diff --git a/h2o-docs/src/product/data-science/gbm.rst b/h2o-docs/src/product/data-science/gbm.rst index abadc2a86db9..99e65aad103b 100644 --- a/h2o-docs/src/product/data-science/gbm.rst +++ b/h2o-docs/src/product/data-science/gbm.rst @@ -358,6 +358,19 @@ Metrics Usage is illustrated in the Examples section. +GBM Friedman and Popescu's H statistics +~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ + +You can calculates the Friedman and Popescu's H statistics to test for the presence of an interaction between specified variables. + +H varies from 0 to 1. It will have a value of 0 if the model exhibits no interaction between specified variables and a correspondingly larger value for a stronger interaction effect between them. NaN is returned if a computation is spoiled by weak main effects and rounding errors. + +This statistic can only be calculated for numerical variables. Missing values are supported. + +Reference implementation: `Python `__ and `R `__ + +You can see how it used in the `Examples section <#examples>`__. + Examples ~~~~~~~~ @@ -394,6 +407,10 @@ Below is a simple example showing how to build a Gradient Boosting Machine model # Extract feature interactions: feature_interactions <- h2o.feature_interaction(pros_gbm) + # Get Friedman and Popescu's H statistics + h <- h2o.h(pros_gbm, prostate, c('DPROS','DCAPS')) + print(h) + .. code-tab:: python @@ -424,6 +441,10 @@ Below is a simple example showing how to build a Gradient Boosting Machine model # Extract feature interactions: feature_interactions = pros_gbm.feature_interaction() + # Get Friedman and Popescu's H statistics + h = pros_gbm.h(prostate_train, ['DPROS','DCAPS']) + print(h) + .. code-tab:: scala @@ -481,6 +502,8 @@ York, 2001. `__ `Nee, Daniel, "Calibrating Classifier Probabilities", 2014 `__ +`Jerome H. Friedman and Bogdan E. Popescu, 2008, "Predictive learning via rule ensembles", *Ann. Appl. Stat.* **2**:916-954. `__ + FAQ ~~~ diff --git a/h2o-docs/src/product/data-science/xgboost.rst b/h2o-docs/src/product/data-science/xgboost.rst index 960952be1346..55d34687074b 100644 --- a/h2o-docs/src/product/data-science/xgboost.rst +++ b/h2o-docs/src/product/data-science/xgboost.rst @@ -373,6 +373,19 @@ Metrics Usage is illustrated in the Examples section. +XGBoost Friedman and Popescu's H statistics +~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ + +You can calculates the Friedman and Popescu's H statistics to test for the presence of an interaction between specified variables. + +H varies from 0 to 1. It will have a value of 0 if the model exhibits no interaction between specified variables and a correspondingly larger value for a stronger interaction effect between them. NaN is returned if a computation is spoiled by weak main effects and rounding errors. + +This statistic can only be calculated for numerical variables. Missing values are supported. + +Reference implementation: `Python `__ and `R `__ + +You can see how it used in the `Examples section <#examples>`__. + Examples ~~~~~~~~ @@ -415,6 +428,10 @@ Below is a simple example showing how to build a XGBoost model. # Extract feature interactions: feature_interactions = h2o.feature_interaction(titanic_xgb) + # Get Friedman and Popescu's H statistics + h <- h2o.h(titanic_xgb, train, c('fair','age')) + print(h) + .. code-tab:: python @@ -451,6 +468,10 @@ Below is a simple example showing how to build a XGBoost model. # Extract feature interactions: feature_interactions = titanic_xgb.feature_interaction() + # Get Friedman and Popescu's H statistics + h = titanic_xgb.h(train, ['fair','age']) + print(h) + Note '''' @@ -507,4 +528,6 @@ References - Mitchell R, Frank E. (2017) Accelerating the XGBoost algorithm using GPU computing. PeerJ Preprints 5:e2911v1 `https://doi.org/10.7287/peerj.preprints.2911v1 `__ +`Jerome H. Friedman and Bogdan E. Popescu, 2008, "Predictive learning via rule ensembles", *Ann. Appl. Stat.* **2**:916-954. `__ +