hex.schemas.GAMV3 Maven / Gradle / Ivy
package hex.schemas;
import hex.gam.GAM;
import hex.gam.GAMModel;
import hex.glm.GLMModel.GLMParameters;
import hex.glm.GLMModel.GLMParameters.Solver;
import water.api.API;
import water.api.API.Direction;
import water.api.API.Level;
import water.api.schemas3.KeyV3.FrameKeyV3;
import water.api.schemas3.ModelParametersSchemaV3;
import water.api.schemas3.StringPairV3;
public class GAMV3 extends ModelBuilderSchema {
public static final class GAMParametersV3 extends ModelParametersSchemaV3 {
public static final String[] fields = new String[] {
"model_id",
"training_frame",
"validation_frame",
"nfolds",
"seed",
"keep_cross_validation_models",
"keep_cross_validation_predictions",
"keep_cross_validation_fold_assignment",
"fold_assignment",
"fold_column",
"response_column",
"ignored_columns",
"ignore_const_cols",
"score_each_iteration",
"offset_column",
"weights_column",
"family",
"tweedie_variance_power",
"tweedie_link_power",
"theta", // equals to 1/r and should be > 0 and <=1, used by negative binomial
"solver",
"alpha",
"lambda",
"lambda_search",
"early_stopping",
"nlambdas",
"standardize",
"missing_values_handling",
"plug_values",
"compute_p_values",
"remove_collinear_columns",
"splines_non_negative",
"intercept",
"non_negative",
"max_iterations",
"objective_epsilon",
"beta_epsilon",
"gradient_epsilon",
"link",
"startval", // initial starting values for fixed and randomized coefficients, double array
"prior",
"cold_start", // if true, will start GLM model from initial values and conditions
"lambda_min_ratio",
"beta_constraints",
"max_active_predictors",
"interactions",
"interaction_pairs",
"obj_reg",
"export_checkpoints_dir",
"stopping_rounds",
"stopping_metric",
"stopping_tolerance",
// dead unused args forced here by backwards compatibility, remove in V4
"balance_classes",
"class_sampling_factors",
"max_after_balance_size",
"max_confusion_matrix_size",
"max_runtime_secs",
"custom_metric_func",
"num_knots", // array: number of knots for each predictor
"spline_orders", // order of I-splines
"knot_ids", // string array storing frame keys that contains knot location
"gam_columns", // array: predictor column names array
"standardize_tp_gam_cols", // standardize TP gam columns before transformation
"scale_tp_penalty_mat", // scale penalty matrix
"bs", // array, name of basis functions used
"scale", // array, smoothing parameter for GAM,
"keep_gam_cols",
"store_knot_locations",
"auc_type"
};
@API(help = "Seed for pseudo random number generator (if applicable)", gridable = true)
public long seed;
// Input fields
@API(help = "Family. Use binomial for classification with logistic regression, others are for regression problems.", values = {"AUTO", "gaussian", "binomial","quasibinomial","ordinal", "multinomial", "poisson", "gamma", "tweedie", "negativebinomial", "fractionalbinomial"}, level = Level.critical)
// took tweedie out since it's not reliable
public GLMParameters.Family family;
@API(help = "Tweedie variance power", level = Level.critical, gridable = true)
public double tweedie_variance_power;
@API(help = "Tweedie link power", level = Level.critical, gridable = true)
public double tweedie_link_power;
@API(help = "Theta", level = Level.critical, gridable = true)
public double theta; // used by negtaive binomial distribution family
@API(help = "AUTO will set the solver based on given data and the other parameters. IRLSM is fast on on problems with small number of predictors and for lambda-search with L1 penalty, L_BFGS scales better for datasets with many columns.", values = {"AUTO", "IRLSM", "L_BFGS","COORDINATE_DESCENT_NAIVE", "COORDINATE_DESCENT", "GRADIENT_DESCENT_LH", "GRADIENT_DESCENT_SQERR"}, level = Level.critical)
public Solver solver;
@API(help = "Distribution of regularization between the L1 (Lasso) and L2 (Ridge) penalties. A value of 1 for alpha represents Lasso regression, a value of 0 produces Ridge regression, and anything in between specifies the amount of mixing between the two. Default value of alpha is 0 when SOLVER = 'L-BFGS'; 0.5 otherwise.", level = Level.critical, gridable = true)
public double[] alpha;
@API(help = "Regularization strength", level = Level.critical, gridable = true)
public double[] lambda;
@API(help = "double array to initialize coefficients for GAM.", gridable=true)
public double[] startval;
@API(help = "Use lambda search starting at lambda max, given lambda is then interpreted as lambda min", level = Level.critical)
public boolean lambda_search;
@API(help="Stop early when there is no more relative improvement on train or validation (if provided)")
public boolean early_stopping;
@API(help = "Number of lambdas to be used in a search." +
" Default indicates: If alpha is zero, with lambda search" +
" set to True, the value of nlamdas is set to 30 (fewer lambdas" +
" are needed for ridge regression) otherwise it is set to 100.", level = Level.critical)
public int nlambdas;
@API(help = "Standardize numeric columns to have zero mean and unit variance", level = Level.critical)
public boolean standardize;
@API(help = "Handling of missing values. Either MeanImputation, Skip or PlugValues.", values = { "MeanImputation", "Skip", "PlugValues" }, level = API.Level.expert, direction=API.Direction.INOUT, gridable = true)
public GLMParameters.MissingValuesHandling missing_values_handling;
@API(help = "Plug Values (a single row frame containing values that will be used to impute missing values of the training/validation frame, use with conjunction missing_values_handling = PlugValues)", direction = API.Direction.INPUT)
public FrameKeyV3 plug_values;
@API(help = "Restrict coefficients (not intercept) to be non-negative")
public boolean non_negative;
@API(help = "Maximum number of iterations", level = Level.secondary)
public int max_iterations;
@API(help = "Converge if beta changes less (using L-infinity norm) than beta esilon, ONLY applies to IRLSM solver ", level = Level.expert)
public double beta_epsilon;
@API(help = "Converge if objective value changes less than this."+ " Default indicates: If lambda_search"+
" is set to True the value of objective_epsilon is set to .0001. If the lambda_search is set to False and" +
" lambda is equal to zero, the value of objective_epsilon is set to .000001, for any other value of lambda the" +
" default value of objective_epsilon is set to .0001.", level = Level.expert)
public double objective_epsilon;
@API(help = "Converge if objective changes less (using L-infinity norm) than this, ONLY applies to L-BFGS solver."+
" Default indicates: If lambda_search is set to False and lambda is equal to zero, the default value" +
" of gradient_epsilon is equal to .000001, otherwise the default value is .0001. If lambda_search is set to True," +
" the conditional values above are 1E-8 and 1E-6 respectively.", level = Level.expert)
public double gradient_epsilon;
@API(help="Likelihood divider in objective value computation, default is 1/nobs")
public double obj_reg;
@API(help = "Link function.", level = Level.secondary, values = {"family_default", "identity", "logit", "log",
"inverse", "tweedie", "ologit"}) //"oprobit", "ologlog": will be supported.
public GLMParameters.Link link;
@API(help="Include constant term in the model", level = Level.expert)
public boolean intercept;
@API(help = "Prior probability for y==1. To be used only for logistic regression iff the data has been sampled and the mean of response does not reflect reality.", level = Level.expert)
public double prior;
@API(help = "Only applicable to multiple alpha/lambda values when calling GLM from GAM. If false, build the next" +
" model for next set of alpha/lambda values starting from the values provided by current model. If true" +
" will start GLM model from scratch.", level = Level.critical)
public boolean cold_start;
@API(help = "Minimum lambda used in lambda search, specified as a ratio of lambda_max (the smallest lambda that drives all coefficients to zero)." +
" Default indicates: if the number of observations is greater than the number of variables, then lambda_min_ratio" +
" is set to 0.0001; if the number of observations is less than the number of variables, then lambda_min_ratio" +
" is set to 0.01.", level = Level.expert)
public double lambda_min_ratio;
@API(help = "Beta constraints", direction = API.Direction.INPUT /* Not required, to allow initial params validation: , required=true */)
public FrameKeyV3 beta_constraints;
@API(help="Maximum number of active predictors during computation. Use as a stopping criterion" +
" to prevent expensive model building with many predictors." + " Default indicates: If the IRLSM solver is used," +
" the value of max_active_predictors is set to 5000 otherwise it is set to 100000000.", direction = Direction.INPUT, level = Level.expert)
public int max_active_predictors = -1;
@API(help="A list of predictor column indices to interact. All pairwise combinations will be computed for the list.", direction=Direction.INPUT, level=Level.expert)
public String[] interactions;
@API(help="A list of pairwise (first order) column interactions.", direction=Direction.INPUT, level=Level.expert)
public StringPairV3[] interaction_pairs;
// dead unused args, formely inherited from supervised model schema
/**
* For imbalanced data, balance training data class counts via
* over/under-sampling. This can result in improved predictive accuracy.
*/
@API(help = "Balance training data class counts via over/under-sampling (for imbalanced data).", level = API.Level.secondary, direction = API.Direction.INOUT)
public boolean balance_classes;
/**
* Desired over/under-sampling ratios per class (lexicographic order).
* Only when balance_classes is enabled.
* If not specified, they will be automatically computed to obtain class balance during training.
*/
@API(help = "Desired over/under-sampling ratios per class (in lexicographic order). If not specified, sampling factors will be automatically computed to obtain class balance during training. Requires balance_classes.", level = API.Level.expert, direction = API.Direction.INOUT)
public float[] class_sampling_factors;
/**
* When classes are balanced, limit the resulting dataset size to the
* specified multiple of the original dataset size.
*/
@API(help = "Maximum relative size of the training data after balancing class counts (can be less than 1.0). Requires balance_classes.", /* dmin=1e-3, */ level = API.Level.expert, direction = API.Direction.INOUT)
public float max_after_balance_size;
/** For classification models, the maximum size (in terms of classes) of
* the confusion matrix for it to be printed. This option is meant to
* avoid printing extremely large confusion matrices. */
@API(help = "[Deprecated] Maximum size (# classes) for confusion matrices to be printed in the Logs", level = API.Level.secondary, direction = API.Direction.INOUT)
public int max_confusion_matrix_size;
@API(help="Request p-values computation, p-values work only with IRLSM solver and no regularization", level = Level.secondary, direction = Direction.INPUT)
public boolean compute_p_values; // _remove_collinear_columns
@API(help="In case of linearly dependent columns, remove some of the dependent columns", level = Level.secondary, direction = Direction.INPUT)
public boolean remove_collinear_columns; // _remove_collinear_columns
@API(help="If set to true, will return knot locations as double[][] array for gam column names found knots_for_gam." +
" Default to false.", level = Level.secondary, direction = Direction.INPUT)
public boolean store_knot_locations;
@API(help = "Number of knots for gam predictors. If specified, must specify one for each gam predictor. For " +
"monotone I-splines, mininum = 2, for cs spline, minimum = 3. For thin plate, minimum is size of " +
"polynomial basis + 2.",
level = Level.critical, gridable = true)
public int[] num_knots;
@API(help = "Order of I-splines or NBSplineTypeI M-splines used for gam predictors. If specified, must be the " +
"same size as gam_columns. For I-splines, the spline_orders will be the same as the polynomials used to " +
"generate the splines. For M-splines, the polynomials used to generate the splines will be " +
"spline_order-1. Values for bs=0 or 1 will be ignored.", level = Level.critical, gridable = true)
public int[] spline_orders;
@API(help = "Valid for I-spline (bs=2) only. True if the I-splines are monotonically increasing (and monotonically " +
"non-decreasing) and False if the I-splines are monotonically decreasing (and monotonically non-increasing)." +
" If specified, must be the same size as gam_columns. Values for other spline types " +
"will be ignored. Default to true.", level = Level.critical, gridable = true)
public boolean[] splines_non_negative;
@API(help = "Arrays of predictor column names for gam for smoothers using single or multiple predictors like " +
"{{'c1'},{'c2','c3'},{'c4'},...}", required = true, level = Level.critical, gridable = true)
public String[][] gam_columns;
@API(help = "Smoothing parameter for gam predictors. If specified, must be of the same length as gam_columns",
level = Level.critical, gridable = true)
public double[] scale;
@API(help = "Basis function type for each gam predictors, 0 for cr, 1 for thin plate regression with knots, 2 for" +
" monotone I-splines, 3 for NBSplineTypeI M-splines (refer to doc " +
"here: https://h2oai.atlassian.net/browse/PUBDEV-8835). If specified, must be the same size as " +
"gam_columns", level = Level.critical, gridable = true)
public int[] bs;
@API(help="Save keys of model matrix", level = Level.secondary, direction = Direction.INPUT)
public boolean keep_gam_cols; // if true will save keys storing GAM columns
@API(help="standardize tp (thin plate) predictor columns", level = Level.secondary, direction = Direction.INPUT)
public boolean standardize_tp_gam_cols; // if true, will standardize predictor columns before gamification
@API(help="Scale penalty matrix for tp (thin plate) smoothers as in R", level = Level.secondary, direction = Direction.INPUT)
public boolean scale_tp_penalty_mat; // if true, will apply scaling to the penalty matrix CS
@API(help="Array storing frame keys of knots. One for each gam column set specified in gam_columns",
level = Level.secondary, direction = Direction.INPUT)
public String[] knot_ids;
}
}
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