hex.tree

Class FriedmanPopescusH

java.lang.Object

hex.tree.FriedmanPopescusH

public class FriedmanPopescusH
extends java.lang.Object

Calculates Friedman and Popescu's H statistics, in order to test for the presence of an interaction between specified variables in h2o gbm and xgb models. H varies from 0 to 1. It will have a value of 0 if the model exhibits no interaction between specified variables and a correspondingly larger value for a stronger interaction effect between them. NaN is returned if a computation is spoiled by weak main effects and rounding errors. This statistic can be calculated only for numerical variables. Missing values are supported. See Jerome H. Friedman and Bogdan E. Popescu, 2008, "Predictive learning via rule ensembles", *Ann. Appl. Stat.* **2**:916-954, http://projecteuclid.org/download/pdfview_1/euclid.aoas/1223908046, s. 8.1. Reference implementation: https://pypi.org/project/sklearn-gbmi/

Constructor Summary

Constructors

Constructor and Description
FriedmanPopescusH()

Method Summary

Modifier and Type	Method and Description
static double[]	add(double[] first, double[] second)
static double	h(water.fvec.Frame frame, java.lang.String[] vars, double learnRate, hex.genmodel.algos.tree.SharedTreeSubgraph[][] sharedTreeSubgraphs)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FriedmanPopescusH

public FriedmanPopescusH()

Method Detail

h

public static double h(water.fvec.Frame frame,
                       java.lang.String[] vars,
                       double learnRate,
                       hex.genmodel.algos.tree.SharedTreeSubgraph[][] sharedTreeSubgraphs)

add

public static double[] add(double[] first,
                           double[] second)