core pipeline API

h2o-admissibleml/src/main/java/hex/Infogram/Infogram.java

@@ -1,6 +1,9 @@
 package hex.Infogram;
 
 import hex.*;
+import hex.Infogram.InfogramModel.InfogramModelOutput;
+import hex.Infogram.InfogramModel.InfogramParameters;
+import hex.ModelMetrics.MetricBuilder;
 import water.*;
 import water.exceptions.H2OModelBuilderIllegalArgumentException;
 import water.fvec.Frame;
@@ -18,8 +21,8 @@
 import static water.util.ArrayUtils.sort;
 import static water.util.ArrayUtils.sum;
 
-public class Infogram extends ModelBuilder<hex.Infogram.InfogramModel, hex.Infogram.InfogramModel.InfogramParameters,
-        hex.Infogram.InfogramModel.InfogramModelOutput> {
+public class Infogram extends ModelBuilder<hex.Infogram.InfogramModel, InfogramParameters,
+        InfogramModelOutput> {
   static final double NORMALIZE_ADMISSIBLE_INDEX = 1.0/Math.sqrt(2.0);
   boolean _buildCore;       // true to find core predictors, false to find admissible predictors
   String[] _topKPredictors; // contain the names of top predictors to consider for infogram
@@ -45,14 +48,14 @@ public class Infogram extends ModelBuilder<hex.Infogram.InfogramModel, hex.Infog
   Model.Parameters.FoldAssignmentScheme _foldAssignmentOrig = null;
   String _foldColumnOrig = null;
 
-  public Infogram(boolean startup_once) { super(new hex.Infogram.InfogramModel.InfogramParameters(), startup_once);}
+  public Infogram(boolean startup_once) { super(new InfogramParameters(), startup_once);}
 
-  public Infogram(hex.Infogram.InfogramModel.InfogramParameters parms) {
+  public Infogram(InfogramParameters parms) {
     super(parms);
     init(false);
   }
 
-  public Infogram(hex.Infogram.InfogramModel.InfogramParameters parms, Key<hex.Infogram.InfogramModel> key) {
+  public Infogram(InfogramParameters parms, Key<hex.Infogram.InfogramModel> key) {
     super(parms, key);
     init(false);
   }
@@ -71,18 +74,23 @@ protected int nModelsInParallel(int folds) {
    * This is called before cross-validation is carried out
    */
   @Override
-  public void computeCrossValidation() {
+  protected void cv_init() {
+    super.cv_init();
     info("cross-validation", "cross-validation infogram information is stored in frame with key" +
             " labeled as admissible_score_key_cv and the admissible features in admissible_features_cv.");
     if (error_count() > 0) {
       throw H2OModelBuilderIllegalArgumentException.makeFromBuilder(Infogram.this);
     }
-    super.computeCrossValidation();
+  }
+
+  @Override
+  protected MetricBuilder makeCVMetricBuilder(ModelBuilder<InfogramModel, InfogramParameters, InfogramModelOutput> cvModelBuilder, Futures fs) {
+    return null;   //infogram does not support scoring
   }
 
   // find the best alpha/lambda values used to build the main model moving forward by looking at the devianceValid
   @Override
-  public void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
+  protected void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
     int nBuilders = cvModelBuilders.length;
     double[][] cmiRaw = new double[nBuilders][];
     List<List<String>> columns = new ArrayList<>();
@@ -103,7 +111,12 @@ public void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
     }
     _cvDone = true;  // cv is done and we are going to build main model next
   }
-
+
+  @Override
+  protected void cv_mainModelScores(int N, MetricBuilder[] mbs, ModelBuilder<InfogramModel, InfogramParameters, InfogramModelOutput>[] cvModelBuilders) {
+    //infogram does not support scoring
+  }
+
   public void calculateMeanInfogramInfo(double[][] cmiRaw, List<List<String>> columns,
                                         long[] nObs) {
     int nFolds = cmiRaw.length;
@@ -304,7 +317,7 @@ public final void buildModel() {
       try {
         boolean validPresent = _parms.valid() != null;
         prepareModelTrainingFrame(); // generate training frame with predictors and sensitive features (if specified)
-        InfogramModel model = new hex.Infogram.InfogramModel(dest(), _parms, new hex.Infogram.InfogramModel.InfogramModelOutput(Infogram.this));
+        InfogramModel model = new hex.Infogram.InfogramModel(dest(), _parms, new InfogramModelOutput(Infogram.this));
         _model = model.delete_and_lock(_job);
         _model._output._start_time = System.currentTimeMillis();
         _cmiRaw = new double[_numModels];
@@ -359,7 +372,7 @@ public final void buildModel() {
      * relevance >= relevance_threshold.  Derive _admissible_index as distance from point with cmi = 1 and 
      * relevance = 1.  In addition, all arrays are sorted on _admissible_index.
      */
-    private void copyCMIRelevance(InfogramModel.InfogramModelOutput modelOutput) {
+    private void copyCMIRelevance(InfogramModelOutput modelOutput) {
       modelOutput._cmi_raw = new double[_cmi.length];
       System.arraycopy(_cmiRaw, 0, modelOutput._cmi_raw, 0, modelOutput._cmi_raw.length);
       modelOutput._admissible_index = new double[_cmi.length];
@@ -375,7 +388,7 @@ private void copyCMIRelevance(InfogramModel.InfogramModelOutput modelOutput) {
               modelOutput._admissible_index, modelOutput._admissible, modelOutput._all_predictor_names);
     }
 
-    public void copyCMIRelevanceValid(InfogramModel.InfogramModelOutput modelOutput) {
+    public void copyCMIRelevanceValid(InfogramModelOutput modelOutput) {
       modelOutput._cmi_raw_valid = new double[_cmiValid.length];
       System.arraycopy(_cmiRawValid, 0, modelOutput._cmi_raw_valid, 0, modelOutput._cmi_raw_valid.length);
       modelOutput._admissible_index_valid = new double[_cmiValid.length];

h2o-algos/src/main/java/hex/deeplearning/DeepLearning.java

@@ -165,7 +165,7 @@ static DataInfo makeDataInfo(Frame train, Frame valid, DeepLearningParameters pa
     }
   }
 
-  @Override public void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
+  @Override protected void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
     _parms._overwrite_with_best_model = false;
 
     if( _parms._stopping_rounds == 0 && _parms._max_runtime_secs == 0) return; // No exciting changes to stopping conditions

h2o-algos/src/main/java/hex/ensemble/StackedEnsembleModel.java

@@ -580,7 +580,7 @@ public ModelMetrics makeModelMetrics(Frame fr, Frame adaptFrm) {
     @Override
     public ModelMetrics.MetricBuilder<?> getMetricBuilder() {
       throw new UnsupportedOperationException("Stacked Ensemble model doesn't implement MetricBuilder infrastructure code, " +
-              "retrieve your metrics by calling getOrMakeMetrics method.");
+              "retrieve your metrics by calling makeModelMetrics method.");
     }
   }
 

h2o-algos/src/main/java/hex/glm/GLM.java

@@ -26,7 +26,6 @@
 import hex.util.LinearAlgebraUtils;
 import hex.util.LinearAlgebraUtils.BMulTask;
 import hex.util.LinearAlgebraUtils.FindMaxIndex;
-import jsr166y.CountedCompleter;
 import org.joda.time.format.DateTimeFormat;
 import org.joda.time.format.DateTimeFormatter;
 import water.*;
@@ -119,7 +118,8 @@ public boolean isSupervised() {
   public ModelCategory[] can_build() {
     return new ModelCategory[]{
       ModelCategory.Regression,
-      ModelCategory.Binomial,
+      ModelCategory.Binomial, 
+      ModelCategory.Multinomial
     };
   }
 
@@ -148,13 +148,12 @@ public ModelCategory[] can_build() {
    * (builds N+1 models, all have train+validation metrics, the main model has N-fold cross-validated validation metrics)
    */
   @Override
-  public void computeCrossValidation() {
+  protected void cv_init() {
     // init computes global list of lambdas
     init(true);
     _cvRuns = true;
     if (error_count() > 0)
       throw H2OModelBuilderIllegalArgumentException.makeFromBuilder(GLM.this);
-    super.computeCrossValidation();
   }
 
 
@@ -293,7 +292,7 @@ private double[] alignSubModelsAcrossCVModels(ModelBuilder[] cvModelBuilders) {
    *   4. unlock the n-folds models (they are changed here, so the unlocking happens here)
    */
   @Override
-  public void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
+  protected void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
       setMaxRuntimeSecsForMainModel();
       double bestTestDev = Double.POSITIVE_INFINITY;
       double[] alphasAndLambdas = alignSubModelsAcrossCVModels(cvModelBuilders);
@@ -372,12 +371,6 @@ public void cv_computeAndSetOptimalParameters(ModelBuilder[] cvModelBuilders) {
           break;
         }
       }
-      for (int i = 0; i < cvModelBuilders.length; ++i) {
-        GLM g = (GLM) cvModelBuilders[i];
-        if (g._toRemove != null)
-          for (Key k : g._toRemove)
-            Keyed.remove(k);
-      }
 
       for (int i = 0; i < cvModelBuilders.length; ++i) {
         GLM g = (GLM) cvModelBuilders[i];
@@ -1543,11 +1536,11 @@ private void buildModel() {
 
   protected static final long WORK_TOTAL = 1000000;
 
-  transient Key [] _toRemove;
-
-  private Key[] removeLater(Key ...k){
-    _toRemove = _toRemove == null?k:ArrayUtils.append(_toRemove,k);
-    return k;
+  @Override
+  protected void cleanUp() {
+    if (_parms._lambda_search && _parms._is_cv_model)
+      keepUntilCompletion(_dinfo.getWeightsVec()._key);
+    super.cleanUp();
   }
 
   @Override protected GLMDriver trainModelImpl() { return _driver = new GLMDriver(); }
@@ -1576,23 +1569,6 @@ public final class GLMDriver extends Driver implements ProgressMonitor {
     private transient GLMTask.GLMIterationTask _gramInfluence;
     private transient double[][] _cholInvInfluence;
 
-    private void doCleanup() {
-      try {
-        if (_parms._lambda_search && _parms._is_cv_model)
-          Scope.untrack(removeLater(_dinfo.getWeightsVec()._key));
-        if (_parms._HGLM) {
-          Key[] vecKeys = _toRemove;
-          for (int index = 0; index < vecKeys.length; index++) {
-            Vec tempVec = DKV.getGet(vecKeys[index]);
-            tempVec.remove();
-          }
-        }
-      } catch (Exception e) {
-        Log.err("Error while cleaning up GLM " + _result);
-        Log.err(e);
-      }
-    }
-
     private transient Cholesky _chol;
     private transient L1Solver _lslvr;
 
@@ -3564,9 +3540,8 @@ private Vec[] genGLMVectors(DataInfo dinfo, double[] nb) {
           sumExp += Math.exp(nb[i * N + P] - maxRow);
       }
       Vec[] vecs = dinfo._adaptedFrame.anyVec().makeDoubles(2, new double[]{sumExp, maxRow});
-      if (_parms._lambda_search && _parms._is_cv_model) {
-        Scope.untrack(vecs[0]._key, vecs[1]._key);
-        removeLater(vecs[0]._key, vecs[1]._key);
+      if (_parms._lambda_search) {
+        track(vecs[0]); track(vecs[1]);
       }
       return vecs;
     }
@@ -3848,7 +3823,7 @@ private void checkCoeffsBounds() {
      * - column 2: zi, intermediate values
      * - column 3: eta = X*beta, intermediate values
      */
-    public void addWdataZiEtaOld2Response() { // attach wdata, zi, eta to response for HGLM
+    private void addWdataZiEtaOld2Response() { // attach wdata, zi, eta to response for HGLM
       int moreColnum = 3 + _parms._random_columns.length;
       Vec[] vecs = _dinfo._adaptedFrame.anyVec().makeZeros(moreColnum);
       String[] colNames = new String[moreColnum];
@@ -3861,25 +3836,11 @@ public void addWdataZiEtaOld2Response() { // attach wdata, zi, eta to response f
         vecs[index] = _parms.train().vec(randColIndices[index - 3]).makeCopy();
       }
       _dinfo.addResponse(colNames, vecs);
-      for (int index = 0; index < moreColnum; index++) {
-        Scope.untrack(vecs[index]._key);
-        removeLater(vecs[index]._key);
-      }
-    }
-
-    @Override
-    public void onCompletion(CountedCompleter caller) {
-      doCleanup();
-      super.onCompletion(caller);
+      Frame wdataZiEta = new Frame(Key.make("wdataZiEta"+Key.rand()), colNames, vecs);
+      DKV.put(wdataZiEta);
+      track(wdataZiEta);
     }
 
-    @Override
-    public boolean onExceptionalCompletion(Throwable t, CountedCompleter caller) {
-      doCleanup();
-      return super.onExceptionalCompletion(t, caller);
-    }
-
-
     @Override
     public boolean progress(double[] beta, GradientInfo ginfo) {
       _state._iter++;

h2o-algos/src/main/java/hex/kmeans/KMeans.java

@@ -109,7 +109,7 @@ else if( user_points.numRows() != _parms._k)
     if (expensive && error_count() == 0) checkMemoryFootPrint();
   }
 
-  public void cv_makeAggregateModelMetrics(ModelMetrics.MetricBuilder[] mbs){
+  protected void cv_makeAggregateModelMetrics(ModelMetrics.MetricBuilder[] mbs){
     super.cv_makeAggregateModelMetrics(mbs);
     ((ModelMetricsClustering.MetricBuilderClustering) mbs[0])._within_sumsqe = null;
     ((ModelMetricsClustering.MetricBuilderClustering) mbs[0])._size = null;

h2o-algos/src/main/java/hex/tree/SharedTree.java

@@ -1197,7 +1197,7 @@ public  double initialValue() {
     return _parms._parallel_main_model_building;
   }
 
-  @Override public void cv_computeAndSetOptimalParameters(ModelBuilder<M, P, O>[] cvModelBuilders) {
+  @Override protected void cv_computeAndSetOptimalParameters(ModelBuilder<M, P, O>[] cvModelBuilders) {
     // Extract stopping conditions from each CV model, and compute the best stopping answer
     if (!cv_initStoppingParameters())
       return; // No exciting changes to stopping conditions

h2o-bindings/bin/custom.py

@@ -25,8 +25,9 @@ def get_customizations_for(language, algo, property=None, default=None):
         tokens = property.split('.')
         value = customizations
         for token in tokens:
-            value = value.get(token)
-            if value is None:
+            if token in value:
+                value = value.get(token)
+            else:        
                 return default
         return value
     else:

h2o-bindings/bin/custom/R/gen_pipeline.py

@@ -0,0 +1,19 @@
+
+extensions = dict(
+    required_params=[],
+    frame_params=[],
+    validate_required_params="",
+    set_required_params="",
+    module="""
+.h2o.fill_pipeline<- function(model, parameters, allparams) {
+  if (!is.null(model$estimator)) {
+    model$estimator_model <- h2o.getModel(model$estimator$name)
+  } else {
+    model$estimator_model <- NULL
+  }
+  model$transformers <- unlist(lapply(model$transformers, function(dt) new("H2ODataTransformer", id=dt$id, description=dt$description)))
+  # class(model) <- "H2OPipeline"
+  return(model)
+}
+"""
+)

h2o-bindings/bin/custom/python/gen_pipeline.py

@@ -0,0 +1,56 @@
+supervised_learning = None   # actually depends on the estimator model in the pipeline, leave it to None for now as it is needed only for training and we don't support pipeline as input yet
+
+
+# in future update, we'll want to expose parameters applied to each transformer
+def module_extensions():
+    class H2ODataTransformer(H2ODisplay):
+        @classmethod
+        def make(cls, kvs):
+            dt = H2ODataTransformer(**{k: v for k, v in kvs if k not in H2OSchema._ignored_schema_keys_})
+            dt._json = kvs
+            return dt
+
+        def __init__(self, id=None, description=None):
+            self._json = None
+            self.id = id
+            self.description = description
+
+        def _repr_(self):
+            return repr(self._json)
+
+        def _str_(self, verbosity=None):
+            return repr_def(self)
+
+
+    # self-register transformer class: done as soon as `h2o.estimators` is loaded, which means as soon as h2o.h2o is...
+    register_schema_handler("DataTransformerV3", H2ODataTransformer)
+
+
+def class_extensions():
+    @property
+    def transformers(self):
+        return self._model_json['output']['transformers']
+
+    @property
+    def estimator_model(self):
+        m_json = self._model_json['output']['estimator']
+        return None if (m_json is None or m_json['name'] is None) else h2o.get_model(m_json['name'])
+
+    def transform(self, fr):
+        """
+        Applies all the pipeline transformers to the given input frame.
+        :return: the transformed frame, as it would be passed to `estimator_model`, if calling `predict` instead.
+        """
+        return H2OFrame._expr(expr=ExprNode("transform", ASTId(self.key), ASTId(fr.key)))._frame(fill_cache=True)
+
+
+extensions = dict(
+    __imports__="""
+import h2o
+from h2o.display import H2ODisplay, repr_def
+from h2o.expr import ASTId, ExprNode
+from h2o.schemas import H2OSchema, register_schema_handler
+""",
+    __class__=class_extensions,
+    __module__=module_extensions,
+)

h2o-bindings/bin/gen_R.py

@@ -146,8 +146,8 @@ def get_schema_params(pname):
                         "verbose",
                         "destination_key"] # destination_key is only for SVD
     bulk_params = list(zip(*filter(lambda t: not t[0] in bulk_pnames_skip, zip(sig_pnames, sig_params))))
-    bulk_pnames = list(bulk_params[0])
-    sig_bulk_params = list(bulk_params[1])
+    bulk_pnames = list(bulk_params[0]) if bulk_params else []
+    sig_bulk_params = list(bulk_params[1]) if bulk_params else []
     sig_bulk_params.append("segment_columns = NULL")
     sig_bulk_params.append("segment_models_id = NULL")
     sig_bulk_params.append("parallelism = 1")