2
votes
1answer
133 views

Interaction depth parameter in GBM

In the GBM package one is supposed to be able to provide interaction.depth>2, which means higher-order interactions between features. However, the resulting trees (as seen by pretty.gbm.tree) never ...
2
votes
1answer
1k views

What are some useful guidelines for GBM parameters?

What are some useful guidelines for testing parameters (i.e. interaction depth, minchild, sample rate, etc.) using GBM? Let's say I have 70-100 features, a population of 200,000 and I intend to test ...