Intro to AutoML + Hands-on Lab - Erin LeDell, Machine Learning Scientist, H2O.ai
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The document provides an overview of Automatic Machine Learning (AutoML) and its implementation using H2O, detailing aspects such as data preparation, model generation, and ensemble techniques. It outlines a hands-on tutorial agenda, various model training methods, and examples for R and Python, as well as a roadmap for future feature upgrades. Key highlights include the use of random grid search, stacked ensembles, and the ease of integrating H2O with different platforms.
Intro to AutoML + Hands-on Lab - Erin LeDell, Machine Learning Scientist, H2O.ai
- 2. Machine Learning Scientist @ledell / erin@h2o.ai Erin LeDell
- 4. MEET THE MAKERS ERIN LEDELL Machine Learning Scientist NAVDEEP GILL Software Engineer & Data Scientist RAY PECK Director of Product Engineering
- 5. • Intro to Automatic Machine Learning (AutoML) • Random Grid Search & Stacked Ensembles • H2O’s AutoML (R, Python, GUI) • H2O-3 Roadmap • Hands-on Tutorial Agenda
- 6. Intro to AutoML Automatic Machine Learning
- 7. Aspects of Automatic ML Model Generation EnsemblesData Prep
- 8. Data Prep • Imputation of missing data • Standardization of numeric features • One-hot encoding of categorical features • Count/Label/Target encoding of categorical features • Feature selection and/or feature extraction (e.g. PCA) • Feature engineering
- 9. Model Generation • Cartesian grid search • Random grid search • Tune individual models via Early Stopping • Bayesian Hyperparameter Optimization
- 10. Ensembles • Bagging / Averaging • Stacking / Super Learning • Ensemble Selection
- 11. Random Stacking Random Grids + Stacked Ensembles
- 12. Stacked Ensembles • Specify L base learners (with model params). • Specify a metalearner (just another algo). • Perform k-fold cross-validation on the base learners.
- 13. Stacked Ensembles • Collect cross-validated predicted values from base learners. • Train a second-level metalearning algorithm to find the optimal combination of base learners. • Metalearner requires only a small amount of compute on top of the cross-validation process (it’s cheap).
- 14. Random Grid Search + Stacking • Random Grid Search combined with Stacked Ensembles is a powerful combination. • Stacked Ensembles perform particularly well if the models they are based on (1) are individually strong, and (2) make uncorrelated errors. • Random Grid Search is an excellent way to create a diverse of models for the ensemble.
- 15. H2O AutoML Automatic Machine Learning in H2O
- 16. H2O Machine Learning Platform • Distributed (multi-core + multi-node) implementations of cutting edge ML algorithms. • Core algorithms written in high performance Java. • APIs available in R, Python, Scala & web GUI. • Works on Hadoop, Spark, EC2, your laptop, etc. • Easily deploy models to production as pure Java code.
- 17. H2O AutoML (first cut) • Imputation, one-hot encoding, standardization. • Random Grid Search over a custom hyperparameter space, defined by expert data scientists. • Early stopping of individual models and random grids. • GBMs, Random Forests, Deep Neural Nets, GLMs • Multiple Stacked Ensembles of models. • Leaderboard for ranking.
- 18. H2O AutoML in R library(h2o) h2o.init() train <- h2o.importFile("train.csv") aml <- h2o.automl(y = "response_colname", training_frame = train, max_runtime_secs = 600) lb <- aml@leaderboard
- 19. H2O AutoML in Python import h2o from h2o.automl import H2OAutoML h2o.init() train = h2o.import_file("train.csv") aml = H2OAutoML(max_runtime_secs = 600) aml.train(y = "response_colname", training_frame = train) lb = aml.leaderboard
- 20. H2O AutoML in Flow
- 21. Example Leaderboard for binary classification H2O AutoML Leaderboard
- 22. H2O-3 Roadmap Coming Soon to H2O
- 23. Feature Q1 Q2 New Algorithm: Cox-Proportional Hazards GLM: Ordinal Regression GBM: Quasibinomial NLP Improvements, TF-IDF Stacked Ensemble: Custom Metalearner AutoML: New Ensembles AutoML: Add XGBoost Distributed XGBoost New Algorithm: Factorization Machines H2O-3 Roadmap https://tinyurl.com/h2o-automl-jira
- 24. • Documentation: http://docs.h2o.ai • Tutorials: https://github.com/h2oai/h2o-tutorials • Slidedecks: https://github.com/h2oai/h2o-meetups • Videos: https://www.youtube.com/user/0xdata • Events & Meetups: http://h2o.ai/events • Stack Overflow: https://stackoverflow.com/tags/h2o • Google Group: https://tinyurl.com/h2ostream • Gitter: http://gitter.im/h2oai/h2o-3
- 26. First-time Qwiklab Account Setup • Go to http://h2oai.qwiklab.com • Click on “JOIN” • Create a new account with a valid email address • You will receive a confirmation email • Click on the link in the confirmation email • Go back to http://h2oai.qwiklab.com and log in • Go to the Catalog on the left bar • Choose “Introduction to AutoML in H2O” • Wait for instructions
- 27. https://tinyurl.com/automl-h2oworld17 Code and data available here H2O AutoML Tutorial