Automatic Machine Learning

Source: R/automl.R

The Automatic Machine Learning (AutoML) function automates the supervised machine learning model training process. The current version of AutoML trains and cross-validates a Random Forest, an Extremely-Randomized Forest, a random grid of Gradient Boosting Machines (GBMs), a random grid of Deep Neural Nets, and then trains a Stacked Ensemble using all of the models.

h2o.automl(x, y, training_frame, validation_frame = NULL,
  leaderboard_frame = NULL, blending_frame = NULL, nfolds = 5,
  fold_column = NULL, weights_column = NULL, balance_classes = FALSE,
  class_sampling_factors = NULL, max_after_balance_size = 5,
  max_runtime_secs = 3600, max_runtime_secs_per_model = NULL,
  max_models = NULL, stopping_metric = c("AUTO", "deviance", "logloss",
  "MSE", "RMSE", "MAE", "RMSLE", "AUC", "lift_top_group",
  "misclassification", "mean_per_class_error"),
  stopping_tolerance = NULL, stopping_rounds = 3, seed = NULL,
  project_name = NULL, exclude_algos = NULL, include_algos = NULL,
  keep_cross_validation_predictions = FALSE,
  keep_cross_validation_models = FALSE,
  keep_cross_validation_fold_assignment = FALSE,
  sort_metric = c("AUTO", "deviance", "logloss", "MSE", "RMSE", "MAE",
  "RMSLE", "AUC", "mean_per_class_error"), export_checkpoints_dir = NULL,
  verbosity = NULL)

Arguments

x

A vector containing the names or indices of the predictor variables to use in building the model. If x is missing, then all columns except y are used.
y

The name or index of the response variable in the model. For classification, the y column must be a factor, otherwise regression will be performed. Indexes are 1-based in R.
training_frame

Training frame (H2OFrame or ID).
validation_frame

Validation frame (H2OFrame or ID); Optional. This argument is ignored unless the user sets nfolds = 0. If cross-validation is turned off, then a validation frame can be specified and used for early stopping of individual models and early stopping of the grid searches. By default and when nfolds > 1, cross-validation metrics will be used for early stopping and thus validation_frame will be ignored.
leaderboard_frame

Leaderboard frame (H2OFrame or ID); Optional. If provided, the Leaderboard will be scored using this data frame intead of using cross-validation metrics, which is the default.
blending_frame

Blending frame (H2OFrame or ID) used to train the the metalearning algorithm in Stacked Ensembles (instead of relying on cross-validated predicted values); Optional.
nfolds

Number of folds for k-fold cross-validation. Defaults to 5. Use 0 to disable cross-validation; this will also disable Stacked Ensemble (thus decreasing the overall model performance).
fold_column

Column with cross-validation fold index assignment per observation; used to override the default, randomized, 5-fold cross-validation scheme for individual models in the AutoML run.
weights_column

Column with observation weights. Giving some observation a weight of zero is equivalent to excluding it from the dataset; giving an observation a relative weight of 2 is equivalent to repeating that row twice. Negative weights are not allowed.
balance_classes

Logical. Balance training data class counts via over/under-sampling (for imbalanced data). Defaults to FALSE.
class_sampling_factors

Desired over/under-sampling ratios per class (in lexicographic order). If not specified, sampling factors will be automatically computed to obtain class balance during training. Requires balance_classes.
max_after_balance_size

Maximum relative size of the training data after balancing class counts (can be less than 1.0). Requires balance_classes. Defaults to 5.0.
max_runtime_secs

Maximum allowed runtime in seconds for the entire model training process. Use 0 to disable. Defaults to 3600 secs (1 hour).
max_runtime_secs_per_model

Maximum runtime in seconds dedicated to each individual model training process. Use 0 to disable. Defaults to 0.
max_models

Maximum number of models to build in the AutoML process (does not include Stacked Ensembles). Defaults to NULL.
stopping_metric

Metric to use for early stopping ("AUTO" is logloss for classification, deviance for regression). Must be one of "AUTO", "deviance", "logloss", "MSE", "RMSE", "MAE", "RMSLE", "AUC", "lift_top_group", "misclassification", "mean_per_class_error". Defaults to AUTO.
stopping_tolerance

Relative tolerance for metric-based stopping criterion (stop if relative improvement is not at least this much). This value defaults to 0.001 if the dataset is at least 1 million rows; otherwise it defaults to a bigger value determined by the size of the dataset and the non-NA-rate. In that case, the value is computed as 1/sqrt(nrows * non-NA-rate).
stopping_rounds

Integer. Early stopping based on convergence of stopping_metric. Stop if simple moving average of length k of the stopping_metric does not improve for k (stopping_rounds) scoring events. Defaults to 3 and must be an non-zero integer. Use 0 to disable early stopping.
seed

Integer. Set a seed for reproducibility. AutoML can only guarantee reproducibility if max_models or early stopping is used because max_runtime_secs is resource limited, meaning that if the resources are not the same between runs, AutoML may be able to train more models on one run vs another.
project_name

Character string to identify an AutoML project. Defaults to NULL, which means a project name will be auto-generated based on the training frame ID.
exclude_algos

Vector of character strings naming the algorithms to skip during the model-building phase. An example use is exclude_algos = c("GLM", "DeepLearning", "DRF"), and the full list of options is: "DRF" (Random Forest and Extremely-Randomized Trees), "GLM", "XGBoost", "GBM", "DeepLearning" and "StackedEnsemble".
include_algos

Vector of character strings naming the algorithms to restrict to during the model-building phase. This can't be used in combination with exclude_algos param.
keep_cross_validation_predictions

Logical. Whether to keep the predictions of the cross-validation predictions. This needs to be set to TRUE if running the same AutoML object for repeated runs because CV predictions are required to build additional Stacked Ensemble models in AutoML. This option defaults to FALSE.
keep_cross_validation_models

Logical. Whether to keep the cross-validated models. Keeping cross-validation models may consume significantly more memory in the H2O cluster. This option defaults to FALSE.
keep_cross_validation_fold_assignment

Logical. Whether to keep fold assignments in the models. Deleting them will save memory in the H2O cluster. Defaults to FALSE.
sort_metric

Metric to sort the leaderboard by. For binomial classification choose between "AUC", "logloss", "mean_per_class_error", "RMSE", "MSE". For regression choose between "mean_residual_deviance", "RMSE", "MSE", "MAE", and "RMSLE". For multinomial classification choose between "mean_per_class_error", "logloss", "RMSE", "MSE". Default is "AUTO". If set to "AUTO", then "AUC" will be used for binomial classification, "mean_per_class_error" for multinomial classification, and "mean_residual_deviance" for regression.
export_checkpoints_dir

(Optional) Path to a directory where every model will be stored in binary form.
verbosity

Verbosity of the backend messages printed during training; Optional. Must be one of "debug", "info", "warn". Defaults to NULL (disable live log).

Value

An H2OAutoML object.

Details

AutoML finds the best model, given a training frame and response, and returns an H2OAutoML object, which contains a leaderboard of all the models that were trained in the process, ranked by a default model performance metric.

Examples

# NOT RUN {
library(h2o)
h2o.init()
votes_path <- system.file("extdata", "housevotes.csv", package = "h2o")
votes_hf <- h2o.uploadFile(path = votes_path, header = TRUE)
aml <- h2o.automl(y = "Class", training_frame = votes_hf, max_runtime_secs = 30)
# }