Should HonestForest* have bootstrap=False or bootstrap=True as default

[adam2392]

It is unclear what the default should be because in scikit-learn, bootstrap=True on Forests are the default.

cc: @rflperry @sampan501 mentioned that your original implementation had boostrap=False as the default. To my knowledge, there is no reason to default in HonestForests, so I'm wondering if we should stick w/ scikit-learn defaults?

[rflperry]

I believe this the initial HonestForest implementation took the defaults of the Generalized Random Forest package in R (GRF). Honest forests use a subsample to to learn trees due to the whole idea of "honesty". When bootstrap=True , I believe what we do (and GRF does) is bootstrap the structure learning subset of the data. In a regular forest, bootstrapping is useful as it helps to decorrelate the trees. It's not clear that this is needed on top of the normal sample splitting present in honest trees.

[adam2392]

Currently, we will set bootstrap=False due to just backwards incompatibility of the unit-tests when changing, but we can explore what will happen if we change it