Stacked Ensemble Model in Scala using H2O GBM and Deep Learning Models

In this full Scala sample we will be using H2O Stacked Ensembles algorithm. Stacked ensemble is a process of building models of various types first with cross-validation and keep fold columns for each model. In the next step building the stacked ensemble model using all the CV folds. You can learn more about Stacked Ensembles here.

In this Stacked Ensemble we will be using GBM and Deep Learning Algorithms and then finally building the Stacked Ensemble model using the GBM and Deep Learning models.

First lets import key classes specific to H2O:

import org.apache.spark.h2o._
import water.Key

Now we will create H2O context so we can call key H2O function specific to data ingest and Deep Learning algorithms:

val h2oContext = H2OContext.getOrCreate(sc)
import h2oContext._
import h2oContext.implicits._

Lets import data from local file system as H2O Data Frame:

val prostateData = new H2OFrame(new File("/Users/avkashchauhan/src/"))

In this Stacked Ensemble we will be using GBM and Deep Learning Algorithms so lets first build the deep learning model:

import _root_.hex.deeplearning.DeepLearning
import _root_.hex.deeplearning.DeepLearningModel.DeepLearningParameters

val dlParams = new DeepLearningParameters()
dlParams._epochs = 100
dlParams._train = prostateData
dlParams._response_column = 'CAPSULE
dlParams._variable_importances = true
dlParams._nfolds = 5
dlParams._seed = 1111
dlParams._keep_cross_validation_predictions = true;
val dl = new DeepLearning(dlParams, Key.make("dlProstateModel.hex"))
val dlModel = dl.trainModel.get

Now lets build the GBM model:

import _root_.hex.tree.gbm.GBM
import _root_.hex.tree.gbm.GBMModel.GBMParameters

val gbmParams = new GBMParameters()
gbmParams._train = prostateData
gbmParams._response_column = 'CAPSULE
gbmParams._nfolds = 5
gbmParams._seed = 1111
gbmParams._keep_cross_validation_predictions = true;
val gbm = new GBM(gbmParams,Key.make("gbmRegModel.hex"))
val gbmModel = gbm.trainModel().get()

Now build the Stacked Ensemble Models so first we need classes required for Stacked Ensembles as below:

import _root_.hex.Model
import _root_.hex.StackedEnsembleModel
import _root_.hex.ensemble.StackedEnsemble

Now we will define Stacked Ensembles parameters as below:

val stackedEnsembleParameters = new StackedEnsembleModel.StackedEnsembleParameters()
stackedEnsembleParameters._train = prostateData._key
stackedEnsembleParameters._response_column = 'CAPSULE

Now we need to pass all the different algorithms we would want to use in the Stacked Ensemble by passing their keys as below:

type T_MODEL_KEY = Key[Model[_, _ <: Model.Parameters, _ <:Model.Output]]

// Option 1
stackedEnsembleParameters._base_models = Array(gbmRegModel._key.asInstanceOf[T_MODEL_KEY], dlModel._key.asInstanceOf[T_MODEL_KEY])
// Option 2 
stackedEnsembleParameters._base_models = Array(gbmRegModel, dlModel).map(model => model._key.asInstanceOf[T_MODEL_KEY])

// Note: You can choose any of the above option to pass the model keys

Finally defining the stacked ensemble job as below:

val stackedEnsembleJob = new StackedEnsemble(stackedEnsembleParameters)

And as the last steps let build the stacked ensemble model:

val stackedEnsembleModel = stackedEnsembleJob.trainModel().get();

Now we can take a look at our Stacked Ensemble model as below:


Thats it, enjoy!!

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