Source code for h2o.model.regression

# -*- encoding: utf-8 -*-
from __future__ import absolute_import, division, print_function, unicode_literals

from h2o.model.model_base import ModelBase
from h2o.utils.compatibility import *  # NOQA
from h2o.utils.shared_utils import _colmean


[docs]class H2ORegressionModel(ModelBase):
    def _make_model(self):
        return H2ORegressionModel()

[docs]    def plot(self, timestep="AUTO", metric="AUTO", **kwargs):
        """
        Plots training set (and validation set if available) scoring history for an H2ORegressionModel. The timestep
        and metric arguments are restricted to what is available in its scoring history.

        :param timestep: A unit of measurement for the x-axis.
        :param metric: A unit of measurement for the y-axis.
        :returns: A scoring history plot.
        """

        if self._model_json["algo"] in ("deeplearning", "deepwater", "drf", "gbm"):
            if metric == "AUTO":
                metric = "rmse"
            elif metric not in ("rmse", "deviance", "mae"):
                raise ValueError("metric for H2ORegressionModel must be one of: AUTO, rmse, deviance, or mae")

        self._plot(timestep=timestep, metric=metric, **kwargs)


def _mean_var(frame, weights=None):
    """
    Compute the (weighted) mean and variance.

    :param frame: Single column H2OFrame
    :param weights: optional weights column
    :returns: The (weighted) mean and variance
    """
    return _colmean(frame), frame.var()


[docs]def h2o_mean_absolute_error(y_actual, y_predicted, weights=None):
    """
    Mean absolute error regression loss.

    :param y_actual: H2OFrame of actual response.
    :param y_predicted: H2OFrame of predicted response.
    :param weights: (Optional) sample weights
    :returns: mean absolute error loss (best is 0.0).
    """
    ModelBase._check_targets(y_actual, y_predicted)
    return _colmean((y_predicted - y_actual).abs())


[docs]def h2o_mean_squared_error(y_actual, y_predicted, weights=None):
    """
    Mean squared error regression loss

    :param y_actual: H2OFrame of actual response.
    :param y_predicted: H2OFrame of predicted response.
    :param weights: (Optional) sample weights
    :returns: mean squared error loss (best is 0.0).
    """
    ModelBase._check_targets(y_actual, y_predicted)
    return _colmean((y_predicted - y_actual) ** 2)


[docs]def h2o_median_absolute_error(y_actual, y_predicted):
    """
    Median absolute error regression loss

    :param y_actual: H2OFrame of actual response.
    :param y_predicted: H2OFrame of predicted response.
    :returns: median absolute error loss (best is 0.0)
    """
    ModelBase._check_targets(y_actual, y_predicted)
    return (y_predicted - y_actual).abs().median()


[docs]def h2o_explained_variance_score(y_actual, y_predicted, weights=None):
    """
    Explained variance regression score function.

    :param y_actual: H2OFrame of actual response.
    :param y_predicted: H2OFrame of predicted response.
    :param weights: (Optional) sample weights
    :returns: the explained variance score.
    """
    ModelBase._check_targets(y_actual, y_predicted)

    _, numerator = _mean_var(y_actual - y_predicted, weights)
    _, denominator = _mean_var(y_actual, weights)
    if denominator == 0.0:
        return 1. if numerator == 0 else 0.  # 0/0 => 1, otherwise, 0
    return 1 - numerator / denominator


[docs]def h2o_r2_score(y_actual, y_predicted, weights=1.):
    """
    R-squared (coefficient of determination) regression score function

    :param y_actual: H2OFrame of actual response.
    :param y_predicted: H2OFrame of predicted response.
    :param weights: (Optional) sample weights
    :returns: R-squared (best is 1.0, lower is worse).
    """
    ModelBase._check_targets(y_actual, y_predicted)
    numerator = (weights * (y_actual - y_predicted) ** 2).sum()
    denominator = (weights * (y_actual - _colmean(y_actual)) ** 2).sum()

    if denominator == 0.0:
        return 1. if numerator == 0. else 0.  # 0/0 => 1, else 0
    return 1 - numerator / denominator