How to determine if my GBM model is overfitting?
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30-10-2019 - |
Question
Below is a simplified example of a h2o gradient boosting machine model using R's iris dataset. The model is trained to predict sepal length.
The example yields an r2 value of 0.93, which seems unrealistic. How can I assess if these are indeed realistic results or simply model overfitting?
library(datasets)
library(h2o)
# Get the iris dataset
df <- iris
# Convert to h2o
df.hex <- as.h2o(df)
# Initiate h2o
h2o.init()
# Train GBM model
gbm_model <- h2o.gbm(x = 2:5, y = 1, df.hex,
ntrees=100, max_depth=4, learn_rate=0.1)
# Check Accuracy
perf_gbm <- h2o.performance(gbm_model)
rsq_gbm <- h2o.r2(perf_gbm)
---------->
> rsq_gbm
[1] 0.9312635
No correct solution
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