``pred_noise_bandwidth`` ------------------------ - Available in: GBM - Hyperparameter: yes Description ~~~~~~~~~~~ Use this option to specify the bandwidth (sigma) of Gaussian multiplicative noise ~N(1,sigma) for tree-node predictions. If this parameter is specified with a value greater than 0, then every leaf node prediction is randomly scaled by a number drawn from a normal distribution centered around 1 with a bandwidth given by this parameter. Refer to the following `wikipedia page `_ for more information about signal processing noise. This value must be >= to 0 and defaults to 0 (disabled). Related Parameters ~~~~~~~~~~~~~~~~~~ - none Example ~~~~~~~ .. example-code:: .. code-block:: r library(h2o) h2o.init() # import the titanic dataset: # This dataset is used to classify whether a passenger will survive '1' or not '0' # original dataset can be found at https://stat.ethz.ch/R-manual/R-devel/library/datasets/html/Titanic.html titanic <- h2o.importFile("https://s3.amazonaws.com/h2o-public-test-data/smalldata/gbm_test/titanic.csv") # convert response column to a factor titanic['survived'] <- as.factor(titanic['survived']) # set the predictor names and the response column name # predictors include all columns except 'name' and the response column ("survived") predictors <- setdiff(colnames(titanic), colnames(titanic)[2:3]) response <- "survived" # split into train and validation titanic.splits <- h2o.splitFrame(data = titanic, ratios = .8, seed = 1234) train <- titanic.splits[[1]] valid <- titanic.splits[[2]] # try using the pred_noise_bandwidth parameter: titanic_gbm <- h2o.gbm(x = predictors, y = response, training_frame = train, validation_frame = valid, pred_noise_bandwidth = 0.1, seed = 1234) # print the auc for your model print(h2o.auc(titanic_gbm, valid = TRUE)) # Example of values to grid over for `pred_noise_bandwidth` # Note: this parameter is meant for much bigger datasets than the one in this example hyper_params <- list( pred_noise_bandwidth = c(0, 0.1, 0.3) ) # this example uses cartesian grid search because the search space is small # and we want to see the performance of all models. For a larger search space use # random grid search instead: list(strategy = "RandomDiscrete") grid <- h2o.grid(x = predictors, y = response, training_frame = train, validation_frame = valid, algorithm = "gbm", grid_id = "titanic_grid", hyper_params = hyper_params, search_criteria = list(strategy = "Cartesian"), seed = 1234) ## Sort the grid models by AUC sortedGrid <- h2o.getGrid("titanic_grid", sort_by = "auc", decreasing = TRUE) sortedGrid .. code-block:: python import h2o from h2o.estimators.gbm import H2OGradientBoostingEstimator h2o.init() # import the titanic dataset: # This dataset is used to classify whether a passenger will survive '1' or not '0' # original dataset can be found at https://stat.ethz.ch/R-manual/R-devel/library/datasets/html/Titanic.html titanic = h2o.import_file("https://s3.amazonaws.com/h2o-public-test-data/smalldata/gbm_test/titanic.csv") # convert response column to a factor titanic['survived'] = titanic['survived'].asfactor() # set the predictor names and the response column name # predictors include all columns except 'name' and the response column ("survived") predictors = titanic.columns del predictors[1:3] response = 'survived' # split into train and validation sets train, valid = titanic.split_frame(ratios = [.8], seed = 1234) # try using the `pred_noise_bandwidth` parameter: # initiliaze the estimator titanic_gbm = H2OGradientBoostingEstimator(pred_noise_bandwidth = 0.1, seed = 1234) # train the model titanic_gbm.train(x = predictors, y = response, training_frame = train, validation_frame = valid) # print the auc for the validation data print(titanic_gbm.auc(valid = True)) # Example of values to grid over for `pred_noise_bandwidth` # import Grid Search from h2o.grid.grid_search import H2OGridSearch # select the values for `pred_noise_bandwidth` to grid over # Note: this parameter is meant for much bigger datasets than the one in this example hyper_params = {'pred_noise_bandwidth': [0.0, 0.1, 0.3]} # this example uses cartesian grid search because the search space is small # and we want to see the performance of all models. For a larger search space use # random grid search instead: {'strategy': "RandomDiscrete"} # initialize the GBM estimator titanic_gbm_2 = H2OGradientBoostingEstimator(seed = 1234) # build grid search with previously made GBM and hyper parameters grid = H2OGridSearch(model = titanic_gbm_2, hyper_params = hyper_params, search_criteria = {'strategy': "Cartesian"}) # train using the grid grid.train(x = predictors, y = response, training_frame = train, validation_frame = valid) # sort the grid models by decreasing AUC sorted_grid = grid.get_grid(sort_by='auc', decreasing=True) print(sorted_grid)