I need to use the interaction variable feature of multiclass classification in H2OGradientBoostingEstimator in H2O in Python. I am not sure which parameter to use & how to use that. Can anyone please help me out with this?
Currently, I am using the below code -
pros_gbm = H2OGradientBoostingEstimator(nfolds=0,seed=1234, keep_cross_validation_predictions = False, ntrees=10, max_depth=3, learn_rate=0.01, distribution='multinomial')
hist_gbm = pros_gbm.train(x=predictors, y=target, training_frame=hf_train, validation_frame = hf_test,verbose=True)
GBM inherently creates interactions. You can extract information about feature interactions using the .feature_interaction() extractor method (for an H2O Model). More information is provided in the user guide and the Python docs.
If you want to explicitly add a new column that is the interaction between two numerics, you could create that manually by multiplying the two (or more) columns together to get a new interaction column.
For categorical interactions, there's also the the h2o.interaction() method in Python here to create interaction columns in the data (prior to sending it to the GBM or any algorithm).