# -*- encoding: utf-8 -*-
from __future__ import absolute_import, division, print_function, unicode_literals
# noinspection PyUnresolvedReferences
from h2o.utils.compatibility import * # NOQA
from h2o.model.model_base import ModelBase
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.
:examples:
>>> cars = h2o.import_file("https://s3.amazonaws.com/h2o-public-test-data/smalldata/junit/cars_20mpg.csv")
>>> r = cars[0].runif()
>>> train = cars[r > .2]
>>> valid = cars[r <= .2]
>>> response_col = "economy"
>>> distribution = "gaussian"
>>> predictors = ["displacement","power","weight","acceleration","year"]
>>> gbm = H2OGradientBoostingEstimator(nfolds=3,
... distribution=distribution,
... fold_assignment="Random")
>>> gbm.train(x=predictors,
... y=response_col,
... training_frame=train,
... validation_frame=valid)
>>> gbm.plot(timestep="AUTO", metric="AUTO",)
"""
if self._model_json["algo"] in ("deeplearning", "xgboost", "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_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().flatten()
denominator = (weights * (y_actual - _colmean(y_actual)) ** 2).sum().flatten()
if denominator == 0.0:
return 1. if numerator == 0. else 0. # 0/0 => 1, else 0
return 1 - numerator / denominator