我们应该如何解释 H2O 预测函数的结果？

Question

我已经训练并存储了一个随机森林二元分类模型。现在，我正在尝试使用此模型模拟处理新的（样本外）数据。我的 Python (Anaconda 3.6) 代码是：

import h2o
import pandas as pd
import sys

localH2O = h2o.init(ip = "localhost", port = 54321, max_mem_size = "8G", nthreads = -1)
h2o.remove_all()

model_path = "C:/sm/BottleRockets/rf_model/DRF_model_python_1501621766843_28117";
model = h2o.load_model(model_path)

new_data = h2o.import_file(path="C:/sm/BottleRockets/new_data.csv")
print(new_data.head(10))

predict = model.predict(new_data)  # predict returns a data frame
print(predict.describe())
predicted = predict[0,0]
probability = predict[0,2]  # probability the prediction is a "1"

print('prediction: ', predicted, ', probability: ', probability)

当我运行此代码时，我得到：

>>> import h2o
>>> import pandas as pd
>>> import sys
>>> localH2O = h2o.init(ip = "localhost", port = 54321, max_mem_size = "8G", nthreads = -1)
Checking whether there is an H2O instance running at http://localhost:54321. connected.
--------------------------  ------------------------------
H2O cluster uptime:         22 hours 22 mins
H2O cluster version:        3.10.5.4
H2O cluster version age:    18 days
H2O cluster name:           H2O_from_python_Charles_0fqq0c
H2O cluster total nodes:    1
H2O cluster free memory:    6.790 Gb
H2O cluster total cores:    8
H2O cluster allowed cores:  8
H2O cluster status:         locked, healthy
H2O connection url:         http://localhost:54321
H2O connection proxy:
H2O internal security:      False
Python version:             3.6.1 final
--------------------------  ------------------------------
>>> h2o.remove_all()
>>> model_path = "C:/sm/BottleRockets/rf_model/DRF_model_python_1501621766843_28117";
>>> model = h2o.load_model(model_path)
>>> new_data = h2o.import_file(path="C:/sm/BottleRockets/new_data.csv")

Parse progress: |█████████████████████████████████████████████████████████| 100%
>>> print(new_data.head(10))
  BoxRatio    Thrust    Velocity    OnBalRun    vwapGain
----------  --------  ----------  ----------  ----------
     1.502    55.044        0.38          37       0.845

[1 row x 5 columns]

>>> predict = model.predict(new_data)  # predict returns a data frame

drf prediction progress: |████████████████████████████████████████████████| 100%
>>> print(predict.describe())
Rows:1
Cols:3


         predict    p0                  p1
-------  ---------  ------------------  -------------------
type     enum       real                real
mins                0.8849431818181818  0.11505681818181818
mean                0.8849431818181818  0.11505681818181818
maxs                0.8849431818181818  0.11505681818181818
sigma               0.0                 0.0
zeros               0                   0
missing  0          0                   0
0        1          0.8849431818181818  0.11505681818181818
None
>>> predicted = predict[0,0]
>>> probability = predict[0,2]  # probability the prediction is a "1"
>>> print('prediction: ', predicted, ', probability: ', probability)
prediction:  1 , probability:  0.11505681818181818
>>>

我对 "predict" 数据框的内容感到困惑。请告诉我标有 "p0" 和 "p1" 的列中的数字是什么意思。我希望它们是概率，正如您在我的代码中看到的那样，我正在尝试获得预测的分类（0 或 1）以及该分类正确的概率。我的代码是否正确地做到了这一点？

如有任何意见，我们将不胜感激。查尔斯

Answer 1

p0 是 class 0 被选中的概率（介于 0 和 1 之间）。

p1 是 class 1 被选中的概率（介于 0 和 1 之间）。

要记住的是 "prediction" 是通过对 p1 应用阈值得到的。该阈值点的选择取决于您是要减少误报还是漏报。不只是 0.5.

为"the prediction"选择的阈值是max-F1。但是您可以自己提取 p1 并以任何您喜欢的方式设置阈值。

Answer 2

Darren Cook 让我 post 训练数据的前几行。这是：

   BoxRatio  Thrust  Velocity  OnBalRun  vwapGain  Altitude
0     0.000   0.000     2.186     4.534     0.361         1
1     0.000   0.000     0.561     2.642     0.909         1
2     2.824   2.824     2.199     4.748     1.422         1
3     0.442   0.452     1.702     3.695     1.186         0
4     0.084   0.088     0.612     1.699     0.700         1

响应列标记为 "Altitude"。 Class 1 是我想从新的 "out-of-sample" 数据中看到的。 “1”很好，表示达到了 "Altitude"（真阳性）。 “0”表示未达到 "Altitude"（真否定）。在上面的预测table中，预测“1”的概率为0.11505681818181818。这对我来说没有意义。

查尔斯

我们应该如何解释 H2O 预测函数的结果？

How should we interpret the results of the H2O predict function?

python-3.x

h2o