Table 2.
Algorithm | Hyperparameter | Value |
---|---|---|
Random Forest | mtry: number of features to use for each split in individual trees | 20 |
num.trees: number of individual trees to build | 450 | |
Gradient Boosted Tree | eta: learning rate | .02 |
max_depth: complexity of individual trees | 12 | |
nrounds: number of boosting iterations | 750 | |
subsample: proportion of observations to use in each boosting iteration | 0.85 | |
colsample_bytree: proportion of features to use in each boosting iteration | 0.57 | |
colsample_bylevel: proportion of selected features to be used for each split | 0.67 |