Add min.node.size option to tree search
#77
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* master: Add "node.id" option to predict (#78)
erikcs
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min.node.size option to tree search
| if (value == next_value) { | ||
| continue; | ||
| } | ||
| if (samples_counter < min_node_size || num_points - samples_counter < min_node_size) { | ||
| continue; |
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Just leaving a note here for future @kanodiaayush and @erikcs:
We could break instead of continue when the RHS of this condition is met, but leave it as this for simplicity.
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A quick context for this feature: In an empirical application @halflearned had optimal depth-2 policies were some terminal nodes were very small (like 5 observations) - naturally these did not perform very well on held out data. This feature alleviates this "overfitting" issue by enforcing a minimum terminal node size. (originally we did not anticipate the need for this feature - as a depth 2 tree is partitioning covariates into just 4 regions, and who would have thought the global optimum would have "pathologically" tiny nodes - feels kind of reminiscent of the "end-cut preference" of classical greedy CART https://arxiv.org/pdf/1511.05741.pdf) |
Updates
policy_treewith an optional argumentmin.node.sizespecifying the smallest permissible node size.