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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).