library(tidyverse)
## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr 1.1.4 ✔ readr 2.1.5
## ✔ forcats 1.0.0 ✔ stringr 1.5.1
## ✔ ggplot2 3.5.1 ✔ tibble 3.2.1
## ✔ lubridate 1.9.3 ✔ tidyr 1.3.1
## ✔ purrr 1.0.2
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## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
library(correlationfunnel)
## ══ correlationfunnel Tip #3 ════════════════════════════════════════════════════
## Using `binarize()` with data containing many columns or many rows can increase dimensionality substantially.
## Try subsetting your data column-wise or row-wise to avoid creating too many columns.
## You can always make a big problem smaller by sampling. :)
library(tidymodels) #for building models
## ── Attaching packages ────────────────────────────────────── tidymodels 1.2.0 ──
## ✔ broom 1.0.5 ✔ rsample 1.2.1
## ✔ dials 1.2.1 ✔ tune 1.2.1
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## ✔ modeldata 1.4.0 ✔ workflowsets 1.1.0
## ✔ parsnip 1.2.1 ✔ yardstick 1.3.1
## ✔ recipes 1.0.10
## Warning: package 'modeldata' was built under R version 4.3.3
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## ✖ recipes::step() masks stats::step()
## • Learn how to get started at https://www.tidymodels.org/start/
library(textrecipes) # For processing string variable
library(tidytext)
library(ggrepel)
## Warning: package 'ggrepel' was built under R version 4.3.3
library(h2o)
##
## ----------------------------------------------------------------------
##
## Your next step is to start H2O:
## > h2o.init()
##
## For H2O package documentation, ask for help:
## > ??h2o
##
## After starting H2O, you can use the Web UI at http://localhost:54321
## For more information visit https://docs.h2o.ai
##
## ----------------------------------------------------------------------
##
##
## Attaching package: 'h2o'
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## colnames<-, ifelse, is.character, is.factor, is.numeric, log,
## log10, log1p, log2, round, signif, trunc
library(tidyquant)
## Loading required package: PerformanceAnalytics
## Loading required package: xts
## Loading required package: zoo
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## as.zoo.data.frame zoo
members <- readr::read_csv('https://raw.githubusercontent.com/rfordatascience/tidytuesday/master/data/2020/2020-09-22/members.csv')
## Rows: 76519 Columns: 21
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (10): expedition_id, member_id, peak_id, peak_name, season, sex, citizen...
## dbl (5): year, age, highpoint_metres, death_height_metres, injury_height_me...
## lgl (6): hired, success, solo, oxygen_used, died, injured
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
skimr::skim(members)
Name | members |
Number of rows | 76519 |
Number of columns | 21 |
_______________________ | |
Column type frequency: | |
character | 10 |
logical | 6 |
numeric | 5 |
________________________ | |
Group variables | None |
Variable type: character
skim_variable | n_missing | complete_rate | min | max | empty | n_unique | whitespace |
---|---|---|---|---|---|---|---|
expedition_id | 0 | 1.00 | 9 | 9 | 0 | 10350 | 0 |
member_id | 0 | 1.00 | 12 | 12 | 0 | 76518 | 0 |
peak_id | 0 | 1.00 | 4 | 4 | 0 | 391 | 0 |
peak_name | 15 | 1.00 | 4 | 25 | 0 | 390 | 0 |
season | 0 | 1.00 | 6 | 7 | 0 | 5 | 0 |
sex | 2 | 1.00 | 1 | 1 | 0 | 2 | 0 |
citizenship | 10 | 1.00 | 2 | 23 | 0 | 212 | 0 |
expedition_role | 21 | 1.00 | 4 | 25 | 0 | 524 | 0 |
death_cause | 75413 | 0.01 | 3 | 27 | 0 | 12 | 0 |
injury_type | 74807 | 0.02 | 3 | 27 | 0 | 11 | 0 |
Variable type: logical
skim_variable | n_missing | complete_rate | mean | count |
---|---|---|---|---|
hired | 0 | 1 | 0.21 | FAL: 60788, TRU: 15731 |
success | 0 | 1 | 0.38 | FAL: 47320, TRU: 29199 |
solo | 0 | 1 | 0.00 | FAL: 76398, TRU: 121 |
oxygen_used | 0 | 1 | 0.24 | FAL: 58286, TRU: 18233 |
died | 0 | 1 | 0.01 | FAL: 75413, TRU: 1106 |
injured | 0 | 1 | 0.02 | FAL: 74806, TRU: 1713 |
Variable type: numeric
skim_variable | n_missing | complete_rate | mean | sd | p0 | p25 | p50 | p75 | p100 | hist |
---|---|---|---|---|---|---|---|---|---|---|
year | 0 | 1.00 | 2000.36 | 14.78 | 1905 | 1991 | 2004 | 2012 | 2019 | ▁▁▁▃▇ |
age | 3497 | 0.95 | 37.33 | 10.40 | 7 | 29 | 36 | 44 | 85 | ▁▇▅▁▁ |
highpoint_metres | 21833 | 0.71 | 7470.68 | 1040.06 | 3800 | 6700 | 7400 | 8400 | 8850 | ▁▁▆▃▇ |
death_height_metres | 75451 | 0.01 | 6592.85 | 1308.19 | 400 | 5800 | 6600 | 7550 | 8830 | ▁▁▂▇▆ |
injury_height_metres | 75510 | 0.01 | 7049.91 | 1214.24 | 400 | 6200 | 7100 | 8000 | 8880 | ▁▁▂▇▇ |
members1 <- members %>%
# Treat missing values
select(-death_height_metres, -injury_height_metres, -death_cause, -injury_type, -peak_id) %>%
filter(!is.na(age)) %>%
filter(!is.na(highpoint_metres)) %>%
distinct(member_id, .keep_all = TRUE)
members1 %>% filter(duplicated(member_id))
## # A tibble: 0 × 16
## # ℹ 16 variables: expedition_id <chr>, member_id <chr>, peak_name <chr>,
## # year <dbl>, season <chr>, sex <chr>, age <dbl>, citizenship <chr>,
## # expedition_role <chr>, hired <lgl>, highpoint_metres <dbl>, success <lgl>,
## # solo <lgl>, oxygen_used <lgl>, died <lgl>, injured <lgl>
factors_vec1 <- members1 %>% select(hired, success, solo, oxygen_used, died, injured) %>% names()
members1_clean <- members1 %>%
# Address factors imported as numeric
mutate(across(all_of(factors_vec1), as.factor)) %>%
# Recode Attrition
mutate(died = if_else(died == "TRUE", "Died", died)) %>%
# Convert character to factor
mutate(across(where(is.character), factor))
library(tidymodels)
set.seed(1234)
#members1_clean <- members1_clean #%>% sample_n(100)
members1_clean <- members1_clean #%>%
#group_by(died) %>%
#sample_n(50) %>%
#ungroup()
members_split <- initial_split(members1_clean, strata = died)
members_train <- training(members_split)
members_test <- testing(members_split)
members_cv <- rsample::vfold_cv(members_train, strata = died)
members_cv
## # 10-fold cross-validation using stratification
## # A tibble: 10 × 2
## splits id
## <list> <chr>
## 1 <split [35373/3931]> Fold01
## 2 <split [35373/3931]> Fold02
## 3 <split [35373/3931]> Fold03
## 4 <split [35373/3931]> Fold04
## 5 <split [35374/3930]> Fold05
## 6 <split [35374/3930]> Fold06
## 7 <split [35374/3930]> Fold07
## 8 <split [35374/3930]> Fold08
## 9 <split [35374/3930]> Fold09
## 10 <split [35374/3930]> Fold10
recipe_obj <- recipe(died ~ ., data = members_train) %>%
# Remove zero variance variables
step_zv(all_predictors())
h2o.init()
## Connection successful!
##
## R is connected to the H2O cluster:
## H2O cluster uptime: 3 days 19 hours
## H2O cluster timezone: America/New_York
## H2O data parsing timezone: UTC
## H2O cluster version: 3.44.0.3
## H2O cluster version age: 11 months
## H2O cluster name: H2O_started_from_R_kajsabergstrand_fhp551
## H2O cluster total nodes: 1
## H2O cluster total memory: 1.36 GB
## H2O cluster total cores: 4
## H2O cluster allowed cores: 4
## H2O cluster healthy: TRUE
## H2O Connection ip: localhost
## H2O Connection port: 54321
## H2O Connection proxy: NA
## H2O Internal Security: FALSE
## R Version: R version 4.3.2 (2023-10-31)
## Warning in h2o.clusterInfo():
## Your H2O cluster version is (11 months) old. There may be a newer version available.
## Please download and install the latest version from: https://h2o-release.s3.amazonaws.com/h2o/latest_stable.html
split.h2o <- h2o.splitFrame(as.h2o(members_train), ratios = c(0.85), seed = 2345)
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train_h2o <- split.h2o[[1]]
valid_h2o <- split.h2o[[2]]
test_h2o <- as.h2o(members_test)
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y <- "died"
x <- setdiff(names(members_train), y)
models_h2o <- h2o.automl(
x = x,
y = y,
training_frame = train_h2o,
validation_frame = valid_h2o,
leaderboard_frame = test_h2o,
#max_runtime_secs = 30,
max_models = 10,
exclude_algos = "DeepLearning",
nfolds = 5,
seed = 3456
)
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## 11:13:48.273: User specified a validation frame with cross-validation still enabled. Please note that the models will still be validated using cross-validation only, the validation frame will be used to provide purely informative validation metrics on the trained models.
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## [1] "Job request failed Unexpected CURL error: Received HTTP/0.9 when not allowed, will retry after 3s."
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examine the output of h2o.automl
models_h2o %>% typeof()
## [1] "S4"
models_h2o %>% slotNames()
## [1] "project_name" "leader" "leaderboard" "event_log"
## [5] "modeling_steps" "training_info"
models_h2o@leaderboard
## model_id auc logloss
## 1 StackedEnsemble_AllModels_1_AutoML_22_20241121_111348 0.8158502 0.06114443
## 2 StackedEnsemble_BestOfFamily_1_AutoML_22_20241121_111348 0.8112641 0.06186289
## 3 GBM_1_AutoML_22_20241121_111348 0.7991690 0.06367366
## 4 XGBoost_1_AutoML_22_20241121_111348 0.7987528 0.06543955
## 5 GBM_4_AutoML_22_20241121_111348 0.7984025 0.06357861
## 6 XGBoost_2_AutoML_22_20241121_111348 0.7983176 0.06538963
## aucpr mean_per_class_error rmse mse
## 1 0.9960705 0.4812215 0.1133256 0.01284270
## 2 0.9960055 0.4892473 0.1137901 0.01294819
## 3 0.9953286 0.4760000 0.1140544 0.01300841
## 4 0.9958949 0.4946624 0.1163321 0.01353317
## 5 0.9945556 0.4919355 0.1148071 0.01318067
## 6 0.9959030 0.4811828 0.1159002 0.01343285
##
## [12 rows x 7 columns]
models_h2o@leader
## Model Details:
## ==============
##
## H2OBinomialModel: stackedensemble
## Model ID: StackedEnsemble_AllModels_1_AutoML_22_20241121_111348
## Model Summary for Stacked Ensemble:
## key value
## 1 Stacking strategy cross_validation
## 2 Number of base models (used / total) 8/10
## 3 # GBM base models (used / total) 3/4
## 4 # XGBoost base models (used / total) 2/3
## 5 # GLM base models (used / total) 1/1
## 6 # DRF base models (used / total) 2/2
## 7 Metalearner algorithm GLM
## 8 Metalearner fold assignment scheme Random
## 9 Metalearner nfolds 5
## 10 Metalearner fold_column NA
## 11 Custom metalearner hyperparameters None
##
##
## H2OBinomialMetrics: stackedensemble
## ** Reported on training data. **
##
## MSE: 0.007992434
## RMSE: 0.08940041
## LogLoss: 0.0335353
## Mean Per-Class Error: 0.1866879
## AUC: 0.9840665
## AUCPR: 0.9997542
## Gini: 0.968133
##
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
## Died FALSE Error Rate
## Died 86 51 0.372263 =51/137
## FALSE 11 9872 0.001113 =11/9883
## Totals 97 9923 0.006188 =62/10020
##
## Maximum Metrics: Maximum metrics at their respective thresholds
## metric threshold value idx
## 1 max f1 0.776798 0.996870 322
## 2 max f2 0.736166 0.998322 337
## 3 max f0point5 0.835047 0.996097 301
## 4 max accuracy 0.786338 0.993812 320
## 5 max precision 0.999352 1.000000 0
## 6 max recall 0.591910 1.000000 371
## 7 max specificity 0.999352 1.000000 0
## 8 max absolute_mcc 0.786338 0.744178 320
## 9 max min_per_class_accuracy 0.962421 0.934307 170
## 10 max mean_per_class_accuracy 0.944068 0.950205 207
## 11 max tns 0.999352 137.000000 0
## 12 max fns 0.999352 9842.000000 0
## 13 max fps 0.136985 137.000000 399
## 14 max tps 0.591910 9883.000000 371
## 15 max tnr 0.999352 1.000000 0
## 16 max fnr 0.999352 0.995851 0
## 17 max fpr 0.136985 1.000000 399
## 18 max tpr 0.591910 1.000000 371
##
## Gains/Lift Table: Extract with `h2o.gainsLift(<model>, <data>)` or `h2o.gainsLift(<model>, valid=<T/F>, xval=<T/F>)`
## H2OBinomialMetrics: stackedensemble
## ** Reported on validation data. **
##
## MSE: 0.01181528
## RMSE: 0.1086981
## LogLoss: 0.05989122
## Mean Per-Class Error: 0.4794521
## AUC: 0.764154
## AUCPR: 0.9951604
## Gini: 0.528308
##
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
## Died FALSE Error Rate
## Died 3 70 0.958904 =70/73
## FALSE 0 5806 0.000000 =0/5806
## Totals 3 5876 0.011907 =70/5879
##
## Maximum Metrics: Maximum metrics at their respective thresholds
## metric threshold value idx
## 1 max f1 0.524271 0.994008 396
## 2 max f2 0.524271 0.997595 396
## 3 max f0point5 0.570644 0.990647 392
## 4 max accuracy 0.570644 0.988093 392
## 5 max precision 0.999380 1.000000 0
## 6 max recall 0.524271 1.000000 396
## 7 max specificity 0.999380 1.000000 0
## 8 max absolute_mcc 0.570644 0.218834 392
## 9 max min_per_class_accuracy 0.989460 0.684932 94
## 10 max mean_per_class_accuracy 0.986821 0.712945 110
## 11 max tns 0.999380 73.000000 0
## 12 max fns 0.999380 5780.000000 0
## 13 max fps 0.211172 73.000000 399
## 14 max tps 0.524271 5806.000000 396
## 15 max tnr 0.999380 1.000000 0
## 16 max fnr 0.999380 0.995522 0
## 17 max fpr 0.211172 1.000000 399
## 18 max tpr 0.524271 1.000000 396
##
## Gains/Lift Table: Extract with `h2o.gainsLift(<model>, <data>)` or `h2o.gainsLift(<model>, valid=<T/F>, xval=<T/F>)`
## H2OBinomialMetrics: stackedensemble
## ** Reported on cross-validation data. **
## ** 5-fold cross-validation on training data (Metrics computed for combined holdout predictions) **
##
## MSE: 0.01298572
## RMSE: 0.1139549
## LogLoss: 0.06104625
## Mean Per-Class Error: 0.4702549
## AUC: 0.8371741
## AUCPR: 0.9966334
## Gini: 0.6743482
##
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
## Died FALSE Error Rate
## Died 29 456 0.940206 =456/485
## FALSE 10 32930 0.000304 =10/32940
## Totals 39 33386 0.013942 =466/33425
##
## Maximum Metrics: Maximum metrics at their respective thresholds
## metric threshold value idx
## 1 max f1 0.550747 0.992974 367
## 2 max f2 0.331035 0.997100 384
## 3 max f0point5 0.828024 0.989411 293
## 4 max accuracy 0.576689 0.986058 365
## 5 max precision 0.999394 1.000000 0
## 6 max recall 0.153974 1.000000 395
## 7 max specificity 0.999394 1.000000 0
## 8 max absolute_mcc 0.828024 0.244724 293
## 9 max min_per_class_accuracy 0.986998 0.748454 78
## 10 max mean_per_class_accuracy 0.989301 0.757612 68
## 11 max tns 0.999394 485.000000 0
## 12 max fns 0.999394 32834.000000 0
## 13 max fps 0.091965 485.000000 399
## 14 max tps 0.153974 32940.000000 395
## 15 max tnr 0.999394 1.000000 0
## 16 max fnr 0.999394 0.996782 0
## 17 max fpr 0.091965 1.000000 399
## 18 max tpr 0.153974 1.000000 395
##
## Gains/Lift Table: Extract with `h2o.gainsLift(<model>, <data>)` or `h2o.gainsLift(<model>, valid=<T/F>, xval=<T/F>)`
## Cross-Validation Metrics Summary:
## mean sd cv_1_valid cv_2_valid cv_3_valid cv_4_valid
## accuracy 0.986297 0.001074 0.986978 0.987179 0.986986 0.985596
## auc 0.837601 0.023955 0.837157 0.805541 0.861431 0.823745
## err 0.013703 0.001074 0.013022 0.012821 0.013014 0.014404
## err_count 91.600000 7.162402 87.000000 85.000000 88.000000 96.000000
## f0point5 0.989278 0.000767 0.989810 0.989888 0.989811 0.988528
## cv_5_valid
## accuracy 0.984746
## auc 0.860130
## err 0.015253
## err_count 102.000000
## f0point5 0.988355
##
## ---
## mean sd cv_1_valid cv_2_valid cv_3_valid
## precision 0.986752 0.000923 0.987406 0.987466 0.987406
## r2 0.090926 0.027205 0.084964 0.082159 0.105197
## recall 0.999514 0.000347 0.999545 0.999694 0.999550
## residual_deviance 815.154970 40.406376 795.735300 783.903200 778.394000
## rmse 0.113884 0.004035 0.111476 0.110252 0.111331
## specificity 0.086878 0.042314 0.086957 0.067416 0.105263
## cv_4_valid cv_5_valid
## precision 0.985738 0.985744
## r2 0.054795 0.127518
## recall 0.999848 0.998935
## residual_deviance 860.157500 857.584960
## rmse 0.117020 0.119341
## specificity 0.030612 0.144144
?h2o.getModel
?h2o.saveModel
?h2o.loadModel
h2o.getModel("GBM_4_AutoML_20_20241121_105527") %>%
h2o.saveModel("h2o_models/")
## [1] "/Users/kajsabergstrand/Desktop/PSU_DAT3100/11_module13/h2o_models/GBM_4_AutoML_20_20241121_105527"
best_model <- h2o.loadModel("h2o_models/GBM_4_AutoML_20_20241121_105527")
predictions <- h2o.predict(best_model, newdata = test_h2o)
##
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## Warning in doTryCatch(return(expr), name, parentenv, handler): Test/Validation
## dataset column 'expedition_id' has levels not trained on: ["ACHN15301",
## "ACHN15302", "AMAD00101", "AMAD00103", "AMAD00105", "AMAD00106", "AMAD00111",
## "AMAD00302", "AMAD00304", "AMAD00305", ...6183 not listed..., "YALU84301",
## "YALU84302", "YALU88401", "YALU89101", "YALU89301", "YALU89401", "YANK17301",
## "YANS03301", "YAUP17101", "YAUP89301"]
## Warning in doTryCatch(return(expr), name, parentenv, handler): Test/Validation
## dataset column 'member_id' has levels not trained on: ["ACHN15301-01",
## "ACHN15302-01", "ACHN15302-03", "ACHN15302-10", "AMAD00101-03", "AMAD00101-04",
## "AMAD00103-03", "AMAD00103-04", "AMAD00105-01", "AMAD00106-01", ...13068 not
## listed..., "YALU89401-01", "YALU89401-05", "YANK17301-01", "YANS03301-02",
## "YANS03301-03", "YANS03301-04", "YAUP17101-01", "YAUP17101-07", "YAUP17101-09",
## "YAUP89301-01"]
## Warning in doTryCatch(return(expr), name, parentenv, handler): Test/Validation
## dataset column 'peak_name' has levels not trained on: ["Aichyn", "Amotsang",
## "Amphu Gyabjen", "Amphu I", "Amphu Middle", "Anidesh Chuli", "Annapurna I
## East", "Annapurna I Middle", "Annapurna II", "Annapurna III", ...282 not
## listed..., "Tsaurabong Peak", "Tsisima", "Tso Karpo Kang", "Urkema",
## "Urkinmang", "Yakawa Kang", "Yalung Kang", "Yanme Kang", "Yansa Tsenji",
## "Yaupa"]
## Warning in doTryCatch(return(expr), name, parentenv, handler): Test/Validation
## dataset column 'season' has levels not trained on: ["Summer"]
## Warning in doTryCatch(return(expr), name, parentenv, handler): Test/Validation
## dataset column 'citizenship' has levels not trained on: ["Albania", "Andorra",
## "Argentina", "Argentina/Canada", "Australia/Ireland", "Australia/New Zealand",
## "Australia/UK", "Azerbaijan", "Azerbaijan/Russia", "Bangladesh", ...85 not
## listed..., "USA/Dominican Republic", "USA/Jamaica", "USA/UK", "USSR",
## "Ukraine", "Uruguay", "Uzbekistan", "Venezuela", "Vietnam", "Yugoslavia"]
## Warning in doTryCatch(return(expr), name, parentenv, handler): Test/Validation
## dataset column 'expedition_role' has levels not trained on: ["2nd Deputy
## Leader", "2nd Sirdar", "ABC Manager", "ABC support", "Acting Leader",
## "Assistant Guide", "Assistant Leader", "Assistant Sirdar", "BC Manager", "BC
## Support", ...81 not listed..., "Scientific Coordinator", "Signal Officer",
## "Sirdar", "Support", "Support Climber", "Support Member", "Support member", "TV
## Reporter", "Technical Advisor", "Trekker"]
predictions_tbl <- predictions %>%
as_tibble()
predictions_tbl %>%
bind_cols(members_test)
## # A tibble: 13,102 × 19
## predict Died FALSE. expedition_id member_id peak_name year season sex
## <fct> <dbl> <dbl> <fct> <fct> <fct> <dbl> <fct> <fct>
## 1 FALSE 0.118 0.882 AMAD78301 AMAD78301-06 Ama Dabl… 1978 Autumn M
## 2 FALSE 0.118 0.882 AMAD78301 AMAD78301-07 Ama Dabl… 1978 Autumn M
## 3 FALSE 0.0654 0.935 AMAD79101 AMAD79101-12 Ama Dabl… 1979 Spring M
## 4 FALSE 0.0654 0.935 AMAD79101 AMAD79101-18 Ama Dabl… 1979 Spring M
## 5 FALSE 0.119 0.881 AMAD79301 AMAD79301-20 Ama Dabl… 1979 Autumn M
## 6 FALSE 0.119 0.881 AMAD79301 AMAD79301-22 Ama Dabl… 1979 Autumn M
## 7 FALSE 0.0652 0.935 AMAD79303 AMAD79303-01 Ama Dabl… 1979 Autumn M
## 8 FALSE 0.0652 0.935 AMAD79303 AMAD79303-05 Ama Dabl… 1979 Autumn M
## 9 FALSE 0.0654 0.935 AMAD80301 AMAD80301-01 Ama Dabl… 1980 Autumn M
## 10 FALSE 0.0654 0.935 AMAD80301 AMAD80301-02 Ama Dabl… 1980 Autumn M
## # ℹ 13,092 more rows
## # ℹ 10 more variables: age <dbl>, citizenship <fct>, expedition_role <fct>,
## # hired <fct>, highpoint_metres <dbl>, success <fct>, solo <fct>,
## # oxygen_used <fct>, died <fct>, injured <fct>
performance_h2o <- h2o.performance(best_model, newdata = test_h2o)
typeof(performance_h2o)
## [1] "S4"
slotNames(performance_h2o)
## [1] "algorithm" "on_train" "on_valid" "on_xval" "metrics"
performance_h2o@metrics
## $model
## $model$`__meta`
## $model$`__meta`$schema_version
## [1] 3
##
## $model$`__meta`$schema_name
## [1] "ModelKeyV3"
##
## $model$`__meta`$schema_type
## [1] "Key<Model>"
##
##
## $model$name
## [1] "GBM_4_AutoML_20_20241121_105527"
##
## $model$type
## [1] "Key<Model>"
##
## $model$URL
## [1] "/3/Models/GBM_4_AutoML_20_20241121_105527"
##
##
## $model_checksum
## [1] "5880890028699031936"
##
## $frame
## $frame$name
## [1] "members_test_sid_a856_3"
##
##
## $frame_checksum
## [1] "-8290376914860413972"
##
## $description
## NULL
##
## $scoring_time
## [1] 1.732206e+12
##
## $predictions
## NULL
##
## $MSE
## [1] 0.01915106
##
## $RMSE
## [1] 0.1383874
##
## $nobs
## [1] 13102
##
## $custom_metric_name
## NULL
##
## $custom_metric_value
## [1] 0
##
## $r2
## [1] -0.3684442
##
## $logloss
## [1] 0.1220857
##
## $AUC
## [1] 0.6628169
##
## $pr_auc
## [1] 0.9912565
##
## $Gini
## [1] 0.3256339
##
## $mean_per_class_error
## [1] 0.4811828
##
## $domain
## [1] "Died" "FALSE"
##
## $cm
## $cm$`__meta`
## $cm$`__meta`$schema_version
## [1] 3
##
## $cm$`__meta`$schema_name
## [1] "ConfusionMatrixV3"
##
## $cm$`__meta`$schema_type
## [1] "ConfusionMatrix"
##
##
## $cm$table
## Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
## Died FALSE Error Rate
## Died 7 179 0.9624 = 179 / 186
## FALSE 0 12916 0.0000 = 0 / 12 916
## Totals 7 13095 0.0137 = 179 / 13 102
##
##
## $thresholds_and_metric_scores
## Metrics for Thresholds: Binomial metrics as a function of classification thresholds
## threshold f1 f2 f0point5 accuracy precision recall specificity
## 1 0.934895 0.000155 0.000097 0.000387 0.014273 1.000000 0.000077 1.000000
## 2 0.934795 0.154209 0.102360 0.312500 0.095787 0.989918 0.083617 0.940860
## 3 0.934768 0.154999 0.102917 0.313800 0.096245 0.989973 0.084082 0.940860
## 4 0.934686 0.155131 0.103010 0.314017 0.096321 0.989982 0.084159 0.940860
## 5 0.934585 0.342583 0.245893 0.564591 0.216990 0.994050 0.206953 0.913978
## absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps
## 1 0.001048 0.000077 0.500039 186 12915 0
## 2 0.010481 0.083617 0.512239 175 11836 11
## 3 0.010653 0.084082 0.512471 175 11830 11
## 4 0.010682 0.084159 0.512510 175 11829 11
## 5 0.035422 0.206953 0.560466 170 10243 16
## tps tnr fnr fpr tpr idx
## 1 1 1.000000 0.999923 0.000000 0.000077 0
## 2 1080 0.940860 0.916383 0.059140 0.083617 1
## 3 1086 0.940860 0.915918 0.059140 0.084082 2
## 4 1087 0.940860 0.915841 0.059140 0.084159 3
## 5 2673 0.913978 0.793047 0.086022 0.206953 4
##
## ---
## threshold f1 f2 f0point5 accuracy precision recall specificity
## 82 0.085909 0.993080 0.997221 0.988974 0.986262 0.986255 1.000000 0.032258
## 83 0.085638 0.993042 0.997205 0.988913 0.986185 0.986180 1.000000 0.026882
## 84 0.078472 0.993004 0.997190 0.988853 0.986109 0.986105 1.000000 0.021505
## 85 0.072323 0.992966 0.997174 0.988792 0.986033 0.986029 1.000000 0.016129
## 86 0.070837 0.992889 0.997144 0.988671 0.985880 0.985879 1.000000 0.005376
## 87 0.069369 0.992851 0.997128 0.988611 0.985804 0.985804 1.000000 0.000000
## absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps
## 82 0.178367 0.032258 0.516129 6 0 180
## 83 0.162820 0.026882 0.513441 5 0 181
## 84 0.145625 0.021505 0.510753 4 0 182
## 85 0.126110 0.016129 0.508065 3 0 183
## 86 0.072804 0.005376 0.502688 1 0 185
## 87 0.000000 0.000000 0.500000 0 0 186
## tps tnr fnr fpr tpr idx
## 82 12916 0.032258 0.000000 0.967742 1.000000 81
## 83 12916 0.026882 0.000000 0.973118 1.000000 82
## 84 12916 0.021505 0.000000 0.978495 1.000000 83
## 85 12916 0.016129 0.000000 0.983871 1.000000 84
## 86 12916 0.005376 0.000000 0.994624 1.000000 85
## 87 12916 0.000000 0.000000 1.000000 1.000000 86
##
## $max_criteria_and_metric_scores
## Maximum Metrics: Maximum metrics at their respective thresholds
## metric threshold value idx
## 1 max f1 0.133877 0.993118 80
## 2 max f2 0.133877 0.997236 80
## 3 max f0point5 0.768089 0.989126 63
## 4 max accuracy 0.133877 0.986338 80
## 5 max precision 0.934895 1.000000 0
## 6 max recall 0.133877 1.000000 80
## 7 max specificity 0.934895 1.000000 0
## 8 max absolute_mcc 0.133877 0.192665 80
## 9 max min_per_class_accuracy 0.916652 0.596774 25
## 10 max mean_per_class_accuracy 0.925077 0.627086 21
## 11 max tns 0.934895 186.000000 0
## 12 max fns 0.934895 12915.000000 0
## 13 max fps 0.069369 186.000000 86
## 14 max tps 0.133877 12916.000000 80
## 15 max tnr 0.934895 1.000000 0
## 16 max fnr 0.934895 0.999923 0
## 17 max fpr 0.069369 1.000000 86
## 18 max tpr 0.133877 1.000000 80
##
## $gains_lift_table
## Gains/Lift Table: Avg response rate: 98,58 %, avg score: 91,17 %
## group cumulative_data_fraction lower_threshold lift cumulative_lift
## 1 1 0.08326973 0.934795 1.004173 1.004173
## 2 2 0.20523584 0.934585 1.011227 1.008365
## 3 3 0.42138605 0.931867 1.008670 1.008521
## 4 4 0.57517936 0.924940 0.995774 1.005113
## 5 5 0.62906426 0.916652 1.005780 1.005170
## 6 6 0.70355671 0.902257 0.997771 1.004387
## 7 7 0.85811327 0.881979 0.995365 1.002762
## 8 8 0.90024424 0.881633 0.992349 1.002274
## 9 9 1.00000000 0.069369 0.979475 1.000000
## response_rate score cumulative_response_rate cumulative_score capture_rate
## 1 0.989918 0.934795 0.989918 0.934795 0.083617
## 2 0.996871 0.934586 0.994050 0.934671 0.123335
## 3 0.994350 0.931883 0.994204 0.933241 0.218024
## 4 0.981638 0.924966 0.990844 0.931028 0.153143
## 5 0.991501 0.916799 0.990900 0.929809 0.054196
## 6 0.983607 0.907075 0.990128 0.927402 0.074326
## 7 0.981235 0.884194 0.988526 0.919620 0.153840
## 8 0.978261 0.881713 0.988046 0.917846 0.041809
## 9 0.965570 0.856650 0.985804 0.911741 0.097708
## cumulative_capture_rate gain cumulative_gain kolmogorov_smirnov
## 1 0.083617 0.417305 0.417305 0.024477
## 2 0.206953 1.122677 0.836489 0.120931
## 3 0.424977 0.866967 0.852122 0.252934
## 4 0.578120 -0.422597 0.511284 0.207152
## 5 0.632317 0.577977 0.516997 0.229091
## 6 0.706643 -0.222878 0.438659 0.217396
## 7 0.860483 -0.463493 0.276171 0.166935
## 8 0.902292 -0.765145 0.227438 0.144227
## 9 1.000000 -2.052507 0.000000 0.000000
h2o.auc(performance_h2o)
## [1] 0.6628169
h2o.confusionMatrix(performance_h2o)
## Confusion Matrix (vertical: actual; across: predicted) for max f1 @ threshold = 0.133876663207534:
## Died FALSE Error Rate
## Died 7 179 0.962366 =179/186
## FALSE 0 12916 0.000000 =0/12916
## Totals 7 13095 0.013662 =179/13102
h2o.metric(performance_h2o)
## Metrics for Thresholds: Binomial metrics as a function of classification thresholds
## threshold f1 f2 f0point5 accuracy precision recall specificity
## 1 0.934895 0.000155 0.000097 0.000387 0.014273 1.000000 0.000077 1.000000
## 2 0.934795 0.154209 0.102360 0.312500 0.095787 0.989918 0.083617 0.940860
## 3 0.934768 0.154999 0.102917 0.313800 0.096245 0.989973 0.084082 0.940860
## 4 0.934686 0.155131 0.103010 0.314017 0.096321 0.989982 0.084159 0.940860
## 5 0.934585 0.342583 0.245893 0.564591 0.216990 0.994050 0.206953 0.913978
## absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps
## 1 0.001048 0.000077 0.500039 186 12915 0
## 2 0.010481 0.083617 0.512239 175 11836 11
## 3 0.010653 0.084082 0.512471 175 11830 11
## 4 0.010682 0.084159 0.512510 175 11829 11
## 5 0.035422 0.206953 0.560466 170 10243 16
## tps tnr fnr fpr tpr idx
## 1 1 1.000000 0.999923 0.000000 0.000077 0
## 2 1080 0.940860 0.916383 0.059140 0.083617 1
## 3 1086 0.940860 0.915918 0.059140 0.084082 2
## 4 1087 0.940860 0.915841 0.059140 0.084159 3
## 5 2673 0.913978 0.793047 0.086022 0.206953 4
##
## ---
## threshold f1 f2 f0point5 accuracy precision recall specificity
## 82 0.085909 0.993080 0.997221 0.988974 0.986262 0.986255 1.000000 0.032258
## 83 0.085638 0.993042 0.997205 0.988913 0.986185 0.986180 1.000000 0.026882
## 84 0.078472 0.993004 0.997190 0.988853 0.986109 0.986105 1.000000 0.021505
## 85 0.072323 0.992966 0.997174 0.988792 0.986033 0.986029 1.000000 0.016129
## 86 0.070837 0.992889 0.997144 0.988671 0.985880 0.985879 1.000000 0.005376
## 87 0.069369 0.992851 0.997128 0.988611 0.985804 0.985804 1.000000 0.000000
## absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps
## 82 0.178367 0.032258 0.516129 6 0 180
## 83 0.162820 0.026882 0.513441 5 0 181
## 84 0.145625 0.021505 0.510753 4 0 182
## 85 0.126110 0.016129 0.508065 3 0 183
## 86 0.072804 0.005376 0.502688 1 0 185
## 87 0.000000 0.000000 0.500000 0 0 186
## tps tnr fnr fpr tpr idx
## 82 12916 0.032258 0.000000 0.967742 1.000000 81
## 83 12916 0.026882 0.000000 0.973118 1.000000 82
## 84 12916 0.021505 0.000000 0.978495 1.000000 83
## 85 12916 0.016129 0.000000 0.983871 1.000000 84
## 86 12916 0.005376 0.000000 0.994624 1.000000 85
## 87 12916 0.000000 0.000000 1.000000 1.000000 86
In conclusion using the H2o approach is a faster way to build a model Comparing the accuracy and AUC
Supervised ML - Classification model: Accuracy: 0.985, AUC: 0.762
Automatic machine learning: Accuracy: 0.538462 with the threshold: 0.706676 AUC: 0.760355
Conclusion: previous model has a higher accuracy and AUC than this one but this model took a shorter time to build.