hex.glm

Class GLM2

java.lang.Object

water.Iced

water.api.Constants

water.api.RequestStatics

water.api.RequestArguments

water.api.RequestQueries

water.api.RequestBuilders

water.api.Request

water.Request2

water.Func

water.Job

water.Job.FrameJob

water.Job.ColumnsJob

water.Job.ColumnsResJob

water.Job.ModelJobWithoutClassificationField

hex.glm.GLM2

All Implemented Interfaces:

java.lang.Cloneable, Freezable

public class GLM2
extends Job.ModelJobWithoutClassificationField

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GLM2.GLMGrid
class	GLM2.GLMGridSearch
static class	GLM2.ParallelGLMs

Nested classes/interfaces inherited from class water.Job

Job.ChunkProgress, Job.ChunkProgressJob, Job.ColumnsJob, Job.ColumnsResJob, Job.Fail, Job.FrameJob, Job.JobCancelledException, Job.JobHandle, Job.JobState, Job.List, Job.ModelJob, Job.ModelJobWithoutClassificationField, Job.Progress, Job.ProgressMonitor, Job.ValidatedJob

Nested classes/interfaces inherited from class water.Request2

Request2.ColumnSelect, Request2.Dependent, Request2.DoClassBoolean, Request2.DRFCopyDataBoolean, Request2.MultiVecSelect, Request2.MultiVecSelectType, Request2.TypeaheadKey, Request2.VecClassSelect, Request2.VecSelect

Nested classes/interfaces inherited from class water.api.Request

Request.API, Request.Default, Request.Filter, Request.Validator<V>

Nested classes/interfaces inherited from class water.api.RequestBuilders

RequestBuilders.ArrayBuilder, RequestBuilders.ArrayHeaderRowBuilder, RequestBuilders.ArrayRowBuilder, RequestBuilders.ArrayRowElementBuilder, RequestBuilders.ArrayRowSingleColBuilder, RequestBuilders.BooleanStringBuilder, RequestBuilders.Builder, RequestBuilders.ElementBuilder, RequestBuilders.HideBuilder, RequestBuilders.KeyCellBuilder, RequestBuilders.KeyElementBuilder, RequestBuilders.KeyLinkElementBuilder, RequestBuilders.KeyMinAvgMaxBuilder, RequestBuilders.NoCaptionObjectBuilder, RequestBuilders.ObjectBuilder, RequestBuilders.PaginatedTable, RequestBuilders.PreFormattedBuilder, RequestBuilders.Response, RequestBuilders.ResponseInfo, RequestBuilders.WarningCellBuilder

Nested classes/interfaces inherited from class water.api.RequestArguments

RequestArguments.Argument<T>, RequestArguments.Bool, RequestArguments.ClassifyBool, RequestArguments.DRFCopyDataBool, RequestArguments.EnumArgument<T extends java.lang.Enum<T>>, RequestArguments.ExistingFile, RequestArguments.FrameClassVec, RequestArguments.FrameKeyMultiVec, RequestArguments.FrameKeyVec, RequestArguments.GeneralFile, RequestArguments.H2OExistingKey, RequestArguments.H2OIllegalArgumentException, RequestArguments.H2OKey, RequestArguments.H2OKey2, RequestArguments.InputCheckBox, RequestArguments.InputSelect<T>, RequestArguments.InputText<T>, RequestArguments.Int, RequestArguments.LongInt, RequestArguments.MultipleSelect<T>, RequestArguments.MultipleText<T>, RequestArguments.NumberSequence, RequestArguments.NumberSequenceFloat, RequestArguments.Real, RequestArguments.Record<T>, RequestArguments.RSeq, RequestArguments.RSeqFloat, RequestArguments.Str, RequestArguments.StringList, RequestArguments.TypeaheadInputText<T>

Nested classes/interfaces inherited from class water.api.RequestStatics

RequestStatics.RequestType

Nested classes/interfaces inherited from class water.api.Constants

Constants.Extensions, Constants.Schemes, Constants.Suffixes

Field Summary

Fields

Modifier and Type	Field and Description
boolean	_done
GLMParams	_glm
java.lang.String	_jobName
static java.text.DecimalFormat	AIC_DFORMAT
protected double[]	alpha
static java.text.DecimalFormat	AUC_DFORMAT
protected double	beta_epsilon
static double	DEFAULT_BETA_EPS
double	DEFAULT_LAMBDA
static java.text.DecimalFormat	DEV_EXPLAINED_DFORMAT
static DocGen.FieldDoc[]	DOC_FIELDS
static java.lang.String	DOC_GET
protected GLMParams.Family	family
protected boolean	higher_accuracy
protected double[]	lambda
protected double	lambda_min_ratio
protected boolean	lambda_search
protected GLMParams.Link	link
int	max_iter
int	MAX_ITERATIONS_PER_LAMBDA
protected int	max_predictors
static int	MAX_PREDICTORS
protected int	n_folds
protected int	nlambdas
protected double	prior
protected boolean	standardize
protected boolean	strong_rules_enabled
float[]	thresholds
protected double	tweedie_variance_power
protected boolean	use_all_factor_levels
boolean	variable_importances Whether to compute variable importances for input features, based on the absolute value of the coefficients.

Fields inherited from class water.Job.ColumnsResJob

response

Fields inherited from class water.Job.ColumnsJob

cols, ignored_cols, ignored_cols_by_name

Fields inherited from class water.Job.FrameJob

source

Fields inherited from class water.Job

_cv, _fjtask, description, destination_key, end_time, exception, job_key, LIST, start_time, state

Fields inherited from class water.Request2

_parms, response_info

Fields inherited from class water.api.Request

_requestHelp, SUPPORTS_ONLY_V1, SUPPORTS_ONLY_V2, SUPPORTS_V1_V2

Fields inherited from class water.api.RequestBuilders

ARRAY_BUILDER, ARRAY_HEADER_ROW_BUILDER, ARRAY_ROW_BUILDER, ARRAY_ROW_ELEMENT_BUILDER, ARRAY_ROW_SINGLECOL_BUILDER, ELEMENT_BUILDER, GSON_BUILDER, OBJECT_BUILDER, ROOT_OBJECT

Fields inherited from class water.api.RequestQueries

_queryHtml

Fields inherited from class water.api.RequestArguments

_arguments

Fields inherited from class water.api.Constants

ALPHA, ARGUMENTS, AUC, BASE, BEST_THRESHOLD, BETA_EPS, BIN_LIMIT, BROWSE, BUCKET, BUILT_IN_KEY_JOBS, CANCELLED, CARDINALITY, CASE, CASE_MODE, CHUNK, CLASS, CLOUD_HEALTH, CLOUD_NAME, CLOUD_SIZE, CLOUD_UPTIME_MILLIS, CLUSTERS, COEFFICIENTS, COL_INDEX, COLS, COLUMN_NAME, COLUMNS_DISPLAY, CONSENSUS, CONTENTS, COUNT, DATA_KEY, DEPTH, DESCRIPTION, DEST_KEY, DTHRESHOLDS, ELAPSED, END_TIME, ENUM_DOMAIN_SIZE, ERROR, ESCAPE_NAN, EXCLUSIVE_SPLIT_LIMIT, EXPRESSION, FAILED, FAMILY, FEATURES, FILE, FILES, FILTER, FIRST_CHUNK, FJ_QUEUE_HI, FJ_QUEUE_LO, FJ_THREADS_HI, FJ_THREADS_LO, FREE_DISK, FREE_MEM, GFLOPS, HEADER, HEIGHT, HELP, IGNORE, ITEMS, ITERATIVE_CM, JOB, JOB_KEY, JOBS, JSON_H2O, KEY, KEYS, LAMBDA, LAST_CONTACT, LIMIT, LINK, LOCKED, MAX, MAX_DISK, MAX_ITER, MAX_MEM, MAX_ROWS, MEAN, MEM_BW, MIN, MODEL_KEY, MODELS, MORE, MTRY, MTRY_NODES, NAME, NEG_X, NO_CM, NODE, NODE_HEALTH, NODE_NAME, NODES, NORMALIZE, NUM_COLS, NUM_CPUS, NUM_FAILED, NUM_KEYS, NUM_MISSING_VALUES, NUM_ROWS, NUM_SUCCEEDED, NUM_TREES, OBJECT, OFFSET, OOBEE, PARALLEL, PARSER_TYPE, PATH, PREVIEW, PREVIOUS_MODEL_KEY, PRIOR, PROGRESS, PROGRESS_KEY, PROGRESS_TOTAL, REDIRECT, REDIRECT_ARGS, REPLICATION_FACTOR, REQUEST_TIME, RESPONSE, RHO, ROW, ROW_SIZE, ROWS, RPCS, SAMPLE, SAMPLING_STRATEGY, SCALE, SEED, SENT_ROWS, SEPARATOR, SIZE, SOURCE_KEY, STACK_TRACES, START_TIME, STAT_TYPE, STATUS, STEP, STRATA_SAMPLES, SUCCEEDED, SYSTEM_LOAD, TASK_KEY, TCPS_ACTIVE, TCPS_DUTY, TIME, TO_ENUM, TOT_MEM, TREE_COUNT, TREE_DEPTH, TREE_LEAVES, TREE_NUM, TREES, TWEEDIE_POWER, TYPE, URL, USE_NON_LOCAL_DATA, VALUE, VALUE_SIZE, VALUE_TYPE, VARIANCE, VERSION, VIEW, WARNINGS, WEIGHT, WEIGHTS, WIDTH, X, XVAL, Y

Constructor Summary

Constructors

Constructor and Description
GLM2()
GLM2(java.lang.String desc, Key jobKey, Key dest, FrameTask.DataInfo dinfo, GLMParams glm)
GLM2(java.lang.String desc, Key jobKey, Key dest, FrameTask.DataInfo dinfo, GLMParams glm, double[] lambda)
GLM2(java.lang.String desc, Key jobKey, Key dest, FrameTask.DataInfo dinfo, GLMParams glm, double[] lambda, double alpha)
GLM2(java.lang.String desc, Key jobKey, Key dest, FrameTask.DataInfo dinfo, GLMParams glm, double[] lambda, double alpha, int nfolds)
GLM2(java.lang.String desc, Key jobKey, Key dest, FrameTask.DataInfo dinfo, GLMParams glm, double[] lambda, double alpha, int nfolds, double betaEpsilon)
GLM2(java.lang.String desc, Key jobKey, Key dest, FrameTask.DataInfo dinfo, GLMParams glm, double[] lambda, double alpha, int nfolds, double betaEpsilon, Key parentJob, double[] beta, boolean highAccuracy, double prior, double proximalPenalty, int[] activeCols, double lambda_max, Key src_key)
GLM2(java.lang.String desc, Key jobKey, Key dest, FrameTask.DataInfo dinfo, GLMParams glm, double[] lambda, double alpha, int nfolds, double betaEpsilon, Key parentJob, Key src_key)

Method Summary

Methods

Modifier and Type	Method and Description
static java.lang.String	aicStr(double aic)
static java.lang.String	aucStr(double auc)
void	cancel(java.lang.String msg) Signal exceptional cancellation of this job.
protected double	checkGradient(double[] newBeta, double[] grad)
protected void	checkKKTAndComplete(jsr166y.CountedCompleter cc, GLMTask.GLMIterationTask glmt, double[] newBeta, boolean failedLineSearch)
Key	defaultDestKey()
Key	defaultJobKey()
static java.lang.String	devExplainedStr(double dev)
protected boolean	filterNaCols()
GLM2	fork() Forks computation of this job.
GLM2	fork(H2O.H2OCountedCompleter cc)
GLM2.GLMGridSearch	gridSearch()
void	init() Invoked before job runs.
protected double	l1norm(double[] beta)
protected double	l2norm(double[] beta)
static java.lang.String	link(Key k, java.lang.String content) Return the query link to this page
protected boolean	needLineSearch(double[] beta, double objval, double step)
protected boolean	needLineSearch(GLMTask.GLMIterationTask glmt)
protected boolean	needLineSearch(GLMTask.GLMIterationTask glmt, double step)
double	nextLambdaValue()
float	progress() Return progress of this job.
void	run(boolean doLog, H2O.H2OCountedCompleter cmp)
protected RequestBuilders.Response	serve() Implements UI call.
protected NanoHTTPD.Response	serveGrid(NanoHTTPD server, java.util.Properties parms, RequestStatics.RequestType type)
com.google.gson.JsonObject	toJSON() Annotate the name of the response column in the job parameter JSON

Methods inherited from class water.Job.ColumnsResJob

registered

Methods inherited from class water.Job.ColumnsJob

selectFrame, selectVecs

Methods inherited from class water.Job

all, cancel, cancel, checkIdx, dest, findJob, findJobByDest, get, getState, gridParallelism, hygiene, hygiene, invoke, isCancelledOrCrashed, isCrashed, isDone, isEnded, isRunning, isRunning, onCancelled, redirect, remove, runTimeMs, self, speedDescription, speedValue, start, waitUntilJobEnded, waitUntilJobEnded

Methods inherited from class water.Func

cleanup, emptyLTrash, exec, execImpl, gtrash, gtrash, ltrash, ltrash

Methods inherited from class water.Request2

create, fillResponseInfo, input, logStart, makeJsonBox, servePublic, set, split, superServeGrid, supportedVersions, toJSON, toString

Methods inherited from class water.api.Request

addToNavbar, addToNavbar, addToNavbar, DocExampleFail, DocExampleSucc, href, href, hrefType, HTMLHelp, htmlTemplate, initializeNavBar, log, mapTypeahead, ReSTHelp, serve, serveJava, serveResponse, toDocGET, toHTML, toJava, wrap, wrap, wrap, writeJSONFields

Methods inherited from class water.api.RequestBuilders

build, buildJSONResponseBox, buildResponseHeader, name

Methods inherited from class water.api.RequestQueries

buildQuery, checkArguments, queryArgumentValueSet

Methods inherited from class water.api.RequestArguments

arguments, argumentsToJson, frameColumnNameToIndex

Methods inherited from class water.api.RequestStatics

checkJsonName, encodeRedirectArgs, JSON2HTML, jsonError, requestName, Str2JSON

Methods inherited from class water.Iced

clone, frozenType, init, newInstance, read, toDocField, write, writeJSON

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

DOC_FIELDS

public static DocGen.FieldDoc[] DOC_FIELDS

DOC_GET

public static final java.lang.String DOC_GET

See Also:

Constant Field Values

_jobName

public final java.lang.String _jobName

max_iter

@Request.API(help="max-iterations",
             filter=Request.Default.class,
             lmin=1L,
             lmax=1000000L,
             json=true,
             importance=CRITICAL)
public int max_iter

_done

public transient boolean _done

standardize

@Request.API(help="Standardize numeric columns to have zero mean and unit variance.",
             filter=Request.Default.class,
             json=true,
             importance=CRITICAL)
protected boolean standardize

n_folds

@Request.API(help="validation folds",
             filter=Request.Default.class,
             lmin=0L,
             lmax=100L,
             json=true,
             importance=CRITICAL)
protected int n_folds

family

@Request.API(help="Family.",
             filter=Request.Default.class,
             json=true,
             importance=CRITICAL)
protected GLMParams.Family family

link

@Request.API(help="",
             filter=Request.Default.class,
             json=true,
             importance=SECONDARY)
protected GLMParams.Link link

tweedie_variance_power

@Request.API(help="Tweedie variance power",
             filter=Request.Default.class,
             json=true,
             importance=SECONDARY)
protected double tweedie_variance_power

alpha

@Request.API(help="distribution of regularization between L1 and L2.",
             filter=Request.Default.class,
             json=true,
             importance=SECONDARY)
protected double[] alpha

DEFAULT_LAMBDA

public final double DEFAULT_LAMBDA

See Also:

Constant Field Values

lambda

@Request.API(help="regularization strength",
             filter=Request.Default.class,
             json=true,
             importance=SECONDARY)
protected double[] lambda

beta_epsilon

@Request.API(help="beta_eps",
             filter=Request.Default.class,
             json=true,
             importance=SECONDARY)
protected double beta_epsilon

higher_accuracy

@Request.API(help="use line search (slower speed, to be used if glm does not converge otherwise)",
             filter=Request.Default.class,
             importance=SECONDARY)
protected boolean higher_accuracy

use_all_factor_levels

@Request.API(help="By default, first factor level is skipped from the possible set of predictors. Set this flag if you want use all of the levels. Needs sufficient regularization to solve!",
             filter=Request.Default.class,
             importance=SECONDARY)
protected boolean use_all_factor_levels

lambda_search

@Request.API(help="use lambda search starting at lambda max, given lambda is then interpreted as lambda min",
             filter=Request.Default.class,
             importance=SECONDARY)
protected boolean lambda_search

strong_rules_enabled

@Request.API(help="use strong rules to filter out inactive columns",
             filter=Request.Default.class,
             importance=SECONDARY)
protected boolean strong_rules_enabled

max_predictors

@Request.API(help="lambda_Search stop condition: stop training when model has more than than this number of predictors (or don\'t use this option if -1).",
             filter=Request.Default.class,
             importance=EXPERT)
protected int max_predictors

nlambdas

@Request.API(help="number of lambdas to be used in a search",
             filter=Request.Default.class,
             importance=EXPERT)
protected int nlambdas

lambda_min_ratio

@Request.API(help="min lambda used in lambda search, specified as a ratio of lambda_max",
             filter=Request.Default.class,
             importance=EXPERT)
protected double lambda_min_ratio

prior

@Request.API(help="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.",
             filter=Request.Default.class,
             importance=EXPERT)
protected double prior

MAX_ITERATIONS_PER_LAMBDA

public int MAX_ITERATIONS_PER_LAMBDA

variable_importances

@Request.API(help="Compute variable importances for input features.  NOTE: If use_all_factor_levels is off the importance of the base level will NOT be shown.",
             filter=Request.Default.class,
             json=true,
             importance=SECONDARY)
public boolean variable_importances

Whether to compute variable importances for input features, based on the absolute value of the coefficients. For safety this should only be done if use_all_factor_levels, because an important factor level can be skipped and not appear if !use_all_factor_levels.

MAX_PREDICTORS

public static int MAX_PREDICTORS

_glm

public GLMParams _glm

DEFAULT_BETA_EPS

public static final double DEFAULT_BETA_EPS

See Also:

Constant Field Values

thresholds

public float[] thresholds

AUC_DFORMAT

public static final java.text.DecimalFormat AUC_DFORMAT

AIC_DFORMAT

public static final java.text.DecimalFormat AIC_DFORMAT

DEV_EXPLAINED_DFORMAT

public static final java.text.DecimalFormat DEV_EXPLAINED_DFORMAT

Constructor Detail

GLM2

public GLM2()

GLM2

public GLM2(java.lang.String desc,
    Key jobKey,
    Key dest,
    FrameTask.DataInfo dinfo,
    GLMParams glm)

GLM2

public GLM2(java.lang.String desc,
    Key jobKey,
    Key dest,
    FrameTask.DataInfo dinfo,
    GLMParams glm,
    double[] lambda)

GLM2

public GLM2(java.lang.String desc,
    Key jobKey,
    Key dest,
    FrameTask.DataInfo dinfo,
    GLMParams glm,
    double[] lambda,
    double alpha)

GLM2

public GLM2(java.lang.String desc,
    Key jobKey,
    Key dest,
    FrameTask.DataInfo dinfo,
    GLMParams glm,
    double[] lambda,
    double alpha,
    int nfolds)

GLM2

public GLM2(java.lang.String desc,
    Key jobKey,
    Key dest,
    FrameTask.DataInfo dinfo,
    GLMParams glm,
    double[] lambda,
    double alpha,
    int nfolds,
    double betaEpsilon)

GLM2

public GLM2(java.lang.String desc,
    Key jobKey,
    Key dest,
    FrameTask.DataInfo dinfo,
    GLMParams glm,
    double[] lambda,
    double alpha,
    int nfolds,
    double betaEpsilon,
    Key parentJob,
    Key src_key)

GLM2

public GLM2(java.lang.String desc,
    Key jobKey,
    Key dest,
    FrameTask.DataInfo dinfo,
    GLMParams glm,
    double[] lambda,
    double alpha,
    int nfolds,
    double betaEpsilon,
    Key parentJob,
    double[] beta,
    boolean highAccuracy,
    double prior,
    double proximalPenalty,
    int[] activeCols,
    double lambda_max,
    Key src_key)

Method Detail

toJSON

public com.google.gson.JsonObject toJSON()

Description copied from class: Job.ColumnsResJob

Annotate the name of the response column in the job parameter JSON

Overrides:

toJSON in class Job.ColumnsResJob

Returns:

JsonObject annotated with the name of the response column

defaultDestKey

public Key defaultDestKey()

Overrides:

defaultDestKey in class Job

defaultJobKey

public Key defaultJobKey()

Overrides:

defaultJobKey in class Job

link

public static java.lang.String link(Key k,
                    java.lang.String content)

Return the query link to this page

gridSearch

public GLM2.GLMGridSearch gridSearch()

cancel

public void cancel(java.lang.String msg)

Description copied from class: Job

Signal exceptional cancellation of this job.

Overrides:

cancel in class Job

Parameters:

msg - cancellation message explaining reason for cancelation

init

public void init()

Description copied from class: Job

Invoked before job runs. This is the place to checks arguments are valid or throw IllegalArgumentException. It will get invoked both from the Web and Java APIs.

Overrides:

init in class Job.ColumnsResJob

filterNaCols

protected boolean filterNaCols()

Overrides:

filterNaCols in class Request2

serve

protected RequestBuilders.Response serve()

Description copied from class: Request

Implements UI call.

This should be call only from UI layer - i.e., RequestServer.

Overrides:

serve in class Job

See Also:

RequestServer

progress

public float progress()

Description copied from class: Job

Return progress of this job.

Overrides:

progress in class Job

Returns:

the value in interval <0,1> representing job progress.

l2norm

protected double l2norm(double[] beta)

l1norm

protected double l1norm(double[] beta)

needLineSearch

protected boolean needLineSearch(GLMTask.GLMIterationTask glmt)

needLineSearch

protected boolean needLineSearch(GLMTask.GLMIterationTask glmt,
                     double step)

needLineSearch

protected boolean needLineSearch(double[] beta,
                     double objval,
                     double step)

checkGradient

protected double checkGradient(double[] newBeta,
                   double[] grad)

checkKKTAndComplete

protected void checkKKTAndComplete(jsr166y.CountedCompleter cc,
                       GLMTask.GLMIterationTask glmt,
                       double[] newBeta,
                       boolean failedLineSearch)

fork

public GLM2 fork()

Description copied from class: Job

Forks computation of this job.

The call does not block.

Overrides:

fork in class Job

Returns:

always returns this job.

fork

public GLM2 fork(H2O.H2OCountedCompleter cc)

run

public void run(boolean doLog,
       H2O.H2OCountedCompleter cmp)

nextLambdaValue

public double nextLambdaValue()

serveGrid

protected NanoHTTPD.Response serveGrid(NanoHTTPD server,
                           java.util.Properties parms,
                           RequestStatics.RequestType type)

Overrides:

serveGrid in class Request2

aucStr

public static final java.lang.String aucStr(double auc)

aicStr

public static final java.lang.String aicStr(double aic)

devExplainedStr

public static final java.lang.String devExplainedStr(double dev)