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What are the most impactful hyperparameters of a decision tree?

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Answer

  • maxdepth\operatorname{max}_{\mathrm{depth}}: hard limit on depth — the biggest lever. minsamplessplit\operatorname{min}_{\mathrm{samples}}\mathrm{split}: minimum samples needed to consider splitting a node. minsamplesleaf\operatorname{min}_{\mathrm{samples}}\mathrm{leaf}: minimum in each leaf — controls leaf size and variance. maxfeatures\operatorname{max}_{\mathrm{features}}: number of features to consider per split (=all for a tree, sqrt(d) or similar for a forest). minimpuritydecrease\operatorname{min}_{\mathrm{impurity}}\mathrm{decrease}: don't split unless impurity drops by at least this much.
  • Together they control the bias-variance tradeoff and inference latency.
Check yourself — multiple choice
  • The activation function
  • maxdepth\operatorname{max}_{\mathrm{depth}}, minsamplessplit\operatorname{min}_{\mathrm{samples}}\mathrm{split}, minsamplesleaf\operatorname{min}_{\mathrm{samples}}\mathrm{leaf}, maxfeatures\operatorname{max}_{\mathrm{features}}, minimpuritydecrease\operatorname{min}_{\mathrm{impurity}}\mathrm{decrease}
  • Learning rate and momentum
  • Number of layers

Depth + leaf/split minimums  +  maxfeatures\mathrm{minimums}\; + \;\operatorname{max}_{\mathrm{features}} are the main tree levers.

#decision-trees#hyperparameter-tuning

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