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h2o (version 3.10.5.3)

h2o.randomForest: Builds a Random Forest Model on an H2OFrame

Description

Builds a Random Forest Model on an H2OFrame

Usage

h2o.randomForest(x, y, training_frame, model_id = NULL,
  validation_frame = NULL, nfolds = 0,
  keep_cross_validation_predictions = FALSE,
  keep_cross_validation_fold_assignment = FALSE,
  score_each_iteration = FALSE, score_tree_interval = 0,
  fold_assignment = c("AUTO", "Random", "Modulo", "Stratified"),
  fold_column = NULL, ignore_const_cols = TRUE, offset_column = NULL,
  weights_column = NULL, balance_classes = FALSE,
  class_sampling_factors = NULL, max_after_balance_size = 5,
  max_hit_ratio_k = 0, ntrees = 50, max_depth = 20, min_rows = 1,
  nbins = 20, nbins_top_level = 1024, nbins_cats = 1024,
  r2_stopping = Inf, stopping_rounds = 0, stopping_metric = c("AUTO",
  "deviance", "logloss", "MSE", "RMSE", "MAE", "RMSLE", "AUC", "lift_top_group",
  "misclassification", "mean_per_class_error"), stopping_tolerance = 0.001,
  max_runtime_secs = 0, seed = -1, build_tree_one_node = FALSE,
  mtries = -1, sample_rate = 0.6320000291, sample_rate_per_class = NULL,
  binomial_double_trees = FALSE, checkpoint = NULL,
  col_sample_rate_change_per_level = 1, col_sample_rate_per_tree = 1,
  min_split_improvement = 1e-05, histogram_type = c("AUTO",
  "UniformAdaptive", "Random", "QuantilesGlobal", "RoundRobin"),
  categorical_encoding = c("AUTO", "Enum", "OneHotInternal", "OneHotExplicit",
  "Binary", "Eigen", "LabelEncoder", "SortByResponse", "EnumLimited"),
  calibrate_model = FALSE, calibration_frame = 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 of the response variable in the model.If the data does not contain a header, this is the first column index, and increasing from left to right. (The response must be either an integer or a categorical variable).

training_frame

Id of the training data frame (Not required, to allow initial validation of model parameters).

model_id

Destination id for this model; auto-generated if not specified.

validation_frame

Id of the validation data frame.

nfolds

Number of folds for N-fold cross-validation (0 to disable or >= 2). Defaults to 0.

keep_cross_validation_predictions

Logical. Whether to keep the predictions of the cross-validation models. Defaults to FALSE.

keep_cross_validation_fold_assignment

Logical. Whether to keep the cross-validation fold assignment. Defaults to FALSE.

score_each_iteration

Logical. Whether to score during each iteration of model training. Defaults to FALSE.

score_tree_interval

Score the model after every so many trees. Disabled if set to 0. Defaults to 0.

fold_assignment

Cross-validation fold assignment scheme, if fold_column is not specified. The 'Stratified' option will stratify the folds based on the response variable, for classification problems. Must be one of: "AUTO", "Random", "Modulo", "Stratified". Defaults to AUTO.

fold_column

Column with cross-validation fold index assignment per observation.

ignore_const_cols

Logical. Ignore constant columns. Defaults to TRUE.

offset_column

Offset column. This will be added to the combination of columns before applying the link function.

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_hit_ratio_k

Max. number (top K) of predictions to use for hit ratio computation (for multi-class only, 0 to disable) Defaults to 0.

ntrees

Number of trees. Defaults to 50.

max_depth

Maximum tree depth. Defaults to 20.

min_rows

Fewest allowed (weighted) observations in a leaf. Defaults to 1.

nbins

For numerical columns (real/int), build a histogram of (at least) this many bins, then split at the best point Defaults to 20.

nbins_top_level

For numerical columns (real/int), build a histogram of (at most) this many bins at the root level, then decrease by factor of two per level Defaults to 1024.

nbins_cats

For categorical columns (factors), build a histogram of this many bins, then split at the best point. Higher values can lead to more overfitting. Defaults to 1024.

r2_stopping

r2_stopping is no longer supported and will be ignored if set - please use stopping_rounds, stopping_metric and stopping_tolerance instead. Previous version of H2O would stop making trees when the R^2 metric equals or exceeds this Defaults to 1.797693135e+308.

stopping_rounds

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 (0 to disable) Defaults to 0.

stopping_metric

Metric to use for early stopping (AUTO: 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) Defaults to 0.001.

max_runtime_secs

Maximum allowed runtime in seconds for model training. Use 0 to disable. Defaults to 0.

seed

Seed for random numbers (affects certain parts of the algo that are stochastic and those might or might not be enabled by default) Defaults to -1 (time-based random number).

build_tree_one_node

Logical. Run on one node only; no network overhead but fewer cpus used. Suitable for small datasets. Defaults to FALSE.

mtries

Number of variables randomly sampled as candidates at each split. If set to -1, defaults to sqrtp for classification and p/3 for regression (where p is the # of predictors Defaults to -1.

sample_rate

Row sample rate per tree (from 0.0 to 1.0) Defaults to 0.6320000291.

sample_rate_per_class

A list of row sample rates per class (relative fraction for each class, from 0.0 to 1.0), for each tree

binomial_double_trees

Logical. For binary classification: Build 2x as many trees (one per class) - can lead to higher accuracy. Defaults to FALSE.

checkpoint

Model checkpoint to resume training with.

col_sample_rate_change_per_level

Relative change of the column sampling rate for every level (from 0.0 to 2.0) Defaults to 1.

col_sample_rate_per_tree

Column sample rate per tree (from 0.0 to 1.0) Defaults to 1.

min_split_improvement

Minimum relative improvement in squared error reduction for a split to happen Defaults to 1e-05.

histogram_type

What type of histogram to use for finding optimal split points Must be one of: "AUTO", "UniformAdaptive", "Random", "QuantilesGlobal", "RoundRobin". Defaults to AUTO.

categorical_encoding

Encoding scheme for categorical features Must be one of: "AUTO", "Enum", "OneHotInternal", "OneHotExplicit", "Binary", "Eigen", "LabelEncoder", "SortByResponse", "EnumLimited". Defaults to AUTO.

calibrate_model

Logical. Use Platt Scaling to calculate calibrated class probabilities. Calibration can provide more accurate estimates of class probabilities. Defaults to FALSE.

calibration_frame

Calibration frame for Platt Scaling

Value

Creates a object of the right type.

See Also

predict.H2OModel for prediction