Is there a python equivalent for R's h2o.stack?

debugcn Published at Dev

joceratops

I am working with stacked learners. According to the docs for H2OStackedEnsembleEstimator h2o's python implementation allows you to easily build ensemble models. However this is limited to building base classifiers with the same underlying training data. I have time based features whose minimum date varies depending on the data source. Each sample of data is a point in time. To take advantage of as much data as I can, I split the features up until two groups (depending on relevance and minimum date) and train two separate models. I would like to combine these models, but H2OStackedEnsembleEstimator requires the features to be the same.

According to this post about R's stacked ensemble implementation there is an option to only perform the metalearning step which should require only the k-fold cross-validation predicitons for each base model and the true target value.

In case it crosses anyone's mind...for my particular problem, I realize I am going to run into an issue with the metalearning step with this mismatch in minimum date, and I have ideas to circumvent this.

Erin LeDell

For the Super Learner algorithm (stacking such that you use the cross-validated predicted values from the base learners as training data for the metalearner), the only requirement is that the base learners must be trained on the same rows -- the columns can be different. There is a variant of stacking, let's call it "Holdout Stacking", where you score the base models on a holdout dataset and use those predictions to train the metalearner instead. In this case, you can use entirely different training frames for the base learners.

The current Stacked Ensembles implementation in H2O has a restriction that the whole training frame (rows and columns) must be the same for the base learners, but we will relax that requirement in the future (since it's not really required).

Before we moved Stacked Ensembles in to the Java backend of H2O, I coded a simple reference implementation in Python using only the h2o Python module. For the time being, you could probably modify that code fairly easily to get the type of Stacked Ensemble that you're looking for. It's in a gist here.

Collected from the Internet

Please contact [email protected] to delete if infringement.

edited at2021-07-30

Comments

0 comments

From Dev

Related Related

Article

Is there a python equivalent for R's h2o.stack?

Is there a python equivalent for R's h2o.stack?

Equivalent of R's createDataPartition in Python

Equivalent of R's removeSparseTerms in Python

reshape equivalent of stack in R

pandas equivalent of R's cbind (concatenate/stack vectors vertically)

equivalent of R's View for Python's pandas

What is python's equivalent of R's NA?

Python's equivalent for R's dput() function

Is there a Python equivalent to R's sample() function?

Python equivalent for R's 'zoo' package

R's read.table equivalent in Python

Python equivalent of R's head and tail function

Python equivalent of R's rnbinom parametrized with mu

simplest python equivalent to R's grepl

equivalent to R's `do.call` in python

simplest python equivalent to R's gsub

Python equivalent to R 's factor data type

simplest python equivalent to R's grepl

Equivalent of R's sapply with a condition In Python

Python equivalent for Perl's pack(H*, $string)

Error in R and H2O initialization

Importing R model into h2o

issue installing h2o on r

Equivalent of R's paste command for vector of numbers in Python

Is there a Python equivalent of R's str(), returning only the structure of an object?

R's which() and which.min() Equivalent in Python

Java equivalent to python's "with"

Equivalent of Python's 'with' in Julia?

Equivalent of Python's locals()?

Initializing H2O in Python