How to directly plot ROC of h2o model object in R

Question

My apologies if I\'m missing something obvious. I\'ve been thoroughly enjoying working with h2o in the last few days using R interface. I would like to evaluate my model, sa

Answer 1

Building off @Lauren's example, after you run model.performance you can extract all necessary information for ggplot from perf@metrics$thresholds_and_metric_scores. This code produces the ROC curve, but you can also add precision, recall to the selected variables for plotting the PR curve.

Here is some example code using the same model as above.

library(h2o)
library(dplyr)
library(ggplot2)

h2o.init()

# Run GLM of CAPSULE ~ AGE + RACE + PSA + DCAPS
prostatePath <- system.file("extdata", "prostate.csv", package = "h2o")
prostate.hex <- h2o.importFile(
    path = prostatePath, 
    destination_frame = "prostate.hex"
    )
glm <- h2o.glm(
    y = "CAPSULE",
    x = c("AGE", "RACE", "PSA", "DCAPS"), 
    training_frame = prostate.hex, 
    family = "binomial", 
    nfolds = 0, 
    alpha = 0.5, 
    lambda_search = FALSE
)

# Model performance
perf <- h2o.performance(glm, newdata = prostate.hex)

# Extract info for ROC curve
curve_dat <- data.frame(perf@metrics$thresholds_and_metric_scores) %>%
    select(c(tpr, fpr))

# Plot ROC curve
ggplot(curve_dat, aes(x = fpr, y = tpr)) +
    geom_point() +
    geom_line() +
    geom_segment(
        aes(x = 0, y = 0, xend = 1, yend = 1),
        linetype = "dotted",
        color = "grey50"
        ) +
    xlab("False Positive Rate") +
    ylab("True Positive Rate") +
    ggtitle("ROC Curve") +
    theme_bw()

Which produces this plot:

roc_plot