False``. """ return self._parms.get("standardize") @standardize.setter def standardize(self, standardize): assert_is_type(standardize, None, bool) self._parms["standardize"] = standardize @property def missing_values_handling(self): """ Handling of missing values. Either MeanImputation, Skip or PlugValues. Type: ``Literal["mean_imputation", "skip", "plug_values"]``, defaults to ``"mean_imputation"``. """ return self._parms.get("missing_values_handling") @missing_values_handling.setter def missing_values_handling(self, missing_values_handling): assert_is_type(missing_values_handling, None, Enum("mean_imputation", "skip", "plug_values")) self._parms["missing_values_handling"] = missing_values_handling @property def plug_values(self): """ Plug Values (a single row frame containing values that will be used to impute missing values of the training/validation frame, use with conjunction missing_values_handling = PlugValues) Type: ``Union[None, str, H2OFrame]``. """ return self._parms.get("plug_values") @plug_values.setter def plug_values(self, plug_values): self._parms["plug_values"] = H2OFrame._validate(plug_values, 'plug_values') @property def compute_p_values(self): """ Request p-values computation, p-values work only with IRLSM solver and no regularization Type: ``bool``, defaults to ``False``. """ return self._parms.get("compute_p_values") @compute_p_values.setter def compute_p_values(self, compute_p_values): assert_is_type(compute_p_values, None, bool) self._parms["compute_p_values"] = compute_p_values @property def remove_collinear_columns(self): """ In case of linearly dependent columns, remove some of the dependent columns Type: ``bool``, defaults to ``False``. """ return self._parms.get("remove_collinear_columns") @remove_collinear_columns.setter def remove_collinear_columns(self, remove_collinear_columns): assert_is_type(remove_collinear_columns, None, bool) self._parms["remove_collinear_columns"] = remove_collinear_columns @property def splines_non_negative(self): """ Valid for I-spline (bs=2) only. True if the I-splines are monotonically increasing (and monotonically non- decreasing) and False if the I-splines are monotonically decreasing (and monotonically non-increasing). If specified, must be the same size as gam_columns. Values for other spline types will be ignored. Default to true. Type: ``List[bool]``. """ return self._parms.get("splines_non_negative") @splines_non_negative.setter def splines_non_negative(self, splines_non_negative): assert_is_type(splines_non_negative, None, [bool]) self._parms["splines_non_negative"] = splines_non_negative @property def intercept(self): """ Include constant term in the model Type: ``bool``, defaults to ``True``. """ return self._parms.get("intercept") @intercept.setter def intercept(self, intercept): assert_is_type(intercept, None, bool) self._parms["intercept"] = intercept @property def non_negative(self): """ Restrict coefficients (not intercept) to be non-negative Type: ``bool``, defaults to ``False``. """ return self._parms.get("non_negative") @non_negative.setter def non_negative(self, non_negative): assert_is_type(non_negative, None, bool) self._parms["non_negative"] = non_negative @property def max_iterations(self): """ Maximum number of iterations Type: ``int``, defaults to ``-1``. """ return self._parms.get("max_iterations") @max_iterations.setter def max_iterations(self, max_iterations): assert_is_type(max_iterations, None, int) self._parms["max_iterations"] = max_iterations @property def objective_epsilon(self): """ Converge if objective value changes less than this. Default indicates: If lambda_search is set to True the value of objective_epsilon is set to .0001. If the lambda_search is set to False and lambda is equal to zero, the value of objective_epsilon is set to .000001, for any other value of lambda the default value of objective_epsilon is set to .0001. Type: ``float``, defaults to ``-1.0``. """ return self._parms.get("objective_epsilon") @objective_epsilon.setter def objective_epsilon(self, objective_epsilon): assert_is_type(objective_epsilon, None, numeric) self._parms["objective_epsilon"] = objective_epsilon @property def beta_epsilon(self): """ Converge if beta changes less (using L-infinity norm) than beta esilon, ONLY applies to IRLSM solver Type: ``float``, defaults to ``0.0001``. """ return self._parms.get("beta_epsilon") @beta_epsilon.setter def beta_epsilon(self, beta_epsilon): assert_is_type(beta_epsilon, None, numeric) self._parms["beta_epsilon"] = beta_epsilon @property def gradient_epsilon(self): """ Converge if objective changes less (using L-infinity norm) than this, ONLY applies to L-BFGS solver. Default indicates: If lambda_search is set to False and lambda is equal to zero, the default value of gradient_epsilon is equal to .000001, otherwise the default value is .0001. If lambda_search is set to True, the conditional values above are 1E-8 and 1E-6 respectively. Type: ``float``, defaults to ``-1.0``. """ return self._parms.get("gradient_epsilon") @gradient_epsilon.setter def gradient_epsilon(self, gradient_epsilon): assert_is_type(gradient_epsilon, None, numeric) self._parms["gradient_epsilon"] = gradient_epsilon @property def link(self): """ Link function. Type: ``Literal["family_default", "identity", "logit", "log", "inverse", "tweedie", "ologit"]``, defaults to ``"family_default"``. """ return self._parms.get("link") @link.setter def link(self, link): assert_is_type(link, None, Enum("family_default", "identity", "logit", "log", "inverse", "tweedie", "ologit")) self._parms["link"] = link @property def startval(self): """ double array to initialize coefficients for GAM. Type: ``List[float]``. """ return self._parms.get("startval") @startval.setter def startval(self, startval): assert_is_type(startval, None, [numeric]) self._parms["startval"] = startval @property def prior(self): """ Prior probability for y==1. To be used only for logistic regression iff the data has been sampled and the mean of response does not reflect reality. Type: ``float``, defaults to ``-1.0``. """ return self._parms.get("prior") @prior.setter def prior(self, prior): assert_is_type(prior, None, numeric) self._parms["prior"] = prior @property def cold_start(self): """ Only applicable to multiple alpha/lambda values when calling GLM from GAM. If false, build the next model for next set of alpha/lambda values starting from the values provided by current model. If true will start GLM model from scratch. Type: ``bool``, defaults to ``False``. """ return self._parms.get("cold_start") @cold_start.setter def cold_start(self, cold_start): assert_is_type(cold_start, None, bool) self._parms["cold_start"] = cold_start @property def lambda_min_ratio(self): """ Minimum lambda used in lambda search, specified as a ratio of lambda_max (the smallest lambda that drives all coefficients to zero). Default indicates: if the number of observations is greater than the number of variables, then lambda_min_ratio is set to 0.0001; if the number of observations is less than the number of variables, then lambda_min_ratio is set to 0.01. Type: ``float``, defaults to ``-1.0``. """ return self._parms.get("lambda_min_ratio") @lambda_min_ratio.setter def lambda_min_ratio(self, lambda_min_ratio): assert_is_type(lambda_min_ratio, None, numeric) self._parms["lambda_min_ratio"] = lambda_min_ratio @property def beta_constraints(self): """ Beta constraints Type: ``Union[None, str, H2OFrame]``. """ return self._parms.get("beta_constraints") @beta_constraints.setter def beta_constraints(self, beta_constraints): self._parms["beta_constraints"] = H2OFrame._validate(beta_constraints, 'beta_constraints') @property def max_active_predictors(self): """ Maximum number of active predictors during computation. Use as a stopping criterion to prevent expensive model building with many predictors. Default indicates: If the IRLSM solver is used, the value of max_active_predictors is set to 5000 otherwise it is set to 100000000. Type: ``int``, defaults to ``-1``. """ return self._parms.get("max_active_predictors") @max_active_predictors.setter def max_active_predictors(self, max_active_predictors): assert_is_type(max_active_predictors, None, int) self._parms["max_active_predictors"] = max_active_predictors @property def interactions(self): """ A list of predictor column indices to interact. All pairwise combinations will be computed for the list. Type: ``List[str]``. """ return self._parms.get("interactions") @interactions.setter def interactions(self, interactions): assert_is_type(interactions, None, [str]) self._parms["interactions"] = interactions @property def interaction_pairs(self): """ A list of pairwise (first order) column interactions. Type: ``List[tuple]``. """ return self._parms.get("interaction_pairs") @interaction_pairs.setter def interaction_pairs(self, interaction_pairs): assert_is_type(interaction_pairs, None, [tuple]) self._parms["interaction_pairs"] = interaction_pairs @property def obj_reg(self): """ Likelihood divider in objective value computation, default is 1/nobs Type: ``float``, defaults to ``-1.0``. """ return self._parms.get("obj_reg") @obj_reg.setter def obj_reg(self, obj_reg): assert_is_type(obj_reg, None, numeric) self._parms["obj_reg"] = obj_reg @property def export_checkpoints_dir(self): """ Automatically export generated models to this directory. Type: ``str``. """ return self._parms.get("export_checkpoints_dir") @export_checkpoints_dir.setter def export_checkpoints_dir(self, export_checkpoints_dir): assert_is_type(export_checkpoints_dir, None, str) self._parms["export_checkpoints_dir"] = export_checkpoints_dir @property def stopping_rounds(self): """ 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) Type: ``int``, defaults to ``0``. """ return self._parms.get("stopping_rounds") @stopping_rounds.setter def stopping_rounds(self, stopping_rounds): assert_is_type(stopping_rounds, None, int) self._parms["stopping_rounds"] = stopping_rounds @property def stopping_metric(self): """ Metric to use for early stopping (AUTO: logloss for classification, deviance for regression and anomaly_score for Isolation Forest). Note that custom and custom_increasing can only be used in GBM and DRF with the Python client. Type: ``Literal["auto", "deviance", "logloss", "mse", "rmse", "mae", "rmsle", "auc", "aucpr", "lift_top_group", "misclassification", "mean_per_class_error", "custom", "custom_increasing"]``, defaults to ``"auto"``. """ return self._parms.get("stopping_metric") @stopping_metric.setter def stopping_metric(self, stopping_metric): assert_is_type(stopping_metric, None, Enum("auto", "deviance", "logloss", "mse", "rmse", "mae", "rmsle", "auc", "aucpr", "lift_top_group", "misclassification", "mean_per_class_error", "custom", "custom_increasing")) self._parms["stopping_metric"] = stopping_metric @property def stopping_tolerance(self): """ Relative tolerance for metric-based stopping criterion (stop if relative improvement is not at least this much) Type: ``float``, defaults to ``0.001``. """ return self._parms.get("stopping_tolerance") @stopping_tolerance.setter def stopping_tolerance(self, stopping_tolerance): assert_is_type(stopping_tolerance, None, numeric) self._parms["stopping_tolerance"] = stopping_tolerance @property def balance_classes(self): """ Balance training data class counts via over/under-sampling (for imbalanced data). Type: ``bool``, defaults to ``False``. """ return self._parms.get("balance_classes") @balance_classes.setter def balance_classes(self, balance_classes): assert_is_type(balance_classes, None, bool) self._parms["balance_classes"] = balance_classes @property def class_sampling_factors(self): """ 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. Type: ``List[float]``. """ return self._parms.get("class_sampling_factors") @class_sampling_factors.setter def class_sampling_factors(self, class_sampling_factors): assert_is_type(class_sampling_factors, None, [float]) self._parms["class_sampling_factors"] = class_sampling_factors @property def max_after_balance_size(self): """ Maximum relative size of the training data after balancing class counts (can be less than 1.0). Requires balance_classes. Type: ``float``, defaults to ``5.0``. """ return self._parms.get("max_after_balance_size") @max_after_balance_size.setter def max_after_balance_size(self, max_after_balance_size): assert_is_type(max_after_balance_size, None, float) self._parms["max_after_balance_size"] = max_after_balance_size @property def max_confusion_matrix_size(self): """ [Deprecated] Maximum size (# classes) for confusion matrices to be printed in the Logs Type: ``int``, defaults to ``20``. """ return self._parms.get("max_confusion_matrix_size") @max_confusion_matrix_size.setter def max_confusion_matrix_size(self, max_confusion_matrix_size): assert_is_type(max_confusion_matrix_size, None, int) self._parms["max_confusion_matrix_size"] = max_confusion_matrix_size @property def max_runtime_secs(self): """ Maximum allowed runtime in seconds for model training. Use 0 to disable. Type: ``float``, defaults to ``0.0``. """ return self._parms.get("max_runtime_secs") @max_runtime_secs.setter def max_runtime_secs(self, max_runtime_secs): assert_is_type(max_runtime_secs, None, numeric) self._parms["max_runtime_secs"] = max_runtime_secs @property def custom_metric_func(self): """ Reference to custom evaluation function, format: `language:keyName=funcName` Type: ``str``. """ return self._parms.get("custom_metric_func") @custom_metric_func.setter def custom_metric_func(self, custom_metric_func): assert_is_type(custom_metric_func, None, str) self._parms["custom_metric_func"] = custom_metric_func @property def num_knots(self): """ Number of knots for gam predictors. If specified, must specify one for each gam predictor. For monotone I-splines, mininum = 2, for cs spline, minimum = 3. For thin plate, minimum is size of polynomial basis + 2. Type: ``List[int]``. """ return self._parms.get("num_knots") @num_knots.setter def num_knots(self, num_knots): assert_is_type(num_knots, None, [int]) self._parms["num_knots"] = num_knots @property def spline_orders(self): """ Order of I-splines or NBSplineTypeI M-splines used for gam predictors. If specified, must be the same size as gam_columns. For I-splines, the spline_orders will be the same as the polynomials used to generate the splines. For M-splines, the polynomials used to generate the splines will be spline_order-1. Values for bs=0 or 1 will be ignored. Type: ``List[int]``. """ return self._parms.get("spline_orders") @spline_orders.setter def spline_orders(self, spline_orders): assert_is_type(spline_orders, None, [int]) self._parms["spline_orders"] = spline_orders @property def knot_ids(self): """ Array storing frame keys of knots. One for each gam column set specified in gam_columns Type: ``List[str]``. """ return self._parms.get("knot_ids") @knot_ids.setter def knot_ids(self, knot_ids): assert_is_type(knot_ids, None, [str]) self._parms["knot_ids"] = knot_ids @property def gam_columns(self): """ Arrays of predictor column names for gam for smoothers using single or multiple predictors like {{'c1'},{'c2','c3'},{'c4'},...} Type: ``List[List[str]]``. """ return self._parms.get("gam_columns") @gam_columns.setter def gam_columns(self, gam_columns): assert_is_type(gam_columns, None, [U(str, [str])]) if gam_columns: # standardize as a nested list gam_columns = [[g] if isinstance(g, str) else g for g in gam_columns] self._parms["gam_columns"] = gam_columns @property def standardize_tp_gam_cols(self): """ standardize tp (thin plate) predictor columns Type: ``bool``, defaults to ``False``. """ return self._parms.get("standardize_tp_gam_cols") @standardize_tp_gam_cols.setter def standardize_tp_gam_cols(self, standardize_tp_gam_cols): assert_is_type(standardize_tp_gam_cols, None, bool) self._parms["standardize_tp_gam_cols"] = standardize_tp_gam_cols @property def scale_tp_penalty_mat(self): """ Scale penalty matrix for tp (thin plate) smoothers as in R Type: ``bool``, defaults to ``False``. """ return self._parms.get("scale_tp_penalty_mat") @scale_tp_penalty_mat.setter def scale_tp_penalty_mat(self, scale_tp_penalty_mat): assert_is_type(scale_tp_penalty_mat, None, bool) self._parms["scale_tp_penalty_mat"] = scale_tp_penalty_mat @property def bs(self): """ Basis function type for each gam predictors, 0 for cr, 1 for thin plate regression with knots, 2 for monotone I-splines, 3 for NBSplineTypeI M-splines (refer to doc here: https://github.com/h2oai/h2o-3/issues/6926). If specified, must be the same size as gam_columns Type: ``List[int]``. """ return self._parms.get("bs") @bs.setter def bs(self, bs): assert_is_type(bs, None, [int]) self._parms["bs"] = bs @property def scale(self): """ Smoothing parameter for gam predictors. If specified, must be of the same length as gam_columns Type: ``List[float]``. """ return self._parms.get("scale") @scale.setter def scale(self, scale): assert_is_type(scale, None, [numeric]) self._parms["scale"] = scale @property def keep_gam_cols(self): """ Save keys of model matrix Type: ``bool``, defaults to ``False``. """ return self._parms.get("keep_gam_cols") @keep_gam_cols.setter def keep_gam_cols(self, keep_gam_cols): assert_is_type(keep_gam_cols, None, bool) self._parms["keep_gam_cols"] = keep_gam_cols @property def store_knot_locations(self): """ If set to true, will return knot locations as double[][] array for gam column names found knots_for_gam. Default to false. Type: ``bool``, defaults to ``False``. """ return self._parms.get("store_knot_locations") @store_knot_locations.setter def store_knot_locations(self, store_knot_locations): assert_is_type(store_knot_locations, None, bool) self._parms["store_knot_locations"] = store_knot_locations @property def auc_type(self): """ Set default multinomial AUC type. Type: ``Literal["auto", "none", "macro_ovr", "weighted_ovr", "macro_ovo", "weighted_ovo"]``, defaults to ``"auto"``. """ return self._parms.get("auc_type") @auc_type.setter def auc_type(self, auc_type): assert_is_type(auc_type, None, Enum("auto", "none", "macro_ovr", "weighted_ovr", "macro_ovo", "weighted_ovo")) self._parms["auc_type"] = auc_type Lambda = deprecated_property('Lambda', lambda_) def _additional_used_columns(self, parms): """ :return: Gam columns if specified. """ return parms["gam_columns"] def _summary(self): """Return a detailed summary of the model.""" model = self._model_json["output"] if "glm_model_summary" in model and model["glm_model_summary"] is not None: return model["glm_model_summary"]
[docs] def scoring_history(self): """ Retrieve Model Score History. :returns: The score history as an H2OTwoDimTable or a Pandas DataFrame. """ model = self._model_json["output"] if "glm_scoring_history" in model and model["glm_scoring_history"] is not None: return model["glm_scoring_history"].as_data_frame() print("No score history for this model")
[docs] def get_knot_locations(self, gam_column=None): """ Retrieve gam columns knot locations if store_knot_location parameter is enabled. If a gam column name is specified, the know loations corresponding to that gam column is returned. Otherwise, all knot locations are returned for all gam columns. The order of the gam columns are specified in gam_knot_column_names of the model output. :return: knot locations of gam columns. """ if not(self.actual_params["store_knot_locations"]): raise H2OValueError("Knot locations are not available. Please re-run with store_knot_locations=True") knot_locations = self._model_json['output']['knot_locations'] gam_names = self._model_json['output']['gam_knot_column_names'] if gam_column is None: return knot_locations else: if gam_column in gam_names: return knot_locations[gam_names.index(gam_column)] else: raise H2OValueError("{0} is not a valid gam column name.".format(gam_column))
[docs] def get_gam_knot_column_names(self): """ Retrieve gam column names corresponding to the knot locations that will be returned if store_knot_location parameter is enabled. :return: gam column names whose knot locations are stored in the knot_locations. """ if not(self.actual_params["store_knot_locations"]): raise H2OValueError("Knot locations are not available. Please re-run with store_knot_locations=True") return self._model_json['output']['gam_knot_column_names']