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Mar 8, 2017 at 15:04 comment added Haitao Du @TommasoGuerrini adding regularization and reducing input dimensions are different things. that is why I said, the model will work well with huge number of inputs (with regularization.)
Mar 8, 2017 at 15:03 comment added Tommaso Guerrini That's why I thought about reducing dimensionality of the input through an autoencoder.
Mar 8, 2017 at 15:01 comment added Haitao Du @TommasoGuerrini yes, you could. And you can (and should) use regularization on your model.
Mar 8, 2017 at 15:00 comment added Tommaso Guerrini Sorry for bothering you again: couldn't I have a pretty high probability of overfitting?
Feb 26, 2017 at 13:24 vote accept Tommaso Guerrini
Feb 16, 2017 at 16:31 history edited Haitao Du CC BY-SA 3.0
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Feb 16, 2017 at 16:29 vote accept Tommaso Guerrini
Feb 26, 2017 at 13:24
Feb 16, 2017 at 16:14 history edited Haitao Du CC BY-SA 3.0
deleted 61 characters in body
Feb 16, 2017 at 16:09 history edited Haitao Du CC BY-SA 3.0
deleted 61 characters in body
Feb 16, 2017 at 16:07 comment added Haitao Du @TommasoGuerrini I am trying to say "high number of inputs/features is not an issue whichever the number of data"
Feb 16, 2017 at 16:07 comment added Tommaso Guerrini By the way (I wrote more here if you are interested: stats.stackexchange.com/questions/260444/…)
Feb 16, 2017 at 16:06 comment added Tommaso Guerrini Sorry for bothering you, it's not that clear to me one thing: are you saying that the number of inputs ($7k$ in my case) is not necessarily equal to the number of features one extract from those inputs? Or are you plainly saying that a high number of inputs/features is not an issue whichever the number of data? I'm forecasting $2k$ products daily sales. For now I'm considering $340$ products (read output) and a corresponding $\sim 1k$ inputs. Forecasting performance minimizing WeightedMape out performs every other algorithm, so I was doubting the suggestion given to me
Feb 16, 2017 at 16:00 history answered Haitao Du CC BY-SA 3.0