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Regression-with-H20-AutoML

AutoML is a function in H2O that automates the process of building a large number of models, with the goal of finding the "best" model without any prior knowledge or effort by the Data Scientist.

The current version of AutoML (in H2O 3.16.*) trains and cross-validates a default Random Forest, an Extremely-Randomized Forest, a random grid of Gradient Boosting Machines (GBMs), a random grid of Deep Neural Nets, a fixed grid of GLMs, and then trains two Stacked Ensemble models at the end. One ensemble contains all the models (optimized for model performance), and the second ensemble contains just the best performing model from each algorithm class/family (optimized for production use).

Let's use Auto data and predict the mpg.