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Maximum Additive Terms in Boosted Trees

Maximum Additive Terms in Boosted Trees

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Since you are allowed a maximum of 5000 additive terms during the course of a boosted trees analysis, would it be possible to allow 5000 to be entered on the initial dialog box, rather than having to start with 3000 (the maximum for the first attempt) and then doing 2000 more trees in a follow up?  It just doesn't make sense to force 2 steps if one just wants to have it run to the limit the first time.

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  • That does make sense for user who wants to start with a larger tree collections. I logged in a design request related to this the option with ID 105207. Thanks for your good suggestion!

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  • Saving one more step does sound a good idea. However, increasing a large amount of trees in Boosted tree regression impacts the model fitting that may require more process time. This might seem to be negligible for small-to-medium size data but noticeable for high dimensional data. In addition, extra trees won't improve the prediction performance once the optimal tree size is reached. Thus, setting a lower tree number to start with might be a better choice for this algorithm. 

  • Yes, this is true, but why not have the entire range open to the user on the first dialog box rather than forcing it to take 2 steps if the user decides to go beyond 3000 trees?

  • That does make sense for user who wants to start with a larger tree collections. I logged in a design request related to this the option with ID 105207. Thanks for your good suggestion!