在H2O上使用XGBoost的模型性能非常不同
我正在针对非常不平衡的二进制分类问题使用5倍croos验证来训练XGBoost模型。数据集有1200列（多文档word2vec文档嵌入）。
指定用于训练XGBoost模型的唯一参数是：
报告的火车数据性能极高（可能过度拟合！！：]：>
Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.2814398407936096: A D Error Rate ----- ----- --- ------- ------------- A 16858 2 0.0001 (2.0/16860.0) D 0 414 0 (0.0/414.0) Total 16858 416 0.0001 (2.0/17274.0) AUC: 0.9999991404060721交叉验证数据的性能很差：
Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.016815993119962513: A D Error Rate ----- ----- --- ------- ---------------- A 16003 857 0.0508 (857.0/16860.0) D 357 57 0.8623 (357.0/414.0) Total 16360 914 0.0703 (1214.0/17274.0) AUC: 0.6015883863129724我知道H2O交叉验证会使用整个可用数据生成一个额外的模型，并且预期会有不同的性能。但是，可能是导致结果模型性能太差的原因吗？
Ps：具有OMP的多节点H2O群集上的XGBoost
Model Type: classifier
Performance do modelo < XGBoost_model_python_1575650180928_617 >:
ModelMetricsBinomial: xgboost
** Reported on train data. **
MSE: 0.0008688085383330077
RMSE: 0.029475558320971762
LogLoss: 0.00836528606162877
Mean Per-Class Error: 5.931198102016033e-05
AUC: 0.9999991404060721
pr_auc: 0.9975495622569983
Gini: 0.9999982808121441
Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.2814398407936096:
A D Error Rate
----- ----- --- ------- -------------
A 16858 2 0.0001 (2.0/16860.0)
D 0 414 0 (0.0/414.0)
Total 16858 416 0.0001 (2.0/17274.0)
Maximum Metrics: Maximum metrics at their respective thresholds
metric threshold value idx
--------------------------- ----------- -------- -----
max f1 0.28144 0.99759 195
max f2 0.28144 0.999035 195
max f0point5 0.553885 0.998053 191
max accuracy 0.28144 0.999884 195
max precision 0.990297 1 0
max recall 0.28144 1 195
max specificity 0.990297 1 0
max absolute_mcc 0.28144 0.997534 195
max min_per_class_accuracy 0.28144 0.999881 195
max mean_per_class_accuracy 0.28144 0.999941 195
max tns 0.990297 16860 0
max fns 0.990297 413 0
max fps 0.000111383 16860 399
max tps 0.28144 414 195
max tnr 0.990297 1 0
max fnr 0.990297 0.997585 0
max fpr 0.000111383 1 399
max tpr 0.28144 1 195
Gains/Lift Table: Avg response rate: 2.40 %, avg score: 2.42 %
group cumulative_data_fraction lower_threshold lift cumulative_lift response_rate score cumulative_response_rate cumulative_score capture_rate cumulative_capture_rate gain cumulative_gain
-- ------- -------------------------- ----------------- ------- ----------------- --------------- ----------- -------------------------- ------------------ -------------- ------------------------- ------- -----------------
1 0.0100151 0.873526 41.7246 41.7246 1 0.907782 1 0.907782 0.417874 0.417874 4072.46 4072.46
2 0.0200301 0.776618 41.7246 41.7246 1 0.834968 1 0.871375 0.417874 0.835749 4072.46 4072.46
3 0.0300452 0.0326301 16.4004 33.2832 0.393064 0.303206 0.797688 0.681985 0.164251 1 1540.04 3228.32
4 0.0400023 0.0224876 0 24.9986 0 0.0263919 0.599132 0.518799 0 1 -100 2399.86
5 0.0500174 0.0180858 0 19.9931 0 0.0201498 0.479167 0.418953 0 1 -100 1899.31
6 0.100035 0.0107386 0 9.99653 0 0.0136044 0.239583 0.216279 0 1 -100 899.653
7 0.149994 0.00798337 0 6.66692 0 0.00922284 0.159784 0.147313 0 1 -100 566.692
8 0.200012 0.00629476 0 4.99971 0 0.00709438 0.119826 0.112249 0 1 -100 399.971
9 0.299988 0.00436827 0 3.33346 0 0.00522157 0.0798919 0.0765798 0 1 -100 233.346
10 0.400023 0.00311204 0 2.49986 0 0.00370085 0.0599132 0.0583548 0 1 -100 149.986
11 0.5 0.00227535 0 2 0 0.00267196 0.0479333 0.0472208 0 1 -100 100
12 0.599977 0.00170271 0 1.66673 0 0.00197515 0.039946 0.0396813 0 1 -100 66.6731
13 0.700012 0.00121528 0 1.42855 0 0.00145049 0.0342375 0.034218 0 1 -100 42.8548
14 0.799988 0.000837358 0 1.25002 0 0.00102069 0.0299588 0.0300692 0 1 -100 25.0018
15 0.899965 0.000507632 0 1.11115 0 0.000670878 0.0266306 0.0268033 0 1 -100 11.1154
16 1 3.35288e-05 0 1 0 0.00033002 0.0239667 0.0241551 0 1 -100 0
Performance da validação cruzada (xval) do modelo < XGBoost_model_python_1575650180928_617 >:
ModelMetricsBinomial: xgboost
** Reported on cross-validation data. **
MSE: 0.023504756648164406
RMSE: 0.15331261085822134
LogLoss: 0.14134815775808462
Mean Per-Class Error: 0.4160864407653825
AUC: 0.6015883863129724
pr_auc: 0.04991836222189148
Gini: 0.2031767726259448
Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.016815993119962513:
A D Error Rate
----- ----- --- ------- ----------------
A 16003 857 0.0508 (857.0/16860.0)
D 357 57 0.8623 (357.0/414.0)
Total 16360 914 0.0703 (1214.0/17274.0)
Maximum Metrics: Maximum metrics at their respective thresholds
metric threshold value idx
--------------------------- ----------- --------- -----
max f1 0.016816 0.0858434 209
max f2 0.00409934 0.138433 318
max f0point5 0.0422254 0.0914205 127
max accuracy 0.905155 0.976323 3
max precision 0.99221 1 0
max recall 9.60076e-05 1 399
max specificity 0.99221 1 0
max absolute_mcc 0.825434 0.109684 5
max min_per_class_accuracy 0.00238436 0.572464 345
max mean_per_class_accuracy 0.00262155 0.583914 341
max tns 0.99221 16860 0
max fns 0.99221 412 0
max fps 9.60076e-05 16860 399
max tps 9.60076e-05 414 399
max tnr 0.99221 1 0
max fnr 0.99221 0.995169 0
max fpr 9.60076e-05 1 399
max tpr 9.60076e-05 1 399
Gains/Lift Table: Avg response rate: 2.40 %, avg score: 0.54 %
group cumulative_data_fraction lower_threshold lift cumulative_lift response_rate score cumulative_response_rate cumulative_score capture_rate cumulative_capture_rate gain cumulative_gain
-- ------- -------------------------- ----------------- -------- ----------------- --------------- ----------- -------------------------- ------------------ -------------- ------------------------- --------- -----------------
1 0.0100151 0.0540408 4.34129 4.34129 0.104046 0.146278 0.104046 0.146278 0.0434783 0.0434783 334.129 334.129
2 0.0200301 0.033963 2.41183 3.37656 0.0578035 0.0424722 0.0809249 0.094375 0.0241546 0.0676329 141.183 237.656
3 0.0300452 0.0251807 2.17065 2.97459 0.0520231 0.0292894 0.0712909 0.0726798 0.0217391 0.089372 117.065 197.459
4 0.0400023 0.02038 2.18327 2.77762 0.0523256 0.0225741 0.0665702 0.0602078 0.0217391 0.111111 118.327 177.762
5 0.0500174 0.0174157 1.92946 2.60779 0.0462428 0.0188102 0.0625 0.0519187 0.0193237 0.130435 92.9463 160.779
6 0.100035 0.0103201 1.59365 2.10072 0.0381944 0.0132217 0.0503472 0.0325702 0.0797101 0.210145 59.3649 110.072
7 0.149994 0.00742152 1.06366 1.7553 0.0254925 0.00867473 0.0420687 0.0246112 0.0531401 0.263285 6.3664 75.5301
8 0.200012 0.00560037 1.11073 1.59411 0.0266204 0.00642966 0.0382055 0.0200645 0.0555556 0.318841 11.0725 59.4111
9 0.299988 0.00366149 1.30465 1.49764 0.0312681 0.00452583 0.0358935 0.0148859 0.130435 0.449275 30.465 49.7642
10 0.400023 0.00259159 1.13487 1.40692 0.0271991 0.00306994 0.0337192 0.0119311 0.113527 0.562802 13.4872 40.6923
11 0.5 0.00189 0.579844 1.24155 0.0138969 0.00220612 0.0297557 0.00998654 0.057971 0.620773 -42.0156 24.1546
12 0.599977 0.00136983 0.990568 1.19972 0.0237406 0.00161888 0.0287534 0.0085922 0.0990338 0.719807 -0.943246 19.9724
13 0.700012 0.000980029 0.676094 1.1249 0.0162037 0.00116698 0.02696 0.0075311 0.0676329 0.78744 -32.3906 12.4895
14 0.799988 0.00067366 0.797286 1.08395 0.0191083 0.000820365 0.0259787 0.00669244 0.0797101 0.86715 -20.2714 8.39529
15 0.899965 0.000409521 0.797286 1.05211 0.0191083 0.000540092 0.0252155 0.00600898 0.0797101 0.94686 -20.2714 5.21072
16 1 2.55768e-05 0.531216 1 0.0127315 0.000264023 0.0239667 0.00543429 0.0531401 1 -46.8784 0
使用H2O上的XGBoost实现的模型性能非常不同，我正在针对非常不平衡的二进制分类问题使用5倍croos验证来训练XGBoost模型。数据集有1200列（...
对于非交叉验证的情况，请尝试将您的数据预先分成训练和验证框架。