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h2o.kolmogorov_smirnov

Kolmogorov-Smirnov metric for binomial models


Description

Retrieves a Kolmogorov-Smirnov metric for given binomial model. The number returned is in range between 0 and 1. K-S metric represents the degree of separation between the positive (1) and negative (0) cumulative distribution functions. Detailed metrics per each group are to be found in the gains-lift table.

Usage

h2o.kolmogorov_smirnov(object)

## S4 method for signature 'H2OModelMetrics'
h2o.kolmogorov_smirnov(object)

## S4 method for signature 'H2OModel'
h2o.kolmogorov_smirnov(object)

Arguments

object

Either an H2OModel object or an H2OModelMetrics object.

Details

The H2OModelMetrics version of this function will only take H2OBinomialMetrics objects.

Value

Kolmogorov-Smirnov metric, a number between 0 and 1.

See Also

h2o.gainsLift to see detailed K-S metrics per group

Examples

## Not run: 
library(h2o)
h2o.init()
data <- h2o.importFile(
path = "https://s3.amazonaws.com/h2o-public-test-data/smalldata/airlines/allyears2k_headers.zip")
model <- h2o.gbm(x = c("Origin", "Distance"), y = "IsDepDelayed", 
                       training_frame = data, ntrees = 1)
h2o.kolmogorov_smirnov(model)

## End(Not run)

h2o

R Interface for the 'H2O' Scalable Machine Learning Platform

v3.32.1.2
Apache License (== 2.0)
Authors
Erin LeDell [aut, cre], Navdeep Gill [aut], Spencer Aiello [aut], Anqi Fu [aut], Arno Candel [aut], Cliff Click [aut], Tom Kraljevic [aut], Tomas Nykodym [aut], Patrick Aboyoun [aut], Michal Kurka [aut], Michal Malohlava [aut], Ludi Rehak [ctb], Eric Eckstrand [ctb], Brandon Hill [ctb], Sebastian Vidrio [ctb], Surekha Jadhawani [ctb], Amy Wang [ctb], Raymond Peck [ctb], Wendy Wong [ctb], Jan Gorecki [ctb], Matt Dowle [ctb], Yuan Tang [ctb], Lauren DiPerna [ctb], Tomas Fryda [ctb], H2O.ai [cph, fnd]
Initial release
2021-04-29

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