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     1.0.4
## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ lubridate::day()   masks h2o::day()
## ✖ dplyr::filter()    masks stats::filter()
## ✖ lubridate::hour()  masks h2o::hour()
## ✖ dplyr::lag()       masks stats::lag()
## ✖ lubridate::month() masks h2o::month()
## ✖ lubridate::week()  masks h2o::week()
## ✖ lubridate::year()  masks h2o::year()
## 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 4.4.3
## ── Attaching packages ────────────────────────────────────── tidymodels 1.3.0 ──
## ✔ broom        1.0.8     ✔ rsample      1.3.0
## ✔ dials        1.4.0     ✔ tune         1.3.0
## ✔ infer        1.0.7     ✔ workflows    1.2.0
## ✔ modeldata    1.4.0     ✔ workflowsets 1.1.0
## ✔ parsnip      1.3.1     ✔ yardstick    1.3.2
## ✔ recipes      1.2.1
## Warning: package 'broom' was built under R version 4.4.3
## Warning: package 'parsnip' was built under R version 4.4.3
## Warning: package 'recipes' was built under R version 4.4.3
## Warning: package 'rsample' was built under R version 4.4.3
## Warning: package 'yardstick' was built under R version 4.4.3
## ── Conflicts ───────────────────────────────────────── tidymodels_conflicts() ──
## ✖ scales::discard() masks purrr::discard()
## ✖ dplyr::filter()   masks stats::filter()
## ✖ recipes::fixed()  masks stringr::fixed()
## ✖ dplyr::lag()      masks stats::lag()
## ✖ yardstick::spec() masks readr::spec()
## ✖ recipes::step()   masks stats::step()
library(tidyquant)
## Warning: package 'tidyquant' was built under R version 4.4.3
## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo
## Warning: package 'xts' was built under R version 4.4.3
## Warning: package 'zoo' was built under R version 4.4.3
## Warning: package 'quantmod' was built under R version 4.4.3
## Warning: package 'PerformanceAnalytics' was built under R version 4.4.3
## ── Attaching core tidyquant packages ─────────────────────── tidyquant 1.0.11 ──
## ✔ PerformanceAnalytics 2.0.8      ✔ TTR                  0.24.4
## ✔ quantmod             0.4.27     ✔ xts                  0.14.1
## ── Conflicts ────────────────────────────────────────── tidyquant_conflicts() ──
## ✖ zoo::as.Date()                 masks base::as.Date()
## ✖ zoo::as.Date.numeric()         masks base::as.Date.numeric()
## ✖ scales::col_factor()           masks readr::col_factor()
## ✖ lubridate::day()               masks h2o::day()
## ✖ scales::discard()              masks purrr::discard()
## ✖ dplyr::filter()                masks stats::filter()
## ✖ xts::first()                   masks dplyr::first()
## ✖ recipes::fixed()               masks stringr::fixed()
## ✖ lubridate::hour()              masks h2o::hour()
## ✖ dplyr::lag()                   masks stats::lag()
## ✖ xts::last()                    masks dplyr::last()
## ✖ PerformanceAnalytics::legend() masks graphics::legend()
## ✖ TTR::momentum()                masks dials::momentum()
## ✖ lubridate::month()             masks h2o::month()
## ✖ yardstick::spec()              masks readr::spec()
## ✖ quantmod::summary()            masks h2o::summary(), base::summary()
## ✖ lubridate::week()              masks h2o::week()
## ✖ lubridate::year()              masks h2o::year()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
data_unclean <- read.csv("C:/Users/tch30/Desktop/PSU_DAT3100/00_data/WA_Fn-UseC_-HR-Employee-Attrition.csv")
factors_vec <- data_unclean %>% select(Education,EnvironmentSatisfaction, JobInvolvement, PerformanceRating, RelationshipSatisfaction, WorkLifeBalance) %>% names()

data_clean <- data_unclean %>%
    
    # Address factors imported as numeric
    mutate(across(factors_vec, as.factor)) %>%
    
    #Drop zero-variance variables
    select(-c(Over18,EmployeeCount,StandardHours))
## Warning: There was 1 warning in `mutate()`.
## ℹ In argument: `across(factors_vec, as.factor)`.
## Caused by warning:
## ! Using an external vector in selections was deprecated in tidyselect 1.1.0.
## ℹ Please use `all_of()` or `any_of()` instead.
##   # Was:
##   data %>% select(factors_vec)
## 
##   # Now:
##   data %>% select(all_of(factors_vec))
## 
## See <https://tidyselect.r-lib.org/reference/faq-external-vector.html>.
data <- data_clean %>%  
    # h2o requires all variables to be either numeric or factors
    mutate(across(where(is.character), factor))

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

# Intiialize h2o
h2o.init()
##  Connection successful!
## 
## R is connected to the H2O cluster: 
##     H2O cluster uptime:         48 minutes 16 seconds 
##     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 16 days 
##     H2O cluster name:           H2O_started_from_R_tch30_gzf755 
##     H2O cluster total nodes:    1 
##     H2O cluster total memory:   3.72 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 4.4.2 (2024-10-31 ucrt)
## Warning in h2o.clusterInfo(): 
## Your H2O cluster version is (1 year, 4 months and 16 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)

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%  |                                                                              |======                                                                |   8%
## 01:26:01.327: 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.
## 01:26:01.334: AutoML: XGBoost is not available; skipping it.  |                                                                              |==================                                                    |  25%  |                                                                              |===============================================                       |  67%  |                                                                              |======================================================================| 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    StackedEnsemble_AllModels_1_AutoML_5_20250507_12601 0.8366775 0.3161036
## 2 StackedEnsemble_BestOfFamily_1_AutoML_5_20250507_12601 0.8359763 0.3286589
## 3                          GLM_1_AutoML_5_20250507_12601 0.8357066 0.3236488
## 4             GBM_grid_1_AutoML_5_20250507_12601_model_1 0.8341963 0.3384674
## 5                          GBM_1_AutoML_5_20250507_12601 0.8331176 0.3333609
## 6                          GBM_4_AutoML_5_20250507_12601 0.8181230 0.3421082
##       aucpr mean_per_class_error      rmse        mse
## 1 0.6146322            0.2409385 0.3037509 0.09226460
## 2 0.6195593            0.2476537 0.3068584 0.09416207
## 3 0.6124677            0.2177184 0.3104302 0.09636689
## 4 0.5736951            0.2541262 0.3191542 0.10185939
## 5 0.6024018            0.2471683 0.3155600 0.09957810
## 6 0.5506653            0.2638350 0.3192782 0.10193859
## 
## [12 rows x 7 columns]
models_h2o@leader
## Model Details:
## ==============
## 
## H2OBinomialModel: stackedensemble
## Model ID:  StackedEnsemble_AllModels_1_AutoML_5_20250507_12601 
## Model Summary for Stacked Ensemble: 
##                                     key            value
## 1                     Stacking strategy cross_validation
## 2  Number of base models (used / total)             7/10
## 3      # GBM base models (used / total)              5/7
## 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:  0.03227298
## RMSE:  0.1796468
## LogLoss:  0.1424294
## Mean Per-Class Error:  0.04983926
## AUC:  0.9947758
## AUCPR:  0.9807961
## Gini:  0.9895516
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##         No Yes    Error     Rate
## No     783   5 0.006345   =5/788
## Yes     14 136 0.093333  =14/150
## Totals 797 141 0.020256  =19/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.358823   0.934708 117
## 2                       max f2  0.282655   0.934211 136
## 3                 max f0point5  0.474131   0.968468 105
## 4                 max accuracy  0.358823   0.979744 117
## 5                max precision  0.971993   1.000000   0
## 6                   max recall  0.118179   1.000000 230
## 7              max specificity  0.971993   1.000000   0
## 8             max absolute_mcc  0.358823   0.923353 117
## 9   max min_per_class_accuracy  0.253004   0.960000 148
## 10 max mean_per_class_accuracy  0.237591   0.963824 155
## 11                     max tns  0.971993 788.000000   0
## 12                     max fns  0.971993 149.000000   0
## 13                     max fps  0.001471 788.000000 399
## 14                     max tps  0.118179 150.000000 230
## 15                     max tnr  0.971993   1.000000   0
## 16                     max fnr  0.971993   0.993333   0
## 17                     max fpr  0.001471   1.000000 399
## 18                     max tpr  0.118179   1.000000 230
## 
## 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:  0.09446345
## RMSE:  0.3073491
## LogLoss:  0.3083184
## Mean Per-Class Error:  0.1846405
## AUC:  0.8714597
## AUCPR:  0.620885
## Gini:  0.7429194
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##         No Yes    Error     Rate
## No     116  20 0.147059  =20/136
## Yes      6  21 0.222222    =6/27
## Totals 122  41 0.159509  =26/163
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.217259   0.617647  40
## 2                       max f2  0.217259   0.704698  40
## 3                 max f0point5  0.465368   0.656566  17
## 4                 max accuracy  0.465368   0.883436  17
## 5                max precision  0.951530   1.000000   0
## 6                   max recall  0.069156   1.000000 101
## 7              max specificity  0.951530   1.000000   0
## 8             max absolute_mcc  0.217259   0.540400  40
## 9   max min_per_class_accuracy  0.217259   0.777778  40
## 10 max mean_per_class_accuracy  0.217259   0.815359  40
## 11                     max tns  0.951530 136.000000   0
## 12                     max fns  0.951530  26.000000   0
## 13                     max fps  0.004288 136.000000 162
## 14                     max tps  0.069156  27.000000 101
## 15                     max tnr  0.951530   1.000000   0
## 16                     max fnr  0.951530   0.962963   0
## 17                     max fpr  0.004288   1.000000 162
## 18                     max tpr  0.069156   1.000000 101
## 
## 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:  0.09463944
## RMSE:  0.3076352
## LogLoss:  0.3256015
## Mean Per-Class Error:  0.2302792
## AUC:  0.829742
## AUCPR:  0.6055174
## Gini:  0.6594839
## 
## Confusion Matrix (vertical: actual; across: predicted) for F1-optimal threshold:
##         No Yes    Error      Rate
## No     693  95 0.120558   =95/788
## Yes     51  99 0.340000   =51/150
## Totals 744 194 0.155650  =146/938
## 
## Maximum Metrics: Maximum metrics at their respective thresholds
##                         metric threshold      value idx
## 1                       max f1  0.248514   0.575581 145
## 2                       max f2  0.188210   0.648148 185
## 3                 max f0point5  0.463066   0.627706  66
## 4                 max accuracy  0.463066   0.880597  66
## 5                max precision  0.984998   1.000000   0
## 6                   max recall  0.003360   1.000000 396
## 7              max specificity  0.984998   1.000000   0
## 8             max absolute_mcc  0.270759   0.488856 130
## 9   max min_per_class_accuracy  0.163428   0.760000 204
## 10 max mean_per_class_accuracy  0.229832   0.779569 157
## 11                     max tns  0.984998 788.000000   0
## 12                     max fns  0.984998 149.000000   0
## 13                     max fps  0.001226 788.000000 399
## 14                     max tps  0.003360 150.000000 396
## 15                     max tnr  0.984998   1.000000   0
## 16                     max fnr  0.984998   0.993333   0
## 17                     max fpr  0.001226   1.000000 399
## 18                     max tpr  0.003360   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 cv_4_valid
## accuracy   0.873603 0.032658   0.836538   0.870466   0.855556   0.923469
## auc        0.836685 0.060797   0.785048   0.798571   0.797462   0.921303
## err        0.126397 0.032658   0.163462   0.129534   0.144444   0.076531
## err_count 23.800000 7.259477  34.000000  25.000000  26.000000  15.000000
## f0point5   0.612589 0.122104   0.544041   0.503876   0.552326   0.806452
##           cv_5_valid
## accuracy    0.881988
## auc         0.881042
## err         0.118012
## err_count  19.000000
## f0point5    0.656250
## 
## ---
##                         mean        sd cv_1_valid cv_2_valid cv_3_valid
## precision           0.614434  0.151616   0.538462   0.500000   0.527778
## r2                  0.296458  0.124548   0.214023   0.210021   0.200310
## recall              0.628228  0.090507   0.567568   0.520000   0.678571
## residual_deviance 120.763610 24.327105 158.939900 118.035934 126.884210
## rmse                0.305441  0.027073   0.339032   0.298453   0.324107
## specificity         0.919399  0.037315   0.894737   0.922619   0.888158
##                   cv_4_valid cv_5_valid
## precision           0.869565   0.636364
## r2                  0.470321   0.387615
## recall              0.625000   0.750000
## residual_deviance  99.307655 100.650350
## rmse                0.268997   0.296614
## specificity         0.981707   0.909774

Save and Load

# Ensure the model is retrieved correctly
model <- h2o.getModel("GBM_grid_1_AutoML_3_20250507_05322_model_15")

# Define the directory where you want to save the model
save_dir <- "h2o models/"

# Save the model, overwriting any existing file
saved_model_path <- h2o.saveModel(model, path = save_dir, force = TRUE)

# Print the path where the model is saved
print(saved_model_path)
## [1] "C:\\Users\\tch30\\Desktop\\PSU_DAT3100\\h2o models\\GBM_grid_1_AutoML_3_20250507_05322_model_15"
best_model <- h2o.loadModel("h2o models/GBM_grid_1_AutoML_3_20250507_05322_model_15")

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> <int> <fct>     <fct>                 <int> <fct>       
##  1 Yes     0.663 0.337     59 No        Travel_Rarely          1324 Research & …
##  2 No      0.866 0.134     35 No        Travel_Rarely           809 Research & …
##  3 No      0.929 0.0709    34 No        Travel_Rarely          1346 Research & …
##  4 Yes     0.602 0.398     22 No        Non-Travel             1123 Research & …
##  5 No      0.922 0.0776    53 No        Travel_Rarely          1219 Sales       
##  6 No      0.910 0.0898    24 No        Non-Travel              673 Research & …
##  7 No      0.770 0.230     21 No        Travel_Rarely           391 Research & …
##  8 No      0.932 0.0680    34 Yes       Travel_Rarely           699 Research & …
##  9 No      0.969 0.0311    53 No        Travel_Rarely          1282 Research & …
## 10 Yes     0.567 0.433     32 Yes       Travel_Frequently      1125 Research & …
## # ℹ 359 more rows
## # ℹ 27 more variables: DistanceFromHome <int>, Education <fct>,
## #   EducationField <fct>, EmployeeNumber <int>, EnvironmentSatisfaction <fct>,
## #   Gender <fct>, HourlyRate <int>, JobInvolvement <fct>, JobLevel <int>,
## #   JobRole <fct>, JobSatisfaction <int>, MaritalStatus <fct>,
## #   MonthlyIncome <int>, MonthlyRate <int>, NumCompaniesWorked <int>,
## #   OverTime <fct>, PercentSalaryHike <int>, PerformanceRating <fct>, …

Evaluate model

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_3_20250507_05322_model_15"
## 
## $model$type
## [1] "Key<Model>"
## 
## $model$URL
## [1] "/3/Models/GBM_grid_1_AutoML_3_20250507_05322_model_15"
## 
## 
## $model_checksum
## [1] "5968363586185990720"
## 
## $frame
## $frame$name
## [1] "test_tbl_sid_bc66_3"
## 
## 
## $frame_checksum
## [1] "-54413530742813186"
## 
## $description
## NULL
## 
## $scoring_time
## [1] 1.746596e+12
## 
## $predictions
## NULL
## 
## $MSE
## [1] 0.1002433
## 
## $RMSE
## [1] 0.3166122
## 
## $nobs
## [1] 369
## 
## $custom_metric_name
## NULL
## 
## $custom_metric_value
## [1] 0
## 
## $r2
## [1] 0.263796
## 
## $logloss
## [1] 0.3325214
## 
## $AUC
## [1] 0.8420173
## 
## $pr_auc
## [1] 0.5940495
## 
## $Gini
## [1] 0.6840345
## 
## $mean_per_class_error
## [1] 0.2182039
## 
## $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     272  37 0.1197 = 37 / 309
## Yes     19  41 0.3167 =  19 / 60
## Totals 291  78 0.1518 = 56 / 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  0.742148 0.032787 0.020747 0.078125 0.840108  1.000000 0.016667    1.000000
## 2  0.715825 0.064516 0.041322 0.147059 0.842818  1.000000 0.033333    1.000000
## 3  0.684642 0.095238 0.061728 0.208333 0.845528  1.000000 0.050000    1.000000
## 4  0.681600 0.093750 0.061475 0.197368 0.842818  0.750000 0.050000    0.996764
## 5  0.624659 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     0.205458               0.050000                0.525000 309  57   0   3
## 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 1.000000 0.950000 0.000000 0.050000   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  0.015081 0.283019 0.496689 0.197889 0.176152  0.164835 1.000000
## 365  0.013518 0.282353 0.495868 0.197368 0.173442  0.164384 1.000000
## 366  0.011618 0.281690 0.495050 0.196850 0.170732  0.163934 1.000000
## 367  0.009694 0.281030 0.494234 0.196335 0.168022  0.163488 1.000000
## 368  0.008651 0.280374 0.493421 0.195822 0.165312  0.163043 1.000000
## 369  0.007026 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  0.242947   0.594203  77
## 2                       max f2  0.200365   0.660920 107
## 3                 max f0point5  0.363009   0.683962  37
## 4                 max accuracy  0.363009   0.891599  37
## 5                max precision  0.742148   1.000000   0
## 6                   max recall  0.021673   1.000000 351
## 7              max specificity  0.742148   1.000000   0
## 8             max absolute_mcc  0.363009   0.551446  37
## 9   max min_per_class_accuracy  0.188435   0.773463 116
## 10 max mean_per_class_accuracy  0.200365   0.783010 107
## 11                     max tns  0.742148 309.000000   0
## 12                     max fns  0.742148  59.000000   0
## 13                     max fps  0.007026 309.000000 368
## 14                     max tps  0.021673  60.000000 351
## 15                     max tnr  0.742148   1.000000   0
## 16                     max fnr  0.742148   0.983333   0
## 17                     max fpr  0.007026   1.000000 368
## 18                     max tpr  0.021673   1.000000 351
## 
## $gains_lift_table
## Gains/Lift Table: Avg response rate: 16.26 %, avg score: 15.96 %
##    group cumulative_data_fraction lower_threshold     lift cumulative_lift
## 1      1               0.01084011        0.642880 4.612500        4.612500
## 2      2               0.02168022        0.555200 4.612500        4.612500
## 3      3               0.03252033        0.499274 4.612500        4.612500
## 4      4               0.04065041        0.482818 6.150000        4.920000
## 5      5               0.05149051        0.458358 4.612500        4.855263
## 6      6               0.10027100        0.364831 4.441667        4.654054
## 7      7               0.15176152        0.298871 1.294737        3.514286
## 8      8               0.20054201        0.248920 2.050000        3.158108
## 9      9               0.30081301        0.199447 1.329730        2.548649
## 10    10               0.40108401        0.145110 0.498649        2.036149
## 11    11               0.50135501        0.111086 0.498649        1.728649
## 12    12               0.59891599        0.091194 0.170833        1.474887
## 13    13               0.69918699        0.068021 0.498649        1.334884
## 14    14               0.79945799        0.045392 0.498649        1.230000
## 15    15               0.89972900        0.029309 0.000000        1.092922
## 16    16               1.00000000        0.007026 0.166216        1.000000
##    response_rate    score cumulative_response_rate cumulative_score
## 1       0.750000 0.706053                 0.750000         0.706053
## 2       0.750000 0.594429                 0.750000         0.650241
## 3       0.750000 0.513938                 0.750000         0.604807
## 4       1.000000 0.492437                 0.800000         0.582333
## 5       0.750000 0.464258                 0.789474         0.557475
## 6       0.722222 0.410524                 0.756757         0.485985
## 7       0.210526 0.325379                 0.571429         0.431494
## 8       0.333333 0.269332                 0.513514         0.392049
## 9       0.216216 0.220489                 0.414414         0.334862
## 10      0.081081 0.167218                 0.331081         0.292951
## 11      0.081081 0.125915                 0.281081         0.259544
## 12      0.027778 0.102763                 0.239819         0.234005
## 13      0.081081 0.077789                 0.217054         0.211602
## 14      0.081081 0.058044                 0.200000         0.192342
## 15      0.000000 0.036934                 0.177711         0.175023
## 16      0.027027 0.020981                 0.162602         0.159577
##    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      0.050000                0.150000  361.250000      361.250000
## 4      0.050000                0.200000  515.000000      392.000000
## 5      0.050000                0.250000  361.250000      385.526316
## 6      0.216667                0.466667  344.166667      365.405405
## 7      0.066667                0.533333   29.473684      251.428571
## 8      0.100000                0.633333  105.000000      215.810811
## 9      0.133333                0.766667   32.972973      154.864865
## 10     0.050000                0.816667  -50.135135      103.614865
## 11     0.050000                0.866667  -50.135135       72.864865
## 12     0.016667                0.883333  -82.916667       47.488688
## 13     0.050000                0.933333  -50.135135       33.488372
## 14     0.050000                0.983333  -50.135135       23.000000
## 15     0.000000                0.983333 -100.000000        9.292169
## 16     0.016667                1.000000  -83.378378        0.000000
##    kolmogorov_smirnov
## 1            0.046764
## 2            0.093528
## 3            0.140291
## 4            0.190291
## 5            0.237055
## 6            0.437540
## 7            0.455663
## 8            0.516828
## 9            0.556311
## 10           0.496278
## 11           0.436246
## 12           0.339644
## 13           0.279612
## 14           0.219579
## 15           0.099838
## 16           0.000000
h2o.auc(performance_h2o)
## [1] 0.8420173
h2o.confusionMatrix(performance_h2o)
## Confusion Matrix (vertical: actual; across: predicted)  for max f1 @ threshold = 0.242946501878446:
##         No Yes    Error     Rate
## No     272  37 0.119741  =37/309
## Yes     19  41 0.316667   =19/60
## Totals 291  78 0.151762  =56/369
h2o.metric(performance_h2o)
## Metrics for Thresholds: Binomial metrics as a function of classification thresholds
##   threshold       f1       f2 f0point5 accuracy precision   recall specificity
## 1  0.742148 0.032787 0.020747 0.078125 0.840108  1.000000 0.016667    1.000000
## 2  0.715825 0.064516 0.041322 0.147059 0.842818  1.000000 0.033333    1.000000
## 3  0.684642 0.095238 0.061728 0.208333 0.845528  1.000000 0.050000    1.000000
## 4  0.681600 0.093750 0.061475 0.197368 0.842818  0.750000 0.050000    0.996764
## 5  0.624659 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     0.205458               0.050000                0.525000 309  57   0   3
## 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 1.000000 0.950000 0.000000 0.050000   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  0.015081 0.283019 0.496689 0.197889 0.176152  0.164835 1.000000
## 365  0.013518 0.282353 0.495868 0.197368 0.173442  0.164384 1.000000
## 366  0.011618 0.281690 0.495050 0.196850 0.170732  0.163934 1.000000
## 367  0.009694 0.281030 0.494234 0.196335 0.168022  0.163488 1.000000
## 368  0.008651 0.280374 0.493421 0.195822 0.165312  0.163043 1.000000
## 369  0.007026 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