Differences Between h2o.gbm, h2o.xgboost and h2o4gpu.gradient_boosting_regressor
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I would like to ask you a question about the different Gradient Boosting Machine functions of h2o package in R. In order to identify the speed difference between these functions; same parameters with same training data has been trained for h2o.gbm, h2o.xgboost and h2o4gpu.gradient_boosting_regressor. The models can be seen below;
model_cpu=h2o.gbm(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE",max_depth = 20) #02:57.36
model_xgb=h2o.xgboost(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE", max_depth = 20,learn_rate = 0.1) #06:31.41
model_gpu=h2o4gpu.gradient_boosting_regressor(n_estimators = 100, nfolds= 10, stopping_metric ="RMSE", max_depth = 20) %>% fit(x_gpu, y_gpu) #2:19.83
"#" sign after the commands indicates the run time of that command. As clearly can be seen; h2o4gpu is the fastest one when we compare. Then, I've decided to go on a more detailed model just increasing the ntree parameter with only h2o4gpu and h2o.gbm. Speed of h2o4gpu was amazing. When h2o.gbm finished in approx. 18 minutes, h2o4gpu finished in 3 and half minutes. Then; I just wanted to compare these models on test data. Result was shocking for me. There were an important difference between the results of these models.
cor_for_h2o.gbm=0.9294249, rmse_for_h2o.gbm=5.822826, mae_for_h2o.gbm=4.024654
cor_for_h2o4gpu=0.9182083, rmse_for_h2o4gpu=6.249201, mae_for_h2o4gpu=4.288272
As I understand, the algorithm behind these two models are different although the parameters are same. What might be the reason behind it? Should I continue to use h2o.gbm even though its slower? Moreover, why h2o.xgboost is much more slower than the others?
Btw, with its grid search option, I would prefer h2o.gbm to h2o4gpu even though it's slower. On the other hand, if you say h2o4gpu is better. Can you suggest any option for hyperparameter tuning in h2o4gpu?
r machine-learning h2o h2o4gpu
asked Nov 22 '18 at 15:20
CyricCyric
105
add a comment |
I would like to ask you a question about the different Gradient Boosting Machine functions of h2o package in R. In order to identify the speed difference between these functions; same parameters with same training data has been trained for h2o.gbm, h2o.xgboost and h2o4gpu.gradient_boosting_regressor. The models can be seen below;
model_cpu=h2o.gbm(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE",max_depth = 20) #02:57.36
model_xgb=h2o.xgboost(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE", max_depth = 20,learn_rate = 0.1) #06:31.41
model_gpu=h2o4gpu.gradient_boosting_regressor(n_estimators = 100, nfolds= 10, stopping_metric ="RMSE", max_depth = 20) %>% fit(x_gpu, y_gpu) #2:19.83
"#" sign after the commands indicates the run time of that command. As clearly can be seen; h2o4gpu is the fastest one when we compare. Then, I've decided to go on a more detailed model just increasing the ntree parameter with only h2o4gpu and h2o.gbm. Speed of h2o4gpu was amazing. When h2o.gbm finished in approx. 18 minutes, h2o4gpu finished in 3 and half minutes. Then; I just wanted to compare these models on test data. Result was shocking for me. There were an important difference between the results of these models.
cor_for_h2o.gbm=0.9294249, rmse_for_h2o.gbm=5.822826, mae_for_h2o.gbm=4.024654
cor_for_h2o4gpu=0.9182083, rmse_for_h2o4gpu=6.249201, mae_for_h2o4gpu=4.288272
As I understand, the algorithm behind these two models are different although the parameters are same. What might be the reason behind it? Should I continue to use h2o.gbm even though its slower? Moreover, why h2o.xgboost is much more slower than the others?
Btw, with its grid search option, I would prefer h2o.gbm to h2o4gpu even though it's slower. On the other hand, if you say h2o4gpu is better. Can you suggest any option for hyperparameter tuning in h2o4gpu?
r machine-learning h2o h2o4gpu
asked Nov 22 '18 at 15:20
CyricCyric
105
can you let us know big your training_frame was? And just as a quick note are you running h2o4gpu with gpus or cpus, because the other algorithms can only use cpus.
– Lauren
Nov 29 '18 at 20:42
add a comment |
I would like to ask you a question about the different Gradient Boosting Machine functions of h2o package in R. In order to identify the speed difference between these functions; same parameters with same training data has been trained for h2o.gbm, h2o.xgboost and h2o4gpu.gradient_boosting_regressor. The models can be seen below;
model_cpu=h2o.gbm(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE",max_depth = 20) #02:57.36
model_xgb=h2o.xgboost(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE", max_depth = 20,learn_rate = 0.1) #06:31.41
model_gpu=h2o4gpu.gradient_boosting_regressor(n_estimators = 100, nfolds= 10, stopping_metric ="RMSE", max_depth = 20) %>% fit(x_gpu, y_gpu) #2:19.83
"#" sign after the commands indicates the run time of that command. As clearly can be seen; h2o4gpu is the fastest one when we compare. Then, I've decided to go on a more detailed model just increasing the ntree parameter with only h2o4gpu and h2o.gbm. Speed of h2o4gpu was amazing. When h2o.gbm finished in approx. 18 minutes, h2o4gpu finished in 3 and half minutes. Then; I just wanted to compare these models on test data. Result was shocking for me. There were an important difference between the results of these models.
cor_for_h2o.gbm=0.9294249, rmse_for_h2o.gbm=5.822826, mae_for_h2o.gbm=4.024654
cor_for_h2o4gpu=0.9182083, rmse_for_h2o4gpu=6.249201, mae_for_h2o4gpu=4.288272
As I understand, the algorithm behind these two models are different although the parameters are same. What might be the reason behind it? Should I continue to use h2o.gbm even though its slower? Moreover, why h2o.xgboost is much more slower than the others?
Btw, with its grid search option, I would prefer h2o.gbm to h2o4gpu even though it's slower. On the other hand, if you say h2o4gpu is better. Can you suggest any option for hyperparameter tuning in h2o4gpu?
r machine-learning h2o h2o4gpu
asked Nov 22 '18 at 15:20
CyricCyric
105
I would like to ask you a question about the different Gradient Boosting Machine functions of h2o package in R. In order to identify the speed difference between these functions; same parameters with same training data has been trained for h2o.gbm, h2o.xgboost and h2o4gpu.gradient_boosting_regressor. The models can be seen below;
model_cpu=h2o.gbm(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE",max_depth = 20) #02:57.36
model_xgb=h2o.xgboost(x = x_col_names, y = y, training_frame = train, nfolds = 10, ntrees = 100, stopping_metric = "RMSE", max_depth = 20,learn_rate = 0.1) #06:31.41
model_gpu=h2o4gpu.gradient_boosting_regressor(n_estimators = 100, nfolds= 10, stopping_metric ="RMSE", max_depth = 20) %>% fit(x_gpu, y_gpu) #2:19.83
"#" sign after the commands indicates the run time of that command. As clearly can be seen; h2o4gpu is the fastest one when we compare. Then, I've decided to go on a more detailed model just increasing the ntree parameter with only h2o4gpu and h2o.gbm. Speed of h2o4gpu was amazing. When h2o.gbm finished in approx. 18 minutes, h2o4gpu finished in 3 and half minutes. Then; I just wanted to compare these models on test data. Result was shocking for me. There were an important difference between the results of these models.
cor_for_h2o.gbm=0.9294249, rmse_for_h2o.gbm=5.822826, mae_for_h2o.gbm=4.024654
cor_for_h2o4gpu=0.9182083, rmse_for_h2o4gpu=6.249201, mae_for_h2o4gpu=4.288272
As I understand, the algorithm behind these two models are different although the parameters are same. What might be the reason behind it? Should I continue to use h2o.gbm even though its slower? Moreover, why h2o.xgboost is much more slower than the others?
Btw, with its grid search option, I would prefer h2o.gbm to h2o4gpu even though it's slower. On the other hand, if you say h2o4gpu is better. Can you suggest any option for hyperparameter tuning in h2o4gpu?
r machine-learning h2o h2o4gpu
r machine-learning h2o h2o4gpu
asked Nov 22 '18 at 15:20
CyricCyric
105
asked Nov 22 '18 at 15:20
CyricCyric
105
asked Nov 22 '18 at 15:20
CyricCyric
105
asked Nov 22 '18 at 15:20
CyricCyric
105
asked Nov 22 '18 at 15:20
CyricCyric
105
105
can you let us know big your training_frame was? And just as a quick note are you running h2o4gpu with gpus or cpus, because the other algorithms can only use cpus.
– Lauren
Nov 29 '18 at 20:42
add a comment |
can you let us know big your training_frame was? And just as a quick note are you running h2o4gpu with gpus or cpus, because the other algorithms can only use cpus.
– Lauren
Nov 29 '18 at 20:42
can you let us know big your training_frame was? And just as a quick note are you running h2o4gpu with gpus or cpus, because the other algorithms can only use cpus.
– Lauren
Nov 29 '18 at 20:42
can you let us know big your training_frame was? And just as a quick note are you running h2o4gpu with gpus or cpus, because the other algorithms can only use cpus.
– Lauren
Nov 29 '18 at 20:42
add a comment |
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can you let us know big your training_frame was? And just as a quick note are you running h2o4gpu with gpus or cpus, because the other algorithms can only use cpus.
– Lauren
Nov 29 '18 at 20:42