Add capability to inherit distributions supported by metalearner in Stacked Ensemble

[exalate-issue-sync]

If all base models share the same distribution/family (and its parameters/link function) and that distribution/family is supported in metalearner automatically inherit it.

We support:

• {{AUTO}} (for metalearner DeepLearning, DRF, GBM, XGBoost)
• {{bernoulli}} (for metalearner DeepLearning, DRF, GBM, XGBoost)
• {{quasibinomial}} (for metalearner GBM, XGBoost)
• {{multinomial}} (for metalearner DeepLearning, DRF, GBM, XGBoost)
• {{gaussian}} (for metalearner DeepLearning, DRF, GBM, XGBoost)
• {{poisson}} (for metalearner DeepLearning, GBM, XGBoost)
• {{gamma}} (for metalearner DeepLearning, GBM, XGBoost)
• {{laplace}} (for metalearner DeepLearning, GBM)
• {{quantile}} (for metalearner DeepLearning, GBM)
• {{huber}} (for metalearner DeepLearning, GBM)
• {{tweedie}} (for metalearner DeepLearning, GBM, XGBoost)
• {{custom}} (for metalearner GBM)

And all supported family in GLM.

If there is at least one model that differs in distribution/family, we default to {{gaussian}}, {{bernoulli}}, {{multinomial}} depending on the task at hand.

The only exception to this rule is the case when one base model further specialises the distribution, e.g., all base models have gamma distribution and we have only one GLM base model with non-default link, if the metalearner supports it (e.g. is also a GLM) then we inherit the link since there was no other base model that would conflict with this GLM’s link. If we would have 2 GLM one with non-default link and one with default we would default to {{gaussian}} family with default link.

This jira also makes sure that if the user specifies {{distribution}}/ {{family}} in {{metalearner_params}}, we will pass it to metalearner without any changes to it.

[exalate-issue-sync]

Erin LeDell commented: Let’s check to make sure all the distributions supported the base learners are able to be passed through to Stacked Ensemble.

[exalate-issue-sync]

Erin LeDell commented: [~accountid:5e43370f5a495e0c91a74ebe] Can you update the Jira title & description to include other distributions (and list them)? Thx!

[h2o-ops]

JIRA Issue Migration Info

Jira Issue: PUBDEV-7491
Assignee: Tomas Fryda
Reporter: Neema Mashayekhi
State: Resolved
Fix Version: 3.30.0.4
Attachments: N/A
Development PRs: Available

Linked PRs from JIRA

#4566
#4776