base_models

  • Available in: Stacked Ensembles

  • Hyperparameter: no

Description

H2O’s Stacked Ensemble method is a supervised ensemble machine learning algorithm that finds the optimal combination of a collection of prediction algorithms using a process called stacking (or Super Learning). The algorithm that learns the optimal combination of the base learners is called the metalearning algorithm or metalearner.

The base_models parameter is used to specify a list of models (or model IDs) that can be stacked together. Models must have been cross-validated (i.e., nfolds>1 or fold_column was specified), they all must use the same cross-validation folds, and keep_cross_validation_predictions must have been set to True. One way to guarantee identical folds across base models is to set fold_assignment = "Modulo" in all the base models. It is also possible to get identical folds by setting fold_assignment = "Random" when the same seed is used in all base models.

Example

library(h2o)
h2o.init()

# import the higgs_train_5k train and test datasets
train <- h2o.importFile("https://s3.amazonaws.com/h2o-public-test-data/smalldata/testng/higgs_train_5k.csv")
test <- h2o.importFile("https://s3.amazonaws.com/h2o-public-test-data/smalldata/testng/higgs_test_5k.csv")

# Identify predictors and response
y <- "response"
x <- setdiff(names(train), y)

# Convert the response column in train and test datasets to a factor
train[, y] <- as.factor(train[, y])
test[, y] <- as.factor(test[, y])


# Set number of folds for base learners
nfolds <- 3

# Train & Cross-validate a GBM model
my_gbm <- h2o.gbm(x = x,
                  y = y,
                  training_frame = train,
                  distribution = "bernoulli",
                  ntrees = 10,
                  nfolds = nfolds,
                  keep_cross_validation_predictions = TRUE,
                  seed = 1)

# Train & Cross-validate an RF model
my_rf <- h2o.randomForest(x = x,
                          y = y,
                          training_frame = train,
                          ntrees = 10,
                          nfolds = nfolds,
                          keep_cross_validation_predictions = TRUE,
                          seed = 1)


# Next we can train a few different ensembles using different metalearners

# Train a stacked ensemble using the default metalearner algorithm
stack <- h2o.stackedEnsemble(x = x,
                             y = y,
                             training_frame = train,
                             base_models = list(my_gbm, my_rf))
h2o.auc(h2o.performance(stack, test))
# 0.7570171

# Train a stacked ensemble using GBM as the metalearner algorithm
# The metalearner will use GBM default values
stack_gbm <- h2o.stackedEnsemble(x = x,
                                 y = y,
                                 training_frame = train,
                                 base_models = list(my_gbm, my_rf),
                                 metalearner_algorithm = "gbm")
h2o.auc(h2o.performance(stack_gbm, test))
# 0.7511055

# Train a stacked ensemble using RF as the metalearner algorithm
# The metelearner will use RF default values
stack_rf <- h2o.stackedEnsemble(x = x,
                                y = y,
                                training_frame = train,
                                base_models = list(my_gbm, my_rf),
                                metalearner_algorithm = "drf")
h2o.auc(h2o.performance(stack_rf, test))
# 0.7232461

# Train a stacked ensemble using Deep Learning as the metalearner algorithm
# The metelearner will use RF default values
stack_dl <- h2o.stackedEnsemble(x = x,
                                y = y,
                                training_frame = train,
                                base_models = list(my_gbm, my_rf),
                                metalearner_algorithm = "deeplearning")
h2o.auc(h2o.performance(stack_dl, test))
# 0.7571556
import h2o
from h2o.estimators.random_forest import H2ORandomForestEstimator
from h2o.estimators.gbm import H2OGradientBoostingEstimator
from h2o.estimators.stackedensemble import H2OStackedEnsembleEstimator
h2o.init()

# import the higgs_train_5k train and test datasets
train = h2o.import_file("https://s3.amazonaws.com/h2o-public-test-data/smalldata/testng/higgs_train_5k.csv")
test = h2o.import_file("https://s3.amazonaws.com/h2o-public-test-data/smalldata/testng/higgs_test_5k.csv")

# Identify predictors and response
x = train.columns
y = "response"
x.remove(y)

# Convert the response column in train and test datasets to a factor
train[y] = train[y].asfactor()
test[y] = test[y].asfactor()


# Set number of folds for base learners
nfolds = 3

# Train and cross-validate a GBM model
my_gbm = H2OGradientBoostingEstimator(distribution="bernoulli",
                                      ntrees=10,
                                      nfolds=nfolds,
                                      fold_assignment="Modulo",
                                      keep_cross_validation_predictions=True,
                                      seed=1)
my_gbm.train(x=x, y=y, training_frame=train)

# Train and cross-validate an RF model
my_rf = H2ORandomForestEstimator(ntrees=50,
                                 nfolds=nfolds,
                                 fold_assignment="Modulo",
                                 keep_cross_validation_predictions=True,
                                 seed=1)
my_rf.train(x=x, y=y, training_frame=train)


# Next we can train a few different ensembles using different metalearners

# Train a stacked ensemble using the default metalearner algorithm
stack = H2OStackedEnsembleEstimator(base_models=[my_gbm, my_rf])
stack.train(x=x, y=y, training_frame=train)
stack.model_performance(test).auc()
# 0.7522591310013634

# Train a stacked ensemble with a GBM metalearner algorithm
# The metelearner will use GBM default values
stack_gbm = H2OStackedEnsembleEstimator(base_models=[my_gbm, my_rf],
                                        metalearner_algorithm="gbm")
stack_gbm.train(x=x, y=y, training_frame=train)
stack_gbm.model_performance(test).auc()
# 0.7522591310013634

# Train a stacked ensemble with a RF metalearner algorithm
# The metelearner will use RF default values
stack_rf = H2OStackedEnsembleEstimator(base_models=[my_gbm, my_rf],
                                       metalearner_algorithm="drf")
stack_rf.train(x=x, y=y, training_frame=train)
stack_rf.model_performance(test).auc()
# 0.7016302070136065

# Train a stacked ensemble with a Deep Learning metalearner algorithm
# The metelearner will use Deep Learning default values
stack_dl = H2OStackedEnsembleEstimator(base_models=[my_gbm, my_rf],
                                       metalearner_algorithm="deeplearning")
stack_dl.train(x=x, y=y, training_frame=train)
stack_dl.model_performance(test).auc()
# 0.7634122856763638