Tim Converse
2009-Feb-02 02:35 UTC
[R] gbm package: relationship between interaction.depth and number of features?
I'm puzzled by the interaction.depth argument to the gbm() function, and whether it specifies just the tree depth, or also (implicitly) the number of distinct features used in splits.>From some version of the documentation I have:"interaction.depth The maximum depth of variable interactions. 1 implies an additive model, 2 implies a model with up to 2-way interactions, etc." In practice it seems that an interaction.depth of 2 produces trees of depth 2 (i.e. four terminal leaves), but we have never seen any such trees using more than two features, even though there are three non-leaf nodes available to split on. Is it possible for gbm to produce a depth-two tree using three distinct features (at the root, the left subtree, and right subtree)? Or does the algorithm impose a constraint that all splits at a given depth must be on the same feature? thanks, Tim