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.

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 h2o
h2o.init()
## 
## H2O is not running yet, starting it now...
## 
## Note:  In case of errors look at the following log files:
##     C:\Users\User\AppData\Local\Temp\Rtmpa2WzSN\file66c6f0c5f48/h2o_User_started_from_r.out
##     C:\Users\User\AppData\Local\Temp\Rtmpa2WzSN\file66c211a3981/h2o_User_started_from_r.err
## 
## 
## Starting H2O JVM and connecting:  Connection successful!
## 
## R is connected to the H2O cluster: 
##     H2O cluster uptime:         3 seconds 769 milliseconds 
##     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 11 days 
##     H2O cluster name:           H2O_started_from_R_User_fhp551 
##     H2O cluster total nodes:    1 
##     H2O cluster total memory:   1.90 GB 
##     H2O cluster total cores:    8 
##     H2O cluster allowed cores:  8 
##     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 11 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), ratio = 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)

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 
)
##   |                                                                              |                                                                      |   0%
## 16:40:16.302: 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.
## 16:40:16.319: AutoML: XGBoost is not available; skipping it.  |                                                                              |======                                                                |   8%  |                                                                              |===============                                                       |  21%  |                                                                              |=======================                                               |  33%  |                                                                              |======================================================================| 100%

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             GBM_grid_1_AutoML_1_20250501_164016_model_1 0.8589536 0.3269150
## 2 StackedEnsemble_BestOfFamily_1_AutoML_1_20250501_164016 0.8489213 0.3120121
## 3                          GBM_1_AutoML_1_20250501_164016 0.8485976 0.3241789
## 4    StackedEnsemble_AllModels_1_AutoML_1_20250501_164016 0.8459547 0.3086959
## 5                          GLM_1_AutoML_1_20250501_164016 0.8400216 0.3186222
## 6                          GBM_4_AutoML_1_20250501_164016 0.8123517 0.3439750
##       aucpr mean_per_class_error      rmse        mse
## 1 0.6193157            0.2031553 0.3141580 0.09869523
## 2 0.6388749            0.2508900 0.3021263 0.09128029
## 3 0.6066085            0.2404531 0.3118557 0.09725395
## 4 0.6272661            0.2393204 0.3000865 0.09005189
## 5 0.6515822            0.2369741 0.3064601 0.09391777
## 6 0.5489556            0.2654531 0.3191061 0.10182871
## 
## [12 rows x 7 columns]
models_h2o@leader
## Model Details:
## ==============
## 
## H2OBinomialModel: gbm
## Model ID:  GBM_grid_1_AutoML_1_20250501_164016_model_1 
## Model Summary: 
##   number_of_trees number_of_internal_trees model_size_in_bytes min_depth
## 1              52                       52                6249         2
##   max_depth mean_depth min_leaves max_leaves mean_leaves
## 1         4    3.51923          4          6     4.90385
## 
## 
## H2OBinomialMetrics: gbm
## ** Reported on training data. **
## 
## MSE:  0.08569147
## RMSE:  0.2927311
## LogLoss:  0.2912412
## Mean Per-Class Error:  0.166489
## AUC:  0.9062733
## AUCPR:  0.7620909
## Gini:  0.8125465
## R^2:  0.3621394
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##         No Yes    Error     Rate
## No     741  47 0.059645  =47/788
## Yes     41 109 0.273333  =41/150
## Totals 782 156 0.093817  =88/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.274743   0.712418 116
## 2                       max f2  0.196306   0.734430 173
## 3                 max f0point5  0.355201   0.743728  79
## 4                 max accuracy  0.355201   0.908316  79
## 5                max precision  0.758149   1.000000   0
## 6                   max recall  0.037873   1.000000 363
## 7              max specificity  0.758149   1.000000   0
## 8             max absolute_mcc  0.274743   0.656573 116
## 9   max min_per_class_accuracy  0.196306   0.833333 173
## 10 max mean_per_class_accuracy  0.233417   0.839239 143
## 11                     max tns  0.758149 788.000000   0
## 12                     max fns  0.758149 149.000000   0
## 13                     max fps  0.009906 788.000000 399
## 14                     max tps  0.037873 150.000000 363
## 15                     max tnr  0.758149   1.000000   0
## 16                     max fnr  0.758149   0.993333   0
## 17                     max fpr  0.009906   1.000000 399
## 18                     max tpr  0.037873   1.000000 363
## 
## Gains/Lift Table: Extract with `h2o.gainsLift(<model>, <data>)` or `h2o.gainsLift(<model>, valid=<T/F>, xval=<T/F>)`
## H2OBinomialMetrics: gbm
## ** Reported on validation data. **
## ** Validation metrics **
## 
## MSE:  0.1082276
## RMSE:  0.3289796
## LogLoss:  0.3473961
## Mean Per-Class Error:  0.296024
## AUC:  0.8292484
## AUCPR:  0.5344578
## Gini:  0.6584967
## R^2:  0.2169122
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##         No Yes    Error     Rate
## No     126  10 0.073529  =10/136
## Yes     14  13 0.518519   =14/27
## Totals 140  23 0.147239  =24/163
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.328997   0.520000  22
## 2                       max f2  0.101237   0.673575  84
## 3                 max f0point5  0.450399   0.593220   7
## 4                 max accuracy  0.450399   0.871166   7
## 5                max precision  0.747865   1.000000   0
## 6                   max recall  0.064601   1.000000 116
## 7              max specificity  0.747865   1.000000   0
## 8             max absolute_mcc  0.328997   0.435645  22
## 9   max min_per_class_accuracy  0.188543   0.740741  53
## 10 max mean_per_class_accuracy  0.123248   0.768110  77
## 11                     max tns  0.747865 136.000000   0
## 12                     max fns  0.747865  26.000000   0
## 13                     max fps  0.015486 136.000000 162
## 14                     max tps  0.064601  27.000000 116
## 15                     max tnr  0.747865   1.000000   0
## 16                     max fnr  0.747865   0.962963   0
## 17                     max fpr  0.015486   1.000000 162
## 18                     max tpr  0.064601   1.000000 116
## 
## Gains/Lift Table: Extract with `h2o.gainsLift(<model>, <data>)` or `h2o.gainsLift(<model>, valid=<T/F>, xval=<T/F>)`
## H2OBinomialMetrics: gbm
## ** Reported on cross-validation data. **
## ** 5-fold cross-validation on training data (Metrics computed for combined holdout predictions) **
## 
## MSE:  0.104097
## RMSE:  0.3226406
## LogLoss:  0.3498197
## Mean Per-Class Error:  0.263934
## AUC:  0.8061591
## AUCPR:  0.5718686
## Gini:  0.6123181
## R^2:  0.2251345
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##         No Yes    Error      Rate
## No     703  85 0.107868   =85/788
## Yes     63  87 0.420000   =63/150
## Totals 766 172 0.157783  =148/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.248759   0.540373 124
## 2                       max f2  0.167822   0.629067 192
## 3                 max f0point5  0.382707   0.603015  50
## 4                 max accuracy  0.386261   0.876333  48
## 5                max precision  0.707985   1.000000   0
## 6                   max recall  0.014993   1.000000 396
## 7              max specificity  0.707985   1.000000   0
## 8             max absolute_mcc  0.248759   0.447192 124
## 9   max min_per_class_accuracy  0.171201   0.747462 188
## 10 max mean_per_class_accuracy  0.167822   0.755956 192
## 11                     max tns  0.707985 788.000000   0
## 12                     max fns  0.707985 148.000000   0
## 13                     max fps  0.012802 788.000000 399
## 14                     max tps  0.014993 150.000000 396
## 15                     max tnr  0.707985   1.000000   0
## 16                     max fnr  0.707985   0.986667   0
## 17                     max fpr  0.012802   1.000000 399
## 18                     max tpr  0.014993   1.000000 396
## 
## 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
## accuracy                 0.845415 0.032004   0.877660   0.813830   0.845745
## auc                      0.805102 0.047479   0.835443   0.764979   0.760970
## err                      0.154585 0.032004   0.122340   0.186170   0.154255
## err_count               29.000000 6.000000  23.000000  35.000000  29.000000
## f0point5                 0.535526 0.080613   0.617977   0.449438   0.529412
## f1                       0.563634 0.075632   0.656716   0.477612   0.553846
## f2                       0.595796 0.072671   0.700637   0.509554   0.580645
## lift_top_group           6.253334 0.018257   6.266667   6.266667   6.266667
## logloss                  0.349918 0.024434   0.329397   0.375094   0.370469
## max_per_class_error      0.380000 0.073030   0.266667   0.466667   0.400000
## mcc                      0.474396 0.093590   0.588018   0.368823   0.463268
## mean_per_class_accuracy  0.754163 0.046220   0.819198   0.700211   0.746202
## mean_per_class_error     0.245837 0.046220   0.180802   0.299789   0.253797
## mse                      0.104179 0.008702   0.094910   0.113622   0.110688
## pr_auc                   0.562756 0.091921   0.665415   0.469876   0.488546
## precision                0.518648 0.084327   0.594595   0.432432   0.514286
## r2                       0.224483 0.065475   0.292303   0.152776   0.174647
## recall                   0.620000 0.073030   0.733333   0.533333   0.600000
## rmse                     0.322540 0.013535   0.308074   0.337078   0.332699
## specificity              0.888325 0.028295   0.905063   0.867089   0.892405
##                         cv_4_valid cv_5_valid
## accuracy                  0.812834   0.877005
## auc                       0.792781   0.871338
## err                       0.187166   0.122995
## err_count                35.000000  23.000000
## f0point5                  0.463918   0.616883
## f1                        0.507042   0.622951
## f2                        0.559006   0.629139
## lift_top_group            6.233333   6.233333
## logloss                   0.354536   0.320093
## max_per_class_error       0.400000   0.366667
## mcc                       0.402274   0.549597
## mean_per_class_accuracy   0.726752   0.778450
## mean_per_class_error      0.273248   0.221550
## mse                       0.106455   0.095219
## pr_auc                    0.535602   0.654341
## precision                 0.439024   0.612903
## r2                        0.209632   0.293058
## recall                    0.600000   0.633333
## rmse                      0.326275   0.308575
## specificity               0.853503   0.923567

Save and Load

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

best_model <- models_h2o@leader

Make predictions

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

predictions_tbl %>%
    bind_cols(test_tbl)
## # A tibble: 369 × 35
##    predict    No    Yes   Age Attrition BusinessTravel    DailyRate Department  
##    <fct>   <dbl>  <dbl> <dbl> <fct>     <fct>                 <dbl> <fct>       
##  1 No      0.704 0.296     59 No        Travel_Rarely          1324 Research & …
##  2 No      0.802 0.198     35 No        Travel_Rarely           809 Research & …
##  3 No      0.911 0.0891    34 No        Travel_Rarely          1346 Research & …
##  4 Yes     0.666 0.334     22 No        Non-Travel             1123 Research & …
##  5 No      0.925 0.0749    53 No        Travel_Rarely          1219 Sales       
##  6 No      0.944 0.0561    24 No        Non-Travel              673 Research & …
##  7 Yes     0.669 0.331     21 No        Travel_Rarely           391 Research & …
##  8 No      0.906 0.0940    34 Yes       Travel_Rarely           699 Research & …
##  9 No      0.980 0.0196    53 No        Travel_Rarely          1282 Research & …
## 10 Yes     0.570 0.430     32 Yes       Travel_Frequently      1125 Research & …
## # 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] "GBM_grid_1_AutoML_1_20250501_164016_model_1"
## 
## $model$type
## [1] "Key<Model>"
## 
## $model$URL
## [1] "/3/Models/GBM_grid_1_AutoML_1_20250501_164016_model_1"
## 
## 
## $model_checksum
## [1] "2212417739849831560"
## 
## $frame
## $frame$name
## [1] "test_tbl_sid_97bd_3"
## 
## 
## $frame_checksum
## [1] "-54413681510283746"
## 
## $description
## NULL
## 
## $scoring_time
## [1] 1.746132e+12
## 
## $predictions
## NULL
## 
## $MSE
## [1] 0.09869523
## 
## $RMSE
## [1] 0.314158
## 
## $nobs
## [1] 369
## 
## $custom_metric_name
## NULL
## 
## $custom_metric_value
## [1] 0
## 
## $r2
## [1] 0.275165
## 
## $logloss
## [1] 0.326915
## 
## $AUC
## [1] 0.8589536
## 
## $pr_auc
## [1] 0.6193157
## 
## $Gini
## [1] 0.7179072
## 
## $mean_per_class_error
## [1] 0.2031553
## 
## $domain
## [1] "No"  "Yes"
## 
## $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
##         No Yes  Error       Rate
## No     271  38 0.1230 = 38 / 309
## Yes     17  43 0.2833 =  17 / 60
## Totals 288  81 0.1491 = 55 / 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  0.731582 0.032787 0.020747 0.078125 0.840108  1.000000 0.016667    1.000000
## 2  0.716552 0.064516 0.041322 0.147059 0.842818  1.000000 0.033333    1.000000
## 3  0.640632 0.063492 0.041152 0.138889 0.840108  0.666667 0.033333    0.996764
## 4  0.634157 0.093750 0.061475 0.197368 0.842818  0.750000 0.050000    0.996764
## 5  0.612128 0.092308 0.061224 0.187500 0.840108  0.600000 0.050000    0.993528
##   absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps tps
## 1     0.118299               0.016667                0.508333 309  59   0   1
## 2     0.167527               0.033333                0.516667 309  58   0   2
## 3     0.123674               0.033333                0.515049 308  58   1   2
## 4     0.166643               0.050000                0.523382 308  57   1   3
## 5     0.138926               0.050000                0.521764 307  57   2   3
##        tnr      fnr      fpr      tpr idx
## 1 1.000000 0.983333 0.000000 0.016667   0
## 2 1.000000 0.966667 0.000000 0.033333   1
## 3 0.996764 0.966667 0.003236 0.033333   2
## 4 0.996764 0.950000 0.003236 0.050000   3
## 5 0.993528 0.950000 0.006472 0.050000   4
## 
## ---
##     threshold       f1       f2 f0point5 accuracy precision   recall
## 364  0.015157 0.283019 0.496689 0.197889 0.176152  0.164835 1.000000
## 365  0.014460 0.282353 0.495868 0.197368 0.173442  0.164384 1.000000
## 366  0.013218 0.281690 0.495050 0.196850 0.170732  0.163934 1.000000
## 367  0.013080 0.281030 0.494234 0.196335 0.168022  0.163488 1.000000
## 368  0.010512 0.280374 0.493421 0.195822 0.165312  0.163043 1.000000
## 369  0.008764 0.279720 0.492611 0.195313 0.162602  0.162602 1.000000
##     specificity absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns
## 364    0.016181     0.051645               0.016181                0.508091   5
## 365    0.012945     0.046130               0.012945                0.506472   4
## 366    0.009709     0.039895               0.009709                0.504854   3
## 367    0.006472     0.032530               0.006472                0.503236   2
## 368    0.003236     0.022971               0.003236                0.501618   1
## 369    0.000000     0.000000               0.000000                0.500000   0
##     fns fps tps      tnr      fnr      fpr      tpr idx
## 364   0 304  60 0.016181 0.000000 0.983819 1.000000 363
## 365   0 305  60 0.012945 0.000000 0.987055 1.000000 364
## 366   0 306  60 0.009709 0.000000 0.990291 1.000000 365
## 367   0 307  60 0.006472 0.000000 0.993528 1.000000 366
## 368   0 308  60 0.003236 0.000000 0.996764 1.000000 367
## 369   0 309  60 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  0.249563   0.609929  80
## 2                       max f2  0.198288   0.699708 102
## 3                 max f0point5  0.390382   0.733696  30
## 4                 max accuracy  0.390382   0.899729  30
## 5                max precision  0.731582   1.000000   0
## 6                   max recall  0.015157   1.000000 363
## 7              max specificity  0.731582   1.000000   0
## 8             max absolute_mcc  0.390382   0.581369  30
## 9   max min_per_class_accuracy  0.198288   0.800000 102
## 10 max mean_per_class_accuracy  0.198288   0.811003 102
## 11                     max tns  0.731582 309.000000   0
## 12                     max fns  0.731582  59.000000   0
## 13                     max fps  0.008764 309.000000 368
## 14                     max tps  0.015157  60.000000 363
## 15                     max tnr  0.731582   1.000000   0
## 16                     max fnr  0.731582   0.983333   0
## 17                     max fpr  0.008764   1.000000 368
## 18                     max tpr  0.015157   1.000000 363
## 
## $gains_lift_table
## Gains/Lift Table: Avg response rate: 16.26 %, avg score: 15.74 %
##    group cumulative_data_fraction lower_threshold     lift cumulative_lift
## 1      1               0.01084011        0.619177 4.612500        4.612500
## 2      2               0.02168022        0.546460 4.612500        4.612500
## 3      3               0.03252033        0.472238 6.150000        5.125000
## 4      4               0.04065041        0.448004 4.100000        4.920000
## 5      5               0.05149051        0.435214 6.150000        5.178947
## 6      6               0.10027100        0.361430 3.758333        4.487838
## 7      7               0.15176152        0.306958 1.942105        3.624107
## 8      8               0.20054201        0.255720 2.391667        3.324324
## 9      9               0.30081301        0.186250 1.329730        2.659459
## 10    10               0.40108401        0.145596 0.332432        2.077703
## 11    11               0.50135501        0.111820 0.498649        1.761892
## 12    12               0.59891599        0.083204 0.512500        1.558371
## 13    13               0.69918699        0.065160 0.332432        1.382558
## 14    14               0.79945799        0.045640 0.000000        1.209153
## 15    15               0.89972900        0.031109 0.166216        1.092922
## 16    16               1.00000000        0.008764 0.166216        1.000000
##    response_rate    score cumulative_response_rate cumulative_score
## 1       0.750000 0.680731                 0.750000         0.680731
## 2       0.750000 0.573676                 0.750000         0.627204
## 3       1.000000 0.497360                 0.833333         0.583922
## 4       0.666667 0.454451                 0.800000         0.558028
## 5       1.000000 0.442637                 0.842105         0.533735
## 6       0.611111 0.398347                 0.729730         0.467871
## 7       0.315789 0.329919                 0.589286         0.421066
## 8       0.388889 0.284036                 0.540541         0.387734
## 9       0.216216 0.222638                 0.432432         0.332702
## 10      0.054054 0.163265                 0.337838         0.290343
## 11      0.081081 0.125002                 0.286486         0.257275
## 12      0.083333 0.098653                 0.253394         0.231436
## 13      0.054054 0.073330                 0.224806         0.208762
## 14      0.000000 0.053626                 0.196610         0.189304
## 15      0.027027 0.036970                 0.177711         0.172327
## 16      0.027027 0.023374                 0.162602         0.157391
##    capture_rate cumulative_capture_rate        gain cumulative_gain
## 1      0.050000                0.050000  361.250000      361.250000
## 2      0.050000                0.100000  361.250000      361.250000
## 3      0.066667                0.166667  515.000000      412.500000
## 4      0.033333                0.200000  310.000000      392.000000
## 5      0.066667                0.266667  515.000000      417.894737
## 6      0.183333                0.450000  275.833333      348.783784
## 7      0.100000                0.550000   94.210526      262.410714
## 8      0.116667                0.666667  139.166667      232.432432
## 9      0.133333                0.800000   32.972973      165.945946
## 10     0.033333                0.833333  -66.756757      107.770270
## 11     0.050000                0.883333  -50.135135       76.189189
## 12     0.050000                0.933333  -48.750000       55.837104
## 13     0.033333                0.966667  -66.756757       38.255814
## 14     0.000000                0.966667 -100.000000       20.915254
## 15     0.016667                0.983333  -83.378378        9.292169
## 16     0.016667                1.000000  -83.378378        0.000000
##    kolmogorov_smirnov
## 1            0.046764
## 2            0.093528
## 3            0.160194
## 4            0.190291
## 5            0.256958
## 6            0.417638
## 7            0.475566
## 8            0.556634
## 9            0.596117
## 10           0.516181
## 11           0.456149
## 12           0.399353
## 13           0.319417
## 14           0.199676
## 15           0.099838
## 16           0.000000
h2o.auc(performance_h2o)
## [1] 0.8589536
h2o.confusionMatrix(performance_h2o)
## Confusion Matrix (vertical: actual; across: predicted)  for max f1 @ threshold = 0.249563495594922:
##         No Yes    Error     Rate
## No     271  38 0.122977  =38/309
## Yes     17  43 0.283333   =17/60
## Totals 288  81 0.149051  =55/369
h2o.metric(performance_h2o)
## Metrics for Thresholds: Binomial metrics as a function of classification thresholds
##   threshold       f1       f2 f0point5 accuracy precision   recall specificity
## 1  0.731582 0.032787 0.020747 0.078125 0.840108  1.000000 0.016667    1.000000
## 2  0.716552 0.064516 0.041322 0.147059 0.842818  1.000000 0.033333    1.000000
## 3  0.640632 0.063492 0.041152 0.138889 0.840108  0.666667 0.033333    0.996764
## 4  0.634157 0.093750 0.061475 0.197368 0.842818  0.750000 0.050000    0.996764
## 5  0.612128 0.092308 0.061224 0.187500 0.840108  0.600000 0.050000    0.993528
##   absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns fns fps tps
## 1     0.118299               0.016667                0.508333 309  59   0   1
## 2     0.167527               0.033333                0.516667 309  58   0   2
## 3     0.123674               0.033333                0.515049 308  58   1   2
## 4     0.166643               0.050000                0.523382 308  57   1   3
## 5     0.138926               0.050000                0.521764 307  57   2   3
##        tnr      fnr      fpr      tpr idx
## 1 1.000000 0.983333 0.000000 0.016667   0
## 2 1.000000 0.966667 0.000000 0.033333   1
## 3 0.996764 0.966667 0.003236 0.033333   2
## 4 0.996764 0.950000 0.003236 0.050000   3
## 5 0.993528 0.950000 0.006472 0.050000   4
## 
## ---
##     threshold       f1       f2 f0point5 accuracy precision   recall
## 364  0.015157 0.283019 0.496689 0.197889 0.176152  0.164835 1.000000
## 365  0.014460 0.282353 0.495868 0.197368 0.173442  0.164384 1.000000
## 366  0.013218 0.281690 0.495050 0.196850 0.170732  0.163934 1.000000
## 367  0.013080 0.281030 0.494234 0.196335 0.168022  0.163488 1.000000
## 368  0.010512 0.280374 0.493421 0.195822 0.165312  0.163043 1.000000
## 369  0.008764 0.279720 0.492611 0.195313 0.162602  0.162602 1.000000
##     specificity absolute_mcc min_per_class_accuracy mean_per_class_accuracy tns
## 364    0.016181     0.051645               0.016181                0.508091   5
## 365    0.012945     0.046130               0.012945                0.506472   4
## 366    0.009709     0.039895               0.009709                0.504854   3
## 367    0.006472     0.032530               0.006472                0.503236   2
## 368    0.003236     0.022971               0.003236                0.501618   1
## 369    0.000000     0.000000               0.000000                0.500000   0
##     fns fps tps      tnr      fnr      fpr      tpr idx
## 364   0 304  60 0.016181 0.000000 0.983819 1.000000 363
## 365   0 305  60 0.012945 0.000000 0.987055 1.000000 364
## 366   0 306  60 0.009709 0.000000 0.990291 1.000000 365
## 367   0 307  60 0.006472 0.000000 0.993528 1.000000 366
## 368   0 308  60 0.003236 0.000000 0.996764 1.000000 367
## 369   0 309  60 0.000000 0.000000 1.000000 1.000000 368