keep_cross_validation_predictions parameter in H2O AutoML

Question

I am using H2O AutoML for modelling in R. I found that AutoML supports keep_cross_validation_predictions option on h2o web interface page (i.e. Flow) and it doesn't support it when we use R interface to run. Please help me to know why such thing is happening.

Answer 1

Neither the Flow web interface nor R/Python expose the keep_cross_validation_predictions option for AutoML. EDIT: This parameter is now exposed as of H2O 3.20.0.1.

However, under the hood, all the models will have this set to TRUE by default because this is required in order to build the Stacked Ensembles at the end of the AutoML run.

If you wanted to prevent cross validation from occurring you can set nfolds=0 for AutoML, in which case you will not get any Stacked Ensembles built (though I think the CV predictions will still be saved).

Please see the screen shot below that indicates there is no exposed parameter for keep_cross_validation_predictions. Please note, however, that if you are building a regular model in H2O Flow or R or Python you will see the parameter keep_cross_validation_predictions.