Goal is to automate building and tuning a classification model to predict employee attrition, using the h2o::h2o.automl.

Set up

Import data

Import the cleaned data from Module 7.

library(h2o)
## Warning: package 'h2o' was built under R version 4.3.3
## 
## ----------------------------------------------------------------------
## 
## 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'
## The following objects are masked from 'package:stats':
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## The following objects are masked from 'package:base':
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##     colnames<-, ifelse, is.character, is.factor, is.numeric, log,
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library(tidyverse)
## Warning: package 'ggplot2' was built under R version 4.3.3
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## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
library(tidymodels)
## Warning: package 'tidymodels' was built under R version 4.3.3
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## ✔ modeldata    1.4.0     ✔ workflowsets 1.1.0
## ✔ parsnip      1.2.1     ✔ yardstick    1.3.1
## ✔ recipes      1.1.0
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## • Learn how to get started at https://www.tidymodels.org/start/
library(tidyquant)
## Loading required package: PerformanceAnalytics
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## Loading required package: zoo
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## Attaching package: 'zoo'
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##   as.zoo.data.frame zoo
data <- read_csv("../00_data/data_wrangled/data_clean.csv") %>%
    
    # h2o requires all variables to be either numeric or factors
    mutate(across(where(is.character), factor))
## New names:
## Rows: 1470 Columns: 33
## ── Column specification
## ──────────────────────────────────────────────────────── Delimiter: "," chr
## (8): Attrition, BusinessTravel, Department, EducationField, Gender, Job... dbl
## (25): ...1, Age, DailyRate, DistanceFromHome, Education, EmployeeNumber,...
## 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.
## • `` -> `...1`

Split data

set.seed(1234)

data_split <- initial_split(data, strata = "Attrition")
train_tbl <- training(data_split)
test_tbl <- testing(data_split)

Recipes

recipe_obj <- recipe(Attrition ~ ., data = train_tbl) %>%
    
    # Remove zero variance variables
    step_zv(all_predictors()) 

Model

 # Initialize H20
h2o.init()
## 
## H2O is not running yet, starting it now...
## 
## Note:  In case of errors look at the following log files:
##     C:\Users\ktqua\AppData\Local\Temp\RtmpqKPwds\file55ac1ebf3ed8/h2o_ktqua_started_from_r.out
##     C:\Users\ktqua\AppData\Local\Temp\RtmpqKPwds\file55ac4eae336/h2o_ktqua_started_from_r.err
## 
## 
## Starting H2O JVM and connecting:  Connection successful!
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## R is connected to the H2O cluster: 
##     H2O cluster uptime:         3 seconds 150 milliseconds 
##     H2O cluster timezone:       America/New_York 
##     H2O data parsing timezone:  UTC 
##     H2O cluster version:        3.44.0.3 
##     H2O cluster version age:    11 months and 1 day 
##     H2O cluster name:           H2O_started_from_R_ktqua_qxv383 
##     H2O cluster total nodes:    1 
##     H2O cluster total memory:   3.91 GB 
##     H2O cluster total cores:    16 
##     H2O cluster allowed cores:  16 
##     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 ucrt)
## Warning in h2o.clusterInfo(): 
## Your H2O cluster version is (11 months and 1 day) 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
train_tbl_h2o <- as.h2o(train_tbl)
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split.h2o <- h2o.splitFrame(train_tbl_h2o, ratios = c(0.85), seed = 2345)
train_h2o <- split.h2o[[1]]
valid_h2o <- split.h2o[[2]]
test_h2o <- as.h2o(test_tbl)
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y <- "Attrition"
x <- setdiff(names(train_tbl), 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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## 20:29:34.928: 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.
## 20:29:34.943: AutoML: XGBoost is not available; skipping it.
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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_BestOfFamily_1_AutoML_1_20241121_202934 0.8288565 0.3392932
## 2                          GLM_1_AutoML_1_20241121_202934 0.8260518 0.3319037
## 3    StackedEnsemble_AllModels_1_AutoML_1_20241121_202934 0.8222222 0.3361570
## 4                          DRF_1_AutoML_1_20241121_202934 0.8020227 0.4419085
## 5                          GBM_1_AutoML_1_20241121_202934 0.8019417 0.3517160
## 6             GBM_grid_1_AutoML_1_20241121_202934_model_1 0.7985437 0.3524093
##       aucpr mean_per_class_error      rmse        mse
## 1 0.9460236            0.2997573 0.3090969 0.09554089
## 2 0.9465804            0.2930421 0.3082312 0.09500649
## 3 0.9452940            0.3013754 0.3134806 0.09827006
## 4 0.9410867            0.4048544 0.3299790 0.10888611
## 5 0.9481301            0.3328479 0.3265760 0.10665191
## 6 0.9474605            0.3462783 0.3266327 0.10668889
## 
## [12 rows x 7 columns]
models_h2o@leader
## Model Details:
## ==============
## 
## H2OBinomialModel: stackedensemble
## Model ID:  StackedEnsemble_BestOfFamily_1_AutoML_1_20241121_202934 
## Model Summary for Stacked Ensemble: 
##                                     key            value
## 1                     Stacking strategy cross_validation
## 2  Number of base models (used / total)              3/4
## 3      # GBM base models (used / total)              1/1
## 4      # GLM base models (used / total)              1/1
## 5      # DRF base models (used / total)              1/2
## 6                 Metalearner algorithm              GLM
## 7    Metalearner fold assignment scheme           Random
## 8                    Metalearner nfolds                5
## 9               Metalearner fold_column               NA
## 10   Custom metalearner hyperparameters             None
## 
## 
## H2OBinomialMetrics: stackedensemble
## ** Reported on training data. **
## 
## MSE:  0.05472327
## RMSE:  0.2339301
## LogLoss:  0.1990737
## Mean Per-Class Error:  0.130469
## AUC:  0.9561709
## AUCPR:  0.9890278
## Gini:  0.9123418
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##        Left  No    Error     Rate
## Left    119  39 0.246835  =39/158
## No       11 769 0.014103  =11/780
## Totals  130 808 0.053305  =50/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.563126   0.968514 286
## 2                       max f2  0.424132   0.982593 318
## 3                 max f0point5  0.715327   0.962749 249
## 4                 max accuracy  0.563126   0.946695 286
## 5                max precision  0.999876   1.000000   0
## 6                   max recall  0.390761   1.000000 330
## 7              max specificity  0.999876   1.000000   0
## 8             max absolute_mcc  0.563126   0.800533 286
## 9   max min_per_class_accuracy  0.776402   0.898718 218
## 10 max mean_per_class_accuracy  0.776402   0.898726 218
## 11                     max tns  0.999876 158.000000   0
## 12                     max fns  0.999876 732.000000   0
## 13                     max fps  0.024789 158.000000 399
## 14                     max tps  0.390761 780.000000 330
## 15                     max tnr  0.999876   1.000000   0
## 16                     max fnr  0.999876   0.938462   0
## 17                     max fpr  0.024789   1.000000 399
## 18                     max tpr  0.390761   1.000000 330
## 
## 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:  0.08696747
## RMSE:  0.2949025
## LogLoss:  0.3298427
## Mean Per-Class Error:  0.3684211
## AUC:  0.7386696
## AUCPR:  0.9427951
## Gini:  0.4773392
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##        Left  No    Error     Rate
## Left      5  14 0.736842   =14/19
## No        0 144 0.000000   =0/144
## Totals    5 158 0.085890  =14/163
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.310327   0.953642 157
## 2                       max f2  0.310327   0.980926 157
## 3                 max f0point5  0.538763   0.935829 150
## 4                 max accuracy  0.310327   0.914110 157
## 5                max precision  0.999969   1.000000   0
## 6                   max recall  0.310327   1.000000 157
## 7              max specificity  0.999969   1.000000   0
## 8             max absolute_mcc  0.310327   0.489735 157
## 9   max min_per_class_accuracy  0.881049   0.631579  97
## 10 max mean_per_class_accuracy  0.661916   0.718019 139
## 11                     max tns  0.999969  19.000000   0
## 12                     max fns  0.999969 143.000000   0
## 13                     max fps  0.058503  19.000000 162
## 14                     max tps  0.310327 144.000000 157
## 15                     max tnr  0.999969   1.000000   0
## 16                     max fnr  0.999969   0.993056   0
## 17                     max fpr  0.058503   1.000000 162
## 18                     max tpr  0.310327   1.000000 157
## 
## 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:  0.09504906
## RMSE:  0.3083003
## LogLoss:  0.3283702
## Mean Per-Class Error:  0.3469409
## AUC:  0.8451883
## AUCPR:  0.952665
## Gini:  0.6903765
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##        Left  No    Error      Rate
## Left     51 107 0.677215  =107/158
## No       13 767 0.016667   =13/780
## Totals   64 874 0.127932  =120/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.421707   0.927449 343
## 2                       max f2  0.268651   0.965108 383
## 3                 max f0point5  0.703795   0.927590 253
## 4                 max accuracy  0.614485   0.876333 291
## 5                max precision  0.999867   1.000000   0
## 6                   max recall  0.268651   1.000000 383
## 7              max specificity  0.999867   1.000000   0
## 8             max absolute_mcc  0.684976   0.554688 262
## 9   max min_per_class_accuracy  0.827524   0.765385 183
## 10 max mean_per_class_accuracy  0.732193   0.799221 238
## 11                     max tns  0.999867 158.000000   0
## 12                     max fns  0.999867 760.000000   0
## 13                     max fps  0.044803 158.000000 399
## 14                     max tps  0.268651 780.000000 383
## 15                     max tnr  0.999867   1.000000   0
## 16                     max fnr  0.999867   0.974359   0
## 17                     max fpr  0.044803   1.000000 399
## 18                     max tpr  0.268651   1.000000 383
## 
## 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   0.892513 0.024769   0.899038   0.871134   0.888268   0.872449
## auc        0.859858 0.044319   0.831594   0.811667   0.858730   0.869284
## err        0.107487 0.024769   0.100962   0.128866   0.111732   0.127551
## err_count 20.400000 5.727129  21.000000  25.000000  20.000000  25.000000
## f0point5   0.918882 0.016566   0.915066   0.895062   0.920699   0.922330
##           cv_5_valid
## accuracy    0.931677
## auc         0.928014
## err         0.068323
## err_count  11.000000
## f0point5    0.941255
## 
## ---
##                         mean        sd cv_1_valid cv_2_valid cv_3_valid
## precision           0.907401  0.019894   0.896040   0.878788   0.913333
## r2                  0.313655  0.062929   0.255385   0.254291   0.371593
## recall              0.968977  0.031686   1.000000   0.966667   0.951389
## residual_deviance 122.249830 32.741760 121.950640 168.284100 121.450485
## rmse                0.306703  0.037777   0.290017   0.361622   0.314400
## specificity         0.488000  0.163039   0.222222   0.545455   0.628571
##                   cv_4_valid cv_5_valid
## precision           0.921212   0.927632
## r2                  0.300016   0.386990
## recall              0.926829   1.000000
## residual_deviance 123.850624  75.713326
## rmse                0.309232   0.258245
## specificity         0.593750   0.450000

Save and Load

?h2o.getModel
## starting httpd help server ... done
?h2o.saveModel
?h2o.loadModel

 # h2o.getModel("GLM_1_AutoML_2_20241121_141202") %>% h2o.saveModel("h2o_models/")

best_model <- h2o.loadModel("h2o_models/StackedEnsemble_BestOfFamily_3_AutoML_2_20241121_141202")

Make predictions

predictions <- h2o.predict(best_model, newdata = test_h2o)
## 
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prediction_tbl <- predictions %>%
    as_tibble()

prediction_tbl %>%
    bind_cols(test_tbl)
## New names:
## • `...1` -> `...4`
## # A tibble: 369 × 36
##    predict   Left    No  ...4   Age Attrition BusinessTravel    DailyRate
##    <fct>    <dbl> <dbl> <dbl> <dbl> <fct>     <fct>                 <dbl>
##  1 No      0.553  0.447     1    41 Left      Travel_Rarely          1102
##  2 No      0.0163 0.984     2    49 No        Travel_Frequently       279
##  3 No      0.286  0.714     4    33 No        Travel_Frequently      1392
##  4 No      0.188  0.812     7    59 No        Travel_Rarely          1324
##  5 No      0.0636 0.936     9    38 No        Travel_Frequently       216
##  6 No      0.295  0.705    12    29 No        Travel_Rarely           153
##  7 No      0.0512 0.949    14    34 No        Travel_Rarely          1346
##  8 Left    0.853  0.147    15    28 Left      Travel_Rarely           103
##  9 No      0.316  0.684    18    22 No        Non-Travel             1123
## 10 No      0.0230 0.977    19    53 No        Travel_Rarely          1219
## # ℹ 359 more rows
## # ℹ 28 more variables: Department <fct>, DistanceFromHome <dbl>,
## #   Education <dbl>, EducationField <fct>, EmployeeNumber <dbl>,
## #   EnvironmentSatisfaction <dbl>, Gender <fct>, HourlyRate <dbl>,
## #   JobInvolvement <dbl>, JobLevel <dbl>, JobRole <fct>, JobSatisfaction <dbl>,
## #   MaritalStatus <fct>, MonthlyIncome <dbl>, MonthlyRate <dbl>,
## #   NumCompaniesWorked <dbl>, OverTime <fct>, PercentSalaryHike <dbl>, …

Evaluate model

?h2o.performance
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] "StackedEnsemble_BestOfFamily_3_AutoML_2_20241121_141202"
## 
## $model$type
## [1] "Key<Model>"
## 
## $model$URL
## [1] "/3/Models/StackedEnsemble_BestOfFamily_3_AutoML_2_20241121_141202"
## 
## 
## $model_checksum
## [1] "4156580137228483200"
## 
## $frame
## $frame$name
## [1] "test_tbl_sid_8cc4_3"
## 
## 
## $frame_checksum
## [1] 4.524936e+14
## 
## $description
## NULL
## 
## $scoring_time
## [1] 1.732239e+12
## 
## $predictions
## NULL
## 
## $MSE
## [1] 0.09587403
## 
## $RMSE
## [1] 0.3096353
## 
## $nobs
## [1] 369
## 
## $custom_metric_name
## NULL
## 
## $custom_metric_value
## [1] 0
## 
## $r2
## [1] 0.2958844
## 
## $logloss
## [1] 0.3311203
## 
## $AUC
## [1] 0.8265912
## 
## $pr_auc
## [1] 0.9477099
## 
## $Gini
## [1] 0.6531823
## 
## $mean_per_class_error
## [1] 0.3064725
## 
## $domain
## [1] "Left" "No"  
## 
## $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
##        Left  No  Error       Rate
## Left     24  36 0.6000 =  36 / 60
## No        4 305 0.0129 =  4 / 309
## Totals   28 341 0.1084 = 40 / 369
## 
## 
## $thresholds_and_metric_scores
## Metrics for Thresholds: Binomial metrics as a function of classification thresholds
##   threshold       f1       f2 f0point5 accuracy precision   recall specificity
## 1  0.998581 0.006452 0.004042 0.015974 0.165312  1.000000 0.003236    1.000000
## 2  0.998521 0.012862 0.008078 0.031546 0.168022  1.000000 0.006472    1.000000
## 3  0.998082 0.019231 0.012107 0.046729 0.170732  1.000000 0.009709    1.000000
## 4  0.997707 0.025559 0.016129 0.061538 0.173442  1.000000 0.012945    1.000000
## 5  0.997307 0.031847 0.020145 0.075988 0.176152  1.000000 0.016181    1.000000
##   absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps tps
## 1     0.022971               0.003236                0.501618  60 308   0   1
## 2     0.032530               0.006472                0.503236  60 307   0   2
## 3     0.039895               0.009709                0.504854  60 306   0   3
## 4     0.046130               0.012945                0.506472  60 305   0   4
## 5     0.051645               0.016181                0.508091  60 304   0   5
##        tnr      fnr      fpr      tpr idx
## 1 1.000000 0.996764 0.000000 0.003236   0
## 2 1.000000 0.993528 0.000000 0.006472   1
## 3 1.000000 0.990291 0.000000 0.009709   2
## 4 1.000000 0.987055 0.000000 0.012945   3
## 5 1.000000 0.983819 0.000000 0.016181   4
## 
## ---
##     threshold       f1       f2 f0point5 accuracy precision   recall
## 364  0.234452 0.918276 0.965625 0.875354 0.850949  0.848901 1.000000
## 365  0.223747 0.916914 0.965022 0.873375 0.848238  0.846575 1.000000
## 366  0.147328 0.915556 0.964419 0.871404 0.845528  0.844262 1.000000
## 367  0.137162 0.914201 0.963818 0.869443 0.842818  0.841962 1.000000
## 368  0.070722 0.912851 0.963217 0.867490 0.840108  0.839674 1.000000
## 369  0.057428 0.911504 0.962617 0.865546 0.837398  0.837398 1.000000
##     specificity absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns
## 364    0.083333     0.265973               0.083333                0.541667   5
## 365    0.066667     0.237568               0.066667                0.533333   4
## 366    0.050000     0.205458               0.050000                0.525000   3
## 367    0.033333     0.167527               0.033333                0.516667   2
## 368    0.016667     0.118299               0.016667                0.508333   1
## 369    0.000000     0.000000               0.000000                0.500000   0
##     fns fps tps      tnr      fnr      fpr      tpr idx
## 364   0  55 309 0.083333 0.000000 0.916667 1.000000 363
## 365   0  56 309 0.066667 0.000000 0.933333 1.000000 364
## 366   0  57 309 0.050000 0.000000 0.950000 1.000000 365
## 367   0  58 309 0.033333 0.000000 0.966667 1.000000 366
## 368   0  59 309 0.016667 0.000000 0.983333 1.000000 367
## 369   0  60 309 0.000000 0.000000 1.000000 1.000000 368
## 
## $max_criteria_and_metric_scores
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.392645   0.938462 340
## 2                       max f2  0.257868   0.968652 358
## 3                 max f0point5  0.683649   0.917372 306
## 4                 max accuracy  0.404420   0.891599 338
## 5                max precision  0.998581   1.000000   0
## 6                   max recall  0.257868   1.000000 358
## 7              max specificity  0.998581   1.000000   0
## 8             max absolute_mcc  0.404420   0.540731 338
## 9   max min_per_class_accuracy  0.828638   0.763754 249
## 10 max mean_per_class_accuracy  0.854492   0.765939 231
## 11                     max tns  0.998581  60.000000   0
## 12                     max fns  0.998581 308.000000   0
## 13                     max fps  0.057428  60.000000 368
## 14                     max tps  0.257868 309.000000 358
## 15                     max tnr  0.998581   1.000000   0
## 16                     max fnr  0.998581   0.996764   0
## 17                     max fpr  0.057428   1.000000 368
## 18                     max tpr  0.257868   1.000000 358
## 
## $gains_lift_table
## Gains/Lift Table: Avg response rate: 83.74 %, avg score: 82.83 %
##    group cumulative_data_fraction lower_threshold     lift cumulative_lift
## 1      1               0.01084011        0.997435 1.194175        1.194175
## 2      2               0.02168022        0.996651 1.194175        1.194175
## 3      3               0.03252033        0.995230 1.194175        1.194175
## 4      4               0.04065041        0.994597 1.194175        1.194175
## 5      5               0.05149051        0.993340 1.194175        1.194175
## 6      6               0.10027100        0.989521 1.061489        1.129625
## 7      7               0.15176152        0.983333 1.194175        1.151526
## 8      8               0.20054201        0.977532 1.127832        1.145762
## 9      9               0.30081301        0.961728 1.129625        1.140383
## 10    10               0.40108401        0.945806 1.161900        1.145762
## 11    11               0.50135501        0.912374 1.129625        1.142535
## 12    12               0.59891599        0.869036 1.094660        1.134736
## 13    13               0.69918699        0.818766 0.968250        1.110860
## 14    14               0.79945799        0.722419 1.000525        1.097022
## 15    15               0.89972900        0.493927 0.871425        1.071880
## 16    16               1.00000000        0.057428 0.355025        1.000000
##    response_rate    score cumulative_response_rate cumulative_score
## 1       1.000000 0.998223                 1.000000         0.998223
## 2       1.000000 0.996992                 1.000000         0.997607
## 3       1.000000 0.995803                 1.000000         0.997006
## 4       1.000000 0.994879                 1.000000         0.996581
## 5       1.000000 0.993894                 1.000000         0.996015
## 6       0.888889 0.991573                 0.945946         0.993854
## 7       1.000000 0.986705                 0.964286         0.991428
## 8       0.944444 0.979711                 0.959459         0.988578
## 9       0.945946 0.970866                 0.954955         0.982674
## 10      0.972973 0.954101                 0.959459         0.975531
## 11      0.945946 0.929955                 0.956757         0.966416
## 12      0.916667 0.891526                 0.950226         0.954216
## 13      0.810811 0.843387                 0.930233         0.938322
## 14      0.837838 0.772473                 0.918644         0.917521
## 15      0.729730 0.626613                 0.897590         0.885100
## 16      0.297297 0.318152                 0.837398         0.828252
##    capture_rate cumulative_capture_rate       gain cumulative_gain
## 1      0.012945                0.012945  19.417476       19.417476
## 2      0.012945                0.025890  19.417476       19.417476
## 3      0.012945                0.038835  19.417476       19.417476
## 4      0.009709                0.048544  19.417476       19.417476
## 5      0.012945                0.061489  19.417476       19.417476
## 6      0.051780                0.113269   6.148867       12.962477
## 7      0.061489                0.174757  19.417476       15.152566
## 8      0.055016                0.229773  12.783172       14.576227
## 9      0.113269                0.343042  12.962477       14.038310
## 10     0.116505                0.459547  16.189976       14.576227
## 11     0.113269                0.572816  12.962477       14.253477
## 12     0.106796                0.679612   9.466019       13.473619
## 13     0.097087                0.776699  -3.175020       11.086024
## 14     0.100324                0.877023   0.052480        9.702156
## 15     0.087379                0.964401 -12.857518        7.187975
## 16     0.035599                1.000000 -64.497507        0.000000
##    kolmogorov_smirnov
## 1            0.012945
## 2            0.025890
## 3            0.038835
## 4            0.048544
## 5            0.061489
## 6            0.079935
## 7            0.141424
## 8            0.179773
## 9            0.259709
## 10           0.359547
## 11           0.439482
## 12           0.496278
## 13           0.476699
## 14           0.477023
## 15           0.397735
## 16           0.000000
## 
## $residual_deviance
## [1] 244.3668
## 
## $null_deviance
## [1] 327.7324
## 
## $AIC
## [1] 252.3668
## 
## $loglikelihood
## [1] 0
## 
## $null_degrees_of_freedom
## [1] 368
## 
## $residual_degrees_of_freedom
## [1] 365
h2o.auc(performance_h2o)
## [1] 0.8265912
h2o.confusionMatrix(performance_h2o)
## Confusion Matrix (vertical: actual; across: predicted)  for max f1 @ threshold = 0.392644894161019:
##        Left  No    Error     Rate
## Left     24  36 0.600000   =36/60
## No        4 305 0.012945   =4/309
## Totals   28 341 0.108401  =40/369
h2o.metric(performance_h2o)
## Metrics for Thresholds: Binomial metrics as a function of classification thresholds
##   threshold       f1       f2 f0point5 accuracy precision   recall specificity
## 1  0.998581 0.006452 0.004042 0.015974 0.165312  1.000000 0.003236    1.000000
## 2  0.998521 0.012862 0.008078 0.031546 0.168022  1.000000 0.006472    1.000000
## 3  0.998082 0.019231 0.012107 0.046729 0.170732  1.000000 0.009709    1.000000
## 4  0.997707 0.025559 0.016129 0.061538 0.173442  1.000000 0.012945    1.000000
## 5  0.997307 0.031847 0.020145 0.075988 0.176152  1.000000 0.016181    1.000000
##   absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps tps
## 1     0.022971               0.003236                0.501618  60 308   0   1
## 2     0.032530               0.006472                0.503236  60 307   0   2
## 3     0.039895               0.009709                0.504854  60 306   0   3
## 4     0.046130               0.012945                0.506472  60 305   0   4
## 5     0.051645               0.016181                0.508091  60 304   0   5
##        tnr      fnr      fpr      tpr idx
## 1 1.000000 0.996764 0.000000 0.003236   0
## 2 1.000000 0.993528 0.000000 0.006472   1
## 3 1.000000 0.990291 0.000000 0.009709   2
## 4 1.000000 0.987055 0.000000 0.012945   3
## 5 1.000000 0.983819 0.000000 0.016181   4
## 
## ---
##     threshold       f1       f2 f0point5 accuracy precision   recall
## 364  0.234452 0.918276 0.965625 0.875354 0.850949  0.848901 1.000000
## 365  0.223747 0.916914 0.965022 0.873375 0.848238  0.846575 1.000000
## 366  0.147328 0.915556 0.964419 0.871404 0.845528  0.844262 1.000000
## 367  0.137162 0.914201 0.963818 0.869443 0.842818  0.841962 1.000000
## 368  0.070722 0.912851 0.963217 0.867490 0.840108  0.839674 1.000000
## 369  0.057428 0.911504 0.962617 0.865546 0.837398  0.837398 1.000000
##     specificity absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns
## 364    0.083333     0.265973               0.083333                0.541667   5
## 365    0.066667     0.237568               0.066667                0.533333   4
## 366    0.050000     0.205458               0.050000                0.525000   3
## 367    0.033333     0.167527               0.033333                0.516667   2
## 368    0.016667     0.118299               0.016667                0.508333   1
## 369    0.000000     0.000000               0.000000                0.500000   0
##     fns fps tps      tnr      fnr      fpr      tpr idx
## 364   0  55 309 0.083333 0.000000 0.916667 1.000000 363
## 365   0  56 309 0.066667 0.000000 0.933333 1.000000 364
## 366   0  57 309 0.050000 0.000000 0.950000 1.000000 365
## 367   0  58 309 0.033333 0.000000 0.966667 1.000000 366
## 368   0  59 309 0.016667 0.000000 0.983333 1.000000 367
## 369   0  60 309 0.000000 0.000000 1.000000 1.000000 368