{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "## Hyperparameter search" ] }, { "cell_type": "code", "execution_count": 22, "metadata": {}, "outputs": [], "source": [ "#Import H2O and other libraries that will be used in this tutorial \n", "import h2o\n", "import matplotlib as plt\n", "\n", "#Import the Estimators\n", "from h2o.estimators.glm import H2OGeneralizedLinearEstimator\n", "from h2o.estimators import H2ORandomForestEstimator\n", "from h2o.estimators.gbm import H2OGradientBoostingEstimator\n", "\n", "#Import h2o grid search \n", "import h2o.grid \n", "from h2o.grid.grid_search import H2OGridSearch" ] }, { "cell_type": "code", "execution_count": 23, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Checking whether there is an H2O instance running at http://localhost:54321 . connected.\n" ] }, { "data": { "text/html": [ "
\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "\n", "
H2O cluster uptime:21 hours 35 mins
H2O cluster timezone:Etc/UTC
H2O data parsing timezone:UTC
H2O cluster version:3.28.0.2
H2O cluster version age:1 month and 14 days
H2O cluster name:H2O_from_python_unknownUser_b8im2o
H2O cluster total nodes:1
H2O cluster free memory:2.931 Gb
H2O cluster total cores:4
H2O cluster allowed cores:4
H2O cluster status:locked, healthy
H2O connection url:http://localhost:54321
H2O connection proxy:{'http': None, 'https': None}
H2O internal security:False
H2O API Extensions:Amazon S3, XGBoost, Algos, AutoML, Core V3, TargetEncoder, Core V4
Python version:3.6.10 final
" ], "text/plain": [ "-------------------------- ------------------------------------------------------------------\n", "H2O cluster uptime: 21 hours 35 mins\n", "H2O cluster timezone: Etc/UTC\n", "H2O data parsing timezone: UTC\n", "H2O cluster version: 3.28.0.2\n", "H2O cluster version age: 1 month and 14 days\n", "H2O cluster name: H2O_from_python_unknownUser_b8im2o\n", "H2O cluster total nodes: 1\n", "H2O cluster free memory: 2.931 Gb\n", "H2O cluster total cores: 4\n", "H2O cluster allowed cores: 4\n", "H2O cluster status: locked, healthy\n", "H2O connection url: http://localhost:54321\n", "H2O connection proxy: {'http': None, 'https': None}\n", "H2O internal security: False\n", "H2O API Extensions: Amazon S3, XGBoost, Algos, AutoML, Core V3, TargetEncoder, Core V4\n", "Python version: 3.6.10 final\n", "-------------------------- ------------------------------------------------------------------" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "import h2o\n", "h2o.init(max_mem_size=16)" ] }, { "cell_type": "code", "execution_count": 24, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Parse progress: |█████████████████████████████████████████████████████████| 100%\n" ] } ], "source": [ "loan_level = h2o.import_file(\"https://s3.amazonaws.com/data.h2o.ai/DAI-Tutorials/loan_level_500k.csv\")" ] }, { "cell_type": "code", "execution_count": 25, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "train:350268 valid:74971 test:74898\n" ] } ], "source": [ "train, valid, test = loan_level.split_frame([0.7, 0.15], seed=42)\n", "print(\"train:%d valid:%d test:%d\" % (train.nrows, valid.nrows, test.nrows))\n", "y = \"DELINQUENT\"\n", "ignore = [\"DELINQUENT\", \"PREPAID\", \"PREPAYMENT_PENALTY_MORTGAGE_FLAG\", \"PRODUCT_TYPE\"] \n", "x = list(set(train.names) - set(ignore))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Grid Search/ Cartesian Search by default or not specified" ] }, { "cell_type": "code", "execution_count": 26, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "glm Grid Build progress: |████████████████████████████████████████████████| 100%\n", "CPU times: user 755 ms, sys: 55.9 ms, total: 811 ms\n", "Wall time: 35.5 s\n" ] } ], "source": [ "\n", "glm_grid = h2o.grid.H2OGridSearch (\n", " H2OGeneralizedLinearEstimator( \n", " family = \"binomial\",\n", " lambda_search = True),\n", " \n", " hyper_params = {\n", " \"alpha\": [x*0.01 for x in range(0, 4)],\n", " \"lambda\": [x*1e-6 for x in range(0, 4)],\n", " },\n", " \n", " grid_id = \"glm_grid_2\",\n", " \n", ")\n", "%time glm_grid.train(x=x, y=y, training_frame=train, validation_frame = valid)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Random Search" ] }, { "cell_type": "code", "execution_count": 27, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "glm Grid Build progress: |████████████████████████████████████████████████| 100%\n", "CPU times: user 4.73 s, sys: 504 ms, total: 5.23 s\n", "Wall time: 3min 26s\n" ] } ], "source": [ "\n", "glm_grid = h2o.grid.H2OGridSearch (\n", " H2OGeneralizedLinearEstimator( \n", " family = \"binomial\",\n", " lambda_search = True),\n", " \n", " hyper_params = {\n", " \"alpha\": [x*0.01 for x in range(0, 100)],\n", " \"lambda\": [x*1e-6 for x in range(0, 1000)],\n", " },\n", " \n", " grid_id = \"glm_grid\",\n", " \n", " search_criteria = {\n", " \"strategy\":\"RandomDiscrete\", \n", " \"max_models\":100,\n", " \"max_runtime_secs\":300,\n", " \"seed\":42\n", " }\n", ")\n", "%time glm_grid.train(x=x, y=y, training_frame=train, validation_frame = valid)" ] }, { "cell_type": "code", "execution_count": 28, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
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If none is given, an id will\n", " | automatically be generated.\n", " | :param search_criteria: The optional dictionary of directives which control the search of the hyperparameter space.\n", " | The dictionary can include values for: ``strategy``, ``max_models``, ``max_runtime_secs``, ``stopping_metric``, \n", " | ``stopping_tolerance``, ``stopping_rounds`` and ``seed``. The default strategy, \"Cartesian\", covers the entire space of \n", " | hyperparameter combinations. If you want to use cartesian grid search, you can leave the search_criteria \n", " | argument unspecified. Specify the \"RandomDiscrete\" strategy to get random search of all the combinations of \n", " | your hyperparameters with three ways of specifying when to stop the search: max number of models, max time, and \n", " | metric-based early stopping (e.g., stop if MSE hasn’t improved by 0.0001 over the 5 best models). \n", " | Examples below::\n", " | \n", " | >>> criteria = {\"strategy\": \"RandomDiscrete\", \"max_runtime_secs\": 600,\n", " | ... \"max_models\": 100, \"stopping_metric\": \"AUTO\",\n", " | ... \"stopping_tolerance\": 0.00001, \"stopping_rounds\": 5,\n", " | ... \"seed\": 123456}\n", " | >>> criteria = {\"strategy\": \"RandomDiscrete\", \"max_models\": 42,\n", " | ... \"max_runtime_secs\": 28800, \"seed\": 1234}\n", " | >>> criteria = {\"strategy\": \"RandomDiscrete\", \"stopping_metric\": \"AUTO\",\n", " | ... \"stopping_tolerance\": 0.001, \"stopping_rounds\": 10}\n", " | >>> criteria = {\"strategy\": \"RandomDiscrete\", \"stopping_rounds\": 5,\n", " | ... \"stopping_metric\": \"misclassification\",\n", " | ... \"stopping_tolerance\": 0.00001}\n", " | :param parallelism: Level of parallelism during grid model building. 1 = sequential building (default). \n", " | Use the value of 0 for adaptive parallelism - decided by H2O. Any number > 1 sets the exact number of models\n", " | built in parallel.\n", " | :returns: a new H2OGridSearch instance\n", " | \n", " | Examples\n", " | --------\n", " | >>> from h2o.grid.grid_search import H2OGridSearch\n", " | >>> from h2o.estimators.glm import H2OGeneralizedLinearEstimator\n", " | >>> hyper_parameters = {'alpha': [0.01,0.5], 'lambda': [1e-5,1e-6]}\n", " | >>> gs = H2OGridSearch(H2OGeneralizedLinearEstimator(family='binomial'), hyper_parameters)\n", " | >>> training_data = h2o.import_file(\"smalldata/logreg/benign.csv\")\n", " | >>> gs.train(x=range(3) + range(4,11),y=3, training_frame=training_data)\n", " | >>> gs.show()\n", " | \n", " | Method resolution order:\n", " | H2OGridSearch\n", " | H2OGridSearch\n", " | builtins.object\n", " | \n", " | Methods defined here:\n", " | \n", " | __getattr__(self, name)\n", " | \n", " | __getitem__(self, item)\n", " | \n", " | __init__(self, *args, **kwargs)\n", " | \n", " | __iter__(self)\n", " | \n", " | __len__(self)\n", " | \n", " | __repr__(self)\n", " | Return repr(self).\n", " | \n", " | aic(self, train=False, valid=False, xval=False)\n", " | Get the AIC(s).\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the AIC value for the training data.\n", " | :param bool valid: If valid is True, then return the AIC value for the validation data.\n", " | :param bool xval: If xval is True, then return the AIC value for the validation data.\n", " | \n", " | :returns: The AIC.\n", " | \n", " | auc(self, train=False, valid=False, xval=False)\n", " | Get the AUC(s).\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the AUC value for the training data.\n", " | :param bool valid: If valid is True, then return the AUC value for the validation data.\n", " | :param bool xval: If xval is True, then return the AUC value for the validation data.\n", " | \n", " | :returns: The AUC.\n", " | \n", " | aucpr(self, train=False, valid=False, xval=False)\n", " | Get the aucPR (Area Under PRECISION RECALL Curve).\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the aucpr value for the training data.\n", " | :param bool valid: If valid is True, then return the aucpr value for the validation data.\n", " | :param bool xval: If xval is True, then return the aucpr value for the validation data.\n", " | \n", " | :returns: The AUCPR for the models in this grid.\n", " | \n", " | biases(self, vector_id=0)\n", " | Return the frame for the respective bias vector.\n", " | \n", " | :param: vector_id: an integer, ranging from 0 to number of layers, that specifies the bias vector to return.\n", " | :returns: an H2OFrame which represents the bias vector identified by vector_id\n", " | \n", " | build_model(self, algo_params)\n", " | (internal)\n", " | \n", " | catoffsets(self)\n", " | Categorical offsets for one-hot encoding\n", " | \n", " | coef(self)\n", " | Return the coefficients that can be applied to the non-standardized data.\n", " | \n", " | Note: standardize = True by default. If set to False, then coef() returns the coefficients that are fit directly.\n", " | \n", " | coef_norm(self)\n", " | Return coefficients fitted on the standardized data (requires standardize = True, which is on by default). These coefficients can be used to evaluate variable importance.\n", " | \n", " | deepfeatures(self, test_data, layer)\n", " | Obtain a hidden layer's details on a dataset.\n", " | \n", " | :param test_data: Data to create a feature space on.\n", " | :param int layer: Index of the hidden layer.\n", " | :returns: A dictionary of hidden layer details for each model.\n", " | \n", " | get_grid(self, sort_by=None, decreasing=None)\n", " | Retrieve an H2OGridSearch instance.\n", " | \n", " | Optionally specify a metric by which to sort models and a sort order.\n", " | Note that if neither cross-validation nor a validation frame is used in the grid search, then the\n", " | training metrics will display in the \"get grid\" output. If a validation frame is passed to the grid, and\n", " | ``nfolds = 0``, then the validation metrics will display. However, if ``nfolds`` > 1, then cross-validation\n", " | metrics will display even if a validation frame is provided.\n", " | \n", " | :param str sort_by: A metric by which to sort the models in the grid space. Choices are: ``\"logloss\"``,\n", " | ``\"residual_deviance\"``, ``\"mse\"``, ``\"auc\"``, ``\"r2\"``, ``\"accuracy\"``, ``\"precision\"``, ``\"recall\"``,\n", " | ``\"f1\"``, etc.\n", " | :param bool decreasing: Sort the models in decreasing order of metric if true, otherwise sort in increasing\n", " | order (default).\n", " | \n", " | :returns: A new H2OGridSearch instance optionally sorted on the specified metric.\n", " | \n", " | get_hyperparams(self, id, display=True)\n", " | Get the hyperparameters of a model explored by grid search.\n", " | \n", " | :param str id: The model id of the model with hyperparameters of interest.\n", " | :param bool display: Flag to indicate whether to display the hyperparameter names.\n", " | \n", " | :returns: A list of the hyperparameters for the specified model.\n", " | \n", " | get_hyperparams_dict(self, id, display=True)\n", " | Derived and returned the model parameters used to train the particular grid search model.\n", " | \n", " | :param str id: The model id of the model with hyperparameters of interest.\n", " | :param bool display: Flag to indicate whether to display the hyperparameter names.\n", " | \n", " | :returns: A dict of model pararmeters derived from the hyper-parameters used to train this particular model.\n", " | \n", " | get_xval_models(self, key=None)\n", " | Return a Model object.\n", " | \n", " | :param str key: If None, return all cross-validated models; otherwise return the model\n", " | specified by the key.\n", " | :returns: A model or a list of models.\n", " | \n", " | gini(self, train=False, valid=False, xval=False)\n", " | Get the Gini Coefficient(s).\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the Gini Coefficient value for the training data.\n", " | :param bool valid: If valid is True, then return the Gini Coefficient value for the validation data.\n", " | :param bool xval: If xval is True, then return the Gini Coefficient value for the cross validation data.\n", " | \n", " | :returns: The Gini Coefficient for the models in this grid.\n", " | \n", " | is_cross_validated(self)\n", " | Return True if the model was cross-validated.\n", " | \n", " | join(self)\n", " | Wait until grid finishes computing.\n", " | \n", " | logloss(self, train=False, valid=False, xval=False)\n", " | Get the Log Loss(s).\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the Log Loss value for the training data.\n", " | :param bool valid: If valid is True, then return the Log Loss value for the validation data.\n", " | :param bool xval: If xval is True, then return the Log Loss value for the cross validation data.\n", " | \n", " | :returns: The Log Loss for this binomial model.\n", " | \n", " | mae(self, train=False, valid=False, xval=False)\n", " | \n", " | mean_residual_deviance(self, train=False, valid=False, xval=False)\n", " | Get the Mean Residual Deviances(s).\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the Mean Residual Deviance value for the training data.\n", " | :param bool valid: If valid is True, then return the Mean Residual Deviance value for the validation data.\n", " | :param bool xval: If xval is True, then return the Mean Residual Deviance value for the cross validation data.\n", " | :returns: The Mean Residual Deviance for this regression model.\n", " | \n", " | model_performance(self, test_data=None, train=False, valid=False, xval=False)\n", " | Generate model metrics for this model on test_data.\n", " | \n", " | :param test_data: Data set for which model metrics shall be computed against. All three of train, valid\n", " | and xval arguments are ignored if test_data is not None.\n", " | :param train: Report the training metrics for the model.\n", " | :param valid: Report the validation metrics for the model.\n", " | :param xval: Report the validation metrics for the model.\n", " | :return: An object of class H2OModelMetrics.\n", " | \n", " | mse(self, train=False, valid=False, xval=False)\n", " | Get the MSE(s).\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the MSE value for the training data.\n", " | :param bool valid: If valid is True, then return the MSE value for the validation data.\n", " | :param bool xval: If xval is True, then return the MSE value for the cross validation data.\n", " | :returns: The MSE for this regression model.\n", " | \n", " | normmul(self)\n", " | Normalization/Standardization multipliers for numeric predictors.\n", " | \n", " | normsub(self)\n", " | Normalization/Standardization offsets for numeric predictors.\n", " | \n", " | null_degrees_of_freedom(self, train=False, valid=False, xval=False)\n", " | Retreive the null degress of freedom if this model has the attribute, or None otherwise.\n", " | \n", " | :param bool train: Get the null dof for the training set. If both train and valid are False, then train is\n", " | selected by default.\n", " | :param bool valid: Get the null dof for the validation set. If both train and valid are True, then train is\n", " | selected by default.\n", " | :param bool xval: Get the null dof for the cross-validated models.\n", " | \n", " | :returns: the null dof, or None if it is not present.\n", " | \n", " | null_deviance(self, train=False, valid=False, xval=False)\n", " | Retreive the null deviance if this model has the attribute, or None otherwise.\n", " | \n", " | :param bool train: Get the null deviance for the training set. If both train and valid are False, then\n", " | train is selected by default.\n", " | :param bool valid: Get the null deviance for the validation set. If both train and valid are True, then\n", " | train is selected by default.\n", " | :param bool xval: Get the null deviance for the cross-validated models.\n", " | \n", " | :returns: the null deviance, or None if it is not present.\n", " | \n", " | pprint_coef(self)\n", " | Pretty print the coefficents table (includes normalized coefficients).\n", " | \n", " | pr_auc(self)\n", " | H2OGridSearch.pr_auc is deprecated, please use ``H2OGridSearch.aucpr`` instead.\n", " | \n", " | predict(self, test_data)\n", " | Predict on a dataset.\n", " | \n", " | :param H2OFrame test_data: Data to be predicted on.\n", " | :returns: H2OFrame filled with predictions.\n", " | \n", " | r2(self, train=False, valid=False, xval=False)\n", " | Return the R^2 for this regression model.\n", " | \n", " | The R^2 value is defined to be ``1 - MSE/var``, where ``var`` is computed as ``sigma^2``.\n", " | \n", " | If all are False (default), then return the training metric value.\n", " | If more than one options is set to True, then return a dictionary of metrics where the keys are \"train\",\n", " | \"valid\", and \"xval\".\n", " | \n", " | :param bool train: If train is True, then return the R^2 value for the training data.\n", " | :param bool valid: If valid is True, then return the R^2 value for the validation data.\n", " | :param bool xval: If xval is True, then return the R^2 value for the cross validation data.\n", " | \n", " | :returns: The R^2 for this regression model.\n", " | \n", " | residual_degrees_of_freedom(self, train=False, valid=False, xval=False)\n", " | Retreive the residual degress of freedom if this model has the attribute, or None otherwise.\n", " | \n", " | :param bool train: Get the residual dof for the training set. If both train and valid are False, then\n", " | train is selected by default.\n", " | :param bool valid: Get the residual dof for the validation set. If both train and valid are True, then\n", " | train is selected by default.\n", " | :param bool xval: Get the residual dof for the cross-validated models.\n", " | \n", " | :returns: the residual degrees of freedom, or None if they are not present.\n", " | \n", " | residual_deviance(self, train=False, valid=False, xval=False)\n", " | Retreive the residual deviance if this model has the attribute, or None otherwise.\n", " | \n", " | :param bool train: Get the residual deviance for the training set. If both train and valid are False,\n", " | then train is selected by default.\n", " | :param bool valid: Get the residual deviance for the validation set. If both train and valid are True,\n", " | then train is selected by default.\n", " | :param bool xval: Get the residual deviance for the cross-validated models.\n", " | \n", " | :returns: the residual deviance, or None if it is not present.\n", " | \n", " | respmul(self)\n", " | Normalization/Standardization multipliers for numeric response.\n", " | \n", " | respsub(self)\n", " | Normalization/Standardization offsets for numeric response.\n", " | \n", " | rmse(self, train=False, valid=False, xval=False)\n", " | \n", " | rmsle(self, train=False, valid=False, xval=False)\n", " | \n", " | scoring_history(self)\n", " | Retrieve model scoring history.\n", " | \n", " | :returns: Score history (H2OTwoDimTable)\n", " | \n", " | show(self)\n", " | Print models sorted by metric.\n", " | \n", " | sort_by(self, metric, increasing=True)\n", " | grid.sort_by() is deprecated; use grid.get_grid() instead\n", " | \n", " | Deprecated since 2016-12-12, use grid.get_grid() instead.\n", " | \n", " | sorted_metric_table(self)\n", " | Retrieve summary table of an H2O Grid Search.\n", " | \n", " | :returns: The summary table as an H2OTwoDimTable or a Pandas DataFrame.\n", " | \n", " | start(self, x, y=None, training_frame=None, offset_column=None, fold_column=None, weights_column=None, validation_frame=None, **params)\n", " | Asynchronous model build by specifying the predictor columns, response column, and any\n", " | additional frame-specific values.\n", " | \n", " | To block for results, call :meth:`join`.\n", " | \n", " | :param x: A list of column names or indices indicating the predictor columns.\n", " | :param y: An index or a column name indicating the response column.\n", " | :param training_frame: The H2OFrame having the columns indicated by x and y (as well as any\n", " | additional columns specified by fold, offset, and weights).\n", " | :param offset_column: The name or index of the column in training_frame that holds the offsets.\n", " | :param fold_column: The name or index of the column in training_frame that holds the per-row fold\n", " | assignments.\n", " | :param weights_column: The name or index of the column in training_frame that holds the per-row weights.\n", " | :param validation_frame: H2OFrame with validation data to be scored on while training.\n", " | \n", " | summary(self, header=True)\n", " | Print a detailed summary of the explored models.\n", " | \n", " | train(self, x=None, y=None, training_frame=None, offset_column=None, fold_column=None, weights_column=None, validation_frame=None, **params)\n", " | Train the model synchronously (i.e. do not return until the model finishes training).\n", " | \n", " | To train asynchronously call :meth:`start`.\n", " | \n", " | :param x: A list of column names or indices indicating the predictor columns.\n", " | :param y: An index or a column name indicating the response column.\n", " | :param training_frame: The H2OFrame having the columns indicated by x and y (as well as any\n", " | additional columns specified by fold, offset, and weights).\n", " | :param offset_column: The name or index of the column in training_frame that holds the offsets.\n", " | :param fold_column: The name or index of the column in training_frame that holds the per-row fold\n", " | assignments.\n", " | :param weights_column: The name or index of the column in training_frame that holds the per-row weights.\n", " | :param validation_frame: H2OFrame with validation data to be scored on while training.\n", " | \n", " | varimp(self, use_pandas=False)\n", " | Pretty print the variable importances, or return them in a list/pandas DataFrame.\n", " | \n", " | :param bool use_pandas: If True, then the variable importances will be returned as a pandas data frame.\n", " | \n", " | :returns: A dictionary of lists or Pandas DataFrame instances.\n", " | \n", " | weights(self, matrix_id=0)\n", " | Return the frame for the respective weight matrix.\n", " | \n", " | :param: matrix_id: an integer, ranging from 0 to number of layers, that specifies the weight matrix to return.\n", " | :returns: an H2OFrame which represents the weight matrix identified by matrix_id\n", " | \n", " | xval_keys(self)\n", " | Model keys for the cross-validated model.\n", " | \n", " | xvals(self)\n", " | Return the list of cross-validated models.\n", " | \n", " | ----------------------------------------------------------------------\n", " | Data descriptors defined here:\n", " | \n", " | __dict__\n", " | dictionary for instance variables (if defined)\n", " | \n", " | __weakref__\n", " | list of weak references to the object (if defined)\n", " | \n", " | failed_params\n", " | \n", " | failed_raw_params\n", " | \n", " | failure_details\n", " | \n", " | failure_stack_traces\n", " | \n", " | grid_id\n", " | A key that identifies this grid search object in H2O.\n", " | \n", " | hyper_names\n", " | \n", " | model_ids\n", "\n" ] } ], "source": [ "help(h2o.grid.H2OGridSearch)" ] }, { "cell_type": "code", "execution_count": 30, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ " alpha lambda model_ids \\\n", "0 [0.87] [4.9999999999999996E-6] glm_grid_model_61 \n", "1 [0.4] [1.8E-5] glm_grid_model_46 \n", "2 [0.07] [3.7E-5] glm_grid_model_48 \n", "3 [0.07] [5.6E-5] glm_grid_model_72 \n", "4 [0.48] [2.9E-5] glm_grid_model_96 \n", "5 [0.88] [3.1E-5] glm_grid_model_37 \n", "6 [0.18] [8.099999999999999E-5] glm_grid_model_86 \n", "7 [0.15] [1.3099999999999999E-4] glm_grid_model_30 \n", "8 [0.1] [1.59E-4] glm_grid_model_38 \n", "9 [0.06] [2.12E-4] glm_grid_model_78 \n", "10 [0.53] [9.499999999999999E-5] glm_grid_model_28 \n", "11 [0.41000000000000003] [1.37E-4] glm_grid_model_67 \n", "12 [0.65] [1.07E-4] glm_grid_model_34 \n", "13 [0.93] [7.7E-5] glm_grid_model_100 \n", "14 [0.52] [1.37E-4] glm_grid_model_42 \n", "15 [0.31] [2.2999999999999998E-4] glm_grid_model_22 \n", "16 [0.56] [1.64E-4] glm_grid_model_82 \n", "17 [0.47000000000000003] [1.8899999999999999E-4] glm_grid_model_51 \n", "18 [0.05] [4.17E-4] glm_grid_model_16 \n", "19 [0.18] [3.47E-4] glm_grid_model_17 \n", "20 [0.92] [1.45E-4] glm_grid_model_93 \n", "21 [0.11] [4.88E-4] glm_grid_model_73 \n", "22 [0.16] [4.93E-4] glm_grid_model_14 \n", "23 [0.75] [1.8099999999999998E-4] glm_grid_model_11 \n", "24 [0.09] [6.68E-4] glm_grid_model_1 \n", "25 [0.78] [1.88E-4] glm_grid_model_2 \n", "26 [0.07] [7.32E-4] glm_grid_model_79 \n", "27 [0.17] [5.459999999999999E-4] glm_grid_model_98 \n", "28 [0.65] [2.26E-4] glm_grid_model_83 \n", "29 [0.02] [8.87E-4] glm_grid_model_92 \n", ".. .. ... ... ... \n", "70 [0.55] [6.129999999999999E-4] glm_grid_model_59 \n", "71 [0.86] [4.86E-4] glm_grid_model_21 \n", "72 [0.63] [5.75E-4] glm_grid_model_49 \n", "73 [0.5] [6.929999999999999E-4] glm_grid_model_6 \n", "74 [0.73] [5.53E-4] glm_grid_model_13 \n", "75 [0.65] [5.88E-4] glm_grid_model_89 \n", "76 [0.87] [5.099999999999999E-4] glm_grid_model_19 \n", "77 [0.32] [9.5E-4] glm_grid_model_95 \n", "78 [0.88] [5.18E-4] glm_grid_model_63 \n", "79 [0.42] [8.129999999999999E-4] glm_grid_model_74 \n", "80 [0.43] [8.42E-4] glm_grid_model_40 \n", "81 [0.66] [6.59E-4] glm_grid_model_18 \n", "82 [0.59] [7.31E-4] glm_grid_model_9 \n", "83 [0.41000000000000003] [8.91E-4] glm_grid_model_24 \n", "84 [0.54] [7.8E-4] glm_grid_model_5 \n", "85 [0.41000000000000003] [9.559999999999999E-4] glm_grid_model_76 \n", "86 [0.9400000000000001] [5.09E-4] glm_grid_model_62 \n", "87 [0.41000000000000003] [9.93E-4] glm_grid_model_50 \n", "88 [0.6] [8.16E-4] glm_grid_model_32 \n", "89 [0.55] [8.759999999999999E-4] glm_grid_model_97 \n", "90 [0.52] [9.45E-4] glm_grid_model_91 \n", "91 [0.84] [6.74E-4] glm_grid_model_57 \n", "92 [0.5700000000000001] [9.53E-4] glm_grid_model_69 \n", "93 [0.65] [9.379999999999999E-4] glm_grid_model_56 \n", "94 [0.9500000000000001] [7.41E-4] glm_grid_model_85 \n", "95 [0.86] [8.06E-4] glm_grid_model_39 \n", "96 [0.92] [8.6E-4] glm_grid_model_99 \n", "97 [0.74] [9.87E-4] glm_grid_model_15 \n", "98 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"cell_type": "code", "execution_count": 36, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Model Details\n", "=============\n", "H2OGeneralizedLinearEstimator : Generalized Linear Modeling\n", "Model Key: glm_grid_model_61\n", "\n", "\n", "GLM Model: summary\n" ] }, { "data": { "text/html": [ "
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" ], "text/plain": [ " family link regularization \\\n", "0 binomial logit Elastic Net (alpha = 0.87, lambda = 5.0E-6 ) \n", "\n", " lambda_search \\\n", "0 nlambda = 100, lambda.max = 0.03808, lambda.min = 5.0E-6, lambda.1... \n", "\n", " number_of_predictors_total number_of_active_predictors \\\n", "0 161 143 \n", "\n", " number_of_iterations training_frame \n", "0 7 py_15_sid_9664 " ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "\n", "ModelMetricsBinomialGLM: glm\n", "** Reported on train data. **\n", "\n", "MSE: 0.031344275605674536\n", "RMSE: 0.17704314616972477\n", "LogLoss: 0.12279979897845819\n", "Null degrees of freedom: 350267\n", "Residual degrees of freedom: 350124\n", "Null deviance: 108932.13150368733\n", "Residual deviance: 86025.67997717319\n", "AIC: 86313.67997717319\n", "AUC: 0.8519842670925402\n", "AUCPR: 0.21046685420921254\n", "Gini: 0.7039685341850803\n", "\n", "Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.13993235618594693: \n" ] }, { "data": { "text/html": [ "
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FALSETRUEErrorRate
0FALSE323805.013802.00.0409(13802.0/337607.0)
1TRUE8129.04532.00.6421(8129.0/12661.0)
2Total331934.018334.00.0626(21931.0/350268.0)
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" ], "text/plain": [ " FALSE TRUE Error Rate\n", "0 FALSE 323805.0 13802.0 0.0409 (13802.0/337607.0)\n", "1 TRUE 8129.0 4532.0 0.6421 (8129.0/12661.0)\n", "2 Total 331934.0 18334.0 0.0626 (21931.0/350268.0)" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "Maximum Metrics: Maximum metrics at their respective thresholds\n" ] }, { "data": { "text/html": [ "
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metricthresholdvalueidx
0max f10.1399320.292434200.0
1max f20.0686980.389555264.0
2max f0point50.2126650.290398157.0
3max accuracy0.9817720.9638510.0
4max precision0.5623030.42120345.0
5max recall0.0007891.000000398.0
6max specificity0.9817720.9999970.0
7max absolute_mcc0.0990580.269921234.0
8max min_per_class_accuracy0.0385190.774240305.0
9max mean_per_class_accuracy0.0361450.775428309.0
10max tns0.981772337606.0000000.0
11max fns0.98177212661.0000000.0
12max fps0.000498337607.000000399.0
13max tps0.00078912661.000000398.0
14max tnr0.9817720.9999970.0
15max fnr0.9817721.0000000.0
16max fpr0.0004981.000000399.0
17max tpr0.0007891.000000398.0
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" ], "text/plain": [ " metric threshold value idx\n", "0 max f1 0.139932 0.292434 200.0\n", "1 max f2 0.068698 0.389555 264.0\n", "2 max f0point5 0.212665 0.290398 157.0\n", "3 max accuracy 0.981772 0.963851 0.0\n", "4 max precision 0.562303 0.421203 45.0\n", "5 max recall 0.000789 1.000000 398.0\n", "6 max specificity 0.981772 0.999997 0.0\n", "7 max absolute_mcc 0.099058 0.269921 234.0\n", "8 max min_per_class_accuracy 0.038519 0.774240 305.0\n", "9 max mean_per_class_accuracy 0.036145 0.775428 309.0\n", "10 max tns 0.981772 337606.000000 0.0\n", "11 max fns 0.981772 12661.000000 0.0\n", "12 max fps 0.000498 337607.000000 399.0\n", "13 max tps 0.000789 12661.000000 398.0\n", "14 max tnr 0.981772 0.999997 0.0\n", "15 max fnr 0.981772 1.000000 0.0\n", "16 max fpr 0.000498 1.000000 399.0\n", "17 max tpr 0.000789 1.000000 398.0" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "Gains/Lift Table: Avg response rate: 3.61 %, avg score: 3.61 %\n" ] }, { "data": { "text/html": [ "
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groupcumulative_data_fractionlower_thresholdliftcumulative_liftresponse_ratescorecumulative_response_ratecumulative_scorecapture_ratecumulative_capture_rategaincumulative_gain
010.0100010.33225010.72487110.7248710.3876680.4661600.3876680.4661600.1072590.107259972.487123972.487123
120.0200020.2417187.6290329.1769520.2757640.2804350.3317160.3732970.0762970.183556662.903211817.695167
230.0300030.1952846.4522978.2687340.2332290.2168270.2988870.3211400.0645290.248085545.229734726.873356
340.0400010.1650765.1664727.4933340.1867500.1791990.2708590.2856630.0516550.299739416.647177649.333418
450.0500020.1433634.7701196.9486600.1724240.1535620.2511700.2592410.0477060.347445377.011946594.866013
560.1000010.0874553.3426245.1456940.1208250.1108950.1859990.1850700.1671270.514572234.262433414.569371
670.1500020.0621082.3978334.2297230.0866740.0735790.1528900.1479060.1198960.634468139.783271322.972261
780.2000010.0473151.6002263.5723670.0578430.0541790.1291290.1244750.0800090.71447860.022611257.236725
890.3000020.0304521.1215482.7554270.0405400.0379650.0995990.0956380.1121550.82663312.154798175.542749
9100.3999990.0208420.6453032.2279080.0233260.0252660.0805310.0780450.0645290.891162-35.469658122.790777
10110.5000000.0145420.3996501.8622540.0144460.0174780.0673140.0659320.0399650.931127-60.03498186.225417
11120.6000010.0102150.2803871.5986080.0101350.0122670.0577840.0569880.0280390.959166-71.96130159.860838
12130.6999980.0070580.1982511.3985610.0071660.0085550.0505530.0500690.0198250.978991-80.17488939.856142
13140.7999990.0046070.1161041.2382530.0041970.0057900.0447590.0445340.0116100.990601-88.38960923.825309
14150.8999990.0026100.0576571.1070750.0020840.0035830.0400170.0399840.0057660.996367-94.23429610.707492
15161.0000000.0000950.0363321.0000000.0013130.0016190.0361470.0361470.0036331.000000-96.3668160.000000
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" ], "text/plain": [ " group cumulative_data_fraction lower_threshold lift \\\n", "0 1 0.010001 0.332250 10.724871 \n", "1 2 0.020002 0.241718 7.629032 \n", "2 3 0.030003 0.195284 6.452297 \n", "3 4 0.040001 0.165076 5.166472 \n", "4 5 0.050002 0.143363 4.770119 \n", "5 6 0.100001 0.087455 3.342624 \n", "6 7 0.150002 0.062108 2.397833 \n", "7 8 0.200001 0.047315 1.600226 \n", "8 9 0.300002 0.030452 1.121548 \n", "9 10 0.399999 0.020842 0.645303 \n", "10 11 0.500000 0.014542 0.399650 \n", "11 12 0.600001 0.010215 0.280387 \n", "12 13 0.699998 0.007058 0.198251 \n", "13 14 0.799999 0.004607 0.116104 \n", "14 15 0.899999 0.002610 0.057657 \n", "15 16 1.000000 0.000095 0.036332 \n", "\n", " cumulative_lift response_rate score cumulative_response_rate \\\n", "0 10.724871 0.387668 0.466160 0.387668 \n", "1 9.176952 0.275764 0.280435 0.331716 \n", "2 8.268734 0.233229 0.216827 0.298887 \n", "3 7.493334 0.186750 0.179199 0.270859 \n", "4 6.948660 0.172424 0.153562 0.251170 \n", "5 5.145694 0.120825 0.110895 0.185999 \n", "6 4.229723 0.086674 0.073579 0.152890 \n", "7 3.572367 0.057843 0.054179 0.129129 \n", "8 2.755427 0.040540 0.037965 0.099599 \n", "9 2.227908 0.023326 0.025266 0.080531 \n", "10 1.862254 0.014446 0.017478 0.067314 \n", "11 1.598608 0.010135 0.012267 0.057784 \n", "12 1.398561 0.007166 0.008555 0.050553 \n", "13 1.238253 0.004197 0.005790 0.044759 \n", "14 1.107075 0.002084 0.003583 0.040017 \n", "15 1.000000 0.001313 0.001619 0.036147 \n", "\n", " cumulative_score capture_rate cumulative_capture_rate gain \\\n", "0 0.466160 0.107259 0.107259 972.487123 \n", "1 0.373297 0.076297 0.183556 662.903211 \n", "2 0.321140 0.064529 0.248085 545.229734 \n", "3 0.285663 0.051655 0.299739 416.647177 \n", "4 0.259241 0.047706 0.347445 377.011946 \n", "5 0.185070 0.167127 0.514572 234.262433 \n", "6 0.147906 0.119896 0.634468 139.783271 \n", "7 0.124475 0.080009 0.714478 60.022611 \n", "8 0.095638 0.112155 0.826633 12.154798 \n", "9 0.078045 0.064529 0.891162 -35.469658 \n", "10 0.065932 0.039965 0.931127 -60.034981 \n", "11 0.056988 0.028039 0.959166 -71.961301 \n", "12 0.050069 0.019825 0.978991 -80.174889 \n", "13 0.044534 0.011610 0.990601 -88.389609 \n", "14 0.039984 0.005766 0.996367 -94.234296 \n", "15 0.036147 0.003633 1.000000 -96.366816 \n", "\n", " cumulative_gain \n", "0 972.487123 \n", "1 817.695167 \n", "2 726.873356 \n", "3 649.333418 \n", "4 594.866013 \n", "5 414.569371 \n", "6 322.972261 \n", "7 257.236725 \n", "8 175.542749 \n", "9 122.790777 \n", "10 86.225417 \n", "11 59.860838 \n", "12 39.856142 \n", "13 23.825309 \n", "14 10.707492 \n", "15 0.000000 " ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "\n", "ModelMetricsBinomialGLM: glm\n", "** Reported on validation data. **\n", "\n", "MSE: 0.031018805729749764\n", "RMSE: 0.17612156520355413\n", "LogLoss: 0.12242815235268398\n", "Null degrees of freedom: 74970\n", "Residual degrees of freedom: 74827\n", "Null deviance: 22974.597464481732\n", "Residual deviance: 18357.12202006614\n", "AIC: 18645.12202006614\n", "AUC: 0.8460502420206815\n", "AUCPR: 0.2009137545141779\n", "Gini: 0.6921004840413629\n", "\n", "Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.13091994899463488: \n" ] }, { "data": { "text/html": [ "
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FALSETRUEErrorRate
0FALSE69013.03300.00.0456(3300.0/72313.0)
1TRUE1672.0986.00.629(1672.0/2658.0)
2Total70685.04286.00.0663(4972.0/74971.0)
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" ], "text/plain": [ " FALSE TRUE Error Rate\n", "0 FALSE 69013.0 3300.0 0.0456 (3300.0/72313.0)\n", "1 TRUE 1672.0 986.0 0.629 (1672.0/2658.0)\n", "2 Total 70685.0 4286.0 0.0663 (4972.0/74971.0)" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "Maximum Metrics: Maximum metrics at their respective thresholds\n" ] }, { "data": { "text/html": [ "
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metricthresholdvalueidx
0max f10.1309200.283986201.0
1max f20.0717630.375903256.0
2max f0point50.2423760.295791133.0
3max accuracy0.9740970.9645330.0
4max precision0.3766280.39636483.0
5max recall0.0007351.000000398.0
6max specificity0.9740970.9999860.0
7max absolute_mcc0.1193990.260856210.0
8max min_per_class_accuracy0.0376200.764108304.0
9max mean_per_class_accuracy0.0348970.767316309.0
10max tns0.97409772312.0000000.0
11max fns0.9740972658.0000000.0
12max fps0.00047572313.000000399.0
13max tps0.0007352658.000000398.0
14max tnr0.9740970.9999860.0
15max fnr0.9740971.0000000.0
16max fpr0.0004751.000000399.0
17max tpr0.0007351.000000398.0
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" ], "text/plain": [ " metric threshold value idx\n", "0 max f1 0.130920 0.283986 201.0\n", "1 max f2 0.071763 0.375903 256.0\n", "2 max f0point5 0.242376 0.295791 133.0\n", "3 max accuracy 0.974097 0.964533 0.0\n", "4 max precision 0.376628 0.396364 83.0\n", "5 max recall 0.000735 1.000000 398.0\n", "6 max specificity 0.974097 0.999986 0.0\n", "7 max absolute_mcc 0.119399 0.260856 210.0\n", "8 max min_per_class_accuracy 0.037620 0.764108 304.0\n", "9 max mean_per_class_accuracy 0.034897 0.767316 309.0\n", "10 max tns 0.974097 72312.000000 0.0\n", "11 max fns 0.974097 2658.000000 0.0\n", "12 max fps 0.000475 72313.000000 399.0\n", "13 max tps 0.000735 2658.000000 398.0\n", "14 max tnr 0.974097 0.999986 0.0\n", "15 max fnr 0.974097 1.000000 0.0\n", "16 max fpr 0.000475 1.000000 399.0\n", "17 max tpr 0.000735 1.000000 398.0" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "Gains/Lift Table: Avg response rate: 3.55 %, avg score: 3.61 %\n" ] }, { "data": { "text/html": [ "
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groupcumulative_data_fractionlower_thresholdliftcumulative_liftresponse_ratescorecumulative_response_ratecumulative_scorecapture_ratecumulative_capture_rategaincumulative_gain
010.0100040.33412510.79341710.7934170.3826670.4730020.3826670.4730020.1079760.107976979.341711979.341711
120.0200080.2430968.3489159.5711660.2960000.2825410.3393330.3777710.0835210.191497734.891497857.116604
230.0300120.1931435.8291978.3238430.2066670.2160350.2951110.3238590.0583150.249812482.919739732.384316
340.0400020.1628474.8955327.4676230.1735650.1766020.2647550.2870820.0489090.298721389.553164646.762264
450.0500060.1419253.9488116.7636730.1400000.1520130.2397970.2600610.0395030.338224294.881114576.367262
560.1000120.0871753.3103635.0370180.1173650.1102320.1785810.1851460.1655380.503762231.036257403.701760
670.1500050.0618002.2275654.1007000.0789750.0733790.1453850.1478970.1113620.615124122.756536310.070006
780.2000110.0475531.7078463.5024470.0605490.0542590.1241750.1244860.0854030.70052770.784615250.244669
890.3000090.0303491.1061102.7037030.0392160.0380700.0958560.0956820.1106090.81113610.610956170.370316
9100.4000080.0206690.7148332.2065020.0253430.0251160.0782290.0780410.0714820.882619-28.516729120.650213
10110.5000070.0144930.4702851.8592680.0166730.0173950.0659180.0659120.0470280.929646-52.97153285.926790
11120.6000050.0101430.2972201.5989320.0105380.0121910.0566880.0569590.0297220.959368-70.27800859.893236
12130.7000040.0070060.1805891.3963160.0064030.0085120.0495050.0500380.0180590.977427-81.94106839.631578
13140.8000030.0045780.1316801.2382390.0046690.0057610.0439000.0445040.0131680.990594-86.83202923.823891
14150.9000010.0025830.0451471.1056750.0016010.0035470.0392000.0399530.0045150.995109-95.48526710.567514
15161.0000000.0000780.0489101.0000000.0017340.0016000.0354540.0361180.0048911.000000-95.1090390.000000
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" ], "text/plain": [ " group cumulative_data_fraction lower_threshold lift \\\n", "0 1 0.010004 0.334125 10.793417 \n", "1 2 0.020008 0.243096 8.348915 \n", "2 3 0.030012 0.193143 5.829197 \n", "3 4 0.040002 0.162847 4.895532 \n", "4 5 0.050006 0.141925 3.948811 \n", "5 6 0.100012 0.087175 3.310363 \n", "6 7 0.150005 0.061800 2.227565 \n", "7 8 0.200011 0.047553 1.707846 \n", "8 9 0.300009 0.030349 1.106110 \n", "9 10 0.400008 0.020669 0.714833 \n", "10 11 0.500007 0.014493 0.470285 \n", "11 12 0.600005 0.010143 0.297220 \n", "12 13 0.700004 0.007006 0.180589 \n", "13 14 0.800003 0.004578 0.131680 \n", "14 15 0.900001 0.002583 0.045147 \n", "15 16 1.000000 0.000078 0.048910 \n", "\n", " cumulative_lift response_rate score cumulative_response_rate \\\n", "0 10.793417 0.382667 0.473002 0.382667 \n", "1 9.571166 0.296000 0.282541 0.339333 \n", "2 8.323843 0.206667 0.216035 0.295111 \n", "3 7.467623 0.173565 0.176602 0.264755 \n", "4 6.763673 0.140000 0.152013 0.239797 \n", "5 5.037018 0.117365 0.110232 0.178581 \n", "6 4.100700 0.078975 0.073379 0.145385 \n", "7 3.502447 0.060549 0.054259 0.124175 \n", "8 2.703703 0.039216 0.038070 0.095856 \n", "9 2.206502 0.025343 0.025116 0.078229 \n", "10 1.859268 0.016673 0.017395 0.065918 \n", "11 1.598932 0.010538 0.012191 0.056688 \n", "12 1.396316 0.006403 0.008512 0.049505 \n", "13 1.238239 0.004669 0.005761 0.043900 \n", "14 1.105675 0.001601 0.003547 0.039200 \n", "15 1.000000 0.001734 0.001600 0.035454 \n", "\n", " cumulative_score capture_rate cumulative_capture_rate gain \\\n", "0 0.473002 0.107976 0.107976 979.341711 \n", "1 0.377771 0.083521 0.191497 734.891497 \n", "2 0.323859 0.058315 0.249812 482.919739 \n", "3 0.287082 0.048909 0.298721 389.553164 \n", "4 0.260061 0.039503 0.338224 294.881114 \n", "5 0.185146 0.165538 0.503762 231.036257 \n", "6 0.147897 0.111362 0.615124 122.756536 \n", "7 0.124486 0.085403 0.700527 70.784615 \n", "8 0.095682 0.110609 0.811136 10.610956 \n", "9 0.078041 0.071482 0.882619 -28.516729 \n", "10 0.065912 0.047028 0.929646 -52.971532 \n", "11 0.056959 0.029722 0.959368 -70.278008 \n", "12 0.050038 0.018059 0.977427 -81.941068 \n", "13 0.044504 0.013168 0.990594 -86.832029 \n", "14 0.039953 0.004515 0.995109 -95.485267 \n", "15 0.036118 0.004891 1.000000 -95.109039 \n", "\n", " cumulative_gain \n", "0 979.341711 \n", "1 857.116604 \n", "2 732.384316 \n", "3 646.762264 \n", "4 576.367262 \n", "5 403.701760 \n", "6 310.070006 \n", "7 250.244669 \n", "8 170.370316 \n", "9 120.650213 \n", "10 85.926790 \n", "11 59.893236 \n", "12 39.631578 \n", "13 23.823891 \n", "14 10.567514 \n", "15 0.000000 " ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "\n", "Scoring History: \n" ] }, { "data": { "text/html": [ "
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timestampdurationiterationlambdapredictorsdeviance_traindeviance_test
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Model Idfamilylinkregularizationlambda_searchnumber_of_predictors_totalnumber_of_active_predictorsnumber_of_iterationstraining_frame
glm_grid_model_61binomiallogitElastic Net (alpha = 0.87, lambda = 5.0E-6 )nlambda = 100, lambda.max = 0.03808, lambda.min = 5.0E-6, lambda.1se = -1.01611437py_15_sid_9664
glm_grid_model_46binomiallogitElastic Net (alpha = 0.4, lambda = 1.8E-5 )nlambda = 100, lambda.max = 0.08282, lambda.min = 1.8E-5, lambda.1se = -1.01611377py_15_sid_9664
glm_grid_model_48binomiallogitElastic Net (alpha = 0.07, lambda = 3.7E-5 )nlambda = 100, lambda.max = 0.4733, lambda.min = 3.7E-5, lambda.1se = -1.01611455py_15_sid_9664
glm_grid_model_96binomiallogitElastic Net (alpha = 0.48, lambda = 2.9E-5 )nlambda = 100, lambda.max = 0.06902, lambda.min = 2.9E-5, lambda.1se = -1.01611107py_15_sid_9664
glm_grid_model_72binomiallogitElastic Net (alpha = 0.07, lambda = 5.6E-5 )nlambda = 100, lambda.max = 0.4733, lambda.min = 5.6E-5, lambda.1se = -1.01611375py_15_sid_9664
glm_grid_model_37binomiallogitElastic Net (alpha = 0.88, lambda = 3.1E-5 )nlambda = 100, lambda.max = 0.03765, lambda.min = 3.1E-5, lambda.1se = -1.0161937py_15_sid_9664
glm_grid_model_86binomiallogitElastic Net (alpha = 0.18, lambda = 8.1E-5 )nlambda = 100, lambda.max = 0.184, lambda.min = 8.1E-5, lambda.1se = -1.01611087py_15_sid_9664
glm_grid_model_30binomiallogitElastic Net (alpha = 0.15, lambda = 1.31E-4 )nlambda = 100, lambda.max = 0.2209, lambda.min = 1.31E-4, lambda.1se = -1.01611057py_15_sid_9664
glm_grid_model_38binomiallogitElastic Net (alpha = 0.1, lambda = 1.59E-4 )nlambda = 100, lambda.max = 0.3313, lambda.min = 1.59E-4, lambda.1se = -1.01611107py_15_sid_9664
glm_grid_model_28binomiallogitElastic Net (alpha = 0.53, lambda = 9.5E-5 )nlambda = 100, lambda.max = 0.06251, lambda.min = 9.5E-5, lambda.1se = -1.0161807py_15_sid_9664
glm_grid_model_78binomiallogitElastic Net (alpha = 0.06, lambda = 2.12E-4 )nlambda = 100, lambda.max = 0.5521, lambda.min = 2.12E-4, lambda.1se = -1.01611197py_15_sid_9664
glm_grid_model_67binomiallogitElastic Net (alpha = 0.41, lambda = 1.37E-4 )nlambda = 100, lambda.max = 0.0808, lambda.min = 1.37E-4, lambda.1se = -1.0161777py_15_sid_9664
glm_grid_model_100binomiallogitElastic Net (alpha = 0.93, lambda = 7.7E-5 )nlambda = 100, lambda.max = 0.03562, lambda.min = 7.7E-5, lambda.1se = -1.0161717py_15_sid_9664
glm_grid_model_34binomiallogitElastic Net (alpha = 0.65, lambda = 1.07E-4 )nlambda = 100, lambda.max = 0.05097, lambda.min = 1.07E-4, lambda.1se = -1.0161697py_15_sid_9664
glm_grid_model_42binomiallogitElastic Net (alpha = 0.52, lambda = 1.37E-4 )nlambda = 100, lambda.max = 0.06371, lambda.min = 1.37E-4, lambda.1se = -1.0161707py_15_sid_9664
glm_grid_model_82binomiallogitElastic Net (alpha = 0.56, lambda = 1.64E-4 )nlambda = 100, lambda.max = 0.05916, lambda.min = 1.64E-4, lambda.1se = -1.0161687py_15_sid_9664
glm_grid_model_51binomiallogitElastic Net (alpha = 0.47, lambda = 1.89E-4 )nlambda = 100, lambda.max = 0.07048, lambda.min = 1.89E-4, lambda.1se = -1.0161697py_15_sid_9664
glm_grid_model_22binomiallogitElastic Net (alpha = 0.31, lambda = 2.3E-4 )nlambda = 100, lambda.max = 0.1069, lambda.min = 2.3E-4, lambda.1se = -1.0161727py_15_sid_9664
glm_grid_model_16binomiallogitElastic Net (alpha = 0.05, lambda = 4.17E-4 )nlambda = 100, lambda.max = 0.6626, lambda.min = 4.17E-4, lambda.1se = -1.01611106py_15_sid_9664
glm_grid_model_17binomiallogitElastic Net (alpha = 0.18, lambda = 3.47E-4 )nlambda = 100, lambda.max = 0.184, lambda.min = 3.47E-4, lambda.1se = -1.0161807py_15_sid_9664
glm_grid_model_93binomiallogitElastic Net (alpha = 0.92, lambda = 1.45E-4 )nlambda = 100, lambda.max = 0.03601, lambda.min = 1.45E-4, lambda.1se = -1.0161588py_15_sid_9664
glm_grid_model_73binomiallogitElastic Net (alpha = 0.11, lambda = 4.88E-4 )nlambda = 100, lambda.max = 0.3012, lambda.min = 4.88E-4, lambda.1se = -1.0161856py_15_sid_9664
glm_grid_model_11binomiallogitElastic Net (alpha = 0.75, lambda = 1.81E-4 )nlambda = 100, lambda.max = 0.04417, lambda.min = 1.81E-4, lambda.1se = -1.0161537py_15_sid_9664
glm_grid_model_2binomiallogitElastic Net (alpha = 0.78, lambda = 1.88E-4 )nlambda = 100, lambda.max = 0.04247, lambda.min = 1.88E-4, lambda.1se = -1.0161538py_15_sid_9664
glm_grid_model_14binomiallogitElastic Net (alpha = 0.16, lambda = 4.93E-4 )nlambda = 100, lambda.max = 0.207, lambda.min = 4.93E-4, lambda.1se = -1.0161776py_15_sid_9664
glm_grid_model_83binomiallogitElastic Net (alpha = 0.65, lambda = 2.26E-4 )nlambda = 100, lambda.max = 0.05097, lambda.min = 2.26E-4, lambda.1se = -1.0161538py_15_sid_9664
glm_grid_model_20binomiallogitElastic Net (alpha = 0.53, lambda = 2.9E-4 )nlambda = 100, lambda.max = 0.06251, lambda.min = 2.9E-4, lambda.1se = -1.0161548py_15_sid_9664
glm_grid_model_1binomiallogitElastic Net (alpha = 0.09, lambda = 6.68E-4 )nlambda = 100, lambda.max = 0.3681, lambda.min = 6.68E-4, lambda.1se = -1.0161846py_15_sid_9664
glm_grid_model_98binomiallogitElastic Net (alpha = 0.17, lambda = 5.46E-4 )nlambda = 100, lambda.max = 0.1949, lambda.min = 5.46E-4, lambda.1se = -1.0161726py_15_sid_9664
glm_grid_model_54binomiallogitElastic Net (alpha = 0.13, lambda = 6.33E-4 )nlambda = 100, lambda.max = 0.2548, lambda.min = 6.33E-4, lambda.1se = -1.0161797py_15_sid_9664
glm_grid_model_79binomiallogitElastic Net (alpha = 0.07, lambda = 7.32E-4 )nlambda = 100, lambda.max = 0.4733, lambda.min = 7.32E-4, lambda.1se = -1.0161886py_15_sid_9664
glm_grid_model_35binomiallogitElastic Net (alpha = 0.99, lambda = 2.06E-4 )nlambda = 100, lambda.max = 0.03346, lambda.min = 2.06E-4, lambda.1se = -1.0161467py_15_sid_9664
glm_grid_model_92binomiallogitElastic Net (alpha = 0.02, lambda = 8.87E-4 )nlambda = 100, lambda.max = 1.6564, lambda.min = 8.87E-4, lambda.1se = -1.01611165py_15_sid_9664
glm_grid_model_60binomiallogitElastic Net (alpha = 0.05, lambda = 8.0E-4 )nlambda = 100, lambda.max = 0.6626, lambda.min = 8.0E-4, lambda.1se = -1.0161906py_15_sid_9664
glm_grid_model_90binomiallogitElastic Net (alpha = 0.02, lambda = 9.92E-4 )nlambda = 100, lambda.max = 1.6564, lambda.min = 9.92E-4, lambda.1se = -1.01611145py_15_sid_9664
glm_grid_model_71binomiallogitElastic Net (alpha = 0.09, lambda = 7.94E-4 )nlambda = 100, lambda.max = 0.3681, lambda.min = 7.94E-4, lambda.1se = -1.0161816py_15_sid_9664
glm_grid_model_26binomiallogitElastic Net (alpha = 0.93, lambda = 2.45E-4 )nlambda = 100, lambda.max = 0.03562, lambda.min = 2.45E-4, lambda.1se = -1.0161447py_15_sid_9664
glm_grid_model_80binomiallogitElastic Net (alpha = 0.23, lambda = 5.77E-4 )nlambda = 100, lambda.max = 0.144, lambda.min = 5.77E-4, lambda.1se = -1.0161646py_15_sid_9664
glm_grid_model_77binomiallogitElastic Net (alpha = 0.6, lambda = 3.29E-4 )nlambda = 100, lambda.max = 0.05521, lambda.min = 3.29E-4, lambda.1se = -1.0161477py_15_sid_9664
glm_grid_model_87binomiallogitElastic Net (alpha = 0.52, lambda = 3.66E-4 )nlambda = 100, lambda.max = 0.06371, lambda.min = 3.66E-4, lambda.1se = -1.0161486py_15_sid_9664
glm_grid_model_45binomiallogitElastic Net (alpha = 0.25, lambda = 5.9E-4 )nlambda = 100, lambda.max = 0.1325, lambda.min = 5.9E-4, lambda.1se = -1.0161596py_15_sid_9664
glm_grid_model_81binomiallogitElastic Net (alpha = 0.8, lambda = 3.02E-4 )nlambda = 100, lambda.max = 0.04141, lambda.min = 3.02E-4, lambda.1se = -1.0161437py_15_sid_9664
glm_grid_model_33binomiallogitElastic Net (alpha = 0.64, lambda = 3.47E-4 )nlambda = 100, lambda.max = 0.05176, lambda.min = 3.47E-4, lambda.1se = -1.0161456py_15_sid_9664
glm_grid_model_43binomiallogitElastic Net (alpha = 0.1, lambda = 8.66E-4 )nlambda = 100, lambda.max = 0.3313, lambda.min = 8.66E-4, lambda.1se = -1.0161756py_15_sid_9664
glm_grid_model_55binomiallogitElastic Net (alpha = 0.66, lambda = 3.52E-4 )nlambda = 100, lambda.max = 0.05019, lambda.min = 3.52E-4, lambda.1se = -1.0161436py_15_sid_9664
glm_grid_model_12binomiallogitElastic Net (alpha = 0.11, lambda = 8.43E-4 )nlambda = 100, lambda.max = 0.3012, lambda.min = 8.43E-4, lambda.1se = -1.0161736py_15_sid_9664
glm_grid_model_65binomiallogitElastic Net (alpha = 0.86, lambda = 3.02E-4 )nlambda = 100, lambda.max = 0.03852, lambda.min = 3.02E-4, lambda.1se = -1.0161407py_15_sid_9664
glm_grid_model_10binomiallogitElastic Net (alpha = 0.83, lambda = 3.23E-4 )nlambda = 100, lambda.max = 0.03991, lambda.min = 3.23E-4, lambda.1se = -1.0161386py_15_sid_9664
glm_grid_model_8binomiallogitElastic Net (alpha = 0.94, lambda = 3.05E-4 )nlambda = 100, lambda.max = 0.03524, lambda.min = 3.05E-4, lambda.1se = -1.0161368py_15_sid_9664
glm_grid_model_3binomiallogitElastic Net (alpha = 0.69, lambda = 3.77E-4 )nlambda = 100, lambda.max = 0.04801, lambda.min = 3.77E-4, lambda.1se = -1.0161396py_15_sid_9664
glm_grid_model_70binomiallogitElastic Net (alpha = 0.71, lambda = 3.86E-4 )nlambda = 100, lambda.max = 0.04666, lambda.min = 3.86E-4, lambda.1se = -1.0161386py_15_sid_9664
glm_grid_model_44binomiallogitElastic Net (alpha = 0.19, lambda = 7.88E-4 )nlambda = 100, lambda.max = 0.1744, lambda.min = 7.88E-4, lambda.1se = -1.0161606py_15_sid_9664
glm_grid_model_41binomiallogitElastic Net (alpha = 0.67, lambda = 3.99E-4 )nlambda = 100, lambda.max = 0.04944, lambda.min = 3.99E-4, lambda.1se = -1.0161386py_15_sid_9664
glm_grid_model_36binomiallogitElastic Net (alpha = 0.94, lambda = 3.4E-4 )nlambda = 100, lambda.max = 0.03524, lambda.min = 3.4E-4, lambda.1se = -1.0161357py_15_sid_9664
glm_grid_model_94binomiallogitElastic Net (alpha = 0.15, lambda = 9.21E-4 )nlambda = 100, lambda.max = 0.2209, lambda.min = 9.21E-4, lambda.1se = -1.0161646py_15_sid_9664
glm_grid_model_29binomiallogitElastic Net (alpha = 0.59, lambda = 4.59E-4 )nlambda = 100, lambda.max = 0.05615, lambda.min = 4.59E-4, lambda.1se = -1.0161396py_15_sid_9664
glm_grid_model_25binomiallogitElastic Net (alpha = 0.3, lambda = 6.75E-4 )nlambda = 100, lambda.max = 0.1104, lambda.min = 6.75E-4, lambda.1se = -1.0161477py_15_sid_9664
glm_grid_model_52binomiallogitElastic Net (alpha = 0.34, lambda = 6.66E-4 )nlambda = 100, lambda.max = 0.09743, lambda.min = 6.66E-4, lambda.1se = -1.0161457py_15_sid_9664
glm_grid_model_47binomiallogitElastic Net (alpha = 0.19, lambda = 8.82E-4 )nlambda = 100, lambda.max = 0.1744, lambda.min = 8.82E-4, lambda.1se = -1.0161566py_15_sid_9664
glm_grid_model_31binomiallogitElastic Net (alpha = 0.58, lambda = 5.09E-4 )nlambda = 100, lambda.max = 0.05712, lambda.min = 5.09E-4, lambda.1se = -1.0161376py_15_sid_9664
glm_grid_model_27binomiallogitElastic Net (alpha = 0.81, lambda = 4.25E-4 )nlambda = 100, lambda.max = 0.0409, lambda.min = 4.25E-4, lambda.1se = -1.0161346py_15_sid_9664
glm_grid_model_75binomiallogitElastic Net (alpha = 0.59, lambda = 5.18E-4 )nlambda = 100, lambda.max = 0.05615, lambda.min = 5.18E-4, lambda.1se = -1.0161367py_15_sid_9664
glm_grid_model_84binomiallogitElastic Net (alpha = 0.96, lambda = 3.8E-4 )nlambda = 100, lambda.max = 0.03451, lambda.min = 3.8E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_64binomiallogitElastic Net (alpha = 0.29, lambda = 7.81E-4 )nlambda = 100, lambda.max = 0.1142, lambda.min = 7.81E-4, lambda.1se = -1.0161457py_15_sid_9664
glm_grid_model_68binomiallogitElastic Net (alpha = 0.36, lambda = 6.96E-4 )nlambda = 100, lambda.max = 0.09202, lambda.min = 6.96E-4, lambda.1se = -1.0161427py_15_sid_9664
glm_grid_model_66binomiallogitElastic Net (alpha = 0.48, lambda = 5.93E-4 )nlambda = 100, lambda.max = 0.06902, lambda.min = 5.93E-4, lambda.1se = -1.0161366py_15_sid_9664
glm_grid_model_53binomiallogitElastic Net (alpha = 0.6, lambda = 5.69E-4 )nlambda = 100, lambda.max = 0.05521, lambda.min = 5.69E-4, lambda.1se = -1.0161356py_15_sid_9664
glm_grid_model_58binomiallogitElastic Net (alpha = 0.43, lambda = 6.94E-4 )nlambda = 100, lambda.max = 0.07704, lambda.min = 6.94E-4, lambda.1se = -1.0161366py_15_sid_9664
glm_grid_model_59binomiallogitElastic Net (alpha = 0.55, lambda = 6.13E-4 )nlambda = 100, lambda.max = 0.06023, lambda.min = 6.13E-4, lambda.1se = -1.0161356py_15_sid_9664
glm_grid_model_4binomiallogitElastic Net (alpha = 0.22, lambda = 9.91E-4 )nlambda = 100, lambda.max = 0.1506, lambda.min = 9.91E-4, lambda.1se = -1.0161466py_15_sid_9664
glm_grid_model_21binomiallogitElastic Net (alpha = 0.86, lambda = 4.86E-4 )nlambda = 100, lambda.max = 0.03852, lambda.min = 4.86E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_49binomiallogitElastic Net (alpha = 0.63, lambda = 5.75E-4 )nlambda = 100, lambda.max = 0.05258, lambda.min = 5.75E-4, lambda.1se = -1.0161316py_15_sid_9664
glm_grid_model_88binomiallogitElastic Net (alpha = 0.29, lambda = 8.94E-4 )nlambda = 100, lambda.max = 0.1142, lambda.min = 8.94E-4, lambda.1se = -1.0161407py_15_sid_9664
glm_grid_model_13binomiallogitElastic Net (alpha = 0.73, lambda = 5.53E-4 )nlambda = 100, lambda.max = 0.04538, lambda.min = 5.53E-4, lambda.1se = -1.0161316py_15_sid_9664
glm_grid_model_89binomiallogitElastic Net (alpha = 0.65, lambda = 5.88E-4 )nlambda = 100, lambda.max = 0.05097, lambda.min = 5.88E-4, lambda.1se = -1.0161316py_15_sid_9664
glm_grid_model_6binomiallogitElastic Net (alpha = 0.5, lambda = 6.93E-4 )nlambda = 100, lambda.max = 0.06626, lambda.min = 6.93E-4, lambda.1se = -1.0161336py_15_sid_9664
glm_grid_model_19binomiallogitElastic Net (alpha = 0.87, lambda = 5.1E-4 )nlambda = 100, lambda.max = 0.03808, lambda.min = 5.1E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_63binomiallogitElastic Net (alpha = 0.88, lambda = 5.18E-4 )nlambda = 100, lambda.max = 0.03765, lambda.min = 5.18E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_74binomiallogitElastic Net (alpha = 0.42, lambda = 8.13E-4 )nlambda = 100, lambda.max = 0.07888, lambda.min = 8.13E-4, lambda.1se = -1.0161336py_15_sid_9664
glm_grid_model_95binomiallogitElastic Net (alpha = 0.32, lambda = 9.5E-4 )nlambda = 100, lambda.max = 0.1035, lambda.min = 9.5E-4, lambda.1se = -1.0161356py_15_sid_9664
glm_grid_model_18binomiallogitElastic Net (alpha = 0.66, lambda = 6.59E-4 )nlambda = 100, lambda.max = 0.05019, lambda.min = 6.59E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_40binomiallogitElastic Net (alpha = 0.43, lambda = 8.42E-4 )nlambda = 100, lambda.max = 0.07704, lambda.min = 8.42E-4, lambda.1se = -1.0161316py_15_sid_9664
glm_grid_model_9binomiallogitElastic Net (alpha = 0.59, lambda = 7.31E-4 )nlambda = 100, lambda.max = 0.05615, lambda.min = 7.31E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_24binomiallogitElastic Net (alpha = 0.41, lambda = 8.91E-4 )nlambda = 100, lambda.max = 0.0808, lambda.min = 8.91E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_62binomiallogitElastic Net (alpha = 0.94, lambda = 5.09E-4 )nlambda = 100, lambda.max = 0.03524, lambda.min = 5.09E-4, lambda.1se = -1.0161286py_15_sid_9664
glm_grid_model_5binomiallogitElastic Net (alpha = 0.54, lambda = 7.8E-4 )nlambda = 100, lambda.max = 0.06135, lambda.min = 7.8E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_76binomiallogitElastic Net (alpha = 0.41, lambda = 9.56E-4 )nlambda = 100, lambda.max = 0.0808, lambda.min = 9.56E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_50binomiallogitElastic Net (alpha = 0.41, lambda = 9.93E-4 )nlambda = 100, lambda.max = 0.0808, lambda.min = 9.93E-4, lambda.1se = -1.0161306py_15_sid_9664
glm_grid_model_32binomiallogitElastic Net (alpha = 0.6, lambda = 8.16E-4 )nlambda = 100, lambda.max = 0.05521, lambda.min = 8.16E-4, lambda.1se = -1.0161287py_15_sid_9664
glm_grid_model_97binomiallogitElastic Net (alpha = 0.55, lambda = 8.76E-4 )nlambda = 100, lambda.max = 0.06023, lambda.min = 8.76E-4, lambda.1se = -1.0161286py_15_sid_9664
glm_grid_model_57binomiallogitElastic Net (alpha = 0.84, lambda = 6.74E-4 )nlambda = 100, lambda.max = 0.03944, lambda.min = 6.74E-4, lambda.1se = -1.0161256py_15_sid_9664
glm_grid_model_91binomiallogitElastic Net (alpha = 0.52, lambda = 9.45E-4 )nlambda = 100, lambda.max = 0.06371, lambda.min = 9.45E-4, lambda.1se = -1.0161287py_15_sid_9664
glm_grid_model_69binomiallogitElastic Net (alpha = 0.57, lambda = 9.53E-4 )nlambda = 100, lambda.max = 0.05812, lambda.min = 9.53E-4, lambda.1se = -1.0161266py_15_sid_9664
glm_grid_model_56binomiallogitElastic Net (alpha = 0.65, lambda = 9.38E-4 )nlambda = 100, lambda.max = 0.05097, lambda.min = 9.38E-4, lambda.1se = -1.0161256py_15_sid_9664
glm_grid_model_85binomiallogitElastic Net (alpha = 0.95, lambda = 7.41E-4 )nlambda = 100, lambda.max = 0.03487, lambda.min = 7.41E-4, lambda.1se = -1.0161216py_15_sid_9664
glm_grid_model_39binomiallogitElastic Net (alpha = 0.86, lambda = 8.06E-4 )nlambda = 100, lambda.max = 0.03852, lambda.min = 8.06E-4, lambda.1se = -1.0161216py_15_sid_9664
glm_grid_model_99binomiallogitElastic Net (alpha = 0.92, lambda = 8.6E-4 )nlambda = 100, lambda.max = 0.03601, lambda.min = 8.6E-4, lambda.1se = -1.0161197py_15_sid_9664
glm_grid_model_15binomiallogitElastic Net (alpha = 0.74, lambda = 9.87E-4 )nlambda = 100, lambda.max = 0.04477, lambda.min = 9.87E-4, lambda.1se = -1.0161216py_15_sid_9664
glm_grid_model_23binomiallogitElastic Net (alpha = 0.88, lambda = 9.21E-4 )nlambda = 100, lambda.max = 0.03765, lambda.min = 9.21E-4, lambda.1se = -1.0161196py_15_sid_9664
glm_grid_model_7binomiallogitElastic Net (alpha = 0.88, lambda = 9.48E-4 )nlambda = 100, lambda.max = 0.03765, lambda.min = 9.48E-4, lambda.1se = -1.0161196py_15_sid_9664
" ], "text/plain": [ "Model Id family link regularization lambda_search number_of_predictors_total number_of_active_predictors number_of_iterations training_frame\n", "------------------ -------- ------ --------------------------------------------- ---------------------------------------------------------------------------- ---------------------------- ----------------------------- ---------------------- ----------------\n", "glm_grid_model_61 binomial logit Elastic Net (alpha = 0.87, lambda = 5.0E-6 ) nlambda = 100, lambda.max = 0.03808, lambda.min = 5.0E-6, lambda.1se = -1.0 161 143 7 py_15_sid_9664\n", "glm_grid_model_46 binomial logit Elastic Net (alpha = 0.4, lambda = 1.8E-5 ) nlambda = 100, lambda.max = 0.08282, lambda.min = 1.8E-5, lambda.1se = -1.0 161 137 7 py_15_sid_9664\n", "glm_grid_model_48 binomial logit Elastic Net (alpha = 0.07, lambda = 3.7E-5 ) nlambda = 100, lambda.max = 0.4733, lambda.min = 3.7E-5, lambda.1se = -1.0 161 145 5 py_15_sid_9664\n", "glm_grid_model_96 binomial logit Elastic Net (alpha = 0.48, lambda = 2.9E-5 ) nlambda = 100, lambda.max = 0.06902, lambda.min = 2.9E-5, lambda.1se = -1.0 161 110 7 py_15_sid_9664\n", "glm_grid_model_72 binomial logit Elastic Net (alpha = 0.07, lambda = 5.6E-5 ) nlambda = 100, lambda.max = 0.4733, lambda.min = 5.6E-5, lambda.1se = -1.0 161 137 5 py_15_sid_9664\n", "glm_grid_model_37 binomial logit Elastic Net (alpha = 0.88, lambda = 3.1E-5 ) nlambda = 100, lambda.max = 0.03765, lambda.min = 3.1E-5, lambda.1se = -1.0 161 93 7 py_15_sid_9664\n", "glm_grid_model_86 binomial logit Elastic Net (alpha = 0.18, lambda = 8.1E-5 ) nlambda = 100, lambda.max = 0.184, lambda.min = 8.1E-5, lambda.1se = -1.0 161 108 7 py_15_sid_9664\n", "glm_grid_model_30 binomial logit Elastic Net (alpha = 0.15, lambda = 1.31E-4 ) nlambda = 100, lambda.max = 0.2209, lambda.min = 1.31E-4, lambda.1se = -1.0 161 105 7 py_15_sid_9664\n", "glm_grid_model_38 binomial logit Elastic Net (alpha = 0.1, lambda = 1.59E-4 ) nlambda = 100, lambda.max = 0.3313, lambda.min = 1.59E-4, lambda.1se = -1.0 161 110 7 py_15_sid_9664\n", "glm_grid_model_28 binomial logit Elastic Net (alpha = 0.53, lambda = 9.5E-5 ) nlambda = 100, lambda.max = 0.06251, lambda.min = 9.5E-5, lambda.1se = -1.0 161 80 7 py_15_sid_9664\n", "glm_grid_model_78 binomial logit Elastic Net (alpha = 0.06, lambda = 2.12E-4 ) nlambda = 100, lambda.max = 0.5521, lambda.min = 2.12E-4, lambda.1se = -1.0 161 119 7 py_15_sid_9664\n", "glm_grid_model_67 binomial logit Elastic Net (alpha = 0.41, lambda = 1.37E-4 ) nlambda = 100, lambda.max = 0.0808, lambda.min = 1.37E-4, lambda.1se = -1.0 161 77 7 py_15_sid_9664\n", "glm_grid_model_100 binomial logit Elastic Net (alpha = 0.93, lambda = 7.7E-5 ) nlambda = 100, lambda.max = 0.03562, lambda.min = 7.7E-5, lambda.1se = -1.0 161 71 7 py_15_sid_9664\n", "glm_grid_model_34 binomial logit Elastic Net (alpha = 0.65, lambda = 1.07E-4 ) nlambda = 100, lambda.max = 0.05097, lambda.min = 1.07E-4, lambda.1se = -1.0 161 69 7 py_15_sid_9664\n", "glm_grid_model_42 binomial logit Elastic Net (alpha = 0.52, lambda = 1.37E-4 ) nlambda = 100, lambda.max = 0.06371, lambda.min = 1.37E-4, lambda.1se = -1.0 161 70 7 py_15_sid_9664\n", "glm_grid_model_82 binomial logit Elastic Net (alpha = 0.56, lambda = 1.64E-4 ) nlambda = 100, lambda.max = 0.05916, lambda.min = 1.64E-4, lambda.1se = -1.0 161 68 7 py_15_sid_9664\n", "glm_grid_model_51 binomial logit Elastic Net (alpha = 0.47, lambda = 1.89E-4 ) nlambda = 100, lambda.max = 0.07048, lambda.min = 1.89E-4, lambda.1se = -1.0 161 69 7 py_15_sid_9664\n", "glm_grid_model_22 binomial logit Elastic Net (alpha = 0.31, lambda = 2.3E-4 ) nlambda = 100, lambda.max = 0.1069, lambda.min = 2.3E-4, lambda.1se = -1.0 161 72 7 py_15_sid_9664\n", "glm_grid_model_16 binomial logit Elastic Net (alpha = 0.05, lambda = 4.17E-4 ) nlambda = 100, lambda.max = 0.6626, lambda.min = 4.17E-4, lambda.1se = -1.0 161 110 6 py_15_sid_9664\n", "glm_grid_model_17 binomial logit Elastic Net (alpha = 0.18, lambda = 3.47E-4 ) nlambda = 100, lambda.max = 0.184, lambda.min = 3.47E-4, lambda.1se = -1.0 161 80 7 py_15_sid_9664\n", "glm_grid_model_93 binomial logit Elastic Net (alpha = 0.92, lambda = 1.45E-4 ) nlambda = 100, lambda.max = 0.03601, lambda.min = 1.45E-4, lambda.1se = -1.0 161 58 8 py_15_sid_9664\n", "glm_grid_model_73 binomial logit Elastic Net (alpha = 0.11, lambda = 4.88E-4 ) nlambda = 100, lambda.max = 0.3012, lambda.min = 4.88E-4, lambda.1se = -1.0 161 85 6 py_15_sid_9664\n", "glm_grid_model_11 binomial logit Elastic Net (alpha = 0.75, lambda = 1.81E-4 ) nlambda = 100, lambda.max = 0.04417, lambda.min = 1.81E-4, lambda.1se = -1.0 161 53 7 py_15_sid_9664\n", "glm_grid_model_2 binomial logit Elastic Net (alpha = 0.78, lambda = 1.88E-4 ) nlambda = 100, lambda.max = 0.04247, lambda.min = 1.88E-4, lambda.1se = -1.0 161 53 8 py_15_sid_9664\n", "glm_grid_model_14 binomial logit Elastic Net (alpha = 0.16, lambda = 4.93E-4 ) nlambda = 100, lambda.max = 0.207, lambda.min = 4.93E-4, lambda.1se = -1.0 161 77 6 py_15_sid_9664\n", "glm_grid_model_83 binomial logit Elastic Net (alpha = 0.65, lambda = 2.26E-4 ) nlambda = 100, lambda.max = 0.05097, lambda.min = 2.26E-4, lambda.1se = -1.0 161 53 8 py_15_sid_9664\n", "glm_grid_model_20 binomial logit Elastic Net (alpha = 0.53, lambda = 2.9E-4 ) nlambda = 100, lambda.max = 0.06251, lambda.min = 2.9E-4, lambda.1se = -1.0 161 54 8 py_15_sid_9664\n", "glm_grid_model_1 binomial logit Elastic Net (alpha = 0.09, lambda = 6.68E-4 ) nlambda = 100, lambda.max = 0.3681, lambda.min = 6.68E-4, lambda.1se = -1.0 161 84 6 py_15_sid_9664\n", "glm_grid_model_98 binomial logit Elastic Net (alpha = 0.17, lambda = 5.46E-4 ) nlambda = 100, lambda.max = 0.1949, lambda.min = 5.46E-4, lambda.1se = -1.0 161 72 6 py_15_sid_9664\n", "glm_grid_model_54 binomial logit Elastic Net (alpha = 0.13, lambda = 6.33E-4 ) nlambda = 100, lambda.max = 0.2548, lambda.min = 6.33E-4, lambda.1se = -1.0 161 79 7 py_15_sid_9664\n", "glm_grid_model_79 binomial logit Elastic Net (alpha = 0.07, lambda = 7.32E-4 ) nlambda = 100, lambda.max = 0.4733, lambda.min = 7.32E-4, lambda.1se = -1.0 161 88 6 py_15_sid_9664\n", "glm_grid_model_35 binomial logit Elastic Net (alpha = 0.99, lambda = 2.06E-4 ) nlambda = 100, lambda.max = 0.03346, lambda.min = 2.06E-4, lambda.1se = -1.0 161 46 7 py_15_sid_9664\n", "glm_grid_model_92 binomial logit Elastic Net (alpha = 0.02, lambda = 8.87E-4 ) nlambda = 100, lambda.max = 1.6564, lambda.min = 8.87E-4, lambda.1se = -1.0 161 116 5 py_15_sid_9664\n", "glm_grid_model_60 binomial logit Elastic Net (alpha = 0.05, lambda = 8.0E-4 ) nlambda = 100, lambda.max = 0.6626, lambda.min = 8.0E-4, lambda.1se = -1.0 161 90 6 py_15_sid_9664\n", "glm_grid_model_90 binomial logit Elastic Net (alpha = 0.02, lambda = 9.92E-4 ) nlambda = 100, lambda.max = 1.6564, lambda.min = 9.92E-4, lambda.1se = -1.0 161 114 5 py_15_sid_9664\n", "glm_grid_model_71 binomial logit Elastic Net (alpha = 0.09, lambda = 7.94E-4 ) nlambda = 100, lambda.max = 0.3681, lambda.min = 7.94E-4, lambda.1se = -1.0 161 81 6 py_15_sid_9664\n", "glm_grid_model_26 binomial logit Elastic Net (alpha = 0.93, lambda = 2.45E-4 ) nlambda = 100, lambda.max = 0.03562, lambda.min = 2.45E-4, lambda.1se = -1.0 161 44 7 py_15_sid_9664\n", "glm_grid_model_80 binomial logit Elastic Net (alpha = 0.23, lambda = 5.77E-4 ) nlambda = 100, lambda.max = 0.144, lambda.min = 5.77E-4, lambda.1se = -1.0 161 64 6 py_15_sid_9664\n", "glm_grid_model_77 binomial logit Elastic Net (alpha = 0.6, lambda = 3.29E-4 ) nlambda = 100, lambda.max = 0.05521, lambda.min = 3.29E-4, lambda.1se = -1.0 161 47 7 py_15_sid_9664\n", "glm_grid_model_87 binomial logit Elastic Net (alpha = 0.52, lambda = 3.66E-4 ) nlambda = 100, lambda.max = 0.06371, lambda.min = 3.66E-4, lambda.1se = -1.0 161 48 6 py_15_sid_9664\n", "glm_grid_model_45 binomial logit Elastic Net (alpha = 0.25, lambda = 5.9E-4 ) nlambda = 100, lambda.max = 0.1325, lambda.min = 5.9E-4, lambda.1se = -1.0 161 59 6 py_15_sid_9664\n", "glm_grid_model_81 binomial logit Elastic Net (alpha = 0.8, lambda = 3.02E-4 ) nlambda = 100, lambda.max = 0.04141, lambda.min = 3.02E-4, lambda.1se = -1.0 161 43 7 py_15_sid_9664\n", "glm_grid_model_33 binomial logit Elastic Net (alpha = 0.64, lambda = 3.47E-4 ) nlambda = 100, lambda.max = 0.05176, lambda.min = 3.47E-4, lambda.1se = -1.0 161 45 6 py_15_sid_9664\n", "glm_grid_model_43 binomial logit Elastic Net (alpha = 0.1, lambda = 8.66E-4 ) nlambda = 100, lambda.max = 0.3313, lambda.min = 8.66E-4, lambda.1se = -1.0 161 75 6 py_15_sid_9664\n", "glm_grid_model_55 binomial logit Elastic Net (alpha = 0.66, lambda = 3.52E-4 ) nlambda = 100, lambda.max = 0.05019, lambda.min = 3.52E-4, lambda.1se = -1.0 161 43 6 py_15_sid_9664\n", "glm_grid_model_12 binomial logit Elastic Net (alpha = 0.11, lambda = 8.43E-4 ) nlambda = 100, lambda.max = 0.3012, lambda.min = 8.43E-4, lambda.1se = -1.0 161 73 6 py_15_sid_9664\n", "glm_grid_model_65 binomial logit Elastic Net (alpha = 0.86, lambda = 3.02E-4 ) nlambda = 100, lambda.max = 0.03852, lambda.min = 3.02E-4, lambda.1se = -1.0 161 40 7 py_15_sid_9664\n", "glm_grid_model_10 binomial logit Elastic Net (alpha = 0.83, lambda = 3.23E-4 ) nlambda = 100, lambda.max = 0.03991, lambda.min = 3.23E-4, lambda.1se = -1.0 161 38 6 py_15_sid_9664\n", "glm_grid_model_8 binomial logit Elastic Net (alpha = 0.94, lambda = 3.05E-4 ) nlambda = 100, lambda.max = 0.03524, lambda.min = 3.05E-4, lambda.1se = -1.0 161 36 8 py_15_sid_9664\n", "glm_grid_model_3 binomial logit Elastic Net (alpha = 0.69, lambda = 3.77E-4 ) nlambda = 100, lambda.max = 0.04801, lambda.min = 3.77E-4, lambda.1se = -1.0 161 39 6 py_15_sid_9664\n", "glm_grid_model_70 binomial logit Elastic Net (alpha = 0.71, lambda = 3.86E-4 ) nlambda = 100, lambda.max = 0.04666, lambda.min = 3.86E-4, lambda.1se = -1.0 161 38 6 py_15_sid_9664\n", "glm_grid_model_44 binomial logit Elastic Net (alpha = 0.19, lambda = 7.88E-4 ) nlambda = 100, lambda.max = 0.1744, lambda.min = 7.88E-4, lambda.1se = -1.0 161 60 6 py_15_sid_9664\n", "glm_grid_model_41 binomial logit Elastic Net (alpha = 0.67, lambda = 3.99E-4 ) nlambda = 100, lambda.max = 0.04944, lambda.min = 3.99E-4, lambda.1se = -1.0 161 38 6 py_15_sid_9664\n", "glm_grid_model_36 binomial logit Elastic Net (alpha = 0.94, lambda = 3.4E-4 ) nlambda = 100, lambda.max = 0.03524, lambda.min = 3.4E-4, lambda.1se = -1.0 161 35 7 py_15_sid_9664\n", "glm_grid_model_94 binomial logit Elastic Net (alpha = 0.15, lambda = 9.21E-4 ) nlambda = 100, lambda.max = 0.2209, lambda.min = 9.21E-4, lambda.1se = -1.0 161 64 6 py_15_sid_9664\n", "glm_grid_model_29 binomial logit Elastic Net (alpha = 0.59, lambda = 4.59E-4 ) nlambda = 100, lambda.max = 0.05615, lambda.min = 4.59E-4, lambda.1se = -1.0 161 39 6 py_15_sid_9664\n", "glm_grid_model_25 binomial logit Elastic Net (alpha = 0.3, lambda = 6.75E-4 ) nlambda = 100, lambda.max = 0.1104, lambda.min = 6.75E-4, lambda.1se = -1.0 161 47 7 py_15_sid_9664\n", "glm_grid_model_52 binomial logit Elastic Net (alpha = 0.34, lambda = 6.66E-4 ) nlambda = 100, lambda.max = 0.09743, lambda.min = 6.66E-4, lambda.1se = -1.0 161 45 7 py_15_sid_9664\n", "glm_grid_model_47 binomial logit Elastic Net (alpha = 0.19, lambda = 8.82E-4 ) nlambda = 100, lambda.max = 0.1744, lambda.min = 8.82E-4, lambda.1se = -1.0 161 56 6 py_15_sid_9664\n", "glm_grid_model_31 binomial logit Elastic Net (alpha = 0.58, lambda = 5.09E-4 ) nlambda = 100, lambda.max = 0.05712, lambda.min = 5.09E-4, lambda.1se = -1.0 161 37 6 py_15_sid_9664\n", "glm_grid_model_27 binomial logit Elastic Net (alpha = 0.81, lambda = 4.25E-4 ) nlambda = 100, lambda.max = 0.0409, lambda.min = 4.25E-4, lambda.1se = -1.0 161 34 6 py_15_sid_9664\n", "glm_grid_model_75 binomial logit Elastic Net (alpha = 0.59, lambda = 5.18E-4 ) nlambda = 100, lambda.max = 0.05615, lambda.min = 5.18E-4, lambda.1se = -1.0 161 36 7 py_15_sid_9664\n", "glm_grid_model_84 binomial logit Elastic Net (alpha = 0.96, lambda = 3.8E-4 ) nlambda = 100, lambda.max = 0.03451, lambda.min = 3.8E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_64 binomial logit Elastic Net (alpha = 0.29, lambda = 7.81E-4 ) nlambda = 100, lambda.max = 0.1142, lambda.min = 7.81E-4, lambda.1se = -1.0 161 45 7 py_15_sid_9664\n", "glm_grid_model_68 binomial logit Elastic Net (alpha = 0.36, lambda = 6.96E-4 ) nlambda = 100, lambda.max = 0.09202, lambda.min = 6.96E-4, lambda.1se = -1.0 161 42 7 py_15_sid_9664\n", "glm_grid_model_66 binomial logit Elastic Net (alpha = 0.48, lambda = 5.93E-4 ) nlambda = 100, lambda.max = 0.06902, lambda.min = 5.93E-4, lambda.1se = -1.0 161 36 6 py_15_sid_9664\n", "glm_grid_model_53 binomial logit Elastic Net (alpha = 0.6, lambda = 5.69E-4 ) nlambda = 100, lambda.max = 0.05521, lambda.min = 5.69E-4, lambda.1se = -1.0 161 35 6 py_15_sid_9664\n", "glm_grid_model_58 binomial logit Elastic Net (alpha = 0.43, lambda = 6.94E-4 ) nlambda = 100, lambda.max = 0.07704, lambda.min = 6.94E-4, lambda.1se = -1.0 161 36 6 py_15_sid_9664\n", "glm_grid_model_59 binomial logit Elastic Net (alpha = 0.55, lambda = 6.13E-4 ) nlambda = 100, lambda.max = 0.06023, lambda.min = 6.13E-4, lambda.1se = -1.0 161 35 6 py_15_sid_9664\n", "glm_grid_model_4 binomial logit Elastic Net (alpha = 0.22, lambda = 9.91E-4 ) nlambda = 100, lambda.max = 0.1506, lambda.min = 9.91E-4, lambda.1se = -1.0 161 46 6 py_15_sid_9664\n", "glm_grid_model_21 binomial logit Elastic Net (alpha = 0.86, lambda = 4.86E-4 ) nlambda = 100, lambda.max = 0.03852, lambda.min = 4.86E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_49 binomial logit Elastic Net (alpha = 0.63, lambda = 5.75E-4 ) nlambda = 100, lambda.max = 0.05258, lambda.min = 5.75E-4, lambda.1se = -1.0 161 31 6 py_15_sid_9664\n", "glm_grid_model_88 binomial logit Elastic Net (alpha = 0.29, lambda = 8.94E-4 ) nlambda = 100, lambda.max = 0.1142, lambda.min = 8.94E-4, lambda.1se = -1.0 161 40 7 py_15_sid_9664\n", "glm_grid_model_13 binomial logit Elastic Net (alpha = 0.73, lambda = 5.53E-4 ) nlambda = 100, lambda.max = 0.04538, lambda.min = 5.53E-4, lambda.1se = -1.0 161 31 6 py_15_sid_9664\n", "glm_grid_model_89 binomial logit Elastic Net (alpha = 0.65, lambda = 5.88E-4 ) nlambda = 100, lambda.max = 0.05097, lambda.min = 5.88E-4, lambda.1se = -1.0 161 31 6 py_15_sid_9664\n", "glm_grid_model_6 binomial logit Elastic Net (alpha = 0.5, lambda = 6.93E-4 ) nlambda = 100, lambda.max = 0.06626, lambda.min = 6.93E-4, lambda.1se = -1.0 161 33 6 py_15_sid_9664\n", "glm_grid_model_19 binomial logit Elastic Net (alpha = 0.87, lambda = 5.1E-4 ) nlambda = 100, lambda.max = 0.03808, lambda.min = 5.1E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_63 binomial logit Elastic Net (alpha = 0.88, lambda = 5.18E-4 ) nlambda = 100, lambda.max = 0.03765, lambda.min = 5.18E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_74 binomial logit Elastic Net (alpha = 0.42, lambda = 8.13E-4 ) nlambda = 100, lambda.max = 0.07888, lambda.min = 8.13E-4, lambda.1se = -1.0 161 33 6 py_15_sid_9664\n", "glm_grid_model_95 binomial logit Elastic Net (alpha = 0.32, lambda = 9.5E-4 ) nlambda = 100, lambda.max = 0.1035, lambda.min = 9.5E-4, lambda.1se = -1.0 161 35 6 py_15_sid_9664\n", "glm_grid_model_18 binomial logit Elastic Net (alpha = 0.66, lambda = 6.59E-4 ) nlambda = 100, lambda.max = 0.05019, lambda.min = 6.59E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_40 binomial logit Elastic Net (alpha = 0.43, lambda = 8.42E-4 ) nlambda = 100, lambda.max = 0.07704, lambda.min = 8.42E-4, lambda.1se = -1.0 161 31 6 py_15_sid_9664\n", "glm_grid_model_9 binomial logit Elastic Net (alpha = 0.59, lambda = 7.31E-4 ) nlambda = 100, lambda.max = 0.05615, lambda.min = 7.31E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_24 binomial logit Elastic Net (alpha = 0.41, lambda = 8.91E-4 ) nlambda = 100, lambda.max = 0.0808, lambda.min = 8.91E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_62 binomial logit Elastic Net (alpha = 0.94, lambda = 5.09E-4 ) nlambda = 100, lambda.max = 0.03524, lambda.min = 5.09E-4, lambda.1se = -1.0 161 28 6 py_15_sid_9664\n", "glm_grid_model_5 binomial logit Elastic Net (alpha = 0.54, lambda = 7.8E-4 ) nlambda = 100, lambda.max = 0.06135, lambda.min = 7.8E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_76 binomial logit Elastic Net (alpha = 0.41, lambda = 9.56E-4 ) nlambda = 100, lambda.max = 0.0808, lambda.min = 9.56E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_50 binomial logit Elastic Net (alpha = 0.41, lambda = 9.93E-4 ) nlambda = 100, lambda.max = 0.0808, lambda.min = 9.93E-4, lambda.1se = -1.0 161 30 6 py_15_sid_9664\n", "glm_grid_model_32 binomial logit Elastic Net (alpha = 0.6, lambda = 8.16E-4 ) nlambda = 100, lambda.max = 0.05521, lambda.min = 8.16E-4, lambda.1se = -1.0 161 28 7 py_15_sid_9664\n", "glm_grid_model_97 binomial logit Elastic Net (alpha = 0.55, lambda = 8.76E-4 ) nlambda = 100, lambda.max = 0.06023, lambda.min = 8.76E-4, lambda.1se = -1.0 161 28 6 py_15_sid_9664\n", "glm_grid_model_57 binomial logit Elastic Net (alpha = 0.84, lambda = 6.74E-4 ) nlambda = 100, lambda.max = 0.03944, lambda.min = 6.74E-4, lambda.1se = -1.0 161 25 6 py_15_sid_9664\n", "glm_grid_model_91 binomial logit Elastic Net (alpha = 0.52, lambda = 9.45E-4 ) nlambda = 100, lambda.max = 0.06371, lambda.min = 9.45E-4, lambda.1se = -1.0 161 28 7 py_15_sid_9664\n", "glm_grid_model_69 binomial logit Elastic Net (alpha = 0.57, lambda = 9.53E-4 ) nlambda = 100, lambda.max = 0.05812, lambda.min = 9.53E-4, lambda.1se = -1.0 161 26 6 py_15_sid_9664\n", "glm_grid_model_56 binomial logit Elastic Net (alpha = 0.65, lambda = 9.38E-4 ) nlambda = 100, lambda.max = 0.05097, lambda.min = 9.38E-4, lambda.1se = -1.0 161 25 6 py_15_sid_9664\n", "glm_grid_model_85 binomial logit Elastic Net (alpha = 0.95, lambda = 7.41E-4 ) nlambda = 100, lambda.max = 0.03487, lambda.min = 7.41E-4, lambda.1se = -1.0 161 21 6 py_15_sid_9664\n", "glm_grid_model_39 binomial logit Elastic Net (alpha = 0.86, lambda = 8.06E-4 ) nlambda = 100, lambda.max = 0.03852, lambda.min = 8.06E-4, lambda.1se = -1.0 161 21 6 py_15_sid_9664\n", "glm_grid_model_99 binomial logit Elastic Net (alpha = 0.92, lambda = 8.6E-4 ) nlambda = 100, lambda.max = 0.03601, lambda.min = 8.6E-4, lambda.1se = -1.0 161 19 7 py_15_sid_9664\n", "glm_grid_model_15 binomial logit Elastic Net (alpha = 0.74, lambda = 9.87E-4 ) nlambda = 100, lambda.max = 0.04477, lambda.min = 9.87E-4, lambda.1se = -1.0 161 21 6 py_15_sid_9664\n", "glm_grid_model_23 binomial logit Elastic Net (alpha = 0.88, lambda = 9.21E-4 ) nlambda = 100, lambda.max = 0.03765, lambda.min = 9.21E-4, lambda.1se = -1.0 161 19 6 py_15_sid_9664\n", "glm_grid_model_7 binomial logit Elastic Net (alpha = 0.88, lambda = 9.48E-4 ) nlambda = 100, lambda.max = 0.03765, lambda.min = 9.48E-4, lambda.1se = -1.0 161 19 6 py_15_sid_9664" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "glm_grid.summary()" ] }, { "cell_type": "code", "execution_count": 37, "metadata": {}, "outputs": [], "source": [ "sorted_glm_grid = glm_grid.get_grid(sort_by='auc',decreasing=True)" ] }, { "cell_type": "code", "execution_count": 38, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "{'model_id': 'glm_grid_model_61',\n", " 'training_frame': 'py_15_sid_9664',\n", " 'validation_frame': 'py_16_sid_9664',\n", " 'nfolds': 0,\n", " 'seed': 202,\n", " 'keep_cross_validation_models': True,\n", " 'keep_cross_validation_predictions': False,\n", " 'keep_cross_validation_fold_assignment': False,\n", " 'fold_assignment': 'AUTO',\n", " 'fold_column': None,\n", " 'response_column': 'DELINQUENT',\n", " 'ignored_columns': ['PRODUCT_TYPE',\n", " 'PREPAYMENT_PENALTY_MORTGAGE_FLAG',\n", " 'PREPAID'],\n", " 'random_columns': None,\n", " 'ignore_const_cols': True,\n", " 'score_each_iteration': False,\n", " 'offset_column': None,\n", " 'weights_column': None,\n", " 'family': 'binomial',\n", " 'rand_family': None,\n", " 'tweedie_variance_power': 0.0,\n", " 'tweedie_link_power': 1.0,\n", " 'theta': 1e-10,\n", " 'solver': 'COORDINATE_DESCENT',\n", " 'alpha': [0.87],\n", " 'lambda': [4.9999999999999996e-06],\n", " 'lambda_search': True,\n", " 'early_stopping': True,\n", " 'nlambdas': 100,\n", " 'standardize': True,\n", " 'missing_values_handling': 'MeanImputation',\n", " 'plug_values': None,\n", " 'compute_p_values': False,\n", " 'remove_collinear_columns': False,\n", " 'intercept': True,\n", " 'non_negative': False,\n", " 'max_iterations': 1000,\n", " 'objective_epsilon': 0.0001,\n", " 'beta_epsilon': 0.0001,\n", " 'gradient_epsilon': 1.0000000000000002e-06,\n", " 'link': 'logit',\n", " 'rand_link': None,\n", " 'startval': None,\n", " 'calc_like': False,\n", " 'HGLM': False,\n", " 'prior': -1.0,\n", " 'lambda_min_ratio': 0.0001,\n", " 'beta_constraints': None,\n", " 'max_active_predictors': 5000,\n", " 'interactions': None,\n", " 'interaction_pairs': None,\n", " 'obj_reg': 2.854956775954412e-06,\n", " 'export_checkpoints_dir': None,\n", " 'balance_classes': False,\n", " 'class_sampling_factors': None,\n", " 'max_after_balance_size': 5.0,\n", " 'max_confusion_matrix_size': 20,\n", " 'max_hit_ratio_k': 0,\n", " 'max_runtime_secs': 179.878,\n", " 'custom_metric_func': None}" ] }, "execution_count": 38, "metadata": {}, "output_type": "execute_result" } ], "source": [ "sorted_glm_grid[0].actual_params" ] }, { "cell_type": "code", "execution_count": 39, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "[[0.13993235618594693, 0.29243426359090174]]\n" ] }, { "data": { "text/plain": [ "[[0.1388919375261923, 0.29188911043931304]]" ] }, "execution_count": 39, "metadata": {}, "output_type": "execute_result" } ], "source": [ "print(sorted_glm_grid[0].F1())\n", "sorted_glm_grid[1].F1()" ] }, { "cell_type": "code", "execution_count": 40, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "\n", "ModelMetricsBinomialGLM: glm\n", "** Reported on test data. **\n", "\n", "MSE: 0.031143376101575086\n", "RMSE: 0.17647485968708146\n", "LogLoss: 0.12199693111453563\n", "Null degrees of freedom: 74897\n", "Residual degrees of freedom: 74754\n", "Null deviance: 23061.156287645877\n", "Residual deviance: 18274.652293232975\n", "AIC: 18562.652293232975\n", "AUC: 0.8524158062119054\n", "AUCPR: 0.20258611034476104\n", "Gini: 0.7048316124238108\n", "\n", "Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.13069466877003805: \n" ] }, { "data": { "text/html": [ "
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0FALSE68851.03375.00.0467(3375.0/72226.0)
1TRUE1676.0996.00.6272(1676.0/2672.0)
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" ], "text/plain": [ " FALSE TRUE Error Rate\n", "0 FALSE 68851.0 3375.0 0.0467 (3375.0/72226.0)\n", "1 TRUE 1676.0 996.0 0.6272 (1676.0/2672.0)\n", "2 Total 70527.0 4371.0 0.0674 (5051.0/74898.0)" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "Maximum Metrics: Maximum metrics at their respective thresholds\n" ] }, { "data": { "text/html": [ "
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metricthresholdvalueidx
0max f10.1306950.282834202.0
1max f20.0649740.386713264.0
2max f0point50.2064420.283731151.0
3max accuracy0.9395160.9643110.0
4max precision0.6024160.43859632.0
5max recall0.0009451.000000398.0
6max specificity0.9395160.9999860.0
7max absolute_mcc0.0720180.263347255.0
8max min_per_class_accuracy0.0383260.773336305.0
9max mean_per_class_accuracy0.0327020.777303315.0
10max tns0.93951672225.0000000.0
11max fns0.9395162672.0000000.0
12max fps0.00056672226.000000399.0
13max tps0.0009452672.000000398.0
14max tnr0.9395160.9999860.0
15max fnr0.9395161.0000000.0
16max fpr0.0005661.000000399.0
17max tpr0.0009451.000000398.0
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" ], "text/plain": [ " metric threshold value idx\n", "0 max f1 0.130695 0.282834 202.0\n", "1 max f2 0.064974 0.386713 264.0\n", "2 max f0point5 0.206442 0.283731 151.0\n", "3 max accuracy 0.939516 0.964311 0.0\n", "4 max precision 0.602416 0.438596 32.0\n", "5 max recall 0.000945 1.000000 398.0\n", "6 max specificity 0.939516 0.999986 0.0\n", "7 max absolute_mcc 0.072018 0.263347 255.0\n", "8 max min_per_class_accuracy 0.038326 0.773336 305.0\n", "9 max mean_per_class_accuracy 0.032702 0.777303 315.0\n", "10 max tns 0.939516 72225.000000 0.0\n", "11 max fns 0.939516 2672.000000 0.0\n", "12 max fps 0.000566 72226.000000 399.0\n", "13 max tps 0.000945 2672.000000 398.0\n", "14 max tnr 0.939516 0.999986 0.0\n", "15 max fnr 0.939516 1.000000 0.0\n", "16 max fpr 0.000566 1.000000 399.0\n", "17 max tpr 0.000945 1.000000 398.0" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n", "Gains/Lift Table: Avg response rate: 3.57 %, avg score: 3.60 %\n" ] }, { "data": { "text/html": [ "
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groupcumulative_data_fractionlower_thresholdliftcumulative_liftresponse_ratescorecumulative_response_ratecumulative_scorecapture_ratecumulative_capture_rategaincumulative_gain
010.0100000.3231539.9548249.9548240.3551400.4643240.3551400.4643240.0995510.099551895.482400895.482400
120.0200010.2385857.8590728.9069480.2803740.2755830.3177570.3699540.0785930.178144685.907158790.694779
230.0300010.1940066.3621068.0586670.2269690.2145390.2874940.3181490.0636230.241766536.210556705.866705
340.0400010.1649064.9399887.2789970.1762350.1784890.2596800.2832340.0494010.291168393.998785627.899725
450.0500010.1431844.3786266.6989230.1562080.1537110.2389850.2573290.0437870.334955337.862559569.892292
560.1000030.0874763.4280525.0634880.1222960.1111450.1806410.1842370.1714070.506362242.805217406.348754
670.1500040.0621472.4924484.2064750.0889190.0735910.1500670.1473550.1246260.630988149.244841320.647450
780.2000050.0474941.6391783.5646500.0584780.0542720.1271700.1240840.0819610.71294963.917779256.465032
890.3000080.0303001.2050582.7781190.0429910.0379270.0991100.0953650.1205090.83345820.505764177.811943
9100.3999970.0206670.5913812.2314890.0210980.0250880.0796090.0777970.0591320.892590-40.861947123.148945
10110.5000000.0145470.3892111.8630240.0138850.0174070.0664640.0657190.0389220.931512-61.07888486.302395
11120.6000030.0102260.3368171.6086510.0120160.0122720.0573890.0568110.0336830.965195-66.31826560.865053
12130.6999920.0070690.1572021.4013210.0056080.0085890.0499920.0499230.0157190.980913-84.27975840.132057
13140.7999950.0046170.1085301.2397160.0038720.0058020.0442270.0444080.0108530.991766-89.14699623.971636
14150.8999970.0026190.0636211.1090350.0022700.0035840.0395650.0398720.0063620.998129-93.63789410.903523
15161.0000000.0001050.0187121.0000000.0006680.0016280.0356750.0360470.0018711.000000-98.1287920.000000
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" ], "text/plain": [ " group cumulative_data_fraction lower_threshold lift \\\n", "0 1 0.010000 0.323153 9.954824 \n", "1 2 0.020001 0.238585 7.859072 \n", "2 3 0.030001 0.194006 6.362106 \n", "3 4 0.040001 0.164906 4.939988 \n", "4 5 0.050001 0.143184 4.378626 \n", "5 6 0.100003 0.087476 3.428052 \n", "6 7 0.150004 0.062147 2.492448 \n", "7 8 0.200005 0.047494 1.639178 \n", "8 9 0.300008 0.030300 1.205058 \n", "9 10 0.399997 0.020667 0.591381 \n", "10 11 0.500000 0.014547 0.389211 \n", "11 12 0.600003 0.010226 0.336817 \n", "12 13 0.699992 0.007069 0.157202 \n", "13 14 0.799995 0.004617 0.108530 \n", "14 15 0.899997 0.002619 0.063621 \n", "15 16 1.000000 0.000105 0.018712 \n", "\n", " cumulative_lift response_rate score cumulative_response_rate \\\n", "0 9.954824 0.355140 0.464324 0.355140 \n", "1 8.906948 0.280374 0.275583 0.317757 \n", "2 8.058667 0.226969 0.214539 0.287494 \n", "3 7.278997 0.176235 0.178489 0.259680 \n", "4 6.698923 0.156208 0.153711 0.238985 \n", "5 5.063488 0.122296 0.111145 0.180641 \n", "6 4.206475 0.088919 0.073591 0.150067 \n", "7 3.564650 0.058478 0.054272 0.127170 \n", "8 2.778119 0.042991 0.037927 0.099110 \n", "9 2.231489 0.021098 0.025088 0.079609 \n", "10 1.863024 0.013885 0.017407 0.066464 \n", "11 1.608651 0.012016 0.012272 0.057389 \n", "12 1.401321 0.005608 0.008589 0.049992 \n", "13 1.239716 0.003872 0.005802 0.044227 \n", "14 1.109035 0.002270 0.003584 0.039565 \n", "15 1.000000 0.000668 0.001628 0.035675 \n", "\n", " cumulative_score capture_rate cumulative_capture_rate gain \\\n", "0 0.464324 0.099551 0.099551 895.482400 \n", "1 0.369954 0.078593 0.178144 685.907158 \n", "2 0.318149 0.063623 0.241766 536.210556 \n", "3 0.283234 0.049401 0.291168 393.998785 \n", "4 0.257329 0.043787 0.334955 337.862559 \n", "5 0.184237 0.171407 0.506362 242.805217 \n", "6 0.147355 0.124626 0.630988 149.244841 \n", "7 0.124084 0.081961 0.712949 63.917779 \n", "8 0.095365 0.120509 0.833458 20.505764 \n", "9 0.077797 0.059132 0.892590 -40.861947 \n", "10 0.065719 0.038922 0.931512 -61.078884 \n", "11 0.056811 0.033683 0.965195 -66.318265 \n", "12 0.049923 0.015719 0.980913 -84.279758 \n", "13 0.044408 0.010853 0.991766 -89.146996 \n", "14 0.039872 0.006362 0.998129 -93.637894 \n", "15 0.036047 0.001871 1.000000 -98.128792 \n", "\n", " cumulative_gain \n", "0 895.482400 \n", "1 790.694779 \n", "2 705.866705 \n", "3 627.899725 \n", "4 569.892292 \n", "5 406.348754 \n", "6 320.647450 \n", "7 256.465032 \n", "8 177.811943 \n", "9 123.148945 \n", "10 86.302395 \n", "11 60.865053 \n", "12 40.132057 \n", "13 23.971636 \n", "14 10.903523 \n", "15 0.000000 " ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "\n" ] }, { "data": { "text/plain": [] }, "execution_count": 40, "metadata": {}, "output_type": "execute_result" } ], "source": [ "sorted_glm_grid[0].model_performance(test) # should give AUC of 0.8524 compared to the untuned version of 0.8523" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Random Forest" ] }, { "cell_type": "code", "execution_count": 41, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "drf Grid Build progress: |████████████████████████████████████████████████| 100%\n", "CPU times: user 2.33 s, sys: 432 ms, total: 2.76 s\n", "Wall time: 6min 45s\n" ] } ], "source": [ "# Grid Search/ Cartesian Search by default or not specified\n", "rf_grid = h2o.grid.H2OGridSearch (\n", " H2ORandomForestEstimator(nfolds=10),\n", " \n", " hyper_params = {\n", " \"ntrees\": [50,100],\n", " \"max_depth\": [10,20],\n", " },\n", " \n", " search_criteria = {\n", " \"strategy\":\"RandomDiscrete\", # Random Search \n", " \"max_models\":100,\n", " \"max_runtime_secs\":300,\n", " \"seed\":42\n", " },\n", " \n", " grid_id = \"rf_grid_2\",\n", " \n", ")\n", "%time rf_grid.train(x=x, y=y, training_frame=train, validation_frame = valid)" ] }, { "cell_type": "code", "execution_count": 42, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ " max_depth ntrees model_ids auc\n", "0 20 28 rf_grid_2_model_1 0.818864830103598\n" ] }, { "data": { "text/plain": [] }, "execution_count": 42, "metadata": {}, "output_type": "execute_result" } ], "source": [ "rf_grid.get_grid(sort_by='auc', decreasing=True)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Get the best model and train on top of that" ] }, { "cell_type": "code", "execution_count": 43, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "drf Model Build progress: |███████████████████████████████████████████████| 100%\n", "CPU times: user 347 ms, sys: 109 ms, total: 456 ms\n", "Wall time: 39.7 s\n" ] } ], "source": [ "best_model = rf_grid.get_grid(sort_by=\"auc\", decreasing=True)[0]\n", "\n", "rf = H2ORandomForestEstimator (seed=42, model_id='default_random_forest', checkpoint=best_model.model_id)\n", "%time rf.train(x=x, y=y, training_frame=train, validation_frame=valid)" ] }, { "cell_type": "code", "execution_count": 45, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "\n", "Model Summary: \n" ] }, { "data": { "text/html": [ "
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number_of_treesnumber_of_internal_treesmodel_size_in_bytesmin_depthmax_depthmean_depthmin_leavesmax_leavesmean_leaves
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