Introduction to H2O and Model Stacking Use Cases
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This document provides an introduction and overview of H2O, an open source machine learning platform. It discusses H2O's capabilities for supervised and unsupervised learning using algorithms like gradient boosted machines, random forests, and deep learning. It also introduces the concept of model stacking in H2O, which uses the predictions from multiple models as inputs to train a new meta-model, and provides examples of stacking for regression and classification problems using various datasets.
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Introduction to H2O and Model Stacking Use Cases
- 1. Introduction to H2O with Model Stacking Use Cases Jo-fai (Joe) Chow Data Scientist joe@h2o.ai @matlabulous London Artificial Intelligence & Deep Learning @SHACK15hub 27th April, 2017
- 2. 2 Thanks for joining us! https://www.meetup.com/London-Artificial-Intelligence-Deep-Learning/members/ 1st Official H2O Meetup in London
- 3. 3 Our Friends in UK • Data Science for IoT Meetup • Ajit Jaokar (Oxford Uni) • Barty Isola from La Fosse (Venue) • London Kaggle Meetup • Alex Glaser, Wojtek Kostelecki & Sergiusz Bleja • Big Data London • Bill Hammond • This year: Nov 15-16
- 4. Agenda • Introduction • Company • Why H2O? • H2O Machine Learning Platform • Model Stacking in H2O • Introduction / Why • Simple Examples • Regression / Binary Classification • Kaggle Example • Multi-class Classification • H2O + xgboost 4
- 5. About Me • Civil (Water) Engineer • 2010 – 2015 • Consultant (UK) • Utilities • Asset Management • Constrained Optimization • Industrial PhD (UK) • Infrastructure Design Optimization • Machine Learning + Water Engineering • Discovered H2O in 2014 • Data Scientist • 2015 • Virgin Media (UK) • Domino Data Lab (Silicon Valley) • 2016 – Present • H2O.ai (Silicon Valley) 5
- 6. About Me – From Kaggle to H2O 6 R + H2O + Domino for Kaggle Guest Blog Post for Domino & H2O (2014) • The Long Story • bit.ly/joe_kaggle_story
- 7. About Me – I Love DataViz 7 My First Data Viz & Shiny App Experience CrimeMap (2013) Revolution Analytics’ Data Viz Contest RUGSMAPS (2014)
- 9. Company Overview Founded 2011 Venture-backed, debuted in 2012 Products • H2O Open Source In-Memory AI Prediction Engine • Sparkling Water • Steam Mission Operationalize Data Science, and provide a platform for users to build beautiful data products Team 70 employees • Distributed Systems Engineers doing Machine Learning • World-class visualization designers Headquarters Mountain View, CA 9
- 10. 10 Our Team Joe
- 12. 12 Arno (CTO)
- 13. 13
- 14. 14
- 16. #AroundTheWorldWithH2Oai 16 My first H2O talk March 2016
- 17. 17
- 18. Users In Various Verticals Adore H2O Financial Insurance MarketingTelecom Healthcare 18
- 21. Why H2O? 21
- 22. Szilard Pafka’s ML Benchmark 22 https://github.com/szilard/benchm-ml n = million of samples Gradient Boosting Machine Benchmark H2O is fastest at 10M samples H2O is as accurate as others at 10M samples Time (s) AUC
- 24. 24
- 25. H2O Deep Learning in Action 25
- 26. H2O for Kaggle Competitions 26
- 27. H2O for Academic Research 27 http://www.sciencedirect.com/science/article/pii/S0377221716308657 https://arxiv.org/abs/1509.01199
- 28. H2O Machine Learning Platform 28
- 29. HDFS S3 NFS Distributed In-Memory Load Data Loss-less Compression H2O Compute Engine Production Scoring Environment Exploratory & Descriptive Analysis Feature Engineering & Selection Supervised & Unsupervised Modeling Model Evaluation & Selection Predict Data & Model Storage Model Export: Plain Old Java Object Your Imagination Data Prep Export: Plain Old Java Object Local SQL High Level Architecture 29
- 30. HDFS S3 NFS Distributed In-Memory Load Data Loss-less Compression H2O Compute Engine Production Scoring Environment Exploratory & Descriptive Analysis Feature Engineering & Selection Supervised & Unsupervised Modeling Model Evaluation & Selection Predict Data & Model Storage Model Export: Plain Old Java Object Your Imagination Data Prep Export: Plain Old Java Object Local SQL High Level Architecture 30 Import Data from Multiple Sources
- 31. HDFS S3 NFS Distributed In-Memory Load Data Loss-less Compression H2O Compute Engine Production Scoring Environment Exploratory & Descriptive Analysis Feature Engineering & Selection Supervised & Unsupervised Modeling Model Evaluation & Selection Predict Data & Model Storage Model Export: Plain Old Java Object Your Imagination Data Prep Export: Plain Old Java Object Local SQL High Level Architecture 31 Fast, Scalable & Distributed Compute Engine Written in Java
- 32. HDFS S3 NFS Distributed In-Memory Load Data Loss-less Compression H2O Compute Engine Production Scoring Environment Exploratory & Descriptive Analysis Feature Engineering & Selection Supervised & Unsupervised Modeling Model Evaluation & Selection Predict Data & Model Storage Model Export: Plain Old Java Object Your Imagination Data Prep Export: Plain Old Java Object Local SQL High Level Architecture 32 Fast, Scalable & Distributed Compute Engine Written in Java
- 33. Supervised Learning • Generalized Linear Models: Binomial, Gaussian, Gamma, Poisson and Tweedie • Naïve Bayes Statistical Analysis Ensembles • Distributed Random Forest: Classification or regression models • Gradient Boosting Machine: Produces an ensemble of decision trees with increasing refined approximations Deep Neural Networks • Deep learning: Create multi-layer feed forward neural networks starting with an input layer followed by multiple layers of nonlinear transformations Algorithms Overview Unsupervised Learning • K-means: Partitions observations into k clusters/groups of the same spatial size. Automatically detect optimal k Clustering Dimensionality Reduction • Principal Component Analysis: Linearly transforms correlated variables to independent components • Generalized Low Rank Models: extend the idea of PCA to handle arbitrary data consisting of numerical, Boolean, categorical, and missing data Anomaly Detection • Autoencoders: Find outliers using a nonlinear dimensionality reduction using deep learning 33
- 34. HDFS S3 NFS Distributed In-Memory Load Data Loss-less Compression H2O Compute Engine Production Scoring Environment Exploratory & Descriptive Analysis Feature Engineering & Selection Supervised & Unsupervised Modeling Model Evaluation & Selection Predict Data & Model Storage Model Export: Plain Old Java Object Your Imagination Data Prep Export: Plain Old Java Object Local SQL High Level Architecture 34 Multiple Interfaces
- 35. H2O + R 35 Package ‘h2o’ from CRAN or H2O’s website Start a local H2O (Java Virtual Machine) cluster Simple ‘iris’ example
- 36. H2O + R 36
- 37. H2O + Python 37
- 38. 38 H2O Flow (Web) Interface
- 39. HDFS S3 NFS Distributed In-Memory Load Data Loss-less Compression H2O Compute Engine Production Scoring Environment Exploratory & Descriptive Analysis Feature Engineering & Selection Supervised & Unsupervised Modeling Model Evaluation & Selection Predict Data & Model Storage Model Export: Plain Old Java Object Your Imagination Data Prep Export: Plain Old Java Object Local SQL High Level Architecture 39 Export Standalone Models for Production
- 40. H2O Overview 40
- 41. 41 docs.h2o.ai
- 44. 44
- 45. 45
- 46. 46 Stacking … CV Predictions From Model 1 CV Predictions From Model 2 CV Predictions From Model n Ground Truth (Real Labels) + Numerical Features Numerical or Categorical Labels Meta-learning
- 47. 47
- 48. 48
- 51. Regression Example Wine Quality Dataset 51
- 52. Examples are based on my H2O Tutorials • Introduction to Machine Learning with H2O and Python • Basic Extract, Transform and Load (ETL) • Supervised Learning • Parameters Tuning • Stacking • http://bit.ly/joe_h2o_tutorials • R Code Examples included • Official H2O Tutorials • https://github.com/h2oai/h2o- tutorials 52
- 53. Improving Model Performance (Step-by-Step) 53 Model Settings MSE (CV) MSE (Test) GBM with default settings N/A 0.4551 GBM with manual settings N/A 0.4433 Manual settings + cross-validation 0.4502 0.4433 Manual + CV + early stopping 0.4429 0.4287 CV + early stopping + full grid search 0.4378 0.4196 CV + early stopping + random grid search 0.4227 0.4047 Stacking models from random grid search N/A 0.3969 Lower Mean Square Error = Better Performance For More Details https://github.com/woobe/h2o_tutorials/tree/master/introduction_to_machine_learning
- 55. 55 Regression Performance – MSE Lower the better
- 56. 56 Lowest MSE = Best Performance Python Interface for H2O Stacked Ensembles Best GBM, DRF and DNN models from Random Grid Search
- 57. 57 Lowest MSE = Best Performance R Interface for H2O Stacked Ensembles Use the three models from previous steps
- 58. Binary Classification Example Titanic Dataset 58
- 59. 59 7 Features Target For More Details https://github.com/woobe/h2o_tutorials/tree/master/introduction_to_machine_learning
- 61. 61 Highest AUC = Best Performance For More Details https://github.com/woobe/h2o_tutorials/tree/master/introduction_to_machine_learning
- 62. Kaggle Example Santander Product Recommendation 62
- 63. Santander Product Recommendation 63 https://www.kaggle.com/c/santander-product-recommendation Stacked Ensembles of H2O GBM (Joe) + Ensembles of xgboost (ZFTurbo)
- 64. Santander Product Recommendation • Predict new products that customers will add in the future • Reframed as a Multiclass Classification problem • Feature Engineering • Basic (Everyone) • Advanced (ZFTurbo, Yifan, Anokas) • Also see Yifan’s slides • Models • H2O GBM (Joe) – Single Best Model • xgboost (ZFTurbo) 64
- 65. 65 Reducing logloss by Model Stacking https://bitbucket.org/woobe/kaggle_santander_product/src/
- 66. 66 Extract CV Predictions … CV Predictions From Model 1 CV Predictions From Model 2 CV Predictions From Model n Ground Truth (Real Labels) + Numerical Features Categorical Labels https://bitbucket.org/woobe/kaggle_santander_product/src/
- 67. Kaggle Example Higgs (Small Version) 67
- 72. 72 Higher AUC = Better Performance https://github.com/h2oai/h2o-tutorials/tree/master/tutorials/ensembles-stacking
- 73. Conclusions 73
- 74. Model Stacking in H2O • Stacking made easy • Laborious process automated • Works in both R and Python • Works with current and new algorithms in H2O • xgboost • Deep Water (MXNet, TensorFlow & Caffe) • … and more! 74 • Related Talk • www.slideshare.net/0xdata/stacke d-ensembles-in-h2o • Learning Resources • github.com/h2oai/h2o- tutorials/tree/master/tutorials/en sembles-stacking • bit.ly/joe_h2o_tutorials
- 75. 75 H2O Supports Local Data Science Community https://www.meetup.com/London-Kaggle-Meetup/ https://www.meetup.com/Women-in-Kaggle/
- 76. 76 Our Friends in UK • Data Science for IoT Meetup • Ajit Jaokar (Oxford Uni) • Barty Isola from La Fosse (Venue) • London Kaggle Meetup • Alex Glaser, Wojtek Kostelecki & Sergiusz Bleja • Big Data London • Bill Hammond • This year: Nov 15-16
- 77. 77 Thanks for joining us! Next H2O Meetup: June 20 (T.B.C.) https://www.meetup.com/London-Artificial-Intelligence-Deep-Learning/members/
- 78. 78 Thanks! • Code, Slides & Documents • bit.ly/h2o_meetups • docs.h2o.ai • Contact • joe@h2o.ai • @matlabulous • github.com/woobe • Please search/ask questions on Stack Overflow • Use the tag `h2o` (not H2 zero)