I was going through this article about parameter tuning in Xgboost.
Here we have a parameter called subsample which is the fraction of observations to be randomly samples for each tree.
If we have data which has a temporal nature (time series data), how this parameter would affect ?
If we allow algo to randomly sample data, then we loose the temporal nature of the data. So what should be the value of subsample ?
Should we set it 1 ?
Any suggestions are most welcome.