title: num_leaves selection in LightGBM?
body: <p>Is there any rule of thumb to initialize the <code>num_leaves</code> parameter in <code>lightgbm</code>. For example for <code>1000</code> featured dataset, we know that with <code>tree-depth</code> of <code>10</code>, it can cover the entire dataset, so we can choose this accordingly, and search space for tuning also get limited. </p>
  
  <p>But in <code>lightgbm</code>, how we can roughly guess this parameters, otherwise its search space will be pretty large while using grid-search method.</p>
  
  <p>Any intuition on selecting this parameters will be helpful.</p>