Policy tree deeper than 3

[ZhiyLiu]

Hi,
Did anyone succeed to fit a policy tree of 4 levels depth.

[erikcs]

Hi @ZhiyLiu, policytree is mainly intended for building shallow trees on moderately sized data. Depth 4 is something that would only be computationally feasible on small data, or data with very low cardinality, like all binary Xj's, the exact runtime is here: https://grf-labs.github.io/policytree/reference/policy_tree.html#details

[erikcs]

@ZhiyLiu the new feature branch #118 has a method to build deeper (i.e depth >= 3) trees by performing "locally" optimal search.depth splits.