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subsample vs colsample_bytree
A LightGBM model has 200 features, many of which are correlated groups (e.g., you have 10 slightly different versions of "user activity last N days" for N = 1, 3, 7, 14, 30, 60, 90, 120, 180, 365).
- Explain the difference between
subsampleandcolsample_bytree. - Why are correlated features a problem for gradient boosting even when each feature individually is predictive?
- Which of the two parameters is more important for this specific dataset, and why?
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