learn_rate

• Available in: GBM, XGBoost
• Hyperparameter:

Description

This option is used to specify the rate at which GBM learns when building a model. Lower learning rates are generally better, but then more trees are required (using ntrees) to achieve the same level of fit as if you had used a higher learning rate. This method helps avoid overfitting.

You can use this option along with the learn_rate_annealing option to reduce the learning rate by a specified factor for every tree. This can help speed of convergence without sacrificing too much accuracy. For faster scans, use (for example) learn_rate=0.5 and learn_rate_annealing=0.99.

Related Parameters

• learn_rate_annealing
• ntrees

Example

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 `learn_rate` parameter:
# because we use a small learning_rate, we set ntrees to a much higer number
# early stopping makes it okay to use 'more than enough' trees
titanic.gbm <- h2o.gbm(x = predictors, y = response, training_frame = train, validation_frame = valid,
                       ntrees = 10000, learn_rate = .01,
                       # use early stopping once the validation AUC doesn't improve by at least 0.01%
                       # for 5 consecutive scoring events
                       stopping_rounds = 5,
                       stopping_tolerance = 1e-4,
                       stopping_metric = "AUC", seed = 1234)

# print the auc for the validation data
print(h2o.auc(titanic.gbm, valid = TRUE))

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 `learn_rate` parameter:
# because we use a small learning_rate, we set ntrees to a much higer number
# early stopping makes it okay to use 'more than enough' trees
# initialize your estimator, then train the model
titanic_gbm = H2OGradientBoostingEstimator(ntrees = 10000, learn_rate = 0.01,
                                           # use early stopping once the validation AUC doesn't improve
                                           # by at least 0.01% for 5 consecutive scoring events
                                           stopping_rounds = 5, stopping_metric = "AUC",
                                           stopping_tolerance = 1e-4, seed = 1234)
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))