Skip to content

mtry maps to wrong parameter for XGBoost #495

Closed
@smingerson

Description

@smingerson

From ?boost_tree, we have

mtry: The number of predictors that will be randomly sampled at each split when creating the tree models.

In the model argument translation for XGBoost, we have mtry maps to colsample_bytree.

However, the XGBoost documentation says

colsample_bytree is the subsample ratio of columns when constructing each tree. Subsampling occurs once for every tree constructed.

I don't read this and mtry as meaning the same thing. In fact, mtry sounds more like this XGBoost documentation excerpt:

colsample_bynode is the subsample ratio of columns for each node (split). Subsampling occurs once every time a new split is evaluated. Columns are subsampled from the set of columns chosen for the current level.

Metadata

Metadata

Assignees

No one assigned

    Labels

    bugan unexpected problem or unintended behavior

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions