mtry maps to wrong parameter for XGBoost #495
Description
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.