min_split_improvement

  • Available in: GBM, DRF, XGBoost
  • Hyperparameter: yes

Description

This option specifies the minimum relative improvement in squared error reduction in order for a split to occur. When properly tuned, this option can help reduce overfitting because the algorithm will stop splitting when all the possible splits lead to worse error measures. In addition, a single tree will stop splitting when there are no more splits that satisfy the min_rows parameter, if it reaches max_depth, or if there are no splits that satisfy this min_split_improvement parameter.

This value defaults to 0.00001. Optimal values for this parameter are in the 1e-10...1e-3 range.

Example

library(h2o)
h2o.init()

# import the cars dataset:
# this dataset is used to classify whether or not a car is economical based on
# the car's displacement, power, weight, and acceleration, and the year it was made
cars <- h2o.importFile("https://s3.amazonaws.com/h2o-public-test-data/smalldata/junit/cars_20mpg.csv")

# convert response column to a factor
cars["economy_20mpg"] <- as.factor(cars["economy_20mpg"])

# set the predictor names and the response column name
predictors <- c("displacement","power","weight","acceleration","year")
response <- "economy_20mpg"

# split into train and validation sets
cars.split <- h2o.splitFrame(data = cars,ratios = 0.8, seed = 1234)
train <- cars.split[[1]]
valid <- cars.split[[2]]

# try using the `min_split_improvement` parameter:
# train your model:
cars_gbm <- h2o.gbm(x = predictors, y = response, training_frame = train,
                    validation_frame = valid, min_split_improvement = 1e-3, seed = 1234)

# print the auc for your model
print(h2o.auc(cars_gbm, valid = TRUE))

# Example of values to grid over for `min_split_improvement`:
hyper_params <- list( min_split_improvement = c(1e-4, 1e-5)  )

# 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")
# this GBM uses early stopping once the validation AUC doesn't improve by at least 0.01% for
# 5 consecutive scoring events
grid <- h2o.grid(x = predictors, y = response, training_frame = train, validation_frame = valid,
                 algorithm = "gbm", grid_id = "cars_grid", hyper_params = hyper_params,
                 stopping_rounds = 5, stopping_tolerance = 1e-4, stopping_metric = "AUC",
                 search_criteria = list(strategy = "Cartesian"), seed = 1234)

## Sort the grid models by AUC
sortedGrid <- h2o.getGrid("cars_grid", sort_by = "auc", decreasing = TRUE)
sortedGrid

import h2o
from h2o.estimators.gbm import H2OGradientBoostingEstimator
h2o.init()

# import the cars dataset:
# this dataset is used to classify whether or not a car is economical based on
# the car's displacement, power, weight, and acceleration, and the year it was made
cars = h2o.import_file("https://s3.amazonaws.com/h2o-public-test-data/smalldata/junit/cars_20mpg.csv")

# convert response column to a factor
cars["economy_20mpg"] = cars["economy_20mpg"].asfactor()

# set the predictor names and the response column name
predictors = ["displacement","power","weight","acceleration","year"]
response = "economy_20mpg"

# split into train and validation sets
train, valid = cars.split_frame(ratios = [.8], seed = 1234)

# try turning on the `min_split_improvement` parameter:
# initialize your estimator
cars_gbm = H2OGradientBoostingEstimator(min_split_improvement = 1e-3, seed = 1234)

# then train your model
cars_gbm.train(x = predictors, y = response, training_frame = train, validation_frame = valid)

# print the auc for the validation data
print(cars_gbm.auc(valid=True))


# Example of values to grid over for `min_split_improvement`
# import Grid Search
from h2o.grid.grid_search import H2OGridSearch

# select the values for `min_split_improvement` to grid over
hyper_params = {'min_split_improvement': [1e-4, 1e-5]}

# 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
# use early stopping once the validation AUC doesn't improve by at least 0.01% for
# 5 consecutive scoring events
cars_gbm_2 = H2OGradientBoostingEstimator(seed = 1234,
                                          stopping_rounds = 5,
                                          stopping_metric = "AUC", stopping_tolerance = 1e-4,)

# build grid search with previously made GBM and hyper parameters
grid = H2OGridSearch(model = cars_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, seed = 1234)

# sort the grid models by decreasing AUC
sorted_grid = grid.get_grid(sort_by = 'auc', decreasing = True)
print(sorted_grid)