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 4.4.3
## 
## ----------------------------------------------------------------------
## 
## 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':
## 
##     cor, sd, var
## The following objects are masked from 'package:base':
## 
##     %*%, %in%, &&, ||, apply, as.factor, as.numeric, colnames,
##     colnames<-, ifelse, is.character, is.factor, is.numeric, log,
##     log10, log1p, log2, round, signif, trunc
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
## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
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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 4.4.2
## ── Attaching packages ────────────────────────────────────── tidymodels 1.2.0 ──
## ✔ broom        1.0.6     ✔ rsample      1.2.1
## ✔ dials        1.3.0     ✔ tune         1.2.1
## ✔ infer        1.0.7     ✔ workflows    1.1.4
## ✔ modeldata    1.4.0     ✔ workflowsets 1.1.0
## ✔ parsnip      1.2.1     ✔ yardstick    1.3.2
## ✔ recipes      1.1.0
## Warning: package 'dials' was built under R version 4.4.2
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## ✖ yardstick::spec() masks readr::spec()
## ✖ recipes::step()   masks stats::step()
## • Learn how to get started at https://www.tidymodels.org/start/
library(tidyquant)
## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo 
## ── Attaching core tidyquant packages ──────────────────────── tidyquant 1.0.9 ──
## ✔ PerformanceAnalytics 2.0.4      ✔ TTR                  0.24.4
## ✔ quantmod             0.4.26     ✔ xts                  0.14.0── Conflicts ────────────────────────────────────────── tidyquant_conflicts() ──
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## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
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))
## Rows: 1470 Columns: 32
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr  (8): Attrition, BusinessTravel, Department, EducationField, Gender, Job...
## dbl (24): Age, DailyRate, DistanceFromHome, Education, EmployeeNumber, Envir...
## 
## 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.

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()
##  Connection successful!
## 
## R is connected to the H2O cluster: 
##     H2O cluster uptime:         2 days 22 hours 
##     H2O cluster timezone:       America/New_York 
##     H2O data parsing timezone:  UTC 
##     H2O cluster version:        3.44.0.3 
##     H2O cluster version age:    1 year, 4 months and 10 days 
##     H2O cluster name:           H2O_started_from_R_trito_qxv383 
##     H2O cluster total nodes:    1 
##     H2O cluster total memory:   3.74 GB 
##     H2O cluster total cores:    12 
##     H2O cluster allowed cores:  12 
##     H2O cluster healthy:        TRUE 
##     H2O Connection ip:          localhost 
##     H2O Connection port:        54321 
##     H2O Connection proxy:       NA 
##     H2O Internal Security:      FALSE 
##     R Version:                  R version 4.4.1 (2024-06-14 ucrt)
## Warning in h2o.clusterInfo(): 
## Your H2O cluster version is (1 year, 4 months and 10 days) 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(train_tbl), ratios = c(0.85), seed = 2345)
##   |                                                                              |                                                                      |   0%  |                                                                              |======================================================================| 100%
train_h2o <- split.h2o[[1]]
valid_h2o <-split.h2o[[2]]
test_h2o <- as.h2o(test_tbl)
##   |                                                                              |                                                                      |   0%  |                                                                              |======================================================================| 100%
y <- "Attrition" 
x <- setdiff(names(train_tbl), y)

model_h2o <- h2o.automl(
    x = x,
    y = y, training_frame = train_h2o, 
    validation_frame = valid_h2o, 
    leaderboard_frame = test_h2o, 
    max_runtime_secs = 30, 
    nfolds           = 5,
    seed             = 3456
)
##   |                                                                              |                                                                      |   0%  |                                                                              |====                                                                  |   6%
## 10:16:38.555: 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.
## 10:16:38.583: AutoML: XGBoost is not available; skipping it.  |                                                                              |===========                                                           |  16%  |                                                                              |================                                                      |  22%  |                                                                              |======================                                                |  31%  |                                                                              |============================                                          |  40%  |                                                                              |===================================                                   |  49%  |                                                                              |=========================================                             |  59%  |                                                                              |=================================================                     |  70%  |                                                                              |========================================================              |  80%  |                                                                              |===============================================================       |  90%  |                                                                              |======================================================================| 100%

Examine the output of h2o.automl

model_h2o %>% typeof()
## [1] "S4"
model_h2o %>% slotNames()
## [1] "project_name"   "leader"         "leaderboard"    "event_log"     
## [5] "modeling_steps" "training_info"
model_h2o@leaderboard
##                                                  model_id       auc   logloss
## 1 StackedEnsemble_BestOfFamily_4_AutoML_5_20250501_101638 0.8310680 0.3260493
## 2 StackedEnsemble_BestOfFamily_3_AutoML_5_20250501_101638 0.8288026 0.3246406
## 3 StackedEnsemble_BestOfFamily_2_AutoML_5_20250501_101638 0.8283172 0.3241037
## 4                          GLM_1_AutoML_5_20250501_101638 0.8261597 0.3318676
## 5 StackedEnsemble_BestOfFamily_1_AutoML_5_20250501_101638 0.8258900 0.3346208
## 6    StackedEnsemble_AllModels_1_AutoML_5_20250501_101638 0.8235707 0.3281452
##       aucpr mean_per_class_error      rmse        mse
## 1 0.9506023            0.2863269 0.3074067 0.09449890
## 2 0.9508644            0.2677994 0.3069480 0.09421705
## 3 0.9504244            0.2677994 0.3068317 0.09414572
## 4 0.9466326            0.2930421 0.3082111 0.09499409
## 5 0.9494447            0.2627023 0.3115649 0.09707267
## 6 0.9489241            0.3365696 0.3087628 0.09533445
## 
## [37 rows x 7 columns]
model_h2o@leader
## Model Details:
## ==============
## 
## H2OBinomialModel: stackedensemble
## Model ID:  StackedEnsemble_BestOfFamily_4_AutoML_5_20250501_101638 
## Model Summary for Stacked Ensemble: 
##                                          key            value
## 1                          Stacking strategy cross_validation
## 2       Number of base models (used / total)              5/5
## 3           # GBM base models (used / total)              1/1
## 4           # GLM base models (used / total)              1/1
## 5  # DeepLearning 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:  0.06772075
## RMSE:  0.2602321
## LogLoss:  0.23784
## Mean Per-Class Error:  0.1640377
## AUC:  0.9331792
## AUCPR:  0.9823192
## Gini:  0.8663583
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##        Left  No    Error     Rate
## Left    109  49 0.310127  =49/158
## No       14 766 0.017949  =14/780
## Totals  123 815 0.067164  =63/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.580770   0.960502 293
## 2                       max f2  0.546634   0.977463 304
## 3                 max f0point5  0.748990   0.950855 235
## 4                 max accuracy  0.593085   0.932836 290
## 5                max precision  0.999038   1.000000   0
## 6                   max recall  0.313609   1.000000 364
## 7              max specificity  0.999038   1.000000   0
## 8             max absolute_mcc  0.593085   0.746036 290
## 9   max min_per_class_accuracy  0.801723   0.867089 207
## 10 max mean_per_class_accuracy  0.801723   0.867519 207
## 11                     max tns  0.999038 158.000000   0
## 12                     max fns  0.999038 774.000000   0
## 13                     max fps  0.043694 158.000000 399
## 14                     max tps  0.313609 780.000000 364
## 15                     max tnr  0.999038   1.000000   0
## 16                     max fnr  0.999038   0.992308   0
## 17                     max fpr  0.043694   1.000000 399
## 18                     max tpr  0.313609   1.000000 364
## 
## 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:  0.08380031
## RMSE:  0.2894828
## LogLoss:  0.3065863
## Mean Per-Class Error:  0.3684211
## AUC:  0.745614
## AUCPR:  0.9468608
## Gini:  0.4912281
## 
## 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  0.306706   0.953642 157
## 2                       max f2  0.306706   0.980926 157
## 3                 max f0point5  0.578313   0.940860 149
## 4                 max accuracy  0.578313   0.914110 149
## 5                max precision  0.999399   1.000000   0
## 6                   max recall  0.306706   1.000000 157
## 7              max specificity  0.999399   1.000000   0
## 8             max absolute_mcc  0.578313   0.528183 149
## 9   max min_per_class_accuracy  0.874376   0.652778  99
## 10 max mean_per_class_accuracy  0.578313   0.722953 149
## 11                     max tns  0.999399  19.000000   0
## 12                     max fns  0.999399 143.000000   0
## 13                     max fps  0.089616  19.000000 162
## 14                     max tps  0.306706 144.000000 157
## 15                     max tnr  0.999399   1.000000   0
## 16                     max fnr  0.999399   0.993056   0
## 17                     max fpr  0.089616   1.000000 162
## 18                     max tpr  0.306706   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:  0.09579919
## RMSE:  0.3095144
## LogLoss:  0.3350831
## Mean Per-Class Error:  0.3122119
## AUC:  0.8413908
## AUCPR:  0.9450908
## Gini:  0.6827816
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##        Left  No    Error      Rate
## Left     64  94 0.594937   =94/158
## No       23 757 0.029487   =23/780
## Totals   87 851 0.124733  =117/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.540214   0.928265 324
## 2                       max f2  0.369443   0.965414 366
## 3                 max f0point5  0.750401   0.920405 231
## 4                 max accuracy  0.540214   0.875267 324
## 5                max precision  0.967579   0.963801  48
## 6                   max recall  0.257446   1.000000 385
## 7              max specificity  0.999919   0.993671   0
## 8             max absolute_mcc  0.638493   0.519326 289
## 9   max min_per_class_accuracy  0.826052   0.766667 185
## 10 max mean_per_class_accuracy  0.783037   0.790725 214
## 11                     max tns  0.999919 157.000000   0
## 12                     max fns  0.999919 768.000000   0
## 13                     max fps  0.066296 158.000000 399
## 14                     max tps  0.257446 780.000000 385
## 15                     max tnr  0.999919   0.993671   0
## 16                     max fnr  0.999919   0.984615   0
## 17                     max fpr  0.066296   1.000000 399
## 18                     max tpr  0.257446   1.000000 385
## 
## 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   0.889566 0.015523   0.895238   0.880829   0.871508   0.887755
## auc        0.835847 0.040489   0.799771   0.869767   0.888691   0.814278
## err        0.110434 0.015523   0.104762   0.119171   0.128492   0.112245
## err_count 20.800000 3.834058  22.000000  23.000000  23.000000  22.000000
## f0point5   0.914734 0.009304   0.920916   0.912596   0.903141   0.910125
##           cv_5_valid
## accuracy    0.912500
## auc         0.806729
## err         0.087500
## err_count  14.000000
## f0point5    0.926893
## 
## ---
##                         mean        sd cv_1_valid cv_2_valid cv_3_valid
## precision           0.901317  0.008761   0.907692   0.904459   0.890323
## r2                  0.296878  0.081217   0.234515   0.380630   0.352591
## recall              0.972899  0.020829   0.977901   0.946667   0.958333
## residual_deviance 125.231690 19.540842 135.046830 140.039440 124.439480
## rmse                0.307976  0.016568   0.301847   0.327490   0.319118
## specificity         0.438245  0.159257   0.379310   0.651163   0.514286
##                   cv_4_valid cv_5_valid
## precision           0.893855   0.910256
## r2                  0.326900   0.189753
## recall              0.981595   1.000000
## residual_deviance 134.847640  91.785060
## rmse                0.306997   0.284426
## specificity         0.424242   0.222222

Save and Load

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

# h2o.getModel("GLM_1_AutoML_1_20250428_124032") %>%
#     h2o.saveModel("h2o_models/")
# 
# best_model <- h2o.loadModel("h2o_models/GLM_1_AutoML_1_20250428_124032")
best_model <- model_h2o@leader

Make predictions

predictions <- h2o.predict(best_model, newdata= test_h2o)
##   |                                                                              |                                                                      |   0%  |                                                                              |======================================================================| 100%
predictions_tibble <- predictions %>%
    as_tibble()

predictions_tibble %>%
    bind_cols(test_tbl)
## # A tibble: 369 × 35
##    predict   Left    No   Age Attrition BusinessTravel    DailyRate Department  
##    <fct>    <dbl> <dbl> <dbl> <fct>     <fct>                 <dbl> <fct>       
##  1 No      0.533  0.467    41 Left      Travel_Rarely          1102 Sales       
##  2 No      0.0184 0.982    49 No        Travel_Frequently       279 Research & …
##  3 No      0.256  0.744    33 No        Travel_Frequently      1392 Research & …
##  4 No      0.185  0.815    59 No        Travel_Rarely          1324 Research & …
##  5 No      0.0588 0.941    38 No        Travel_Frequently       216 Research & …
##  6 No      0.298  0.702    29 No        Travel_Rarely           153 Research & …
##  7 No      0.0635 0.937    34 No        Travel_Rarely          1346 Research & …
##  8 Left    0.847  0.153    28 Left      Travel_Rarely           103 Research & …
##  9 No      0.341  0.659    22 No        Non-Travel             1123 Research & …
## 10 No      0.0203 0.980    53 No        Travel_Rarely          1219 Sales       
## # ℹ 359 more rows
## # ℹ 27 more variables: 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>, PerformanceRating <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_4_AutoML_5_20250501_101638"
## 
## $model$type
## [1] "Key<Model>"
## 
## $model$URL
## [1] "/3/Models/StackedEnsemble_BestOfFamily_4_AutoML_5_20250501_101638"
## 
## 
## $model_checksum
## [1] "1404117915454927488"
## 
## $frame
## $frame$name
## [1] "test_tbl_sid_a88a_3"
## 
## 
## $frame_checksum
## [1] "-54192601206779456"
## 
## $description
## NULL
## 
## $scoring_time
## [1] 1.746109e+12
## 
## $predictions
## NULL
## 
## $MSE
## [1] 0.0944989
## 
## $RMSE
## [1] 0.3074067
## 
## $nobs
## [1] 369
## 
## $custom_metric_name
## NULL
## 
## $custom_metric_value
## [1] 0
## 
## $r2
## [1] 0.3059836
## 
## $logloss
## [1] 0.3260493
## 
## $AUC
## [1] 0.831068
## 
## $pr_auc
## [1] 0.9506023
## 
## $Gini
## [1] 0.6621359
## 
## $mean_per_class_error
## [1] 0.2863269
## 
## $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     27  33 0.5500 =  33 / 60
## No        7 302 0.0227 =  7 / 309
## Totals   34 335 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  0.999026 0.006452 0.004042 0.015974 0.165312  1.000000 0.003236    1.000000
## 2  0.998845 0.012862 0.008078 0.031546 0.168022  1.000000 0.006472    1.000000
## 3  0.998231 0.019231 0.012107 0.046729 0.170732  1.000000 0.009709    1.000000
## 4  0.998207 0.025559 0.016129 0.061538 0.173442  1.000000 0.012945    1.000000
## 5  0.998061 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  0.245303 0.918276 0.965625 0.875354 0.850949  0.848901 1.000000
## 365  0.238439 0.916914 0.965022 0.873375 0.848238  0.846575 1.000000
## 366  0.167989 0.915556 0.964419 0.871404 0.845528  0.844262 1.000000
## 367  0.153099 0.914201 0.963818 0.869443 0.842818  0.841962 1.000000
## 368  0.092234 0.912851 0.963217 0.867490 0.840108  0.839674 1.000000
## 369  0.071644 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  0.496084   0.937888 334
## 2                       max f2  0.272203   0.966834 361
## 3                 max f0point5  0.573626   0.920645 325
## 4                 max accuracy  0.496084   0.891599 334
## 5                max precision  0.999026   1.000000   0
## 6                   max recall  0.272203   1.000000 361
## 7              max specificity  0.999026   1.000000   0
## 8             max absolute_mcc  0.573626   0.549524 325
## 9   max min_per_class_accuracy  0.838000   0.760518 246
## 10 max mean_per_class_accuracy  0.838000   0.780259 246
## 11                     max tns  0.999026  60.000000   0
## 12                     max fns  0.999026 308.000000   0
## 13                     max fps  0.071644  60.000000 368
## 14                     max tps  0.272203 309.000000 361
## 15                     max tnr  0.999026   1.000000   0
## 16                     max fnr  0.999026   0.996764   0
## 17                     max fpr  0.071644   1.000000 368
## 18                     max tpr  0.272203   1.000000 361
## 
## $gains_lift_table
## Gains/Lift Table: Avg response rate: 83.74 %, avg score: 83.52 %
##    group cumulative_data_fraction lower_threshold     lift cumulative_lift
## 1      1               0.01084011        0.998108 1.194175        1.194175
## 2      2               0.02168022        0.997224 1.194175        1.194175
## 3      3               0.03252033        0.996300 1.194175        1.194175
## 4      4               0.04065041        0.995619 1.194175        1.194175
## 5      5               0.05149051        0.994995 1.194175        1.194175
## 6      6               0.10027100        0.989375 1.061489        1.129625
## 7      7               0.15176152        0.984816 1.194175        1.151526
## 8      8               0.20054201        0.976642 1.127832        1.145762
## 9      9               0.30081301        0.961479 1.129625        1.140383
## 10    10               0.40108401        0.943573 1.194175        1.153831
## 11    11               0.50135501        0.913399 1.065075        1.136080
## 12    12               0.59891599        0.871039 1.161003        1.140140
## 13    13               0.69918699        0.819204 1.000525        1.120117
## 14    14               0.79945799        0.723243 0.935975        1.097022
## 15    15               0.89972900        0.520020 0.935975        1.079074
## 16    16               1.00000000        0.071644 0.290475        1.000000
##    response_rate    score cumulative_response_rate cumulative_score
## 1       1.000000 0.998577                 1.000000         0.998577
## 2       1.000000 0.997733                 1.000000         0.998155
## 3       1.000000 0.996737                 1.000000         0.997682
## 4       1.000000 0.995973                 1.000000         0.997341
## 5       1.000000 0.995359                 1.000000         0.996923
## 6       0.888889 0.991732                 0.945946         0.994398
## 7       1.000000 0.987278                 0.964286         0.991982
## 8       0.944444 0.979428                 0.959459         0.988929
## 9       0.945946 0.970265                 0.954955         0.982707
## 10      1.000000 0.952835                 0.966216         0.975239
## 11      0.891892 0.931661                 0.951351         0.966523
## 12      0.972222 0.894858                 0.954751         0.954849
## 13      0.837838 0.847173                 0.937984         0.939407
## 14      0.783784 0.779751                 0.918644         0.919383
## 15      0.783784 0.643493                 0.903614         0.888636
## 16      0.243243 0.355589                 0.837398         0.835187
##    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     0.119741                0.462783  19.417476       15.383102
## 11     0.106796                0.569579   6.507478       13.607977
## 12     0.113269                0.682848  16.100324       14.013970
## 13     0.100324                0.783172   0.052480       12.011741
## 14     0.093851                0.877023  -6.402519        9.702156
## 15     0.093851                0.970874  -6.402519        7.907358
## 16     0.029126                1.000000 -70.952506        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           0.379450
## 11           0.419579
## 12           0.516181
## 13           0.516505
## 14           0.477023
## 15           0.437540
## 16           0.000000
## 
## $residual_deviance
## [1] 240.6244
## 
## $null_deviance
## [1] 327.7324
## 
## $AIC
## [1] 252.6244
## 
## $loglikelihood
## [1] 0
## 
## $null_degrees_of_freedom
## [1] 368
## 
## $residual_degrees_of_freedom
## [1] 363
h2o.auc(performance_h2o)
## [1] 0.831068
h2o.confusionMatrix(performance_h2o)
## Confusion Matrix (vertical: actual; across: predicted)  for max f1 @ threshold = 0.496084097876897:
##        Left  No    Error     Rate
## Left     27  33 0.550000   =33/60
## No        7 302 0.022654   =7/309
## Totals   34 335 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  0.999026 0.006452 0.004042 0.015974 0.165312  1.000000 0.003236    1.000000
## 2  0.998845 0.012862 0.008078 0.031546 0.168022  1.000000 0.006472    1.000000
## 3  0.998231 0.019231 0.012107 0.046729 0.170732  1.000000 0.009709    1.000000
## 4  0.998207 0.025559 0.016129 0.061538 0.173442  1.000000 0.012945    1.000000
## 5  0.998061 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  0.245303 0.918276 0.965625 0.875354 0.850949  0.848901 1.000000
## 365  0.238439 0.916914 0.965022 0.873375 0.848238  0.846575 1.000000
## 366  0.167989 0.915556 0.964419 0.871404 0.845528  0.844262 1.000000
## 367  0.153099 0.914201 0.963818 0.869443 0.842818  0.841962 1.000000
## 368  0.092234 0.912851 0.963217 0.867490 0.840108  0.839674 1.000000
## 369  0.071644 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