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h2o-3-models.py
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h2o-3-models.py
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"""H2O-3 Distributed Scalable Machine Learning Models (DL/GLM/GBM/DRF/NB/AutoML)
"""
import copy
import json
import sys
import traceback
from h2oaicore.models import CustomModel
import datatable as dt
import uuid
from h2oaicore.systemutils import config, user_dir, remove, IgnoreEntirelyError, print_debug, exp_dir, loggerinfo
import numpy as np
import pandas as pd
_global_modules_needed_by_name = ['h2o==3.46.0.4']
import h2o
import os
class H2OBaseModel:
_regression = True
_binary = True
_multiclass = True
# For AUTOML, best to use:
# 1 ) Only set included_models = ['H2OAutoMLModel']
# 2 ) config.toml num_as_cat=False
# 3 ) only choose OriginalTransformer and CatOriginalTransformer
# 4 ) config.toml enable_genetic_algorithm = 'off'
# 5 ) set OPENMLBENCHMARK env so config.toml max_runtime_minutes can be used, or change this code to always use
# 6 ) fixed_ensemble_level = 0
# 7 ) cross_validate_single_final_model = false
# 8 ) fixed_num_individuals = 1
# 9 ) parameter_tuning_num_models = 0
# 19 ) parameter_tuning_num_models_sequence = 1
# 11 ) no_drop_features = true
# 12 ) drop_redundant_columns_limit = 0
_can_handle_non_numeric = True
_can_handle_text = True # but no special handling by base model, just doesn't fail
_is_reproducible = False # since using max_runtime_secs - disable that if need reproducible models
_check_stall = False # avoid stall check. h2o runs as server, and is not a child for which we check CPU/GPU usage
_testing_can_skip_failure = False # ensure tested as if shouldn't fail
_mutate_all = 'auto'
_parallel_task = True # doesn't take n_jobs, but is parallel, but with fixed threads
_fixed_threads = True
_compute_p_values = False
_show_performance = False
_show_coefficients = False
_class = NotImplemented
@staticmethod
def set_threads(parent_max_workers=1, cls=None):
return config.h2o_recipes_nthreads # always fixed
@classmethod
def set_threads_cls(cls, parent_max_workers=1):
return config.h2o_recipes_nthreads # always fixed
@staticmethod
def do_acceptance_test():
return False # save time
def __init__(self, **kwargs):
super().__init__(**kwargs)
self.id = None
self.target = "__target__"
self.weight = "__weight__"
self.col_types = None
self.my_log_dir = os.path.abspath(os.path.join(user_dir(),
config.contrib_relative_directory, "h2o_log"))
if not os.path.isdir(self.my_log_dir):
os.makedirs(self.my_log_dir, exist_ok=True)
def set_default_params(self, logger=None, num_classes=None, accuracy=10, time_tolerance=10, **kwargs):
self.params = {}
gbm_params = self.get_gbm_main_params_evolution(num_classes=num_classes,
accuracy=accuracy,
time_tolerance=time_tolerance,
**kwargs)
if isinstance(self, H2OGBMModel):
if 'n_estimators' in gbm_params:
self.params[self._fit_iteration_name] = gbm_params['n_estimators']
self.transcribe()
self.params['col_sample_rate'] = 0.7
self.params['sample_rate'] = 1.0
self.params['max_depth'] = 6
self.params['stopping_metric'] = 'auto'
elif isinstance(self, (H2ORFModel, H2OGLMModel)):
if 'n_estimators' in gbm_params:
self.params[self._fit_iteration_name] = gbm_params['n_estimators']
self.transcribe()
if not isinstance(self, (H2OGBMModel, H2OGLMModel, H2ORFModel)):
# don't limit time for gbm, glm, rf
max_runtime_secs = 600
if accuracy is not None and time_tolerance is not None:
max_runtime_secs = accuracy * (time_tolerance + 1) * 10 # customize here to your liking
if os.environ.get('OPENMLBENCHMARK') is not None:
max_runtime_secs = config.max_runtime_minutes * 60
if kwargs.get('IS_BACKEND_TUNING', False):
max_runtime_secs = min(60, max_runtime_secs)
self.params['max_runtime_secs'] = max_runtime_secs
def get_iterations(self, model):
if self._fit_iteration_name in model.params and 'actual' in model.params[self._fit_iteration_name]:
return model.params[self._fit_iteration_name]['actual'] + 1
elif self._fit_by_iteration:
return self.params[self._fit_iteration_name]
else:
return 0
def make_instance(self, **kwargs):
return self.__class__._class(seed=self.random_state, **kwargs)
def doing_p_values(self):
return isinstance(self, H2OGLMModel) and self._compute_p_values and self.num_classes <= 2
def transcribe(self, X=None):
if self._support_early_stopping and isinstance(self, H2OGLMModel):
self.params['early_stopping'] = True
if 'early_stopping_rounds' in self.params:
self.params['stopping_rounds'] = self.params.pop('early_stopping_rounds')
if 'early_stopping_threshold' in self.params:
self.params['stopping_tolerance'] = self.params.pop('early_stopping_threshold')
if isinstance(self, (H2OGBMModel, H2ORFModel, H2OGLMModel)):
if self._fit_iteration_name in self.params_base and self._fit_iteration_name not in self.params:
self.params[self._fit_iteration_name] = self.params_base[self._fit_iteration_name]
if config.hard_asserts:
# Shapley too slow even with 50 trees, so avoid for testing
if self._fit_iteration_name in self.params:
self.params[self._fit_iteration_name] = min(self.params[self._fit_iteration_name], 3)
else:
self.params[self._fit_iteration_name] = 3
if isinstance(self, H2OGBMModel):
if 'learning_rate' in self.params_base:
self.params['learn_rate'] = self.params_base['learning_rate']
if 'learning_rate' in self.params:
self.params['learn_rate'] = self.params.pop('learning_rate')
# TODO:
# self.params['monotone_constraints']
# have to enforce in case mutation was 1-by-1 instead of all
if 'nbins_top_level' in self.params and 'nbins' in self.params:
self.params['nbins_top_level'] = max(self.params['nbins_top_level'], self.params['nbins'])
if 'min_rows' in self.params and X is not None:
self.params["min_rows"] = min(self.params["min_rows"], max(1, int(0.5 * X.nrows)))
def fit(self, X, y, sample_weight=None, eval_set=None, sample_weight_eval_set=None, **kwargs):
X = dt.Frame(X)
X = self.inf_impute(X)
self.transcribe(X=X)
h2o.init(port=config.h2o_recipes_port, log_dir=self.my_log_dir)
model_path = None
if isinstance(self, H2ONBModel):
# NB can only handle weights of 0 / 1
if sample_weight is not None:
sample_weight = (sample_weight != 0).astype(int)
if sample_weight_eval_set is not None and len(sample_weight_eval_set) > 0 and sample_weight_eval_set[
0] is not None:
sample_weight_eval_set1 = sample_weight_eval_set[0]
sample_weight_eval_set1[sample_weight_eval_set1 != 0] = 1
sample_weight_eval_set1 = sample_weight_eval_set1.astype(int)
sample_weight_eval_set = [sample_weight_eval_set1]
X_pd = X.to_pandas()
# fix if few levels for "enum" type. h2o-3 auto-type is too greedy and only looks at very first rows
np_real_types = [np.int8, np.int16, np.int32, np.int64, np.float16, np.float32, np.float64]
column_types = {}
for col in X_pd.columns:
if X_pd[col].dtype.type in np_real_types:
column_types[col] = 'real'
nuniques = {}
for col in X_pd.columns:
nuniques[col] = len(pd.unique(X_pd[col]))
print_debug("NumUniques for col: %s: %d" % (col, nuniques[col]))
if nuniques[col] <= config.max_int_as_cat_uniques and X_pd[col].dtype.type in np_real_types:
# override original "real"
column_types[col] = 'enum'
# if column_types is partially filled, that is ok to h2o-3
train_X = h2o.H2OFrame(X_pd, column_types=column_types)
self.col_types = train_X.types
# see uniques-types dict
nuniques_and_types = {}
for col, typ, in self.col_types.items():
nuniques_and_types[col] = [typ, nuniques[col]]
print_debug("NumUniques and types for col: %s : %s" % (col, nuniques_and_types[col]))
train_y = h2o.H2OFrame(y,
column_names=[self.target],
column_types=['categorical' if self.num_classes >= 2 else 'numeric'])
train_frame = train_X.cbind(train_y)
if sample_weight is not None:
train_w = h2o.H2OFrame(sample_weight,
column_names=[self.weight],
column_types=['numeric'])
train_frame = train_frame.cbind(train_w)
valid_frame = None
valid_X = None
valid_y = None
model = None
if eval_set is not None:
valid_X = h2o.H2OFrame(eval_set[0][0].to_pandas(), column_types=self.col_types)
valid_y = h2o.H2OFrame(eval_set[0][1],
column_names=[self.target],
column_types=['categorical' if self.num_classes >= 2 else 'numeric'])
valid_frame = valid_X.cbind(valid_y)
if sample_weight is not None:
if sample_weight_eval_set is None:
sample_weight_eval_set = [np.ones(len(eval_set[0][1]))]
valid_w = h2o.H2OFrame(sample_weight_eval_set[0],
column_names=[self.weight],
column_types=['numeric'])
valid_frame = valid_frame.cbind(valid_w)
loggerinfo(self.get_logger(**kwargs),
"%s (%s) using validation set" % (self.display_name, self.__class__.__module__))
else:
loggerinfo(self.get_logger(**kwargs),
"%s (%s) not using validation set" % (self.display_name, self.__class__.__module__))
try:
train_kwargs = dict()
params = copy.deepcopy(self.params)
if isinstance(self, H2OAutoMLModel):
metrics_mapping = dict(
ACC='mean_per_class_error',
AUC='AUC',
LOGLOSS='logloss',
MAE='mae',
MSE='mse',
R2='r2',
RMSE='rmse',
RMSLE='rmsle'
)
dai_score_upper = self.params_base.get('score_f_name', '').upper()
sort_metric = metrics_mapping.get(dai_score_upper)
if sort_metric is None:
if self.num_classes == 2:
sort_metric = 'AUC'
elif self.num_classes > 2:
sort_metric = 'logloss'
else:
sort_metric = 'rmse'
loggerinfo(self.get_logger(**kwargs), "%s (%s) using backup for sort_metric: %s" % (
self.display_name, self.__class__.__module__, sort_metric))
else:
loggerinfo(self.get_logger(**kwargs), "%s (%s) using DAI %s for sort_metric: %s" % (
self.display_name, self.__class__.__module__, dai_score_upper, sort_metric))
params['sort_metric'] = sort_metric
if os.environ.get("H2O_TE", '0') == '1':
params['preprocessing'] = ["target_encoding"]
loggerinfo(self.get_logger(**kwargs),
"%s (%s) sort_metric: %s" % (self.display_name, self.__class__.__module__, sort_metric))
else:
loggerinfo(self.get_logger(**kwargs),
"%s (%s) sort_metric not set" % (self.display_name, self.__class__.__module__))
if not isinstance(self, H2OAutoMLModel):
# AutoML needs max_runtime_secs in initializer, all others in train() method
max_runtime_secs = params.pop('max_runtime_secs', 0)
train_kwargs = dict(max_runtime_secs=max_runtime_secs)
if valid_frame is not None:
train_kwargs['validation_frame'] = valid_frame
if sample_weight is not None:
train_kwargs['weights_column'] = self.weight
# Don't ever use the offset column as a feature
offset_col = None # if no column is called offset we will pass "None" and not use this feature
cols_to_train = [] # list of all non-offset columns
for col in list(train_X.names):
if not col.lower() == "offset":
cols_to_train.append(col)
else:
offset_col = col
orig_cols = cols_to_train # not training on offset
if self.doing_p_values():
# https://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/algo-params/compute_p_values.html
# take a look at the coefficients_table to see the p_values
params['remove_collinear_columns'] = True
params['compute_p_values'] = True
# h2o-3 only supports p-values if lambda=0
params['lambda_'] = 0
if self.num_classes == 2:
params['family'] = 'binomial'
params['solver'] = 'IRLSM'
params.pop('beta_constraints', None)
trials = 2
for trial in range(0, trials):
try:
# Models that can use an offset column
loggerinfo(self.get_logger(**kwargs), "%s (%s) fit parameters: %s" % (
self.display_name, self.__class__.__module__, dict(params)))
model = self.make_instance(**params)
if isinstance(self, (H2OGBMModel, H2ODLModel, H2OGLMModel)):
model.train(x=cols_to_train, y=self.target, training_frame=train_frame,
offset_column=offset_col,
**train_kwargs)
else:
model.train(x=train_X.names, y=self.target, training_frame=train_frame, **train_kwargs)
break
except Exception as e:
print(str(e))
t, v, tb = sys.exc_info()
ex = ''.join(traceback.format_exception(t, v, tb))
if 'Training data must have at least 2 features' in str(ex) and X.ncols != 0:
# if had non-zero features but h2o-3 saw as constant, ignore h2o-3 in that case
raise IgnoreEntirelyError
elif "min_rows: The dataset size is too small to split for min_rows" in str(e) and trial == 0:
# then h2o-3 counted as rows some reduced set, since we already protect against actual rows vs. min_rows
params['min_rows'] = 1 # go down to lowest value
# permit another trial
elif "min_rows: The dataset size is too small to split for min_rows" in str(e) and trial == 1:
raise IgnoreEntirelyError
elif " java.lang.AssertionError" in str(ex):
# bug in h2o-3, nothing can be done
raise IgnoreEntirelyError
elif "NotStrictlyPositiveException" in str(ex):
# bad input data for given hyperparameters
raise IgnoreEntirelyError
elif "hex.gram.Gram$NonSPDMatrixException" in str(ex):
# likely large valued input to GLM it cannot handle
raise IgnoreEntirelyError
elif "Job was aborted due to observed numerical instability" in str(ex):
# likely large valued input to DeepLearning it cannot handle
raise IgnoreEntirelyError
elif "java.lang.NullPointerException" in str(ex):
# likely large valued input to DeepLearning it cannot handle
raise IgnoreEntirelyError
elif "ArrayIndexOutOfBoundsException" in str(ex):
# Bug in h2o-3 GLM, can't handle
raise IgnoreEntirelyError
else:
raise
if trial == trials - 1:
# if at end of trials, raise no matter what
raise
if self._show_performance:
# retrieve the model performance
perf_train = model.model_performance(train_frame)
loggerinfo(self.get_logger(**kwargs), self.perf_to_list(perf_train, which="training"))
if valid_frame is not None:
perf_valid = model.model_performance(valid_frame)
loggerinfo(self.get_logger(**kwargs), self.perf_to_list(perf_valid, which="validation"))
struuid = str(uuid.uuid4())
if self._show_coefficients:
coeff_table = model._model_json['output']['coefficients_table']
# convert table to a pandas dataframe
coeff_table = coeff_table.as_data_frame()
is_final = 'IS_FINAL' in kwargs
json_file = os.path.join(exp_dir(), 'coefficients_table_is_final_%s_%s.json' % (is_final, struuid))
with open(json_file, "wt") as f:
pd.set_option('display.precision', 16)
f.write(json.dumps(json.loads(coeff_table.to_json()), indent=4))
pd.set_option('display.precision', 6)
if isinstance(model, H2OAutoML):
pd.set_option('display.max_rows', None)
pd.set_option('display.max_columns', None)
pd.set_option('display.width', 1000)
lb = h2o.automl.get_leaderboard(model, extra_columns="ALL").as_data_frame()
loggerinfo(self.get_logger(**kwargs), str(lb))
# select leader
model = model.leader
if hasattr(model, 'base_models'):
loggerinfo(self.get_logger(**kwargs), "base_models: %s" % model.base_models)
for bm in model.base_models:
m = h2o.get_model(bm)
loggerinfo(self.get_logger(**kwargs), "base_model: %s params: %s" % (bm, str(m.params)))
self.id = model.model_id
model_path = os.path.join(exp_dir(), "h2o_model." + struuid)
model_path = h2o.save_model(model=model, path=model_path)
with open(model_path, "rb") as f:
raw_model_bytes = f.read()
finally:
if model_path is not None:
remove(model_path)
for xx in [train_frame, train_X, train_y, model, valid_frame, valid_X, valid_y]:
if xx is not None:
if isinstance(xx, H2OAutoML):
h2o.remove(xx.project_name)
else:
h2o.remove(xx)
df_varimp = model.varimp(True)
if df_varimp is None:
varimp = np.ones(len(orig_cols))
else:
_, _, df_varimp = self.get_df_varimp(model, orig_cols)
missing_features_set = set([x for x in orig_cols if x not in list(df_varimp.index)])
# must not keep "missing features", even as zero, since h2o-3 won't have them in pred_contribs output
orig_cols = [x for x in orig_cols if x not in missing_features_set]
self.col_types = {k: v for k, v in self.col_types.items() if k not in missing_features_set}
varimp = df_varimp[orig_cols].values # order by (and select) fitted features
varimp = np.nan_to_num(varimp)
self.set_model_properties(model=raw_model_bytes,
features=orig_cols,
importances=varimp,
iterations=self.get_iterations(model))
def get_df_varimp(self, model, orig_cols):
orig_cols_set = set(orig_cols)
# deal with categorical levels appended as .<num> or .<str>
df_varimp = model.varimp(True)
df_varimp.index = df_varimp['variable']
df_varimp_orig = df_varimp.copy()
# try to remove tail end where cat added
for sp in ['.', ':']:
for shift in range(1, 4 + 1):
df_varimp.index = [
".".join(x.split(".")[:-shift]) if ".".join(x.split(".")[:-shift]) in orig_cols_set else x for x in
df_varimp.index]
# try to remove stuff after 1st, 2nd, third dot in case above didn't work, e.g. when many .'s in string
for shift in range(1, 4 + 1):
df_varimp.index = [
sp.join(x.split(sp)[0:shift]) if sp.join(x.split(sp)[0:shift]) in orig_cols_set else x for x in
df_varimp.index]
df_varimp.index.name = "___INDEXINTERNAL___"
df_varimp_merged = df_varimp.groupby(df_varimp.index.name).sum()['scaled_importance']
return df_varimp_orig, df_varimp, df_varimp_merged
def perf_to_list(self, perf, which="training"):
perf_list = []
prefix = "%s (%s) fit %s performance:" % (self.display_name, which, self.__class__.__module__)
for k, v in perf._metric_json.items():
if isinstance(v, (int, str, float)):
perf_list.append(["%s: %s: %s" % (prefix, k, v)])
return perf_list
def inf_impute(self, X):
# Replace -inf/inf values with a value smaller/larger than all observed values
if not hasattr(self, 'min'):
self.min = dict()
numeric_cols = list(X[:, [float, bool, int]].names)
for col in X.names:
if col not in numeric_cols:
continue
XX = X[:, col]
if col not in self.min:
self.min[col] = XX.min1()
try:
if np.isinf(self.min[col]):
self.min[col] = -1e10
else:
self.min[col] -= 1
except TypeError:
self.min[col] = -1e10
XX.replace(-np.inf, self.min[col])
X[:, col] = XX
if not hasattr(self, 'max'):
self.max = dict()
for col in X.names:
if col not in numeric_cols:
continue
XX = X[:, col]
if col not in self.max:
self.max[col] = XX.max1()
try:
if np.isinf(self.max[col]):
self.max[col] = 1e10
else:
self.max[col] += 1
except TypeError:
self.max[col] = 1e10
XX.replace(np.inf, self.max[col])
X[:, col] = XX
return X
def predict(self, X, **kwargs):
model, _, _, _ = self.get_model_properties()
X = dt.Frame(X)
X = self.inf_impute(X)
h2o.init(port=config.h2o_recipes_port, log_dir=self.my_log_dir)
model_path = os.path.join(exp_dir(), self.id)
model_file = os.path.join(model_path, "h2o_model." + str(uuid.uuid4()) + ".bin")
os.makedirs(model_path, exist_ok=True)
with open(model_file, "wb") as f:
f.write(model)
model = h2o.load_model(os.path.abspath(model_file))
test_frame = h2o.H2OFrame(X.to_pandas(), column_types=self.col_types)
preds_frame = None
try:
if kwargs.get("pred_contribs"):
orig_cols = list(X.names)
df_varimp_orig, df_varimp, df_varimp_merged = self.get_df_varimp(model, orig_cols)
dfmap = {k: v for k, v in zip(df_varimp_orig.index, df_varimp.index)}
preds_df = model.predict_contributions(test_frame).as_data_frame(header=False)
# this only has to work for regression and binary since h2o-3 does not support multiclass shapley
preds_df.columns = [dfmap.get(x, x) for x in preds_df.columns]
preds_df = preds_df.groupby(preds_df.columns, axis=1).sum()
return preds_df.values
preds_frame = model.predict(test_frame)
preds = preds_frame.as_data_frame(header=False)
is_final = 'IS_FINAL' in kwargs
struuid = str(uuid.uuid4())
json_file = os.path.join(exp_dir(), 'stderr_is_final_%s_%s.json' % (is_final, struuid))
if self.num_classes == 1:
if self.doing_p_values():
df = preds.iloc[:, 1]
with open(json_file, "wt") as f:
pd.set_option('display.precision', 16)
f.write(json.dumps(json.loads(df.to_json()), indent=4))
pd.set_option('display.precision', 6)
return preds.iloc[:, 0].values.ravel()
else:
return preds.values.ravel()
elif self.num_classes == 2:
if self.doing_p_values():
df = preds.iloc[:, 2]
with open(json_file, "wt") as f:
pd.set_option('display.precision', 16)
f.write(json.dumps(json.loads(df.to_json()), indent=4))
pd.set_option('display.precision', 6)
return preds.iloc[:, -1 - 1].values.ravel()
else:
return preds.iloc[:, -1].values.ravel()
else:
return preds.iloc[:, 1:].values
except Exception as e:
t, v, tb = sys.exc_info()
ex = ''.join(traceback.format_exception(t, v, tb))
if 'java.lang.NullPointerException' in str(ex) and X.ncols != 0:
# Problems making predictions with GLM, some bug in h2o-3
raise IgnoreEntirelyError
else:
raise
finally:
# h2o.remove(self.id) # Cannot remove id, do multiple predictions on same model
h2o.remove(test_frame)
remove(model_file)
if preds_frame is not None:
h2o.remove(preds_frame)
from h2o.estimators.naive_bayes import H2ONaiveBayesEstimator
class H2ONBModel(H2OBaseModel, CustomModel):
_regression = False
_display_name = "H2O NB"
_description = "H2O-3 Naive Bayes"
_class = H2ONaiveBayesEstimator
def predict(self, X, **kwargs):
preds = super().predict(X, **kwargs)
preds = np.nan_to_num(preds, copy=False) # get rid of infs
if self.num_classes > 2 and \
not np.isclose(np.sum(preds, axis=1), np.ones(preds.shape[0])).all():
raise IgnoreEntirelyError
return preds
from h2o.estimators.gbm import H2OGradientBoostingEstimator
class H2OGBMModel(H2OBaseModel, CustomModel):
_display_name = "H2O GBM"
_description = "H2O-3 Gradient Boosting Machine"
_class = H2OGradientBoostingEstimator
_is_gbm = True
_fit_by_iteration = True
_fit_iteration_name = 'ntrees'
_predict_by_iteration = False
@staticmethod
def do_acceptance_test():
return True
@property
def has_pred_contribs(self):
return self.labels is None or len(self.labels) <= 2
def mutate_params(self,
**kwargs):
self.params['max_depth'] = int(np.random.choice([2, 3, 4, 5, 5, 6, 6, 6, 8, 8, 8, 9, 9, 10, 10, 11, 12]))
self.params['col_sample_rate'] = float(np.random.choice([0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]))
self.params['sample_rate'] = float(np.random.choice([0.5, 0.6, 0.7, 0.8, 0.9, 1.0]))
self.params['col_sample_rate_per_tree'] = float(np.random.choice([0.5, 0.6, 0.7, 0.8, 0.9, 1.0]))
self.params["min_rows"] = float(np.random.choice([1, 5, 10, 20, 50, 100]))
self.params['nbins'] = int(np.random.choice([16, 32, 64, 128, 256]))
self.params['nbins_top_level'] = int(np.random.choice([32, 64, 128, 256, 512, 1024, 2048, 4096]))
self.params['nbins_top_level'] = max(self.params['nbins_top_level'], self.params['nbins'])
self.params['nbins_cats'] = int(
np.random.choice([8, 16, 32, 64, 128, 256, 512, 512, 512, 1024, 1024, 1024, 1024, 2048, 4096]))
self.params['learn_rate_annealing'] = float(np.random.choice([0.99, 0.999, 1.0, 1.0]))
self.params['histogram_type'] = str(
np.random.choice(['auto', 'auto', 'auto', 'auto', 'uniform_adaptive', 'random']))
# "one_hot_explicit" too slow in general
self.params['categorical_encoding'] = str(
np.random.choice(["auto", "auto", "auto", "auto", "auto", "auto",
"enum", "binary", "eigen",
"label_encoder", "sort_by_response", "enum_limited"]))
from h2o.estimators.random_forest import H2ORandomForestEstimator
class H2ORFModel(H2OBaseModel, CustomModel):
_display_name = "H2O RF"
_description = "H2O-3 Random Forest"
_class = H2ORandomForestEstimator
_is_gbm = True # gbm means gbm-like parameters like n_estimators (ntrees) not literally only gbm
_support_early_stopping = False # so doesn't assume early stopping done, so no large tree counts by default
_fit_by_iteration = True
_fit_iteration_name = 'ntrees'
_predict_by_iteration = False
_known_bad_preds = True # known to make bad predictions, e.g. 3 classes but all 0 probabilities
@staticmethod
def do_acceptance_test():
return False # has issue with probs summing up, all probs 0 for multiclass
@property
def has_pred_contribs(self):
return self.labels is None or len(self.labels) <= 2
def set_default_params(self, logger=None, num_classes=None, accuracy=10, time_tolerance=10, **kwargs):
super().set_default_params(logger=logger, num_classes=num_classes, accuracy=accuracy,
time_tolerance=time_tolerance, **kwargs)
self.mutate_params(get_best=True, accuracy=accuracy, time_tolerance=time_tolerance, **kwargs)
def mutate_params(self, get_best=False,
accuracy=10, time_tolerance=10,
**kwargs):
n_estimators_list = config.n_estimators_list_no_early_stopping
if config.hard_asserts:
# Shapley too slow even with 50 trees, so avoid for testing
n_estimators_list = [min(3, x) for x in n_estimators_list]
self.params[self._fit_iteration_name] = self.get_one(n_estimators_list, get_best=get_best, best_type='first',
name=self._fit_iteration_name)
self.params['max_depth'] = int(
self.get_one([6, 2, 3, 4, 5, 7, 8, 9, 10, 11], get_best=get_best, best_type='first', name='max_depth'))
self.params['nbins'] = int(
self.get_one([128, 16, 32, 64, 256], get_best=get_best, best_type='first', name='nbins'))
self.params['sample_rate'] = float(
self.get_one([0.5, 0.6, 0.7, 0.8, 0.9, 1.0], get_best=get_best, best_type='first', name='sample_rate'))
class H2OEXTRAModel(H2ORFModel):
_display_name = "H2O XRT"
_description = "H2O-3 XRT"
@staticmethod
def do_acceptance_test():
return False # fails with preds of 0,0,0,0
def mutate_params(self, get_best=False,
accuracy=10, time_tolerance=10,
**kwargs):
trial = kwargs.get('trial')
n_estimators_list = config.n_estimators_list_no_early_stopping
if config.hard_asserts:
# Shapley too slow even with 50 trees, so avoid for testing
n_estimators_list = [min(3, x) for x in n_estimators_list]
self.params[self._fit_iteration_name] = self.get_one(n_estimators_list, get_best=get_best, best_type='first',
name=self._fit_iteration_name, trial=trial)
if config.enable_genetic_algorithm == "Optuna":
max_depth_list = [6, 2, 3, 4, 5, 7, 8, 9, 10, 11]
nbins_list = [20, 16, 32, 64, 256]
else:
max_depth_list = [6, 2, 3, 4, 5, 7, 8, 9, 10, 11, 0]
nbins_list = [20, 16, 32, 64, 256]
self.params['max_depth'] = self.get_one(max_depth_list, get_best=get_best, best_type='first', name='max_depth',
trial=trial)
self.params['nbins'] = self.get_one(nbins_list, get_best=get_best, best_type='first', name='nbins', trial=trial)
self.params['sample_rate'] = self.get_one([0.6320000291, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0], get_best=get_best,
best_type='first', name='sample_rate', trial=trial)
self.params['histogram_type'] = self.get_one(['Random'], get_best=get_best, best_type='first',
name='histogram_type', trial=None)
from h2o.estimators.deeplearning import H2ODeepLearningEstimator
class H2ODLModel(H2OBaseModel, CustomModel):
_is_reproducible = False
_display_name = "H2O DL"
_description = "H2O-3 DeepLearning"
_class = H2ODeepLearningEstimator
_fit_by_iteration = True
_fit_iteration_name = 'epochs'
_predict_by_iteration = False
def set_default_params(self, logger=None, num_classes=None, accuracy=10, time_tolerance=10, **kwargs):
super().set_default_params(logger=logger, num_classes=num_classes, accuracy=accuracy,
time_tolerance=time_tolerance, **kwargs)
self.mutate_params(accuracy=accuracy, time_tolerance=time_tolerance, **kwargs)
def mutate_params(self,
accuracy=10, time_tolerance=10,
**kwargs):
self.params['activation'] = np.random.choice(["rectifier", "rectifier", # upweight
"rectifier_with_dropout",
"tanh"])
self.params['hidden'] = np.random.choice(np.array([[20, 20, 20],
[50, 50, 50],
[100, 100, 100],
[200, 200], [200, 200, 200],
[500], [500, 500], [500, 500, 500]], dtype='object'))
self.params['epochs'] = accuracy * max(1, time_tolerance)
if config.hard_asserts:
# avoid long times for testing
self.params['epochs'] = min(self.params['epochs'], 3)
self.params['input_dropout_ratio'] = float(np.random.choice([0, 0.1, 0.2]))
from h2o.estimators.glm import H2OGeneralizedLinearEstimator
class H2OGLMModel(H2OBaseModel, CustomModel):
_display_name = "H2O GLM"
_description = "H2O-3 Generalized Linear Model"
_class = H2OGeneralizedLinearEstimator
_is_gbm = True # gbm means gbm-like parameters like n_estimators (ntrees) not literally only gbm
_fit_by_iteration = True
_fit_iteration_name = 'max_iterations'
_predict_by_iteration = False
@staticmethod
def do_acceptance_test():
return True
def make_instance(self, **params):
if self.num_classes == 1:
params.update(dict(seed=self.random_state, family='gaussian'))
return self.__class__._class(**params) # tweedie/poisson/tweedie/gamma
elif self.num_classes == 2:
params.update(dict(seed=self.random_state, family='binomial'))
return self.__class__._class(**params)
else:
params.update(dict(seed=self.random_state, family='multinomial'))
return self.__class__._class(**params)
class H2OGLMPValuesModel(H2OGLMModel):
_display_name = "H2O GLM with p-values"
_description = "H2O-3 Generalized Linear Model with p-values (lambda=0 only)"
_multiclass = False # doesn't support multinomial
_compute_p_values = True
_show_coefficients = True
_show_performance = True
from h2o.automl import H2OAutoML
class H2OAutoMLModel(H2OBaseModel, CustomModel):
@staticmethod
def can_use(accuracy, interpretability, **kwargs):
return False # automl inside automl can be too slow, especially given small max_runtime_secs above
@staticmethod
def do_acceptance_test():
return False # save time
_display_name = "H2O AutoML"
_description = "H2O-3 AutoML"
_class = H2OAutoML