hex.tree

Class FriedmanPopescusH

java.lang.Object

hex.tree.FriedmanPopescusH

public class FriedmanPopescusH
extends java.lang.Object

Calculates Friedman and Popescu's H statistics, in order to test for the presence of an interaction between specified variables in h2o gbm and xgb models. 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. See Jerome H. Friedman and Bogdan E. Popescu, 2008, "Predictive learning via rule ensembles", *Ann. Appl. Stat.* **2**:916-954, http://projecteuclid.org/download/pdfview_1/euclid.aoas/1223908046, s. 8.1. Reference implementation: https://pypi.org/project/sklearn-gbmi/

Constructor Summary

Constructors

Constructor and Description
FriedmanPopescusH()

Method Summary

Modifier and Type	Method and Description
static double[]	add(double[] first, double[] second)
static double	h(water.fvec.Frame frame, java.lang.String[] vars, double learnRate, hex.genmodel.algos.tree.SharedTreeSubgraph[][] sharedTreeSubgraphs)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FriedmanPopescusH

public FriedmanPopescusH()

Method Detail

h

public static double h(water.fvec.Frame frame,
                       java.lang.String[] vars,
                       double learnRate,
                       hex.genmodel.algos.tree.SharedTreeSubgraph[][] sharedTreeSubgraphs)

add

public static double[] add(double[] first,
                           double[] second)