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UF enhanced parameters to match GRF
Reference issue
None
Type of change
Feature request
What does this implement/fix?
Adds additional parameters to Uncertainty Forest to better match the generalized random forest implementations in econml, the R grf, and the theory in general. Also parallelizes the learning of the decision trees in order to speed up fitting. The added parameters are as follows:
- max_features (the number of features considered at each split node. Was all features before but most random forests use less than that by default)
- poisson_sampler (technical detail to match the grf theory)
- n_jobs (parallelization)
- max_samples : (the number of samples subsampled for use in each tree. Was all samples before but conventional honest forests use 0.5*n_samples by default)