Builds a eXtreme Gradient Boosting model using the native XGBoost backend.
h2o.xgboost( x, y, training_frame, model_id = NULL, validation_frame = NULL, nfolds = 0, keep_cross_validation_models = TRUE, keep_cross_validation_predictions = FALSE, keep_cross_validation_fold_assignment = FALSE, score_each_iteration = FALSE, fold_assignment = c("AUTO", "Random", "Modulo", "Stratified"), fold_column = NULL, ignore_const_cols = TRUE, offset_column = NULL, weights_column = NULL, stopping_rounds = 0, stopping_metric = c("AUTO", "deviance", "logloss", "MSE", "RMSE", "MAE", "RMSLE", "AUC", "AUCPR", "lift_top_group", "misclassification", "mean_per_class_error", "custom", "custom_increasing"), stopping_tolerance = 0.001, max_runtime_secs = 0, seed = 1, distribution = c("AUTO", "bernoulli", "multinomial", "gaussian", "poisson", "gamma", "tweedie", "laplace", "quantile", "huber"), tweedie_power = 1.5, categorical_encoding = c("AUTO", "Enum", "OneHotInternal", "OneHotExplicit", "Binary", "Eigen", "LabelEncoder", "SortByResponse", "EnumLimited"), quiet_mode = TRUE, checkpoint = NULL, export_checkpoints_dir = NULL, custom_metric_func = NULL, ntrees = 50, max_depth = 6, min_rows = 1, min_child_weight = 1, learn_rate = 0.3, eta = 0.3, sample_rate = 1, subsample = 1, col_sample_rate = 1, colsample_bylevel = 1, col_sample_rate_per_tree = 1, colsample_bytree = 1, colsample_bynode = 1, max_abs_leafnode_pred = 0, max_delta_step = 0, monotone_constraints = NULL, interaction_constraints = NULL, score_tree_interval = 0, min_split_improvement = 0, gamma = 0, nthread = 1, save_matrix_directory = NULL, build_tree_one_node = FALSE, parallelize_cross_validation = TRUE, calibrate_model = FALSE, calibration_frame = NULL, calibration_method = c("AUTO", "PlattScaling", "IsotonicRegression"), max_bins = 256, max_leaves = 0, sample_type = c("uniform", "weighted"), normalize_type = c("tree", "forest"), rate_drop = 0, one_drop = FALSE, skip_drop = 0, tree_method = c("auto", "exact", "approx", "hist"), grow_policy = c("depthwise", "lossguide"), booster = c("gbtree", "gblinear", "dart"), reg_lambda = 1, reg_alpha = 0, dmatrix_type = c("auto", "dense", "sparse"), backend = c("auto", "gpu", "cpu"), gpu_id = NULL, gainslift_bins = 1, auc_type = c("AUTO", "NONE", "MACRO_OVR", "WEIGHTED_OVR", "MACRO_OVO", "WEIGHTED_OVO"), scale_pos_weight = 1, eval_metric = NULL, score_eval_metric_only = FALSE, verbose = FALSE )
x  (Optional) A vector containing the names or indices of the predictor variables to use in building the model. If x is missing, then all columns except y are used. 

y  The name or column index of the response variable in the data. The response must be either a numeric or a categorical/factor variable. If the response is numeric, then a regression model will be trained, otherwise it will train a classification model. 
training_frame  Id of the training data frame. 
model_id  Destination id for this model; autogenerated if not specified. 
validation_frame  Id of the validation data frame. 
nfolds  Number of folds for Kfold crossvalidation (0 to disable or >= 2). Defaults to 0. 
keep_cross_validation_models 

keep_cross_validation_predictions 

keep_cross_validation_fold_assignment 

score_each_iteration 

fold_assignment  Crossvalidation fold assignment scheme, if fold_column is not specified. The 'Stratified' option will stratify the folds based on the response variable, for classification problems. Must be one of: "AUTO", "Random", "Modulo", "Stratified". Defaults to AUTO. 
fold_column  Column with crossvalidation fold index assignment per observation. 
ignore_const_cols 

offset_column  Offset column. This will be added to the combination of columns before applying the link function. 
weights_column  Column with observation weights. Giving some observation a weight of zero is equivalent to excluding it from the dataset; giving an observation a relative weight of 2 is equivalent to repeating that row twice. Negative weights are not allowed. Note: Weights are perrow observation weights and do not increase the size of the data frame. This is typically the number of times a row is repeated, but noninteger values are supported as well. During training, rows with higher weights matter more, due to the larger loss function prefactor. If you set weight = 0 for a row, the returned prediction frame at that row is zero and this is incorrect. To get an accurate prediction, remove all rows with weight == 0. 
stopping_rounds  Early stopping based on convergence of stopping_metric. Stop if simple moving average of length k of the stopping_metric does not improve for k:=stopping_rounds scoring events (0 to disable) Defaults to 0. 
stopping_metric  Metric to use for early stopping (AUTO: logloss for classification, deviance for regression and anomaly_score for Isolation Forest). Note that custom and custom_increasing can only be used in GBM and DRF with the Python client. Must be one of: "AUTO", "deviance", "logloss", "MSE", "RMSE", "MAE", "RMSLE", "AUC", "AUCPR", "lift_top_group", "misclassification", "mean_per_class_error", "custom", "custom_increasing". Defaults to AUTO. 
stopping_tolerance  Relative tolerance for metricbased stopping criterion (stop if relative improvement is not at least this much) Defaults to 0.001. 
max_runtime_secs  Maximum allowed runtime in seconds for model training. Use 0 to disable. Defaults to 0. 
seed  Seed for random numbers (affects certain parts of the algo that are stochastic and those might or might not be enabled by default). Defaults to 1 (timebased random number). 
distribution  Distribution function Must be one of: "AUTO", "bernoulli", "multinomial", "gaussian", "poisson", "gamma", "tweedie", "laplace", "quantile", "huber". Defaults to AUTO. 
tweedie_power  Tweedie power for Tweedie regression, must be between 1 and 2. Defaults to 1.5. 
categorical_encoding  Encoding scheme for categorical features Must be one of: "AUTO", "Enum", "OneHotInternal", "OneHotExplicit", "Binary", "Eigen", "LabelEncoder", "SortByResponse", "EnumLimited". Defaults to AUTO. 
quiet_mode 

checkpoint  Model checkpoint to resume training with. 
export_checkpoints_dir  Automatically export generated models to this directory. 
custom_metric_func  Reference to custom evaluation function, format: `language:keyName=funcName` 
ntrees  (same as n_estimators) Number of trees. Defaults to 50. 
max_depth  Maximum tree depth (0 for unlimited). Defaults to 6. 
min_rows  (same as min_child_weight) Fewest allowed (weighted) observations in a leaf. Defaults to 1. 
min_child_weight  (same as min_rows) Fewest allowed (weighted) observations in a leaf. Defaults to 1. 
learn_rate  (same as eta) Learning rate (from 0.0 to 1.0) Defaults to 0.3. 
eta  (same as learn_rate) Learning rate (from 0.0 to 1.0) Defaults to 0.3. 
sample_rate  (same as subsample) Row sample rate per tree (from 0.0 to 1.0) Defaults to 1. 
subsample  (same as sample_rate) Row sample rate per tree (from 0.0 to 1.0) Defaults to 1. 
col_sample_rate  (same as colsample_bylevel) Column sample rate (from 0.0 to 1.0) Defaults to 1. 
colsample_bylevel  (same as col_sample_rate) Column sample rate (from 0.0 to 1.0) Defaults to 1. 
col_sample_rate_per_tree  (same as colsample_bytree) Column sample rate per tree (from 0.0 to 1.0) Defaults to 1. 
colsample_bytree  (same as col_sample_rate_per_tree) Column sample rate per tree (from 0.0 to 1.0) Defaults to 1. 
colsample_bynode  Column sample rate per tree node (from 0.0 to 1.0) Defaults to 1. 
max_abs_leafnode_pred  (same as max_delta_step) Maximum absolute value of a leaf node prediction Defaults to 0.0. 
max_delta_step  (same as max_abs_leafnode_pred) Maximum absolute value of a leaf node prediction Defaults to 0.0. 
monotone_constraints  A mapping representing monotonic constraints. Use +1 to enforce an increasing constraint and 1 to specify a decreasing constraint. 
interaction_constraints  A set of allowed column interactions. 
score_tree_interval  Score the model after every so many trees. Disabled if set to 0. Defaults to 0. 
min_split_improvement  (same as gamma) Minimum relative improvement in squared error reduction for a split to happen Defaults to 0.0. 
gamma  (same as min_split_improvement) Minimum relative improvement in squared error reduction for a split to happen Defaults to 0.0. 
nthread  Number of parallel threads that can be used to run XGBoost. Cannot exceed H2O cluster limits (nthreads parameter). Defaults to maximum available Defaults to 1. 
save_matrix_directory  Directory where to save matrices passed to XGBoost library. Useful for debugging. 
build_tree_one_node 

parallelize_cross_validation 

calibrate_model 

calibration_frame  Data for model calibration 
calibration_method  Calibration method to use Must be one of: "AUTO", "PlattScaling", "IsotonicRegression". Defaults to AUTO. 
max_bins  For tree_method=hist only: maximum number of bins Defaults to 256. 
max_leaves  For tree_method=hist only: maximum number of leaves Defaults to 0. 
sample_type  For booster=dart only: sample_type Must be one of: "uniform", "weighted". Defaults to uniform. 
normalize_type  For booster=dart only: normalize_type Must be one of: "tree", "forest". Defaults to tree. 
rate_drop  For booster=dart only: rate_drop (0..1) Defaults to 0.0. 
one_drop 

skip_drop  For booster=dart only: skip_drop (0..1) Defaults to 0.0. 
tree_method  Tree method Must be one of: "auto", "exact", "approx", "hist". Defaults to auto. 
grow_policy  Grow policy  depthwise is standard GBM, lossguide is LightGBM Must be one of: "depthwise", "lossguide". Defaults to depthwise. 
booster  Booster type Must be one of: "gbtree", "gblinear", "dart". Defaults to gbtree. 
reg_lambda  L2 regularization Defaults to 1.0. 
reg_alpha  L1 regularization Defaults to 0.0. 
dmatrix_type  Type of DMatrix. For sparse, NAs and 0 are treated equally. Must be one of: "auto", "dense", "sparse". Defaults to auto. 
backend  Backend. By default (auto), a GPU is used if available. Must be one of: "auto", "gpu", "cpu". Defaults to auto. 
gpu_id  Which GPU(s) to use. 
gainslift_bins  Gains/Lift table number of bins. 0 means disabled.. Default value 1 means automatic binning. Defaults to 1. 
auc_type  Set default multinomial AUC type. Must be one of: "AUTO", "NONE", "MACRO_OVR", "WEIGHTED_OVR", "MACRO_OVO", "WEIGHTED_OVO". Defaults to AUTO. 
scale_pos_weight  Controls the effect of observations with positive labels in relation to the observations with negative labels on gradient calculation. Useful for imbalanced problems. Defaults to 1.0. 
eval_metric  Specification of evaluation metric that will be passed to the native XGBoost backend. 
score_eval_metric_only 

verbose 

if (FALSE) { library(h2o) h2o.init() # Import the titanic dataset f < "https://s3.amazonaws.com/h2opublictestdata/smalldata/gbm_test/titanic.csv" titanic < h2o.importFile(f) # Set predictors and response; set response as a factor titanic['survived'] < as.factor(titanic['survived']) predictors < setdiff(colnames(titanic), colnames(titanic)[2:3]) response < "survived" # Split the dataset into train and valid splits < h2o.splitFrame(data = titanic, ratios = .8, seed = 1234) train < splits[[1]] valid < splits[[2]] # Train the XGB model titanic_xgb < h2o.xgboost(x = predictors, y = response, training_frame = train, validation_frame = valid, booster = "dart", normalize_type = "tree", seed = 1234) }