4 ms·
Thank you for the useful feedback! I'll have to look up GUIDE trees. > This is interesting. I hear it was sqroot(total number of predictors). I was probably l
by savagedata 7y ago
Thank you for the useful feedback! I'll have to look up GUIDE trees.
> This is interesting. I hear it was sqroot(total number of predictors).
I was probably looking at the randomForest R package documentation [1], which says:
> mtry Number of variables randomly sampled as candidates at each split. Note that the default values are different for classification (sqrt(p) where p is number of variables in x) and regression (p/3)
I checked the H2O implementation of random forest [2] and they use the same defaults.
I'll add a note about the one third default being specific to regression since that seems like an important distinction.
[1] https://www.rdocumentation.org/packages/randomForest/versions/4.6-14/topics/randomForest https://www.rdocumentation.org/packages/randomForest/version...
[2] http://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/drf.html http://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/d...