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setwd(normalizePath(dirname(R.utils::commandArgs(asValues=TRUE)$"f"))) | ||
source('../findNSourceUtils.R') | ||
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test.setLevel <- function(conn) { | ||
library(MASS) | ||
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# --------------------------------------------------------------------------- | ||
# 1. generate data | ||
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set.seed(1) | ||
N <- 5000 | ||
x1 <- runif(N) | ||
x2 <- runif(N) | ||
sigma <- matrix(c(1, 0.95, 0.95, 1), 2, 2) | ||
x34 <- mvrnorm(N, c(0, 0), sigma) | ||
x3 <- x34[, 1] | ||
x4 <- x34[, 2] | ||
x5 <- factor(sample(letters[1:3], N, replace = TRUE)) | ||
x6 <- factor(sample(letters[1:3], N, replace = TRUE)) | ||
x7 <- factor(sample(letters[1:10], N, replace = TRUE)) | ||
expit <- function(x) 1 / (1 + exp(-x)) | ||
p <- expit(-1 + 2 * x1 ^ 0.5 + 0.5 * log(1 + x2) - x3 ^ 2 + | ||
c(-1, 0.5, 0)[as.numeric(x5)]) | ||
y <- rbinom(N, 1, p) | ||
data <- data.frame(y = y, x1 = x1, x2 = x2, x3 = x3, x4 = x4, x5 = x5, | ||
x6 = x6, x7 = x7) | ||
data.hex <- as.h2o(conn, data) | ||
head(data.hex) | ||
str(data.hex) | ||
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# --------------------------------------------------------------------------- | ||
# 2. fit a gbm model | ||
fit.gbm <- h2o.gbm(y = 1, x = 2:8, distribution = "bernoulli", n.trees = 100, | ||
data = data.hex, interaction.depth = 4, shrinkage = 0.03, | ||
importance = T) | ||
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p1=h2o.predict(fit.gbm, data.hex) | ||
head(p1) | ||
# predict X0 X1 | ||
# 1 0 0.5448750 0.4551250 | ||
# 2 0 0.7948446 0.2051553 | ||
# 3 0 0.6927410 0.3072590 | ||
# 4 0 0.5632815 0.4367184 | ||
# 5 0 0.8724055 0.1275945 | ||
# 6 0 0.5093251 0.4906749 | ||
# --------------------------------------------------------------------------- | ||
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# --------------------------------------------------------------------------- | ||
# 3. fix x5 column at "a" | ||
x5_original <- data.hex$x5 | ||
data.hex$x5 <- h2o.setLevel(data.hex$x5, "a") | ||
head(data.hex) | ||
p2=h2o.predict(fit.gbm, data.hex) | ||
head(p2) | ||
# predict X0 X1 | ||
# 1 0 0.8122386 0.1877614 | ||
# 2 0 0.7948446 0.2051553 | ||
# 3 0 0.9031955 0.0968045 | ||
# 4 0 0.6892335 0.3107665 | ||
# 5 0 0.8724055 0.1275945 | ||
# 6 0 0.6813020 0.3186980 | ||
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# 4. fix x5 at "b" | ||
# data.hex$x5 <- x5_original | ||
data.hex$x5 <- h2o.setLevel(data.hex$x5, "b") | ||
head(data.hex) | ||
p2=h2o.predict(fit.gbm, data.hex) | ||
head(p2) | ||
# predict X0 X1 | ||
# 1 0 0.5662285 0.4337715 | ||
# 2 1 0.4209059 0.5790941 | ||
# 3 0 0.6822745 0.3177256 | ||
# 4 1 0.4773917 0.5226083 | ||
# 5 0 0.6659734 0.3340266 | ||
# 6 1 0.4713104 0.5286896 | ||
data.hex$x5 <- h2o.setLevel(data.hex$x5, "c") | ||
head(data.hex) | ||
p2=h2o.predict(fit.gbm, data.hex) | ||
head(p2) | ||
# predict X0 X1 | ||
# 1 0 0.6266587 0.3733413 | ||
# 2 0 0.5623179 0.4376821 | ||
# 3 0 0.8490875 0.1509124 | ||
# 4 0 0.5839345 0.4160654 | ||
# 5 0 0.8178309 0.1821690 | ||
# 6 0 0.5456495 0.4543505 | ||
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# --------------------------------------------------------------------------- | ||
# Conclusion: the prediction from step 4 is not right! | ||
# another question: how is the best_cutoff chosen? | ||
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fit.gbm@model$best_cutoff # 0.36 | ||
accu <- h2o.performance(p1[, 3], data.hex$y, measure = "accuracy") | ||
accu@cutoffs[accu@measure == max(accu@measure)] # 0.46 | ||
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testEnd() | ||
} | ||
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doTest("Import a dataset with a header H2OParsedData Object", test.setLevel) |