Add Generalized Additive Models (GAMs) to H2O

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some resources
http://www.cs.cornell.edu/~yinlou/papers/lou-kdd13.pdf
http://www.cs.cornell.edu/~yinlou/projects/gam/
http://people.dbmi.columbia.edu/noemie/papers/15kdd.pdf
https://cran.r-project.org/web/packages/gam/gam.pdf
https://multithreaded.stitchfix.com/assets/files/gam.pdf

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Wendy commented: After digging around the literature, I have come up with the following plan and subtasks:

Generate basic GAM Schema and Algorithm supporting regression (PUBDEV-7178);

Generate GAM dataset and implement Java unit test (PUBDEV-7178);

Generate ModelMetric and implement model metrics calculation (PUBDEV-7180);

Generate Python API o support GAM and implement Python unit test (PUBDEV-7181);

Generate R API to support GAM and implement R unit test (PUBDEV-7182);

Generate Python API to support GAM model metrics and implement Python unit test (PUBDEV-7183);

Generate R API to support GAM model metrics and implement R unit test (PUBDEV-7184);

Generate GAM Mojo (PUBDEV-7185);

Note that task 4 and 5 can start as soon as 1 is completed. Tasks 6, 7 can start as soon as task 3 is completed. Task 8 can start as soon as task 1 is completed.

In addition, we will want to do the following as well:

Add support for more smoothers;

Add methods for choosing knots;

Add support for other families and links: binomial, multinomial, gamma, ….. Check with R and see what families they support in mgcv toolbox.

I will add the appropriate JIRAs as we go along.

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Wendy commented: The following subtasks will make it to the major release in end of march:

PUBDEV-7178: Generate basic GAM Schema and Algorithm

PUBDEV-7180: added modelmetrics

PUBDEV-7181: Python API

PUBDEV-7182: R API

[h2o-ops]

JIRA Issue Migration Info

Jira Issue: PUBDEV-6807
Assignee: Wendy
Reporter: Nidhi Mehta
State: Resolved
Fix Version: 3.30.1.1
Attachments: Available (Count: 1)
Development PRs: N/A

Attachments From Jira

Attachment Name: GAM_doc.pdf
Attached By: Wendy
File Link:https://h2o-3-jira-github-migration.s3.amazonaws.com/PUBDEV-6807/GAM_doc.pdf