The maximum possible depth of the tree.

A low value will likely underfit and conversely a high value will likely overfit. The optimal value can be obtained using cross validation or other suitable methods.

That is the training algorithms attempts to split a node while its depth is less than MaxDepth. The root node has zero depth. The actual depth may be smaller if the other termination criteria are met (see the outline of the training procedure here), and/or if the tree is pruned. Default value is 5.