46 Deep Learning tips for Classification and Regression

  • Datasets: spiral.csv, grid.csv, covtype.full.csv
  • Algorithms:
    • Deep Learning with h2o
  • Techniques:
    • Decision Boundaries
    • Hyper-parameter Tuning with Grid Search
    • Checkpointing
    • Cross-Validation

46.1 Introduction

Source: http://docs.h2o.ai/h2o-tutorials/latest-stable/tutorials/deeplearning/index.html

Repo: https://github.com/h2oai/h2o-tutorials

This tutorial shows how a H2O Deep Learning model can be used to do supervised classification and regression. A great tutorial about Deep Learning is given by Quoc Le here and here. This tutorial covers usage of H2O from R. A python version of this tutorial will be available as well in a separate document. This file is available in plain R, R markdown and regular markdown formats, and the plots are available as PDF files. All documents are available on Github.

If run from plain R, execute R in the directory of this script. If run from RStudio, be sure to setwd() to the location of this script.h2o.init() starts H2O in R’s current working directory. h2o.importFile() looks for files from the perspective of where H2O was started.

More examples and explanations can be found in our H2O Deep Learning booklet and on our H2O Github Repository. The PDF slide deck can be found on Github.

46.2 H2O R Package

Load the H2O R package:

Source: http://docs.h2o.ai/h2o-tutorials/latest-stable/tutorials/deeplearning/index.html

## R installation instructions are at http://h2o.ai/download
library(h2o)
#> 
#> ----------------------------------------------------------------------
#> 
#> 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 http://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

46.3 Start H2O

Start up a 1-node H2O server on your local machine, and allow it to use all CPU cores and up to 2GB of memory:

h2o.init(nthreads=-1, max_mem_size="2G")
#>  Connection successful!
#> 
#> R is connected to the H2O cluster: 
#>     H2O cluster uptime:         38 minutes 44 seconds 
#>     H2O cluster timezone:       Etc/UTC 
#>     H2O data parsing timezone:  UTC 
#>     H2O cluster version:        3.30.0.1 
#>     H2O cluster version age:    7 months and 16 days !!! 
#>     H2O cluster name:           H2O_started_from_R_root_mwl453 
#>     H2O cluster total nodes:    1 
#>     H2O cluster total memory:   7.07 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 
#>     H2O API Extensions:         Amazon S3, XGBoost, Algos, AutoML, Core V3, TargetEncoder, Core V4 
#>     R Version:                  R version 3.6.3 (2020-02-29)
#> Warning in h2o.clusterInfo(): 
#> Your H2O cluster version is too old (7 months and 16 days)!
#> Please download and install the latest version from http://h2o.ai/download/
h2o.removeAll() ## clean slate - just in case the cluster was already running

The h2o.deeplearning function fits H2O’s Deep Learning models from within R. We can run the example from the man page using the example function, or run a longer demonstration from the h2o package using the demo function::

args(h2o.deeplearning)
#> function (x, y, training_frame, model_id = NULL, validation_frame = NULL, 
#>     nfolds = 0, keep_cross_validation_models = TRUE, keep_cross_validation_predictions = FALSE, 
#>     keep_cross_validation_fold_assignment = FALSE, fold_assignment = c("AUTO", 
#>         "Random", "Modulo", "Stratified"), fold_column = NULL, 
#>     ignore_const_cols = TRUE, score_each_iteration = FALSE, weights_column = NULL, 
#>     offset_column = NULL, balance_classes = FALSE, class_sampling_factors = NULL, 
#>     max_after_balance_size = 5, max_hit_ratio_k = 0, checkpoint = NULL, 
#>     pretrained_autoencoder = NULL, overwrite_with_best_model = TRUE, 
#>     use_all_factor_levels = TRUE, standardize = TRUE, activation = c("Tanh", 
#>         "TanhWithDropout", "Rectifier", "RectifierWithDropout", 
#>         "Maxout", "MaxoutWithDropout"), hidden = c(200, 200), 
#>     epochs = 10, train_samples_per_iteration = -2, target_ratio_comm_to_comp = 0.05, 
#>     seed = -1, adaptive_rate = TRUE, rho = 0.99, epsilon = 1e-08, 
#>     rate = 0.005, rate_annealing = 1e-06, rate_decay = 1, momentum_start = 0, 
#>     momentum_ramp = 1e+06, momentum_stable = 0, nesterov_accelerated_gradient = TRUE, 
#>     input_dropout_ratio = 0, hidden_dropout_ratios = NULL, l1 = 0, 
#>     l2 = 0, max_w2 = 3.4028235e+38, initial_weight_distribution = c("UniformAdaptive", 
#>         "Uniform", "Normal"), initial_weight_scale = 1, initial_weights = NULL, 
#>     initial_biases = NULL, loss = c("Automatic", "CrossEntropy", 
#>         "Quadratic", "Huber", "Absolute", "Quantile"), distribution = c("AUTO", 
#>         "bernoulli", "multinomial", "gaussian", "poisson", "gamma", 
#>         "tweedie", "laplace", "quantile", "huber"), quantile_alpha = 0.5, 
#>     tweedie_power = 1.5, huber_alpha = 0.9, score_interval = 5, 
#>     score_training_samples = 10000, score_validation_samples = 0, 
#>     score_duty_cycle = 0.1, classification_stop = 0, regression_stop = 1e-06, 
#>     stopping_rounds = 5, stopping_metric = c("AUTO", "deviance", 
#>         "logloss", "MSE", "RMSE", "MAE", "RMSLE", "AUC", "AUCPR", 
#>         "lift_top_group", "misclassification", "mean_per_class_error", 
#>         "custom", "custom_increasing"), stopping_tolerance = 0, 
#>     max_runtime_secs = 0, score_validation_sampling = c("Uniform", 
#>         "Stratified"), diagnostics = TRUE, fast_mode = TRUE, 
#>     force_load_balance = TRUE, variable_importances = TRUE, replicate_training_data = TRUE, 
#>     single_node_mode = FALSE, shuffle_training_data = FALSE, 
#>     missing_values_handling = c("MeanImputation", "Skip"), quiet_mode = FALSE, 
#>     autoencoder = FALSE, sparse = FALSE, col_major = FALSE, average_activation = 0, 
#>     sparsity_beta = 0, max_categorical_features = 2147483647, 
#>     reproducible = FALSE, export_weights_and_biases = FALSE, 
#>     mini_batch_size = 1, categorical_encoding = c("AUTO", "Enum", 
#>         "OneHotInternal", "OneHotExplicit", "Binary", "Eigen", 
#>         "LabelEncoder", "SortByResponse", "EnumLimited"), elastic_averaging = FALSE, 
#>     elastic_averaging_moving_rate = 0.9, elastic_averaging_regularization = 0.001, 
#>     export_checkpoints_dir = NULL, verbose = FALSE) 
#> NULL
if (interactive()) help(h2o.deeplearning)
example(h2o.deeplearning)
#> 
#> h2.dpl> ## Not run: 
#> h2.dpl> ##D library(h2o)
#> h2.dpl> ##D h2o.init()
#> h2.dpl> ##D iris_hf <- as.h2o(iris)
#> h2.dpl> ##D iris_dl <- h2o.deeplearning(x = 1:4, y = 5, training_frame = iris_hf, seed=123456)
#> h2.dpl> ##D 
#> h2.dpl> ##D # now make a prediction
#> h2.dpl> ##D predictions <- h2o.predict(iris_dl, iris_hf)
#> h2.dpl> ## End(Not run)
#> h2.dpl> 
#> h2.dpl> 
#> h2.dpl>
if (interactive()) demo(h2o.deeplearning)  #requires user interaction

While H2O Deep Learning has many parameters, it was designed to be just as easy to use as the other supervised training methods in H2O. Early stopping, automatic data standardization and handling of categorical variables and missing values and adaptive learning rates (per weight) reduce the amount of parameters the user has to specify. Often, it’s just the number and sizes of hidden layers, the number of epochs and the activation function and maybe some regularization techniques.

46.4 Let’s have some fun first: Decision Boundaries

We start with a small dataset representing red and black dots on a plane, arranged in the shape of two nested spirals. Then we task H2O’s machine learning methods to separate the red and black dots, i.e., recognize each spiral as such by assigning each point in the plane to one of the two spirals.

We visualize the nature of H2O Deep Learning (DL), H2O’s tree methods (GBM/DRF) and H2O’s generalized linear modeling (GLM) by plotting the decision boundary between the red and black spirals:

We build a few different models:

#dev.new(noRStudioGD=FALSE) #direct plotting output to a new window
par(mfrow=c(2,2)) #set up the canvas for 2x2 plots
plotC( "DL", h2o.deeplearning(1:2,3,spiral,epochs=1e3))
plotC("GBM", h2o.gbm         (1:2,3,spiral))
plotC("DRF", h2o.randomForest(1:2,3,spiral))
plotC("GLM", h2o.glm         (1:2,3,spiral,family="binomial"))
Let’s investigate some more Deep Learning models. First, we explore the evolution over training time (number of passes over the data), and we use checkpointing to continue training the same model:
#dev.new(noRStudioGD=FALSE) #direct plotting output to a new window
par(mfrow=c(2,2)) #set up the canvas for 2x2 plots
ep <- c(1,250,500,750)
plotC(paste0("DL ",ep[1]," epochs"),
      h2o.deeplearning(1:2,3,spiral,epochs=ep[1],
                              model_id="dl_1"))
plotC(paste0("DL ",ep[2]," epochs"),
      h2o.deeplearning(1:2,3,spiral,epochs=ep[2],
            checkpoint="dl_1",model_id="dl_2"))
plotC(paste0("DL ",ep[3]," epochs"),
      h2o.deeplearning(1:2,3,spiral,epochs=ep[3],
            checkpoint="dl_2",model_id="dl_3"))
plotC(paste0("DL ",ep[4]," epochs"),
      h2o.deeplearning(1:2,3,spiral,epochs=ep[4],
            checkpoint="dl_3",model_id="dl_4"))

You can see how the network learns the structure of the spirals with enough training time. We explore different network architectures next:

#dev.new(noRStudioGD=FALSE) #direct plotting output to a new window
par(mfrow=c(2,2)) #set up the canvas for 2x2 plots
for (hidden in list(c(11,13,17,19),c(42,42,42),c(200,200),c(1000))) {
  plotC(paste0("DL hidden=",paste0(hidden, collapse="x")),
        h2o.deeplearning(1:2,3 ,spiral, hidden=hidden, epochs=500))
}

It is clear that different configurations can achieve similar performance, and that tuning will be required for optimal performance. Next, we compare between different activation functions, including one with 50% dropout regularization in the hidden layers:

#dev.new(noRStudioGD=FALSE) #direct plotting output to a new window
par(mfrow=c(2,2)) #set up the canvas for 2x2 plots

for (act in c("Tanh", "Maxout", "Rectifier", "RectifierWithDropout")) {
  plotC(paste0("DL ",act," activation"), 
        h2o.deeplearning(1:2,3, spiral,
              activation = act, 
              hidden = c(100,100), 
              epochs = 1000))
}

Clearly, the dropout rate was too high or the number of epochs was too low for the last configuration, which often ends up performing the best on larger datasets where generalization is important.

More information about the parameters can be found in the H2O Deep Learning booklet.

46.5 Cover Type Dataset

We important the full cover type dataset (581k rows, 13 columns, 10 numerical, 3 categorical). We also split the data 3 ways: 60% for training, 20% for validation (hyper parameter tuning) and 20% for final testing.

Here’s a scalable way to do scatter plots via binning (works for categorical and numeric columns) to get more familiar with the dataset.

#dev.new(noRStudioGD=FALSE) #direct plotting output to a new window
par(mfrow=c(1,1)) # reset canvas
plot(h2o.tabulate(df, "Elevation",                       "Cover_Type"))
plot(h2o.tabulate(df, "Horizontal_Distance_To_Roadways", "Cover_Type"))
plot(h2o.tabulate(df, "Soil_Type",                       "Cover_Type"))
plot(h2o.tabulate(df, "Horizontal_Distance_To_Roadways", "Elevation" ))

46.5.1 First Run of H2O Deep Learning

Let’s run our first Deep Learning model on the covtype dataset. We want to predict the Cover_Type column, a categorical feature with 7 levels, and the Deep Learning model will be tasked to perform (multi-class) classification. It uses the other 12 predictors of the dataset, of which 10 are numerical, and 2 are categorical with a total of 44 levels. We can expect the Deep Learning model to have 56 input neurons (after automatic one-hot encoding).

response <- "Cover_Type"
predictors <- setdiff(names(df), response)
predictors
#>  [1] "Elevation"                          "Aspect"                            
#>  [3] "Slope"                              "Horizontal_Distance_To_Hydrology"  
#>  [5] "Vertical_Distance_To_Hydrology"     "Horizontal_Distance_To_Roadways"   
#>  [7] "Hillshade_9am"                      "Hillshade_Noon"                    
#>  [9] "Hillshade_3pm"                      "Horizontal_Distance_To_Fire_Points"
#> [11] "Wilderness_Area"                    "Soil_Type"
train_df <- as.data.frame(train)
str(train_df)
#> 'data.frame':    349015 obs. of  13 variables:
#>  $ Elevation                         : int  3136 3217 3119 2679 3261 2885 3227 2843 2853 2883 ...
#>  $ Aspect                            : int  32 80 293 48 322 26 32 12 124 177 ...
#>  $ Slope                             : int  20 13 13 7 13 9 6 18 12 9 ...
#>  $ Horizontal_Distance_To_Hydrology  : int  450 30 30 150 30 192 108 335 30 426 ...
#>  $ Vertical_Distance_To_Hydrology    : int  -38 1 10 24 5 38 13 50 -5 126 ...
#>  $ Horizontal_Distance_To_Roadways   : int  1290 3901 4810 1588 5701 3271 5542 2642 1485 2139 ...
#>  $ Hillshade_9am                     : int  211 237 182 223 186 216 219 199 240 225 ...
#>  $ Hillshade_Noon                    : int  193 217 237 224 226 220 227 201 231 246 ...
#>  $ Hillshade_3pm                     : int  111 109 194 136 180 140 145 135 119 153 ...
#>  $ Horizontal_Distance_To_Fire_Points: int  1112 2859 1200 6265 769 2643 765 1719 2497 713 ...
#>  $ Wilderness_Area                   : Factor w/ 4 levels "area_0","area_1",..: 1 1 1 1 1 1 1 3 3 3 ...
#>  $ Soil_Type                         : Factor w/ 40 levels "type_0","type_1",..: 22 16 15 4 15 22 15 27 12 25 ...
#>  $ Cover_Type                        : Factor w/ 7 levels "class_1","class_2",..: 1 7 1 2 1 2 1 2 1 2 ...
valid_df <- as.data.frame(valid)
str(valid_df)
#> 'data.frame':    116018 obs. of  13 variables:
#>  $ Elevation                         : int  3066 2655 2902 2994 2697 2990 3237 2884 2972 2696 ...
#>  $ Aspect                            : int  124 28 304 61 93 59 135 71 100 169 ...
#>  $ Slope                             : int  5 14 22 9 9 12 14 9 4 10 ...
#>  $ Horizontal_Distance_To_Hydrology  : int  0 42 511 391 306 108 240 459 175 323 ...
#>  $ Vertical_Distance_To_Hydrology    : int  0 8 18 57 -2 10 -11 141 13 149 ...
#>  $ Horizontal_Distance_To_Roadways   : int  1533 1890 1273 4286 553 2190 1189 1214 5031 2452 ...
#>  $ Hillshade_9am                     : int  229 214 155 227 234 229 241 231 227 228 ...
#>  $ Hillshade_Noon                    : int  236 209 223 222 227 215 233 222 234 244 ...
#>  $ Hillshade_3pm                     : int  141 128 206 128 125 117 118 124 142 148 ...
#>  $ Horizontal_Distance_To_Fire_Points: int  459 1001 1347 1928 1716 1048 2748 1355 6198 1044 ...
#>  $ Wilderness_Area                   : Factor w/ 4 levels "area_0","area_1",..: 1 3 3 1 1 3 1 3 1 3 ...
#>  $ Soil_Type                         : Factor w/ 39 levels "type_0","type_1",..: 15 39 25 4 4 25 14 25 11 23 ...
#>  $ Cover_Type                        : Factor w/ 7 levels "class_1","class_2",..: 1 2 2 2 2 2 1 2 1 3 ...

To keep it fast, we only run for one epoch (one pass over the training data).

m1 <- h2o.deeplearning(
  model_id="dl_model_first", 
  training_frame = train, 
  validation_frame = valid,   ## validation dataset: used for scoring and early stopping
  x = predictors,
  y = response,
  #activation="Rectifier",  ## default
  #hidden=c(200,200),       ## default: 2 hidden layers with 200 neurons each
  epochs = 1,
  variable_importances=T    ## not enabled by default
)
#> 
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summary(m1)
#> Model Details:
#> ==============
#> 
#> H2OMultinomialModel: deeplearning
#> Model Key:  dl_model_first 
#> Status of Neuron Layers: predicting Cover_Type, 7-class classification, multinomial distribution, CrossEntropy loss, 53,007 weights/biases, 633.2 KB, 383,519 training samples, mini-batch size 1
#>   layer units      type dropout       l1       l2 mean_rate rate_rms momentum
#> 1     1    56     Input  0.00 %       NA       NA        NA       NA       NA
#> 2     2   200 Rectifier  0.00 % 0.000000 0.000000  0.049043 0.209607 0.000000
#> 3     3   200 Rectifier  0.00 % 0.000000 0.000000  0.010094 0.009352 0.000000
#> 4     4     7   Softmax      NA 0.000000 0.000000  0.123164 0.300241 0.000000
#>   mean_weight weight_rms mean_bias bias_rms
#> 1          NA         NA        NA       NA
#> 2   -0.010410   0.118736  0.006004 0.115481
#> 3   -0.024505   0.118881  0.696468 0.402678
#> 4   -0.401315   0.506471 -0.529662 0.127334
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on training data. **
#> ** Metrics reported on temporary training frame with 9917 samples **
#> 
#> Training Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.126
#> RMSE: (Extract with `h2o.rmse`) 0.355
#> Logloss: (Extract with `h2o.logloss`) 0.406
#> Mean Per-Class Error: 0.338
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,train = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3067     539       6       0       2       1      41 0.1611
#> class_2     580    4069      49       0      14      50      10 0.1473
#> class_3       0      28     502       1       1      68       0 0.1633
#> class_4       0       0      31      15       0       2       0 0.6875
#> class_5       6      76       8       0      66       0       0 0.5769
#> class_6       3      33      95       0       0     155       0 0.4580
#> class_7      69       0       0       0       0       0     330 0.1729
#> Totals     3725    4745     691      16      83     276     381 0.1727
#>                    Rate
#> class_1 =   589 / 3,656
#> class_2 =   703 / 4,772
#> class_3 =      98 / 600
#> class_4 =       33 / 48
#> class_5 =      90 / 156
#> class_6 =     131 / 286
#> class_7 =      69 / 399
#> Totals  = 1,713 / 9,917
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,train = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.827266
#> 2 2  0.983059
#> 3 3  0.997882
#> 4 4  0.999496
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on validation data. **
#> ** Metrics reported on full validation frame **
#> 
#> Validation Set Metrics: 
#> =====================
#> 
#> Extract validation frame with `h2o.getFrame("valid.hex")`
#> MSE: (Extract with `h2o.mse`) 0.129
#> RMSE: (Extract with `h2o.rmse`) 0.359
#> Logloss: (Extract with `h2o.logloss`) 0.418
#> Mean Per-Class Error: 0.332
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,valid = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1   35220    6644      15       0      28       9     584 0.1713
#> class_2    6936   48033     663       0     191     465      92 0.1480
#> class_3       0     261    6077      19       1     785       0 0.1492
#> class_4       0       0     312     204       0      46       0 0.6370
#> class_5      98     969      72       0     721      10       0 0.6144
#> class_6      14     353    1112      14       4    1967       0 0.4322
#> class_7     655      49       0       0       0       0    3395 0.1717
#> Totals    42923   56309    8251     237     945    3282    4071 0.1758
#>                       Rate
#> class_1 =   7,280 / 42,500
#> class_2 =   8,347 / 56,380
#> class_3 =    1,066 / 7,143
#> class_4 =        358 / 562
#> class_5 =    1,149 / 1,870
#> class_6 =    1,497 / 3,464
#> class_7 =      704 / 4,099
#> Totals  = 20,401 / 116,018
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,valid = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.824157
#> 2 2  0.983140
#> 3 3  0.998181
#> 4 4  0.999578
#> 5 5  0.999991
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> 
#> 
#> Scoring History: 
#>             timestamp   duration training_speed  epochs iterations
#> 1 2020-11-20 00:45:27  0.000 sec             NA 0.00000          0
#> 2 2020-11-20 00:45:32  6.317 sec   7614 obs/sec 0.09999          1
#> 3 2020-11-20 00:45:48 22.762 sec  10809 obs/sec 0.59900          6
#> 4 2020-11-20 00:46:03 37.179 sec  11913 obs/sec 1.09886         11
#>         samples training_rmse training_logloss training_r2
#> 1      0.000000            NA               NA          NA
#> 2  34899.000000       0.46850          0.70860     0.89309
#> 3 209061.000000       0.39074          0.48955     0.92564
#> 4 383519.000000       0.35509          0.40628     0.93859
#>   training_classification_error validation_rmse validation_logloss
#> 1                            NA              NA                 NA
#> 2                       0.29001         0.46797            0.70318
#> 3                       0.20067         0.39502            0.49726
#> 4                       0.17273         0.35949            0.41816
#>   validation_r2 validation_classification_error
#> 1            NA                              NA
#> 2       0.88775                         0.28983
#> 3       0.92002                         0.20923
#> 4       0.93376                         0.17584
#> 
#> Variable Importances: (Extract with `h2o.varimp`) 
#> =================================================
#> 
#> Variable Importances: 
#>                             variable relative_importance scaled_importance
#> 1             Wilderness_Area.area_0            1.000000          1.000000
#> 2    Horizontal_Distance_To_Roadways            0.931456          0.931456
#> 3                          Elevation            0.861825          0.861825
#> 4 Horizontal_Distance_To_Fire_Points            0.848471          0.848471
#> 5             Wilderness_Area.area_2            0.789438          0.789438
#>   percentage
#> 1   0.033344
#> 2   0.031058
#> 3   0.028736
#> 4   0.028291
#> 5   0.026323
#> 
#> ---
#>                       variable relative_importance scaled_importance percentage
#> 51               Hillshade_9am            0.416170          0.416170   0.013877
#> 52                       Slope            0.376747          0.376747   0.012562
#> 53               Hillshade_3pm            0.354328          0.354328   0.011815
#> 54                      Aspect            0.273095          0.273095   0.009106
#> 55       Soil_Type.missing(NA)            0.000000          0.000000   0.000000
#> 56 Wilderness_Area.missing(NA)            0.000000          0.000000   0.000000

Inspect the model in Flow for more information about model building etc. by issuing a cell with the content getModel “dl_model_first”, and pressing Ctrl-Enter.

46.5.2 Variable Importances

Variable importances for Neural Network models are notoriously difficult to compute, and there are many pitfalls. H2O Deep Learning has implemented the method of Gedeon, and returns relative variable importances in descending order of importance.

head(as.data.frame(h2o.varimp(m1)))
#>                             variable relative_importance scaled_importance
#> 1             Wilderness_Area.area_0               1.000             1.000
#> 2    Horizontal_Distance_To_Roadways               0.931             0.931
#> 3                          Elevation               0.862             0.862
#> 4 Horizontal_Distance_To_Fire_Points               0.848             0.848
#> 5             Wilderness_Area.area_2               0.789             0.789
#> 6             Wilderness_Area.area_1               0.762             0.762
#>   percentage
#> 1     0.0333
#> 2     0.0311
#> 3     0.0287
#> 4     0.0283
#> 5     0.0263
#> 6     0.0254

46.5.3 Early Stopping

Now we run another, smaller network, and we let it stop automatically once the misclassification rate converges (specifically, if the moving average of length 2 does not improve by at least 1% for 2 consecutive scoring events). We also sample the validation set to 10,000 rows for faster scoring.

m2 <- h2o.deeplearning(
  model_id="dl_model_faster", 
  training_frame=train, 
  validation_frame=valid,
  x=predictors,
  y=response,
  hidden=c(32,32,32),                  ## small network, runs faster
  epochs=1000000,                      ## hopefully converges earlier...
  score_validation_samples=10000,      ## sample the validation dataset (faster)
  stopping_rounds=2,
  stopping_metric="misclassification", ## could be "MSE","logloss","r2"
  stopping_tolerance=0.01
)
#> 
  |                                                                            
  |                                                                      |   0%
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  |======================================================================| 100%
summary(m2)
#> Model Details:
#> ==============
#> 
#> H2OMultinomialModel: deeplearning
#> Model Key:  dl_model_faster 
#> Status of Neuron Layers: predicting Cover_Type, 7-class classification, multinomial distribution, CrossEntropy loss, 4,167 weights/biases, 57.9 KB, 6,997,636 training samples, mini-batch size 1
#>   layer units      type dropout       l1       l2 mean_rate rate_rms momentum
#> 1     1    56     Input  0.00 %       NA       NA        NA       NA       NA
#> 2     2    32 Rectifier  0.00 % 0.000000 0.000000  0.044750 0.205196 0.000000
#> 3     3    32 Rectifier  0.00 % 0.000000 0.000000  0.000365 0.000203 0.000000
#> 4     4    32 Rectifier  0.00 % 0.000000 0.000000  0.000650 0.000469 0.000000
#> 5     5     7   Softmax      NA 0.000000 0.000000  0.081947 0.251862 0.000000
#>   mean_weight weight_rms mean_bias bias_rms
#> 1          NA         NA        NA       NA
#> 2    0.002544   0.302103  0.183948 0.343792
#> 3   -0.042678   0.401781  0.630921 0.764434
#> 4    0.018843   0.577631  0.723080 0.573754
#> 5   -3.421288   3.540264 -4.262941 2.090440
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on training data. **
#> ** Metrics reported on temporary training frame with 9899 samples **
#> 
#> Training Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.108
#> RMSE: (Extract with `h2o.rmse`) 0.329
#> Logloss: (Extract with `h2o.logloss`) 0.359
#> Mean Per-Class Error: 0.209
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,train = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3041     513       0       0       2       1      43 0.1553
#> class_2     453    4303      40       0      36      35      10 0.1177
#> class_3       0      25     495      17       1      52       0 0.1610
#> class_4       0       0      11      38       0       4       0 0.2830
#> class_5       9      43       2       0     116       1       0 0.3216
#> class_6       2      29      62       4       2     200       0 0.3311
#> class_7      28       1       0       0       0       0     280 0.0939
#> Totals     3533    4914     610      59     157     293     333 0.1441
#>                    Rate
#> class_1 =   559 / 3,600
#> class_2 =   574 / 4,877
#> class_3 =      95 / 590
#> class_4 =       15 / 53
#> class_5 =      55 / 171
#> class_6 =      99 / 299
#> class_7 =      29 / 309
#> Totals  = 1,426 / 9,899
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,train = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.855945
#> 2 2  0.986463
#> 3 3  0.998485
#> 4 4  0.999596
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on validation data. **
#> ** Metrics reported on temporary validation frame with 9964 samples **
#> 
#> Validation Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.112
#> RMSE: (Extract with `h2o.rmse`) 0.334
#> Logloss: (Extract with `h2o.logloss`) 0.376
#> Mean Per-Class Error: 0.245
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,valid = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3093     507       0       0       4       1      36 0.1505
#> class_2     457    4221      36       0      44      33       6 0.1201
#> class_3       0      25     529      20       0      69       0 0.1773
#> class_4       0       0      12      33       0       4       0 0.3265
#> class_5       8      64      11       0      98       0       0 0.4586
#> class_6       2      25      72       2       2     198       0 0.3422
#> class_7      47       1       0       0       0       0     304 0.1364
#> Totals     3607    4843     660      55     148     305     346 0.1493
#>                    Rate
#> class_1 =   548 / 3,641
#> class_2 =   576 / 4,797
#> class_3 =     114 / 643
#> class_4 =       16 / 49
#> class_5 =      83 / 181
#> class_6 =     103 / 301
#> class_7 =      48 / 352
#> Totals  = 1,488 / 9,964
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,valid = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.850662
#> 2 2  0.986451
#> 3 3  0.997290
#> 4 4  0.999498
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> 
#> 
#> Scoring History: 
#>              timestamp   duration training_speed   epochs iterations
#> 1  2020-11-20 00:46:05  0.000 sec             NA  0.00000          0
#> 2  2020-11-20 00:46:06  1.165 sec  90270 obs/sec  0.28580          1
#> 3  2020-11-20 00:46:11  6.524 sec 108717 obs/sec  2.00480          7
#> 4  2020-11-20 00:46:16 11.558 sec 113586 obs/sec  3.72313         13
#> 5  2020-11-20 00:46:22 17.093 sec 117990 obs/sec  5.72920         20
#> 6  2020-11-20 00:46:27 22.467 sec 121073 obs/sec  7.73277         27
#> 7  2020-11-20 00:46:33 27.777 sec 123275 obs/sec  9.73939         34
#> 8  2020-11-20 00:46:38 32.886 sec 125556 obs/sec 11.73989         41
#> 9  2020-11-20 00:46:43 37.997 sec 127220 obs/sec 13.74839         48
#> 10 2020-11-20 00:46:49 43.645 sec 129171 obs/sec 16.03798         56
#> 11 2020-11-20 00:46:54 48.693 sec 130235 obs/sec 18.04370         63
#> 12 2020-11-20 00:46:59 53.711 sec 131172 obs/sec 20.04967         70
#> 13 2020-11-20 00:46:59 53.740 sec 131167 obs/sec 20.04967         70
#>           samples training_rmse training_logloss training_r2
#> 1        0.000000            NA               NA          NA
#> 2    99749.000000       0.43749          0.59375     0.89724
#> 3   699706.000000       0.37934          0.45952     0.92274
#> 4  1299427.000000       0.36669          0.43114     0.92781
#> 5  1999578.000000       0.35577          0.41289     0.93205
#> 6  2698851.000000       0.35258          0.40475     0.93326
#> 7  3399193.000000       0.34105          0.38773     0.93755
#> 8  4097398.000000       0.33517          0.37329     0.93968
#> 9  4798393.000000       0.33161          0.36779     0.94096
#> 10 5597496.000000       0.32921          0.35920     0.94181
#> 11 6297522.000000       0.32682          0.35087     0.94265
#> 12 6997636.000000       0.32666          0.35614     0.94271
#> 13 6997636.000000       0.32921          0.35920     0.94181
#>    training_classification_error validation_rmse validation_logloss
#> 1                             NA              NA                 NA
#> 2                        0.25366         0.43677            0.59368
#> 3                        0.19376         0.38519            0.47204
#> 4                        0.18032         0.37263            0.44703
#> 5                        0.16971         0.36044            0.42456
#> 6                        0.16365         0.35549            0.41467
#> 7                        0.15719         0.34788            0.40580
#> 8                        0.15173         0.33894            0.38546
#> 9                        0.14426         0.33504            0.38034
#> 10                       0.14405         0.33441            0.37603
#> 11                       0.14304         0.33181            0.36860
#> 12                       0.14143         0.33281            0.37346
#> 13                       0.14405         0.33441            0.37603
#>    validation_r2 validation_classification_error
#> 1             NA                              NA
#> 2        0.90345                         0.25161
#> 3        0.92491                         0.19791
#> 4        0.92973                         0.18446
#> 5        0.93425                         0.17021
#> 6        0.93604                         0.16831
#> 7        0.93875                         0.16038
#> 8        0.94186                         0.15295
#> 9        0.94319                         0.14954
#> 10       0.94340                         0.14934
#> 11       0.94428                         0.14934
#> 12       0.94394                         0.15004
#> 13       0.94340                         0.14934
#> 
#> Variable Importances: (Extract with `h2o.varimp`) 
#> =================================================
#> 
#> Variable Importances: 
#>                          variable relative_importance scaled_importance
#> 1 Horizontal_Distance_To_Roadways            1.000000          1.000000
#> 2          Wilderness_Area.area_0            0.987520          0.987520
#> 3                       Elevation            0.977226          0.977226
#> 4          Wilderness_Area.area_1            0.936496          0.936496
#> 5               Soil_Type.type_21            0.839471          0.839471
#>   percentage
#> 1   0.034230
#> 2   0.033803
#> 3   0.033451
#> 4   0.032056
#> 5   0.028735
#> 
#> ---
#>                          variable relative_importance scaled_importance
#> 51              Soil_Type.type_14            0.272257          0.272257
#> 52 Vertical_Distance_To_Hydrology            0.246618          0.246618
#> 53                          Slope            0.165276          0.165276
#> 54                         Aspect            0.049482          0.049482
#> 55          Soil_Type.missing(NA)            0.000000          0.000000
#> 56    Wilderness_Area.missing(NA)            0.000000          0.000000
#>    percentage
#> 51   0.009319
#> 52   0.008442
#> 53   0.005657
#> 54   0.001694
#> 55   0.000000
#> 56   0.000000
plot(m2)

46.5.4 Adaptive Learning Rate

By default, H2O Deep Learning uses an adaptive learning rate (ADADELTA) for its stochastic gradient descent optimization. There are only two tuning parameters for this method: rho and epsilon, which balance the global and local search efficiencies. rho is the similarity to prior weight updates (similar to momentum), and epsilon is a parameter that prevents the optimization to get stuck in local optima. Defaults are rho=0.99 and epsilon=1e-8. For cases where convergence speed is very important, it might make sense to perform a few runs to optimize these two parameters (e.g., with rho in c(0.9,0.95,0.99,0.999) and epsilon in c(1e-10,1e-8,1e-6,1e-4)). Of course, as always with grid searches, caution has to be applied when extrapolating grid search results to a different parameter regime (e.g., for more epochs or different layer topologies or activation functions, etc.).

If adaptive_rate is disabled, several manual learning rate parameters become important: rate, rate_annealing, rate_decay, momentum_start, momentum_ramp, momentum_stable and nesterov_accelerated_gradient, the discussion of which we leave to H2O Deep Learning booklet.

46.5.5 Tuning

With some tuning, it is possible to obtain less than 10% test set error rate in about one minute. Error rates of below 5% are possible with larger models. Note that deep tree methods can be more effective for this dataset than Deep Learning, as they directly partition the space into sectors, which seems to be needed here.

m3 <- h2o.deeplearning(
  model_id="dl_model_tuned", 
  training_frame=train, 
  validation_frame=valid, 
  x=predictors, 
  y=response, 
  overwrite_with_best_model=F,    ## Return final model after 10 epochs, even if not the best
  hidden=c(128,128,128),          ## more hidden layers -> more complex interactions
  epochs=10,                      ## to keep it short enough
  score_validation_samples=10000, ## downsample validation set for faster scoring
  score_duty_cycle=0.025,         ## don't score more than 2.5% of the wall time
  adaptive_rate=F,                ## manually tuned learning rate
  rate=0.01, 
  rate_annealing=2e-6,            
  momentum_start=0.2,             ## manually tuned momentum
  momentum_stable=0.4, 
  momentum_ramp=1e7, 
  l1=1e-5,                        ## add some L1/L2 regularization
  l2=1e-5,
  max_w2=10                       ## helps stability for Rectifier
) 
#> 
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summary(m3)
#> Model Details:
#> ==============
#> 
#> H2OMultinomialModel: deeplearning
#> Model Key:  dl_model_tuned 
#> Status of Neuron Layers: predicting Cover_Type, 7-class classification, multinomial distribution, CrossEntropy loss, 41,223 weights/biases, 332.9 KB, 3,500,387 training samples, mini-batch size 1
#>   layer units      type dropout       l1       l2 mean_rate rate_rms momentum
#> 1     1    56     Input  0.00 %       NA       NA        NA       NA       NA
#> 2     2   128 Rectifier  0.00 % 0.000010 0.000010  0.001250 0.000000 0.270008
#> 3     3   128 Rectifier  0.00 % 0.000010 0.000010  0.001250 0.000000 0.270008
#> 4     4   128 Rectifier  0.00 % 0.000010 0.000010  0.001250 0.000000 0.270008
#> 5     5     7   Softmax      NA 0.000010 0.000010  0.001250 0.000000 0.270008
#>   mean_weight weight_rms mean_bias bias_rms
#> 1          NA         NA        NA       NA
#> 2   -0.012577   0.312181  0.023897 0.327174
#> 3   -0.058654   0.222585  0.835404 0.353978
#> 4   -0.057502   0.216801  0.801143 0.205884
#> 5   -0.033170   0.269806  0.003331 0.833177
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on training data. **
#> ** Metrics reported on temporary training frame with 9853 samples **
#> 
#> Training Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0542
#> RMSE: (Extract with `h2o.rmse`) 0.233
#> Logloss: (Extract with `h2o.logloss`) 0.181
#> Mean Per-Class Error: 0.116
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,train = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3414     219       0       0       3       0      18 0.0657
#> class_2     285    4487       7       0      12       4       2 0.0646
#> class_3       0      19     560       8       1      29       0 0.0924
#> class_4       0       0       1      42       0       1       0 0.0455
#> class_5       4      32       0       0     107       1       0 0.2569
#> class_6       0      18      45       0       0     215       0 0.2266
#> class_7      18       1       0       0       0       0     300 0.0596
#> Totals     3721    4776     613      50     123     250     320 0.0739
#>                  Rate
#> class_1 = 240 / 3,654
#> class_2 = 310 / 4,797
#> class_3 =    57 / 617
#> class_4 =      2 / 44
#> class_5 =    37 / 144
#> class_6 =    63 / 278
#> class_7 =    19 / 319
#> Totals  = 728 / 9,853
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,train = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.926114
#> 2 2  0.996549
#> 3 3  0.999696
#> 4 4  1.000000
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on validation data. **
#> ** Metrics reported on temporary validation frame with 9980 samples **
#> 
#> Validation Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0611
#> RMSE: (Extract with `h2o.rmse`) 0.247
#> Logloss: (Extract with `h2o.logloss`) 0.201
#> Mean Per-Class Error: 0.135
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,valid = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3378     233       0       0       4       1      17 0.0702
#> class_2     307    4451       5       0      30       6       6 0.0737
#> class_3       1      12     547      12       1      34       0 0.0988
#> class_4       0       0       4      41       0       9       0 0.2407
#> class_5       2      22       0       0     142       1       0 0.1497
#> class_6       0      27      52       4       0     281       0 0.2280
#> class_7      29       1       0       0       0       0     320 0.0857
#> Totals     3717    4746     608      57     177     332     343 0.0822
#>                  Rate
#> class_1 = 255 / 3,633
#> class_2 = 354 / 4,805
#> class_3 =    60 / 607
#> class_4 =     13 / 54
#> class_5 =    25 / 167
#> class_6 =    83 / 364
#> class_7 =    30 / 350
#> Totals  = 820 / 9,980
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,valid = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.917836
#> 2 2  0.996293
#> 3 3  0.999800
#> 4 4  1.000000
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> 
#> 
#> Scoring History: 
#>              timestamp          duration training_speed   epochs iterations
#> 1  2020-11-20 00:46:59         0.000 sec             NA  0.00000          0
#> 2  2020-11-20 00:47:04         5.374 sec  19667 obs/sec  0.28570          1
#> 3  2020-11-20 00:47:16        17.004 sec  24298 obs/sec  1.14580          4
#> 4  2020-11-20 00:47:27        27.634 sec  26041 obs/sec  2.00380          7
#> 5  2020-11-20 00:47:37        38.130 sec  26919 obs/sec  2.86322         10
#> 6  2020-11-20 00:47:47        48.268 sec  27612 obs/sec  3.72185         13
#> 7  2020-11-20 00:47:58        58.391 sec  28070 obs/sec  4.57999         16
#> 8  2020-11-20 00:48:08  1 min  8.665 sec  28342 obs/sec  5.44094         19
#> 9  2020-11-20 00:48:18  1 min 18.808 sec  28589 obs/sec  6.30286         22
#> 10 2020-11-20 00:48:28  1 min 29.079 sec  28738 obs/sec  7.16387         25
#> 11 2020-11-20 00:48:39  1 min 39.471 sec  28814 obs/sec  8.02484         28
#> 12 2020-11-20 00:48:47  1 min 47.630 sec  28540 obs/sec  8.59717         30
#> 13 2020-11-20 00:48:58  1 min 58.814 sec  28428 obs/sec  9.45631         33
#> 14 2020-11-20 00:49:05  2 min  5.602 sec  28530 obs/sec 10.02933         35
#>           samples training_rmse training_logloss training_r2
#> 1        0.000000            NA               NA          NA
#> 2    99715.000000       0.42091          0.54792     0.90389
#> 3   399903.000000       0.36110          0.40892     0.92926
#> 4   699355.000000       0.32465          0.33522     0.94282
#> 5   999306.000000       0.30337          0.29947     0.95007
#> 6  1298980.000000       0.28769          0.26896     0.95510
#> 7  1598486.000000       0.27389          0.24600     0.95930
#> 8  1898968.000000       0.26872          0.23760     0.96083
#> 9  2199794.000000       0.25677          0.21771     0.96423
#> 10 2500298.000000       0.25132          0.20910     0.96574
#> 11 2800789.000000       0.24956          0.20557     0.96621
#> 12 3000543.000000       0.23992          0.19289     0.96877
#> 13 3300393.000000       0.23879          0.18893     0.96907
#> 14 3500387.000000       0.23290          0.18055     0.97057
#>    training_classification_error validation_rmse validation_logloss
#> 1                             NA              NA                 NA
#> 2                        0.23414         0.42117            0.54686
#> 3                        0.17446         0.36241            0.41089
#> 4                        0.14544         0.33231            0.34976
#> 5                        0.11864         0.31353            0.31560
#> 6                        0.10738         0.29535            0.27967
#> 7                        0.10058         0.28128            0.25850
#> 8                        0.09540         0.27812            0.25019
#> 9                        0.08901         0.26701            0.23320
#> 10                       0.08140         0.26332            0.22801
#> 11                       0.08566         0.25778            0.21911
#> 12                       0.07734         0.24912            0.20497
#> 13                       0.07592         0.25180            0.20628
#> 14                       0.07389         0.24714            0.20143
#>    validation_r2 validation_classification_error
#> 1             NA                              NA
#> 2        0.91352                         0.23808
#> 3        0.93597                         0.17575
#> 4        0.94616                         0.15100
#> 5        0.95208                         0.13176
#> 6        0.95747                         0.11894
#> 7        0.96143                         0.10762
#> 8        0.96229                         0.10701
#> 9        0.96524                         0.09409
#> 10       0.96620                         0.09389
#> 11       0.96760                         0.08868
#> 12       0.96974                         0.08236
#> 13       0.96909                         0.08617
#> 14       0.97022                         0.08216
#> 
#> Variable Importances: (Extract with `h2o.varimp`) 
#> =================================================
#> 
#> Variable Importances: 
#>                             variable relative_importance scaled_importance
#> 1                          Elevation            1.000000          1.000000
#> 2    Horizontal_Distance_To_Roadways            0.845648          0.845648
#> 3 Horizontal_Distance_To_Fire_Points            0.806406          0.806406
#> 4             Wilderness_Area.area_0            0.613771          0.613771
#> 5             Wilderness_Area.area_2            0.577823          0.577823
#>   percentage
#> 1   0.051920
#> 2   0.043906
#> 3   0.041869
#> 4   0.031867
#> 5   0.030001
#> 
#> ---
#>                       variable relative_importance scaled_importance percentage
#> 51           Soil_Type.type_17            0.143857          0.143857   0.007469
#> 52            Soil_Type.type_7            0.143357          0.143357   0.007443
#> 53           Soil_Type.type_14            0.142947          0.142947   0.007422
#> 54           Soil_Type.type_24            0.135752          0.135752   0.007048
#> 55       Soil_Type.missing(NA)            0.000000          0.000000   0.000000
#> 56 Wilderness_Area.missing(NA)            0.000000          0.000000   0.000000

Let’s compare the training error with the validation and test set errors

h2o.performance(m3, train=T)          ## sampled training data (from model building)
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on training data. **
#> ** Metrics reported on temporary training frame with 9853 samples **
#> 
#> Training Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0542
#> RMSE: (Extract with `h2o.rmse`) 0.233
#> Logloss: (Extract with `h2o.logloss`) 0.181
#> Mean Per-Class Error: 0.116
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,train = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3414     219       0       0       3       0      18 0.0657
#> class_2     285    4487       7       0      12       4       2 0.0646
#> class_3       0      19     560       8       1      29       0 0.0924
#> class_4       0       0       1      42       0       1       0 0.0455
#> class_5       4      32       0       0     107       1       0 0.2569
#> class_6       0      18      45       0       0     215       0 0.2266
#> class_7      18       1       0       0       0       0     300 0.0596
#> Totals     3721    4776     613      50     123     250     320 0.0739
#>                  Rate
#> class_1 = 240 / 3,654
#> class_2 = 310 / 4,797
#> class_3 =    57 / 617
#> class_4 =      2 / 44
#> class_5 =    37 / 144
#> class_6 =    63 / 278
#> class_7 =    19 / 319
#> Totals  = 728 / 9,853
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,train = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.926114
#> 2 2  0.996549
#> 3 3  0.999696
#> 4 4  1.000000
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
h2o.performance(m3, valid=T)          ## sampled validation data (from model building)
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on validation data. **
#> ** Metrics reported on temporary validation frame with 9980 samples **
#> 
#> Validation Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0611
#> RMSE: (Extract with `h2o.rmse`) 0.247
#> Logloss: (Extract with `h2o.logloss`) 0.201
#> Mean Per-Class Error: 0.135
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,valid = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3378     233       0       0       4       1      17 0.0702
#> class_2     307    4451       5       0      30       6       6 0.0737
#> class_3       1      12     547      12       1      34       0 0.0988
#> class_4       0       0       4      41       0       9       0 0.2407
#> class_5       2      22       0       0     142       1       0 0.1497
#> class_6       0      27      52       4       0     281       0 0.2280
#> class_7      29       1       0       0       0       0     320 0.0857
#> Totals     3717    4746     608      57     177     332     343 0.0822
#>                  Rate
#> class_1 = 255 / 3,633
#> class_2 = 354 / 4,805
#> class_3 =    60 / 607
#> class_4 =     13 / 54
#> class_5 =    25 / 167
#> class_6 =    83 / 364
#> class_7 =    30 / 350
#> Totals  = 820 / 9,980
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,valid = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.917836
#> 2 2  0.996293
#> 3 3  0.999800
#> 4 4  1.000000
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
h2o.performance(m3, newdata=train)    ## full training data
#> H2OMultinomialMetrics: deeplearning
#> 
#> Test Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0567
#> RMSE: (Extract with `h2o.rmse`) 0.238
#> Logloss: (Extract with `h2o.logloss`) 0.188
#> Mean Per-Class Error: 0.122
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>, <data>)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1  118796    7547       1       0     120      58     598 0.0655
#> class_2   10285  158771     251       0     629     316      90 0.0679
#> class_3       2     646   19442     296      47    1009       0 0.0933
#> class_4       0       2     166    1435       0      55       0 0.1345
#> class_5      71    1084      87       0    4451      26       1 0.2219
#> class_6      12     504    1363     104       5    8445       0 0.1905
#> class_7     860      95       0       0       2       0   11343 0.0778
#> Totals   130026  168649   21310    1835    5254    9909   12032 0.0754
#>                       Rate
#> class_1 =  8,324 / 127,120
#> class_2 = 11,571 / 170,342
#> class_3 =   2,000 / 21,442
#> class_4 =      223 / 1,658
#> class_5 =    1,269 / 5,720
#> class_6 =   1,988 / 10,433
#> class_7 =     957 / 12,300
#> Totals  = 26,332 / 349,015
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>, <data>)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.924553
#> 2 2  0.996662
#> 3 3  0.999811
#> 4 4  0.999966
#> 5 5  0.999997
#> 6 6  1.000000
#> 7 7  1.000000
h2o.performance(m3, newdata=valid)    ## full validation data
#> H2OMultinomialMetrics: deeplearning
#> 
#> Test Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0626
#> RMSE: (Extract with `h2o.rmse`) 0.25
#> Logloss: (Extract with `h2o.logloss`) 0.208
#> Mean Per-Class Error: 0.138
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>, <data>)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1   39405    2809       2       0      55      15     214 0.0728
#> class_2    3684   52186      91       0     256     122      41 0.0744
#> class_3       5     257    6389     117      12     363       0 0.1056
#> class_4       0       0      59     473       0      30       0 0.1584
#> class_5      29     403      40       0    1388      10       0 0.2578
#> class_6       4     223     488      31       2    2716       0 0.2159
#> class_7     321      24       0       0       1       0    3753 0.0844
#> Totals    43448   55902    7069     621    1714    3256    4008 0.0837
#>                      Rate
#> class_1 =  3,095 / 42,500
#> class_2 =  4,194 / 56,380
#> class_3 =     754 / 7,143
#> class_4 =        89 / 562
#> class_5 =     482 / 1,870
#> class_6 =     748 / 3,464
#> class_7 =     346 / 4,099
#> Totals  = 9,708 / 116,018
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>, <data>)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.916323
#> 2 2  0.995716
#> 3 3  0.999690
#> 4 4  0.999974
#> 5 5  0.999991
#> 6 6  1.000000
#> 7 7  1.000000
h2o.performance(m3, newdata=test)     ## full test data
#> H2OMultinomialMetrics: deeplearning
#> 
#> Test Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0623
#> RMSE: (Extract with `h2o.rmse`) 0.25
#> Logloss: (Extract with `h2o.logloss`) 0.207
#> Mean Per-Class Error: 0.132
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>, <data>)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1   39222    2714       0       0      51       8     225 0.0710
#> class_2    3722   52326     109       1     227     148      46 0.0752
#> class_3       1     272    6437     124      18     317       0 0.1021
#> class_4       0       0      53     452       0      22       0 0.1423
#> class_5      24     397      29       0    1443      10       0 0.2417
#> class_6       2     186     480      35       2    2765       0 0.2032
#> class_7     345      31       0       0       1       0    3734 0.0917
#> Totals    43316   55926    7108     612    1742    3270    4005 0.0828
#>                      Rate
#> class_1 =  2,998 / 42,220
#> class_2 =  4,253 / 56,579
#> class_3 =     732 / 7,169
#> class_4 =        75 / 527
#> class_5 =     460 / 1,903
#> class_6 =     705 / 3,470
#> class_7 =     377 / 4,111
#> Totals  = 9,600 / 115,979
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>, <data>)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.917226
#> 2 2  0.995499
#> 3 3  0.999664
#> 4 4  0.999957
#> 5 5  0.999991
#> 6 6  1.000000
#> 7 7  1.000000

To confirm that the reported confusion matrix on the validation set (here, the test set) was correct, we make a prediction on the test set and compare the confusion matrices explicitly:

46.5.8 Checkpointing

Let’s continue training the manually tuned model from before, for 2 more epochs. Note that since many important parameters such as epochs, l1, l2, max_w2, score_interval, train_samples_per_iteration, input_dropout_ratio, hidden_dropout_ratios, score_duty_cycle, classification_stop, regression_stop, variable_importances, force_load_balance can be modified between checkpoint restarts, it is best to specify as many parameters as possible explicitly.

max_epochs <- 12 ## Add two more epochs
m_cont <- h2o.deeplearning(
  model_id="dl_model_tuned_continued", 
  checkpoint="dl_model_tuned", 
  training_frame=train, 
  validation_frame=valid, 
  x=predictors, 
  y=response, 
  hidden=c(128,128,128),          ## more hidden layers -> more complex interactions
  epochs=max_epochs,              ## hopefully long enough to converge (otherwise restart again)
  stopping_metric="logloss",      ## logloss is directly optimized by Deep Learning
  stopping_tolerance=1e-2,        ## stop when validation logloss does not improve by >=1% for 2 scoring events
  stopping_rounds=2,
  score_validation_samples=10000, ## downsample validation set for faster scoring
  score_duty_cycle=0.025,         ## don't score more than 2.5% of the wall time
  adaptive_rate=F,                ## manually tuned learning rate
  rate=0.01, 
  rate_annealing=2e-6,            
  momentum_start=0.2,             ## manually tuned momentum
  momentum_stable=0.4, 
  momentum_ramp=1e7, 
  l1=1e-5,                        ## add some L1/L2 regularization
  l2=1e-5,
  max_w2=10                       ## helps stability for Rectifier
) 
summary(m_cont)
plot(m_cont)

Once we are satisfied with the results, we can save the model to disk (on the cluster). In this example, we store the model in a directory called mybest_deeplearning_covtype_model, which will be created for us since force=TRUE.

path <- h2o.saveModel(m_cont, 
          path = file.path(data_out_dir, "mybest_deeplearning_covtype_model"), force=TRUE)

It can be loaded later with the following command:

print(path)
#> [1] "/home/rstudio/all/output/data/mybest_deeplearning_covtype_model/dl_model_tuned_continued"
m_loaded <- h2o.loadModel(path)
summary(m_loaded)
#> Model Details:
#> ==============
#> 
#> H2OMultinomialModel: deeplearning
#> Model Key:  dl_model_tuned_continued 
#> Status of Neuron Layers: predicting Cover_Type, 7-class classification, multinomial distribution, CrossEntropy loss, 41,223 weights/biases, 333.0 KB, 3,600,182 training samples, mini-batch size 1
#>   layer units      type dropout       l1       l2 mean_rate rate_rms momentum
#> 1     1    56     Input  0.00 %       NA       NA        NA       NA       NA
#> 2     2   128 Rectifier  0.00 % 0.000010 0.000010  0.001219 0.000000 0.272004
#> 3     3   128 Rectifier  0.00 % 0.000010 0.000010  0.001219 0.000000 0.272004
#> 4     4   128 Rectifier  0.00 % 0.000010 0.000010  0.001219 0.000000 0.272004
#> 5     5     7   Softmax      NA 0.000010 0.000010  0.001219 0.000000 0.272004
#>   mean_weight weight_rms mean_bias bias_rms
#> 1          NA         NA        NA       NA
#> 2   -0.012577   0.312181  0.023897 0.327174
#> 3   -0.058654   0.222585  0.835404 0.353978
#> 4   -0.057502   0.216801  0.801143 0.205884
#> 5   -0.033170   0.269806  0.003331 0.833177
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on training data. **
#> ** Metrics reported on temporary training frame with 9930 samples **
#> 
#> Training Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0545
#> RMSE: (Extract with `h2o.rmse`) 0.233
#> Logloss: (Extract with `h2o.logloss`) 0.182
#> Mean Per-Class Error: 0.127
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,train = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3367     200       0       0       6       3      22 0.0642
#> class_2     285    4507       6       0      15      10       4 0.0663
#> class_3       0      16     596       5       1      28       0 0.0774
#> class_4       0       0       9      35       0       0       0 0.2045
#> class_5       2      26       5       0     126       0       0 0.2075
#> class_6       0      21      40       1       0     247       0 0.2006
#> class_7      23       1       0       0       0       0     323 0.0692
#> Totals     3677    4771     656      41     148     288     349 0.0734
#>                  Rate
#> class_1 = 231 / 3,598
#> class_2 = 320 / 4,827
#> class_3 =    50 / 646
#> class_4 =      9 / 44
#> class_5 =    33 / 159
#> class_6 =    62 / 309
#> class_7 =    24 / 347
#> Totals  = 729 / 9,930
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,train = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.926586
#> 2 2  0.996375
#> 3 3  0.999698
#> 4 4  0.999899
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> H2OMultinomialMetrics: deeplearning
#> ** Reported on validation data. **
#> ** Metrics reported on temporary validation frame with 9882 samples **
#> 
#> Validation Set Metrics: 
#> =====================
#> 
#> MSE: (Extract with `h2o.mse`) 0.0638
#> RMSE: (Extract with `h2o.rmse`) 0.253
#> Logloss: (Extract with `h2o.logloss`) 0.212
#> Mean Per-Class Error: 0.136
#> Confusion Matrix: Extract with `h2o.confusionMatrix(<model>,valid = TRUE)`)
#> =========================================================================
#> Confusion Matrix: Row labels: Actual class; Column labels: Predicted class
#>         class_1 class_2 class_3 class_4 class_5 class_6 class_7  Error
#> class_1    3331     230       0       0       2       4      21 0.0716
#> class_2     307    4446      13       0      21      10       8 0.0747
#> class_3       0      23     562      11       0      28       0 0.0994
#> class_4       0       0       6      40       0       0       0 0.1304
#> class_5       1      31       3       0     130       2       0 0.2216
#> class_6       0      27      56       2       0     230       0 0.2698
#> class_7      26       3       0       0       0       0     308 0.0861
#> Totals     3665    4760     640      53     153     274     337 0.0845
#>                  Rate
#> class_1 = 257 / 3,588
#> class_2 = 359 / 4,805
#> class_3 =    62 / 624
#> class_4 =      6 / 46
#> class_5 =    37 / 167
#> class_6 =    85 / 315
#> class_7 =    29 / 337
#> Totals  = 835 / 9,882
#> 
#> Hit Ratio Table: Extract with `h2o.hit_ratio_table(<model>,valid = TRUE)`
#> =======================================================================
#> Top-7 Hit Ratios: 
#>   k hit_ratio
#> 1 1  0.915503
#> 2 2  0.995750
#> 3 3  0.999696
#> 4 4  1.000000
#> 5 5  1.000000
#> 6 6  1.000000
#> 7 7  1.000000
#> 
#> 
#> 
#> 
#> Scoring History: 
#>              timestamp          duration training_speed   epochs iterations
#> 1  2020-11-20 00:46:59         0.000 sec             NA  0.00000          0
#> 2  2020-11-20 00:47:04         5.374 sec  19667 obs/sec  0.28570          1
#> 3  2020-11-20 00:47:16        17.004 sec  24298 obs/sec  1.14580          4
#> 4  2020-11-20 00:47:27        27.634 sec  26041 obs/sec  2.00380          7
#> 5  2020-11-20 00:47:37        38.130 sec  26919 obs/sec  2.86322         10
#> 6  2020-11-20 00:47:47        48.268 sec  27612 obs/sec  3.72185         13
#> 7  2020-11-20 00:47:58        58.391 sec  28070 obs/sec  4.57999         16
#> 8  2020-11-20 00:48:08  1 min  8.665 sec  28342 obs/sec  5.44094         19
#> 9  2020-11-20 00:48:18  1 min 18.808 sec  28589 obs/sec  6.30286         22
#> 10 2020-11-20 00:48:28  1 min 29.079 sec  28738 obs/sec  7.16387         25
#> 11 2020-11-20 00:48:39  1 min 39.471 sec  28814 obs/sec  8.02484         28
#> 12 2020-11-20 00:48:47  1 min 47.630 sec  28540 obs/sec  8.59717         30
#> 13 2020-11-20 00:48:58  1 min 58.814 sec  28428 obs/sec  9.45631         33
#> 14 2020-11-20 00:49:05  2 min  5.602 sec  28530 obs/sec 10.02933         35
#> 15 2020-11-20 00:50:13  2 min  9.147 sec  28572 obs/sec 10.31526         36
#> 16 2020-11-20 00:50:13  2 min  9.345 sec  28571 obs/sec 10.31526         36
#>           samples training_rmse training_logloss training_r2
#> 1        0.000000            NA               NA          NA
#> 2    99715.000000       0.42091          0.54792     0.90389
#> 3   399903.000000       0.36110          0.40892     0.92926
#> 4   699355.000000       0.32465          0.33522     0.94282
#> 5   999306.000000       0.30337          0.29947     0.95007
#> 6  1298980.000000       0.28769          0.26896     0.95510
#> 7  1598486.000000       0.27389          0.24600     0.95930
#> 8  1898968.000000       0.26872          0.23760     0.96083
#> 9  2199794.000000       0.25677          0.21771     0.96423
#> 10 2500298.000000       0.25132          0.20910     0.96574
#> 11 2800789.000000       0.24956          0.20557     0.96621
#> 12 3000543.000000       0.23992          0.19289     0.96877
#> 13 3300393.000000       0.23879          0.18893     0.96907
#> 14 3500387.000000       0.23290          0.18055     0.97057
#> 15 3600182.000000       0.23164          0.17838     0.97259
#> 16 3600182.000000       0.23348          0.18200     0.97215
#>    training_classification_error validation_rmse validation_logloss
#> 1                             NA              NA                 NA
#> 2                        0.23414         0.42117            0.54686
#> 3                        0.17446         0.36241            0.41089
#> 4                        0.14544         0.33231            0.34976
#> 5                        0.11864         0.31353            0.31560
#> 6                        0.10738         0.29535            0.27967
#> 7                        0.10058         0.28128            0.25850
#> 8                        0.09540         0.27812            0.25019
#> 9                        0.08901         0.26701            0.23320
#> 10                       0.08140         0.26332            0.22801
#> 11                       0.08566         0.25778            0.21911
#> 12                       0.07734         0.24912            0.20497
#> 13                       0.07592         0.25180            0.20628
#> 14                       0.07389         0.24714            0.20143
#> 15                       0.07301         0.24964            0.20878
#> 16                       0.07341         0.25264            0.21220
#>    validation_r2 validation_classification_error
#> 1             NA                              NA
#> 2        0.91352                         0.23808
#> 3        0.93597                         0.17575
#> 4        0.94616                         0.15100
#> 5        0.95208                         0.13176
#> 6        0.95747                         0.11894
#> 7        0.96143                         0.10762
#> 8        0.96229                         0.10701
#> 9        0.96524                         0.09409
#> 10       0.96620                         0.09389
#> 11       0.96760                         0.08868
#> 12       0.96974                         0.08236
#> 13       0.96909                         0.08617
#> 14       0.97022                         0.08216
#> 15       0.96814                         0.08187
#> 16       0.96737                         0.08450
#> 
#> Variable Importances: (Extract with `h2o.varimp`) 
#> =================================================
#> 
#> Variable Importances: 
#>                             variable relative_importance scaled_importance
#> 1                          Elevation            1.000000          1.000000
#> 2    Horizontal_Distance_To_Roadways            0.845648          0.845648
#> 3 Horizontal_Distance_To_Fire_Points            0.806406          0.806406
#> 4             Wilderness_Area.area_0            0.613771          0.613771
#> 5             Wilderness_Area.area_2            0.577823          0.577823
#>   percentage
#> 1   0.051920
#> 2   0.043906
#> 3   0.041869
#> 4   0.031867
#> 5   0.030001
#> 
#> ---
#>                       variable relative_importance scaled_importance percentage
#> 51           Soil_Type.type_17            0.143857          0.143857   0.007469
#> 52            Soil_Type.type_7            0.143357          0.143357   0.007443
#> 53           Soil_Type.type_14            0.142947          0.142947   0.007422
#> 54           Soil_Type.type_24            0.135752          0.135752   0.007048
#> 55       Soil_Type.missing(NA)            0.000000          0.000000   0.000000
#> 56 Wilderness_Area.missing(NA)            0.000000          0.000000   0.000000

This model is fully functional and can be inspected, restarted, or used to score a dataset, etc. Note that binary compatibility between H2O versions is currently not guaranteed.

46.5.9 Cross-Validation

For N-fold cross-validation, specify nfolds>1 instead of (or in addition to) a validation frame, and N+1 models will be built: 1 model on the full training data, and N models with each 1/N-th of the data held out (there are different holdout strategies). Those N models then score on the held out data, and their combined predictions on the full training data are scored to get the cross-validation metrics.

dlmodel <- h2o.deeplearning(
  x=predictors,
  y=response, 
  training_frame=train,
  hidden=c(10,10),
  epochs=1,
  nfolds=5,
  fold_assignment="Modulo" # can be "AUTO", "Modulo", "Random" or "Stratified"
  )
dlmodel

N-fold cross-validation is especially useful with early stopping, as the main model will pick the ideal number of epochs from the convergence behavior of the cross-validation models.

46.6 Regression and Binary Classification

Assume we want to turn the multi-class problem above into a binary classification problem. We create a binary response as follows:

train$bin_response <- ifelse(train[,response] == "class_1", 0, 1)

Let’s build a quick model and inspect the model:

dlmodel <- h2o.deeplearning(
  x=predictors,
  y="bin_response", 
  training_frame=train,
  hidden=c(10,10),
  epochs=0.1
)
summary(dlmodel)

Instead of a binary classification model, we find a regression model (H2ORegressionModel) that contains only 1 output neuron (instead of 2). The reason is that the response was a numerical feature (ordinal numbers 0 and 1), and H2O Deep Learning was run with distribution=AUTO, which defaulted to a Gaussian regression problem for a real-valued response. H2O Deep Learning supports regression for distributions other than Gaussian such as Poisson, Gamma, Tweedie, Laplace. It also supports Huber loss and per-row offsets specified via an offset_column. We refer to our H2O Deep Learning regression code examples for more information.

To perform classification, the response must first be turned into a categorical (factor) feature:

train$bin_response <- as.factor(train$bin_response) ##make categorical
dlmodel <- h2o.deeplearning(
  x=predictors,
  y="bin_response", 
  training_frame=train,
  hidden=c(10,10),
  epochs=0.1
  #balance_classes=T    ## enable this for high class imbalance
)
summary(dlmodel) ## Now the model metrics contain AUC for binary classification
plot(h2o.performance(dlmodel)) ## display ROC curve

Now the model performs (binary) classification, and has multiple (2) output neurons.

46.7 Unsupervised Anomaly detection

For instructions on how to build unsupervised models with H2O Deep Learning, we refer to our previous Tutorial on Anomaly Detection with H2O Deep Learning and our MNIST Anomaly detection code example, as well as our Stacked AutoEncoder R code example and another one for Unsupervised Pretraining with an AutoEncoder R code example.

46.8 H2O Deep Learning Tips & Tricks

46.8.1 Performance Tuning

The Definitive H2O Deep Learning Performance Tuning blog post covers many of the following points that affect the computational efficiency, so it’s highly recommended.

46.8.2 Activation Functions

While sigmoids have been used historically for neural networks, H2O Deep Learning implements Tanh, a scaled and shifted variant of the sigmoid which is symmetric around 0. Since its output values are bounded by -1..1, the stability of the neural network is rarely endangered. However, the derivative of the tanh function is always non-zero and back-propagation (training) of the weights is more computationally expensive than for rectified linear units, or Rectifier, which is max(0,x) and has vanishing gradient for x<=0, leading to much faster training speed for large networks and is often the fastest path to accuracy on larger problems. In case you encounter instabilities with the Rectifier (in which case model building is automatically aborted), try a limited value to re-scale the weights: max_w2=10. The Maxout activation function is computationally more expensive, but can lead to higher accuracy. It is a generalized version of the Rectifier with two non-zero channels. In practice, the Rectifier (and RectifierWithDropout, see below) is the most versatile and performant option for most problems.

46.8.3 Generalization Techniques

L1 and L2 penalties can be applied by specifying the l1 and l2 parameters. Intuition: L1 lets only strong weights survive (constant pulling force towards zero), while L2 prevents any single weight from getting too big. Dropout has recently been introduced as a powerful generalization technique, and is available as a parameter per layer, including the input layer. input_dropout_ratio controls the amount of input layer neurons that are randomly dropped (set to zero), while hidden_dropout_ratios are specified for each hidden layer. The former controls overfitting with respect to the input data (useful for high-dimensional noisy data), while the latter controls overfitting of the learned features. Note that hidden_dropout_ratios require the activation function to end with …WithDropout.

46.8.4 Early stopping and optimizing for lowest validation error

By default, Deep Learning training stops when the stopping_metric does not improve by at least stopping_tolerance (0.01 means 1% improvement) for stopping_rounds consecutive scoring events on the training (or validation) data. By default, overwrite_with_best_model is enabled and the model returned after training for the specified number of epochs (or after stopping early due to convergence) is the model that has the best training set error (according to the metric specified by stopping_metric), or, if a validation set is provided, the lowest validation set error. Note that the training or validation set errors can be based on a subset of the training or validation data, depending on the values for score_validation_samples or score_training_samples, see below. For early stopping on a predefined error rate on the training data (accuracy for classification or MSE for regression), specify classification_stop or regression_stop.

46.8.5 Training Samples per MapReduce Iteration

The parameter train_samples_per_iteration matters especially in multi-node operation. It controls the number of rows trained on for each MapReduce iteration. Depending on the value selected, one MapReduce pass can sample observations, and multiple such passes are needed to train for one epoch. All H2O compute nodes then communicate to agree on the best model coefficients (weights/biases) so far, and the model may then be scored (controlled by other parameters below). The default value of -2 indicates auto-tuning, which attemps to keep the communication overhead at 5% of the total runtime. The parameter target_ratio_comm_to_comp controls this ratio. This parameter is explained in more detail in the H2O Deep Learning booklet,

46.8.6 Categorical Data

For categorical data, a feature with K factor levels is automatically one-hot encoded (horizontalized) into K-1 input neurons. Hence, the input neuron layer can grow substantially for datasets with high factor counts. In these cases, it might make sense to reduce the number of hidden neurons in the first hidden layer, such that large numbers of factor levels can be handled. In the limit of 1 neuron in the first hidden layer, the resulting model is similar to logistic regression with stochastic gradient descent, except that for classification problems, there’s still a softmax output layer, and that the activation function is not necessarily a sigmoid (Tanh). If variable importances are computed, it is recommended to turn on use_all_factor_levels (K input neurons for K levels). The experimental option max_categorical_features uses feature hashing to reduce the number of input neurons via the hash trick at the expense of hash collisions and reduced accuracy. Another way to reduce the dimensionality of the (categorical) features is to use h2o.glrm(), we refer to the GLRM tutorial for more details.

46.8.7 Sparse Data

If the input data is sparse (many zeros), then it might make sense to enable the sparse option. This will result in the input not being standardized (0 mean, 1 variance), but only de-scaled (1 variance) and 0 values remain 0, leading to more efficient back-propagation. Sparsity is also a reason why CPU implementations can be faster than GPU implementations, because they can take advantage of if/else statements more effectively.

46.8.8 Missing Values

H2O Deep Learning automatically does mean imputation for missing values during training (leaving the input layer activation at 0 after standardizing the values). For testing, missing test set values are also treated the same way by default. See the h2o.impute function to do your own mean imputation.

46.8.9 Loss functions, Distributions, Offsets, Observation Weights

H2O Deep Learning supports advanced statistical features such as multiple loss functions, non-Gaussian distributions, per-row offsets and observation weights. In addition to Gaussian distributions and Squared loss, H2O Deep Learning supports Poisson, Gamma, Tweedie and Laplace distributions. It also supports Absolute and Huber loss and per-row offsets specified via an offset_column. Observation weights are supported via a user-specified weights_column.

We refer to our H2O Deep Learning R test code examples for more information.

46.8.10 Exporting Weights and Biases

The model parameters (weights connecting two adjacent layers and per-neuron bias terms) can be stored as H2O Frames (like a dataset) by enabling export_weights_and_biases, and they can be accessed as follows:

iris_dl <- h2o.deeplearning(1:4,5,as.h2o(iris),
             export_weights_and_biases=T)
#> 
  |                                                                            
  |                                                                      |   0%
  |                                                                            
  |======================================================================| 100%
#> 
  |                                                                            
  |                                                                      |   0%
  |                                                                            
  |======================================================================| 100%
h2o.weights(iris_dl, matrix_id=1)
#>   Sepal.Length Sepal.Width Petal.Length Petal.Width
#> 1     -0.08727     0.08843      0.06402     -0.0314
#> 2     -0.00817     0.09096     -0.10902     -0.1999
#> 3     -0.05568     0.11660      0.00118      0.0278
#> 4     -0.13747     0.16943     -0.11356      0.0695
#> 5     -0.14982     0.00388     -0.05328     -0.0753
#> 6     -0.14871     0.15230      0.12295     -0.0175
#> 
#> [200 rows x 4 columns]
h2o.weights(iris_dl, matrix_id=2)
#>         C1      C2      C3       C4      C5        C6        C7      C8      C9
#> 1  0.09922 -0.0737  0.0921  0.11622 -0.0889 -0.043104  5.64e-02 -0.1037 -0.0155
#> 2  0.01543 -0.1036 -0.0357 -0.09692 -0.0969  0.000631  6.69e-03 -0.0106  0.0297
#> 3 -0.08334  0.0735 -0.0631  0.00805  0.0119  0.010224  1.10e-02 -0.1004  0.0454
#> 4 -0.00585  0.0203 -0.0937  0.05366 -0.1037 -0.050496  3.49e-05 -0.0217 -0.0244
#> 5  0.01657 -0.0364 -0.1045 -0.08537  0.0634 -0.100332 -1.94e-03  0.0471 -0.0114
#> 6 -0.00568  0.0898  0.0601  0.06598 -0.0867 -0.092247 -4.26e-02 -0.0206 -0.1070
#>       C10      C11     C12       C13      C14     C15     C16      C17      C18
#> 1 -0.1037  0.12306  0.0828 -8.01e-02  0.00487 -0.0338 -0.0448  0.10986  0.11101
#> 2 -0.0461  0.03715  0.1107  3.22e-02 -0.08504 -0.1165 -0.0546 -0.01159  0.08451
#> 3  0.0926  0.00158  0.0666 -1.59e-02  0.02369 -0.0195  0.1005  0.10698  0.03303
#> 4 -0.0769  0.04105  0.0816 -7.38e-05 -0.04802 -0.0825 -0.1114  0.00993  0.00866
#> 5 -0.1222 -0.05741  0.0779  6.50e-02  0.02841 -0.1332  0.0897 -0.02826 -0.08883
#> 6  0.0166  0.04336 -0.0590 -1.17e-01  0.01500  0.0616 -0.0939  0.08423  0.03156
#>       C19      C20      C21     C22      C23     C24     C25      C26      C27
#> 1  0.0279  0.11850 -0.06033  0.0720  0.02171  0.0361 -0.0392 -0.01419 -0.08691
#> 2  0.0738 -0.08932 -0.00893  0.0381  0.02044 -0.0630  0.0302  0.05416  0.09318
#> 3 -0.1027 -0.11099  0.09545  0.1205  0.02601 -0.0227 -0.0839 -0.04459  0.00911
#> 4 -0.1152  0.11715 -0.05190  0.0109  0.04553 -0.0654  0.0645 -0.01076 -0.10635
#> 5 -0.0669 -0.00797  0.07151 -0.0643 -0.05882 -0.0318 -0.0337  0.00382 -0.01218
#> 6  0.0215  0.07660  0.00198 -0.0933 -0.00699 -0.0747 -0.0591 -0.00485 -0.06191
#>       C28     C29     C30      C31     C32      C33     C34      C35      C36
#> 1 -0.1078 -0.0540 -0.0577  0.03776 -0.0273 -0.00146 -0.0164 -0.05582  0.08007
#> 2 -0.1014 -0.0870  0.0941 -0.12114  0.0978 -0.06492 -0.0483 -0.09885  0.00175
#> 3 -0.0906 -0.0162 -0.0483 -0.00759 -0.0018 -0.09254 -0.0279  0.01888  0.05916
#> 4  0.0552 -0.1164 -0.0525  0.01530  0.0565 -0.06215  0.1058 -0.11409 -0.07624
#> 5 -0.0859 -0.0810  0.1005 -0.01161  0.1056  0.10438 -0.1253  0.00412  0.07896
#> 6  0.0724 -0.0363 -0.0823 -0.03472  0.0287 -0.04848  0.1104 -0.01983 -0.07281
#>       C37     C38     C39     C40      C41       C42     C43     C44     C45
#> 1 -0.0408  0.0202 -0.0912 -0.0950  0.00153  0.050771  0.0972 -0.0529 -0.0386
#> 2 -0.0672 -0.0922  0.0391  0.0258  0.10753 -0.118988  0.0799  0.0800 -0.0700
#> 3 -0.1080  0.0683 -0.0343  0.0654  0.11535  0.059139  0.0248  0.0524  0.0459
#> 4  0.1119 -0.0945 -0.0982  0.1156 -0.08058 -0.000276  0.0271  0.0569  0.0523
#> 5  0.0585 -0.1251  0.0198 -0.1114 -0.01061 -0.028604 -0.0708  0.0999 -0.0749
#> 6 -0.1170 -0.1011 -0.0767  0.0429  0.09823  0.001663 -0.0690 -0.1087  0.0817
#>        C46     C47     C48      C49      C50     C51     C52      C53     C54
#> 1 -0.00495  0.0261  0.0123  0.00054 -0.07792  0.0903 -0.0484 -0.00793  0.0474
#> 2  0.00520 -0.0525  0.0211 -0.07820 -0.06067 -0.1086  0.0147 -0.05654  0.0971
#> 3 -0.10585 -0.0895  0.1066  0.08412  0.00978 -0.0087 -0.1159  0.10388  0.0447
#> 4 -0.08418  0.0310 -0.0189 -0.12115  0.10033 -0.0268  0.0325 -0.04819  0.0941
#> 5 -0.12854 -0.0195 -0.1028  0.05147  0.00242 -0.1270 -0.0138 -0.09283 -0.0763
#> 6 -0.03785  0.0764 -0.0462  0.07912 -0.02986 -0.0723  0.0235  0.03853 -0.0654
#>       C55     C56      C57     C58     C59     C60     C61     C62     C63
#> 1  0.0710  0.0248  0.10158 -0.0776  0.0209 -0.1133 -0.0764  0.0873 -0.0396
#> 2  0.0611  0.0409 -0.05078  0.0296  0.1110  0.0328 -0.0682 -0.0223 -0.0318
#> 3 -0.0204 -0.0630  0.00464  0.1197 -0.1004  0.1085 -0.0119  0.0968 -0.0242
#> 4 -0.0888 -0.1081  0.02116  0.0443  0.0794  0.0560  0.1056  0.0139 -0.0214
#> 5  0.0127 -0.0617  0.10378  0.0788  0.0274  0.0422  0.0494 -0.0756  0.0237
#> 6  0.1107  0.0159  0.02334 -0.0778  0.0551  0.0600 -0.0984  0.1107  0.0121
#>        C64      C65     C66     C67     C68     C69    C70     C71     C72
#> 1  0.01735  0.05589  0.1217  0.1152 -0.1125 -0.1196 0.1032 -0.0441  0.0363
#> 2 -0.02541  0.01858  0.0335  0.0684  0.0795  0.1046 0.0476 -0.0323 -0.1038
#> 3  0.10870  0.05590  0.0811 -0.0299  0.1080 -0.0345 0.1051 -0.0986 -0.0360
#> 4  0.10235 -0.03597  0.0825 -0.0221  0.0155  0.1170 0.0986  0.0535  0.0222
#> 5  0.00551  0.00052  0.0144 -0.0632  0.0217  0.0783 0.0154 -0.1001  0.0576
#> 6 -0.07756 -0.07299 -0.1047 -0.0803  0.0911  0.0712 0.0878 -0.0955 -0.0107
#>       C73     C74     C75     C76     C77     C78     C79       C80     C81
#> 1  0.0605 -0.0930  0.0486 -0.0485 -0.0138 -0.0293  0.0620  0.015862 -0.0752
#> 2  0.0368 -0.0976 -0.0605 -0.0477  0.0138  0.0989  0.0284  0.041057 -0.0350
#> 3 -0.1072 -0.0172  0.0759 -0.0635 -0.1172 -0.0996  0.1220  0.019579 -0.0838
#> 4  0.0442  0.0240 -0.0917  0.0404 -0.1139  0.1119 -0.0470  0.077751 -0.1154
#> 5 -0.0896  0.0251 -0.1252 -0.1138 -0.0444  0.0919 -0.0506 -0.118346 -0.0952
#> 6  0.1034  0.0693  0.0748 -0.0376 -0.0957 -0.0320  0.0346 -0.000704 -0.0892
#>       C82     C83     C84     C85      C86     C87     C88     C89     C90
#> 1 -0.0545 -0.0904  0.0255 -0.0801 -0.12667 -0.0706  0.0340 -0.0314  0.0871
#> 2 -0.0603  0.0949 -0.0510  0.0523 -0.01742 -0.0565 -0.0756 -0.0129 -0.1079
#> 3  0.0169 -0.1134  0.0720 -0.0796 -0.00818 -0.0818  0.1117 -0.0576  0.0318
#> 4  0.0766 -0.0271  0.0940  0.0428 -0.01845  0.0918  0.0931 -0.0728 -0.1225
#> 5 -0.1252  0.0824 -0.1001  0.0734  0.03268 -0.0249 -0.0804  0.0202  0.0695
#> 6  0.1013  0.0603  0.0243  0.0764 -0.06331 -0.0687  0.0522  0.1065 -0.0146
#>       C91      C92      C93     C94     C95      C96     C97      C98     C99
#> 1 -0.0723 -0.10262  0.06217  0.0126  0.0289 -0.04439  0.0203  0.00073  0.1182
#> 2  0.1165  0.03143 -0.00860 -0.0174 -0.0897  0.04950 -0.1010  0.11860  0.0741
#> 3  0.0171  0.00154  0.03618  0.0934  0.1066 -0.00407  0.1100  0.00837 -0.0931
#> 4 -0.1027 -0.08362 -0.11232 -0.1092 -0.0557 -0.09350  0.0209 -0.05964  0.1073
#> 5  0.0588 -0.08040 -0.00674 -0.0443  0.0352  0.06605 -0.1136 -0.01119 -0.0669
#> 6  0.0211  0.10580 -0.04343 -0.0953  0.0841  0.09216  0.1009 -0.02239 -0.0746
#>       C100    C101      C102    C103    C104     C105     C106    C107    C108
#> 1 -0.00382 -0.0584 -0.075041  0.0181 -0.1138  0.04924 -0.00237  0.0084  0.0267
#> 2 -0.08639  0.0601 -0.045887 -0.1310 -0.0503  0.01928 -0.10937 -0.0784  0.1030
#> 3  0.02960 -0.0924  0.007817 -0.0186 -0.0609 -0.11277  0.09329  0.0467  0.1171
#> 4 -0.03832  0.1098  0.000204 -0.0286 -0.0179 -0.11539 -0.08778 -0.0861 -0.1014
#> 5 -0.07517  0.0442 -0.058510  0.0496 -0.0283 -0.06950  0.03562 -0.0724  0.0116
#> 6 -0.05534 -0.1144  0.040886  0.0280  0.0746  0.00368  0.11511  0.0611  0.0542
#>       C109    C110     C111    C112    C113    C114    C115    C116    C117
#> 1  0.05077 -0.0537  0.09629 -0.1002  0.0411 -0.0559 -0.0369 -0.0143 -0.0928
#> 2  0.02056 -0.1042 -0.05218  0.0690  0.0630  0.0337  0.1145 -0.0584  0.0124
#> 3  0.04553  0.1084 -0.00267 -0.0280 -0.0181  0.1114  0.0933 -0.0616  0.0489
#> 4  0.09500 -0.0617  0.11894 -0.1045  0.1002  0.0768 -0.0346  0.0579  0.0824
#> 5 -0.11509 -0.0922  0.02908  0.0403 -0.0183  0.0607  0.0749  0.0159  0.0892
#> 6 -0.00813  0.0297  0.00379 -0.0390 -0.0634 -0.0537 -0.0499  0.1089  0.0161
#>       C118    C119    C120     C121    C122    C123    C124    C125    C126
#> 1 -0.09483  0.0319  0.0207  0.04826  0.0206  0.0670 -0.1220  0.0839 -0.0107
#> 2  0.00242  0.0897  0.1059  0.00823  0.0239 -0.0984  0.0541 -0.0961  0.0589
#> 3 -0.02265  0.0538  0.0521  0.11505  0.0800 -0.0080 -0.0104  0.1143 -0.0847
#> 4  0.09629  0.0784 -0.0516  0.03132 -0.0360 -0.0373 -0.0755 -0.1220 -0.0493
#> 5  0.05811 -0.0998 -0.0909 -0.05390 -0.0243 -0.0748  0.0666 -0.0360 -0.0892
#> 6 -0.01299 -0.0709 -0.1150 -0.00316  0.0591  0.1156 -0.0372 -0.0855 -0.0888
#>      C127    C128     C129     C130      C131    C132    C133     C134    C135
#> 1 -0.0998  0.0041  0.05413 -0.04725 -0.106027 -0.0233 -0.0768  0.10447  0.1147
#> 2  0.0722 -0.0363  0.00700  0.09280 -0.030555  0.0547  0.0384  0.08132  0.0491
#> 3  0.0933  0.0626  0.07563  0.00749  0.099890 -0.0524 -0.0213  0.00507  0.1031
#> 4  0.0765  0.0306  0.04845 -0.10919 -0.054409  0.0434 -0.0287 -0.00289 -0.0413
#> 5 -0.0132 -0.0226 -0.00962 -0.02548 -0.110555 -0.0655 -0.0823  0.03574 -0.1310
#> 6 -0.0779  0.0857  0.06422  0.09022  0.000698 -0.0218 -0.0369  0.09625 -0.0745
#>      C136    C137    C138    C139    C140    C141    C142     C143    C144
#> 1 -0.1175 -0.0842  0.1102 -0.0903  0.0817  0.1099 -0.0219 -0.00132 -0.0211
#> 2 -0.1116  0.0120  0.0820  0.0650 -0.0667 -0.0635 -0.0284 -0.00582  0.0211
#> 3 -0.0809 -0.0114 -0.0110  0.1088  0.1022 -0.0279  0.0328 -0.02339 -0.0102
#> 4 -0.0556 -0.0471 -0.1045 -0.0210 -0.0532  0.1096 -0.1246 -0.01739  0.0166
#> 5 -0.0240  0.0685  0.0242 -0.0421  0.0565 -0.0100  0.1013  0.09419  0.0545
#> 6  0.1143 -0.0633  0.0819  0.0977 -0.0302 -0.1121  0.0737 -0.00939  0.0378
#>       C145    C146     C147     C148     C149     C150    C151     C152    C153
#> 1  0.00257 -0.0798 -0.06659  0.08133  0.10511  0.11599  0.1190 -0.10115 -0.0247
#> 2 -0.04248  0.0798 -0.11102 -0.07493 -0.12109 -0.07802 -0.1270 -0.05793  0.0243
#> 3 -0.07912  0.0714  0.02401 -0.08736  0.06847  0.08393  0.1161 -0.08348  0.0293
#> 4 -0.04530  0.1103  0.00953  0.07496 -0.05063  0.11827  0.1172  0.10812  0.0733
#> 5 -0.09323 -0.0149 -0.08976  0.00419  0.00937  0.06417 -0.0233  0.00712 -0.0507
#> 6  0.01909  0.0412 -0.12036 -0.01885  0.03945 -0.00654 -0.0648 -0.07612  0.0586
#>      C154      C155    C156     C157    C158    C159     C160     C161    C162
#> 1 -0.0603 -0.026166  0.0498 -0.03230  0.0394 -0.1163  0.10240  0.06856 -0.1095
#> 2  0.0816  0.004778  0.0341 -0.10377  0.0363  0.0400 -0.00461 -0.07024  0.1137
#> 3  0.0265 -0.006385  0.0521  0.06509 -0.1039  0.1122 -0.03994  0.11202 -0.0406
#> 4 -0.0399 -0.105556 -0.1176 -0.00921 -0.0164  0.0420 -0.01304  0.00197  0.0141
#> 5 -0.0721  0.067108  0.0671  0.01139 -0.0597  0.0997  0.00855 -0.01677 -0.0407
#> 6 -0.0423 -0.000734  0.1185  0.08029  0.1028 -0.0455 -0.01404  0.00577  0.0885
#>       C163    C164    C165    C166    C167    C168     C169      C170     C171
#> 1 -0.08364 -0.0693 -0.1185  0.0151  0.0798 -0.0285  0.03434 -9.15e-02  0.03736
#> 2 -0.00749 -0.0414 -0.0714  0.0523 -0.0148 -0.1090  0.00709  1.03e-01  0.00428
#> 3 -0.12564  0.1009 -0.0907  0.1042 -0.1250 -0.0186 -0.09155  2.01e-02 -0.00363
#> 4 -0.05828  0.0378  0.0990  0.0572 -0.0922 -0.0227  0.03143  5.26e-02  0.07796
#> 5  0.08742 -0.0684  0.1001 -0.0603 -0.0147 -0.0294 -0.08002  4.16e-02 -0.03292
#> 6 -0.09761  0.0527 -0.0509 -0.0633  0.1149 -0.1084 -0.11013 -3.22e-05 -0.07412
#>      C172    C173     C174    C175    C176    C177    C178    C179    C180
#> 1  0.0250  0.0832 -0.12026  0.0936  0.0561  0.0632 -0.0469  0.0652  0.0618
#> 2  0.1108 -0.0791  0.08166 -0.1057 -0.1110  0.0698  0.1078  0.0834  0.0705
#> 3  0.0238 -0.0586  0.00887 -0.0337 -0.1028  0.0842  0.0968  0.0318  0.0200
#> 4 -0.0227  0.0170 -0.03040  0.0996 -0.0503 -0.1019 -0.0867  0.0213  0.0304
#> 5 -0.1060  0.0052 -0.04499 -0.0645  0.0280 -0.1180  0.0596 -0.0634  0.0798
#> 6  0.0668  0.0689 -0.02872 -0.0752  0.1049 -0.1009  0.1184 -0.0679 -0.1066
#>      C181     C182    C183     C184    C185     C186    C187    C188    C189
#> 1  0.0160 -0.00221  0.0587 -0.11178  0.0792 -0.03686  0.0993  0.1064  0.0921
#> 2  0.1072 -0.08584 -0.1170  0.07138  0.0782  0.04343  0.0481 -0.0331 -0.1101
#> 3  0.0393  0.06467  0.0566 -0.11520  0.0748  0.00957 -0.0636  0.1101 -0.0530
#> 4 -0.0690  0.05167  0.1062 -0.06575 -0.0820  0.07668  0.0103  0.0234  0.1194
#> 5  0.0721 -0.13225  0.0504  0.00225  0.0315 -0.11703 -0.0173 -0.1283 -0.1221
#> 6  0.1083 -0.07209  0.1151 -0.02829 -0.0444 -0.01343  0.0852  0.1004 -0.0832
#>      C190    C191    C192    C193     C194     C195    C196    C197    C198
#> 1 -0.0498 -0.0652 -0.0665  0.0995 -0.00982  0.01226  0.0878  0.1174  0.0283
#> 2  0.0156 -0.0796  0.0585 -0.0826 -0.12440 -0.08259 -0.0138 -0.0785 -0.0431
#> 3 -0.0037 -0.0163 -0.0286  0.0608  0.00151 -0.03948  0.1081 -0.0135 -0.0290
#> 4 -0.1017 -0.1100 -0.1222  0.0586 -0.11240 -0.06053  0.0266  0.0600  0.0378
#> 5 -0.0293  0.1071  0.0379 -0.0495 -0.08287  0.00948  0.0829  0.0612 -0.0681
#> 6 -0.0958  0.1062 -0.0457  0.0700 -0.05297  0.06044 -0.0521 -0.0756 -0.0177
#>        C199    C200
#> 1  0.068107  0.0285
#> 2 -0.112693 -0.0460
#> 3 -0.003496  0.0881
#> 4  0.085758 -0.0324
#> 5 -0.000338  0.0220
#> 6 -0.107439  0.1040
#> 
#> [200 rows x 200 columns]
h2o.weights(iris_dl, matrix_id=3)
#>       C1    C2      C3     C4      C5      C6      C7     C8      C9    C10
#> 1 -0.655 0.662 -0.5264  0.642 -0.0366  0.1237  0.0143 -0.282 -0.1194 -0.632
#> 2  0.400 0.585 -0.0969 -0.538  0.6306 -0.2069 -0.2360 -0.255 -0.4565 -0.379
#> 3 -0.423 0.651 -0.3014 -0.112 -0.6332 -0.0475  0.6402  0.675 -0.0224 -0.396
#>      C11    C12    C13     C14     C15     C16     C17    C18    C19    C20
#> 1  0.364  0.444 -0.169 -0.1594 -0.4144 -0.3101 -0.0463 -0.598 -0.253  0.475
#> 2 -0.174 -0.113 -0.588 -0.2760  0.0355  0.3696  0.0887 -0.130  0.275 -0.405
#> 3 -0.480  0.451 -0.176  0.0023 -0.0190  0.0142  0.5751  0.305 -0.613  0.463
#>      C21      C22    C23     C24     C25   C26     C27    C28      C29    C30
#> 1 -0.248  0.13778  0.307  0.5855  0.0727 0.205  0.2261  0.317  0.21440 -0.199
#> 2 -0.457  0.44922  0.325 -0.0102  0.0701 0.202 -0.0194 -0.407 -0.45659 -0.222
#> 3  0.229 -0.00607 -0.495  0.2003 -0.1129 0.410 -0.2814  0.263 -0.00509  0.464
#>       C31   C32     C33    C34      C35    C36    C37     C38    C39     C40
#> 1  0.0391 0.226  0.3171  0.274 -0.00189 -0.558 0.4651 -0.0112  0.308 -0.3646
#> 2  0.3295 0.548  0.0517 -0.109 -0.26907  0.568 0.0236 -0.3574  0.243 -0.5135
#> 3 -0.2861 0.630 -0.0766 -0.449  0.12883 -0.465 0.1860  0.1268 -0.282 -0.0842
#>       C41    C42    C43    C44     C45    C46    C47    C48    C49     C50
#> 1 -0.2394  0.402  0.339 -0.412  0.0337  0.668  0.357 -0.103  0.402 -0.2222
#> 2  0.0994  0.369 -0.396  0.516  0.3022  0.502 -0.273 -0.243 -0.587  0.0822
#> 3 -0.3813 -0.124  0.504 -0.354 -0.6548 -0.601 -0.418 -0.315 -0.357 -0.5537
#>      C51    C52    C53   C54    C55    C56    C57    C58    C59    C60    C61
#> 1 -0.380  0.550 -0.499 0.399 -0.584 -0.448 -0.546 -0.360 -0.160 -0.218 0.0764
#> 2  0.515  0.573  0.425 0.550  0.228  0.198 -0.302  0.245  0.577 -0.235 0.3004
#> 3 -0.320 -0.525 -0.666 0.634 -0.334 -0.457 -0.267  0.670  0.550 -0.191 0.4525
#>       C62   C63    C64    C65    C66    C67     C68    C69    C70    C71
#> 1  0.1300 0.290 -0.463 -0.583 -0.644  0.499 -0.0503 -0.655 -0.166  0.432
#> 2  0.4563 0.235 -0.416 -0.140  0.229 -0.678 -0.4541  0.254  0.367  0.606
#> 3 -0.0444 0.489  0.400 -0.138  0.379  0.136 -0.4982 -0.349  0.268 -0.258
#>       C72    C73     C74     C75    C76    C77    C78    C79      C80    C81
#> 1 -0.3303 -0.226 -0.6726 -0.5286 -0.179 -0.244 -0.593 -0.685 -0.00832 -0.658
#> 2  0.0117  0.532 -0.4495 -0.0238 -0.560 -0.189 -0.391  0.387 -0.21606  0.305
#> 3 -0.6785 -0.292 -0.0684  0.3148 -0.588  0.422 -0.654 -0.365  0.19645 -0.292
#>      C82     C83    C84      C85     C86    C87     C88   C89    C90    C91
#> 1 -0.164 -0.3590  0.483  0.00443  0.0615 0.6462  0.0367 0.540  0.317 -0.322
#> 2 -0.582 -0.5422 -0.103  0.19771 -0.6030 0.6169 -0.1886 0.641 -0.626 -0.379
#> 3  0.630  0.0702 -0.315 -0.28642 -0.0482 0.0784  0.3326 0.645  0.638  0.230
#>      C92    C93    C94    C95    C96    C97    C98    C99   C100   C101    C102
#> 1 -0.513 -0.052 -0.279 -0.609 -0.668  0.586  0.690 -0.267 -0.187 -0.204 -0.0702
#> 2  0.353  0.518  0.220 -0.556 -0.420  0.493 -0.307 -0.243 -0.490 -0.308 -0.2622
#> 3  0.271  0.544 -0.440 -0.441 -0.637 -0.603  0.137  0.374  0.543  0.470  0.5582
#>      C103    C104   C105    C106  C107   C108    C109   C110   C111  C112
#> 1  0.2342 -0.1698  0.449 -0.0333 0.509 -0.589 -0.6357  0.569  0.612 0.348
#> 2  0.0455  0.3808  0.282 -0.6382 0.204 -0.398  0.0472  0.396 -0.568 0.516
#> 3 -0.2586  0.0876 -0.141 -0.1740 0.380  0.576 -0.1670 -0.610 -0.298 0.520
#>     C113   C114    C115      C116   C117   C118   C119  C120   C121  C122
#> 1 -0.388  0.387 -0.3090  0.493469  0.518 -0.376  0.380 0.433 -0.440 0.203
#> 2  0.443 -0.215  0.0602 -0.073088 -0.492 -0.193 -0.648 0.105  0.523 0.632
#> 3  0.236 -0.367  0.0178  0.000603 -0.325 -0.142 -0.494 0.311  0.349 0.281
#>     C123    C124  C125   C126    C127    C128   C129   C130    C131   C132
#> 1 -0.671 -0.5977 0.310 -0.170 -0.4563 -0.6298 -0.143  0.552 -0.3085 -0.280
#> 2 -0.120 -0.0753 0.255 -0.220 -0.0983 -0.0716 -0.349 -0.034  0.0278  0.626
#> 3 -0.238  0.3768 0.594 -0.382  0.5077  0.4091  0.105  0.263 -0.0275 -0.612
#>     C133  C134    C135   C136   C137    C138    C139   C140    C141    C142
#> 1 -0.214 0.362 -0.1390  0.384 -0.612  0.0353 -0.4680 -0.606  0.3312  0.2481
#> 2  0.350 0.168 -0.0816 -0.449  0.611  0.1656  0.0621  0.657 -0.0137 -0.0406
#> 3  0.307 0.216  0.3351 -0.313 -0.463 -0.6402 -0.1030  0.234  0.0184  0.2340
#>      C143   C144   C145   C146   C147    C148   C149   C150   C151   C152
#> 1 -0.6295 -0.450  0.366 -0.629 -0.477  0.4026  0.303 -0.586 -0.624 -0.148
#> 2  0.0188  0.219 -0.282  0.412  0.627  0.0944 -0.614 -0.294 -0.326  0.142
#> 3  0.5700  0.128 -0.249 -0.632 -0.460 -0.6853 -0.634  0.256 -0.376  0.290
#>     C153   C154   C155    C156   C157   C158    C159  C160  C161   C162    C163
#> 1  0.614 -0.100 -0.297 -0.4826 -0.638  0.422 -0.2391 0.199 0.573  0.185 -0.0859
#> 2 -0.631  0.246  0.113 -0.0508  0.450 -0.297 -0.0996 0.361 0.178 -0.553 -0.0213
#> 3  0.331  0.549 -0.529 -0.6555 -0.329  0.589 -0.5104 0.500 0.611  0.359 -0.6433
#>     C164   C165  C166    C167   C168   C169    C170   C171   C172   C173
#> 1 0.6746  0.436 0.144  0.0492 -0.339 -0.560  0.5439 -0.235  0.146 -0.367
#> 2 0.0474 -0.535 0.307 -0.1702  0.381 -0.152  0.0893  0.370 -0.546  0.109
#> 3 0.3603  0.371 0.529 -0.5257  0.346  0.455 -0.2905  0.290 -0.524  0.518
#>      C174   C175   C176   C177     C178  C179    C180    C181   C182    C183
#> 1  0.3666  0.505  0.636 -0.295 -0.00705 0.637  0.0407  0.2719  0.296 -0.5035
#> 2 -0.4711 -0.434 -0.271 -0.317  0.12136 0.469  0.6614 -0.5424 -0.671 -0.2544
#> 3  0.0525 -0.353 -0.583 -0.177 -0.22265 0.436 -0.1481  0.0371 -0.507  0.0628
#>      C184    C185   C186    C187   C188   C189   C190   C191    C192    C193
#> 1  0.1799  0.1757  0.473  0.0785 -0.550 -0.445  0.520 -0.138 -0.3662 -0.1049
#> 2 -0.6618 -0.0657 -0.137 -0.3014  0.207 -0.635  0.165  0.490  0.1307 -0.1004
#> 3 -0.0442 -0.3122 -0.511  0.6557  0.621  0.396 -0.574 -0.605 -0.0666 -0.0291
#>     C194    C195   C196   C197  C198  C199   C200
#> 1  0.273 -0.5851 -0.677 -0.122 0.566 0.671  0.202
#> 2 -0.128  0.0945 -0.591  0.607 0.422 0.247 -0.357
#> 3 -0.263  0.5009 -0.184  0.222 0.311 0.254  0.494
#> 
#> [3 rows x 200 columns]
h2o.biases(iris_dl,  vector_id=1)
#>      C1
#> 1 0.415
#> 2 0.468
#> 3 0.431
#> 4 0.405
#> 5 0.509
#> 6 0.432
#> 
#> [200 rows x 1 column]
h2o.biases(iris_dl,  vector_id=2)
#>      C1
#> 1 1.005
#> 2 0.988
#> 3 1.001
#> 4 0.995
#> 5 0.983
#> 6 0.991
#> 
#> [200 rows x 1 column]
h2o.biases(iris_dl,  vector_id=3)
#>         C1
#> 1 -0.00565
#> 2  0.00222
#> 3 -0.00339
#> 
#> [3 rows x 1 column]
#plot weights connecting `Sepal.Length` to first hidden neurons
plot(as.data.frame(h2o.weights(iris_dl,  matrix_id=1))[,1])

46.8.11 Reproducibility

Every run of DeepLearning results in different results since multithreading is done via Hogwild! that benefits from intentional lock-free race conditions between threads. To get reproducible results for small datasets and testing purposes, set reproducible=T and set seed=1337 (pick any integer). This will not work for big data for technical reasons, and is probably also not desired because of the significant slowdown (runs on 1 core only).

46.8.12 Scoring on Training/Validation Sets During Training

The training and/or validation set errors can be based on a subset of the training or validation data, depending on the values for score_validation_samples (defaults to 0: all) or score_training_samples (defaults to 10,000 rows, since the training error is only used for early stopping and monitoring). For large datasets, Deep Learning can automatically sample the validation set to avoid spending too much time in scoring during training, especially since scoring results are not currently displayed in the model returned to R.

Note that the default value of score_duty_cycle=0.1 limits the amount of time spent in scoring to 10%, so a large number of scoring samples won’t slow down overall training progress too much, but it will always score once after the first MapReduce iteration, and once at the end of training.

Stratified sampling of the validation dataset can help with scoring on datasets with class imbalance. Note that this option also requires balance_classes to be enabled (used to over/under-sample the training dataset, based on the max. relative size of the resulting training dataset, max_after_balance_size):

More information can be found in the H2O Deep Learning booklet, in our H2O SlideShare Presentations, our H2O YouTube channel, as well as on our H2O Github Repository, especially in our H2O Deep Learning R tests, and H2O Deep Learning Python tests.

46.9 All done, shutdown H2O

h2o.shutdown(prompt=FALSE)