harrysouthworth/gbm — pull request #20 by Neil-Schneider (2014-04-18 04:29:36+00:00)
Title: New Parameter - mFeature

mFeature is similar to MTry in the randomForest package. It is an integer number of features to consider at each node. This is unlike randomForest which considers a set of feature for an entire tree.

It is not necessary to consider every feature at every node. This will increase the variability of each tree and may require an increase in n.trees to find the optimal number. The speed saved by reducing the number of features tested at each node is generally greater than the speed lost by requiring more trees.

In theory, there could be improved prediction from these more randomized trees, but the biggest advantage is the reduction in time required without a loss of predictive power.
.