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Consider a problem like this You have a customer profiling application(say classic telecoms data) You have customer transactions(lots of them) you want to find rules There is a data element which is sparsely populated ex Pets you are interested in it because you want to explore a hypothesis 'Are cat owners wealthier than dog owners?'

So you have a lot of data.But the data element you are interested in (pets) is sparse

and you have to create training data for this situation ..

How would you go about doing it?

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Consider to use some "sparse" statistical tools like sparse principal component analysis, sparse linear discriminant analysis etc.

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