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Hi I have doubt regarding the interaction. depth parameter in caret. I found a useful link hereabout interaction.depth in caret

Now I am trying to find the similar parameter in H2O-GBM . Can anyone tell in H2O what is equivalent to interaction.depth that is used in caret-gbm?

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From the gbm package documentation:

interaction.depth: "Integer specifying the maximum depth of each tree (i.e., the highest level of variable interactions allowed). A value of 1 implies an additive model, a value of 2 implies a model with up to 2-way interactions, etc. Default is 1."

And for more details there is this question on what exactly interaction.depth is, which basically says "Package GBM uses interaction.depth parameter as a number of splits it has to perform on a tree (starting from a single node)".

But note that for every split you make the tree increases its depth. So while interaction.depth in GBM and max_depth in H2O may not be exactly the same thing the numbers map pretty well (i.e. interaction.depth=1 will grow a tree as deep as max_depth=1 in H2O-3), and max_depth is the closest option you have to interaction.depth

Here are a few images to illustrate what max_depth looks like in H2O-3, but as the linked question suggests, you should use pretty.gbm.tree function to explore exactly what interaction.depth does since the R GBM does not build trees the same way H2O-3 does (for example R GBM builds an additional terminal node for missing values which H2O-3 does not do).

max_depth = 1

enter image description here

max_depth = 2 enter image description here

max_depth = 3

enter image description here

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  • $\begingroup$ Please check the below link link So according to this what I understood is that max_depth is not equal to interaction.depth. Can you please clarify this confusion? $\endgroup$ – Kitooos Nov 16 '18 at 9:14
  • $\begingroup$ can you provide a link to the documentation for the caret gbm package and point to where they define interaction depth? If the link I have above is incorrect, I'm happy to update the answer. thanks! $\endgroup$ – Lauren Nov 16 '18 at 16:42
  • $\begingroup$ cran.r-project.org/web/packages/gbm/gbm.pdf $\endgroup$ – Kitooos Nov 19 '18 at 10:11
  • $\begingroup$ @Kitooos updated the answer, basically max_depth is your closest option to interaction.depth $\endgroup$ – Lauren Nov 20 '18 at 17:19
  • $\begingroup$ Thank you very much Lauren ! I got a clear idea now :) $\endgroup$ – Kitooos Nov 21 '18 at 9:44

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