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Table 1 Default setting of nFeaturesInBag

From: Random generalized linear model: a highly accurate and interpretable ensemble predictor

 

N

nFeaturesInBag/N

N

nFeaturesInBag/N

No interaction

1−10

1

1−10

1

 

11−300

1.0276−0.00276N

11−300

1.0276−0.00276N

 

>300

0.2

>300

0.2

2-way interaction

1−4

1

1−10

1

 

5−24

1.0276−0.00276N(N+1)/2

11−300

1.0276−0.00276N

 

>24

0.2

>300

0.2

3-way interaction

1−3

1

1−10

1

 

4−12

1.0276−0.00276(N3+5N)/6

11−300

1.0276−0.00276N

 

>12

0.2

>300

0.2

  1. This table shows the default values of nFeaturesInBag in terms of nFeaturesInBag/N for RGLM, RGLM.inter2 and RGLM.inter3. N is the total number of features of the training data. N is the effective number of features which equals the number of features N plus the number of interaction terms. Formulas are shown in terms of both N and the corresponding N. 1.0276 and 0.00276 are obtained by interpolating a straight line between (10,1) and (300, 0.2).