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Plotting decision trees with H2O-3
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titanic_1tree = h2o.gbm(x = predictors, y = response, | |
training_frame = titanicHex, | |
ntrees = 1, min_rows = 1, sample_rate = 1, col_sample_rate = 1, | |
max_depth = 5, | |
# use early stopping once the validation AUC doesn't improve by at least 0.01% | |
# for 5 consecutive scoring events | |
stopping_rounds = 3, stopping_tolerance = 0.01, | |
stopping_metric = "AUC", | |
seed = 1) | |
titanicH2oTree = h2o.getModelTree(model = titanic_1tree, tree_number = 1) |
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# Titles mapping | |
TITLES = data.frame(from=c("Capt", "Col", "Major", "Jonkheer", "Don", "Sir", "Dr", "Rev", "the Countess", | |
"Mme", "Mlle", "Ms", "Mr", "Mrs", "Miss", "Master", "Lady"), | |
to = c("Officer", "Officer", "Officer", "Royalty", "Royalty", "Royalty", "Officer", "Officer", "Royalty", | |
"Mrs", "Miss", "Mrs", "Mr", "Mrs", "Miss", "Master", "Royalty"), | |
stringsAsFactors = FALSE) | |
# Create features | |
titanicDT[, | |
c("sex", | |
"embarked", | |
"survived", | |
"pclass", | |
"cabin_type", | |
"family_size", | |
"family_type", | |
"title") := list( | |
factor(sex, labels = c("Female","Male")), | |
factor(embarked, labels = c("", "Cherbourg","Queenstown","Southampton")), | |
factor(-survived, labels = c('Yes','No')), | |
factor(pclass, labels = c("Class 1","Class 2","Class 3")), | |
as.factor(substring(cabin, 1, 1)), | |
sibsp + parch, | |
as.factor(ifelse(sibsp + parch <= 1, "SINGLE", ifelse(sibsp + parch <= 3, "SMALL", "LARGE"))), | |
as.factor(sapply(strsplit(name, "[\\., ]+"), function(x) { | |
words = trimws(x) | |
words = words[!words=="" ] | |
words = words[words %in% TITLES$from] | |
if (length(words) > 0) | |
title_word = words[[1]] | |
else | |
return(NA) | |
return(TITLES[title_word == TITLES$from, 'to']) | |
})) | |
)] | |
# Handle missing values by imputing them with nulls | |
titanicDT[, c("age","fare") := | |
list(ifelse(is.na(age), mean(age, na.rm=T), age), | |
ifelse(is.na(fare), mean(fare, na.rm=T), fare)), | |
by = c("survived","sex","embarked")] | |
# create dataset for Titanic survived predictive model | |
response = "survived" | |
predictors = setdiff(colnames(titanicDT), | |
c(response,"name","ticket","cabin","boat","body","home.dest")) | |
titanicDT = titanicDT[, c(response, predictors), with=FALSE] |
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# split into train and validation | |
splits = h2o.splitFrame(data = titanicHex, ratios = .8, seed = 1234) | |
trainHex = splits[[1]] | |
validHex = splits[[2]] | |
# GBM hyperparamters | |
gbm_params = list(max_depth = seq(2, 10)) | |
# Train and validate a cartesian grid of GBMs | |
gbm_grid = h2o.grid("gbm", x = predictors, y = response, | |
grid_id = "gbm_grid_1tree", | |
training_frame = trainHex, | |
validation_frame = validHex, | |
ntrees = 1, min_rows = 1, sample_rate = 1, col_sample_rate = 1, | |
learn_rate = .01, seed = 111, | |
hyper_params = gbm_params) | |
gbm_gridperf = h2o.getGrid(grid_id = "gbm_grid_1tree", | |
sort_by = "auc", | |
decreasing = TRUE) | |
# Plot grid model AUC vs. max-depth | |
library(ggplot2) | |
library(ggthemes) | |
ggplot(as.data.frame(sapply(gbm_gridperf@summary_table, as.numeric))) + | |
geom_point(aes(max_depth, auc)) + | |
geom_line(aes(max_depth, auc, group=1)) + | |
labs(x="max depth", y="AUC", title="Grid Search for Single Tree Models") + | |
theme_pander(base_family = 'Palatino', base_size = 12) |
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# The following two commands remove any previously installed H2O packages for R. | |
if ("package:h2o" %in% search()) { detach("package:h2o", unload=TRUE) } | |
if ("h2o" %in% rownames(installed.packages())) { remove.packages("h2o") } | |
# Next, we download packages that H2O depends on. | |
pkgs <- c("RCurl","jsonlite") | |
for (pkg in pkgs) { | |
if (! (pkg %in% rownames(installed.packages()))) { install.packages(pkg) } | |
} | |
# Now we download, install and initialize the H2O package for R. | |
install.packages("h2o", type="source", repos="http://h2o-release.s3.amazonaws.com/h2o/rel-xia/2/R") | |
# Finally, let's load H2O and start up an H2O cluster | |
library(h2o) | |
h2o.init() | |
titanicHex = as.h2o(titanicDT) |
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library(data.table) | |
titanicDT = fread("https://s3.amazonaws.com/h2o-public-test-data/smalldata/gbm_test/titanic.csv") |
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library(data.tree) | |
createDataTree <- function(h2oTree) { | |
h2oTreeRoot = h2oTree@root_node | |
dataTree = Node$new(h2oTreeRoot@split_feature) | |
dataTree$type = 'split' | |
addChildren(dataTree, h2oTreeRoot) | |
return(dataTree) | |
} | |
addChildren <- function(dtree, node) { | |
if(class(node)[1] != 'H2OSplitNode') return(TRUE) | |
feature = node@split_feature | |
id = node@id | |
na_direction = node@na_direction | |
if(is.na(node@threshold)) { | |
leftEdgeLabel = printValues(node@left_levels, na_direction=='LEFT', 4) | |
rightEdgeLabel = printValues(node@right_levels, na_direction=='RIGHT', 4) | |
}else { | |
leftEdgeLabel = paste("<", node@threshold, ifelse(na_direction=='LEFT',',NA','')) | |
rightEdgeLabel = paste(">=", node@threshold, ifelse(na_direction=='RIGHT',',NA','')) | |
} | |
left_node = node@left_child | |
right_node = node@right_child | |
if(class(left_node)[[1]] == 'H2OLeafNode') | |
leftLabel = paste("prediction:", left_node@prediction) | |
else | |
leftLabel = left_node@split_feature | |
if(class(right_node)[[1]] == 'H2OLeafNode') | |
rightLabel = paste("prediction:", right_node@prediction) | |
else | |
rightLabel = right_node@split_feature | |
if(leftLabel == rightLabel) { | |
leftLabel = paste(leftLabel, "(L)") | |
rightLabel = paste(rightLabel, "(R)") | |
} | |
dtreeLeft = dtree$AddChild(leftLabel) | |
dtreeLeft$edgeLabel = leftEdgeLabel | |
dtreeLeft$type = ifelse(class(left_node)[1] == 'H2OSplitNode', 'split', 'leaf') | |
dtreeRight = dtree$AddChild(rightLabel) | |
dtreeRight$edgeLabel = rightEdgeLabel | |
dtreeRight$type = ifelse(class(right_node)[1] == 'H2OSplitNode', 'split', 'leaf') | |
addChildren(dtreeLeft, left_node) | |
addChildren(dtreeRight, right_node) | |
return(FALSE) | |
} | |
printValues <- function(values, is_na_direction, n=4) { | |
l = length(values) | |
if(l == 0) | |
value_string = ifelse(is_na_direction, "NA", "") | |
else | |
value_string = paste0(paste0(values[1:min(n,l)], collapse = ', '), | |
ifelse(l > n, ",...", ""), | |
ifelse(is_na_direction, ", NA", "")) | |
return(value_string) | |
} |
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titanicDataTree = createDataTree(titanicH2oTree) | |
GetEdgeLabel <- function(node) {return (node$edgeLabel)} | |
GetNodeShape <- function(node) {switch(node$type, split = "diamond", leaf = "oval")} | |
GetFontName <- function(node) {switch(node$type, split = 'Palatino-bold', leaf = 'Palatino')} | |
SetEdgeStyle(titanicDataTree, fontname = 'Palatino-italic', label = GetEdgeLabel, labelfloat = TRUE, | |
fontsize = "26", fontcolor='royalblue4') | |
SetNodeStyle(titanicDataTree, fontname = GetFontName, shape = GetNodeShape, | |
fontsize = "26", fontcolor='royalblue4', | |
height="0.75", width="1") | |
SetGraphStyle(titanicDataTree, rankdir = "LR", dpi=70.) | |
plot(titanicDataTree, output = "graph") |
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