stopping_metric
¶
- Available in: GBM, DRF, Deep Learning
- Hyperparameter: yes
Description¶
This option specifies the metric to consider when early stopping is specified (i.e., when stopping_rounds
> 0). For example, given the following options:
stopping_rounds=3
stopping_metric=misclassification
stopping_tolerance=1e-3
then the model will stop training after reaching three scoring events in a row in which a model’s missclassication value does not improve by 1e-3. These stopping options are used to increase performance by restricting the number of models that get built.
Available options for stopping_metric
include the following:
AUTO
: This defaults tologloss
for classification,deviance
for regressiondeviance
logloss
MSE
AUC
lift_top_group
misclassification
mean_per_class_error
Note: stopping_rounds
must be enabled for stopping_metric
or stopping_tolerance
to work.
Example¶
- r
- python
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, seed = 1234)
train <- airlines.splits[[1]]
valid <- airlines.splits[[2]]
# try using the `stopping_metric` parameter:
# since this is a classification problem we will look at the AUC
# you could also choose logloss, or misclassification, among other options
# train your model, where you specify the stopping_metric, stopping_rounds,
# and stopping_tolerance
airlines.gbm <- h2o.gbm(x = predictors, y = response, training_frame = train, validation_frame = valid,
stopping_metric = "AUC", stopping_rounds = 3,
stopping_tolerance = 1e-2, seed = 1234)
# print the auc for the validation data
print(h2o.auc(airlines.gbm, valid = TRUE))