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From Ted Dunning <>
Subject Re: Number of features for ALS
Date Thu, 27 Mar 2014 13:43:55 GMT
How can there be any other practical method?  Essentially all of the
mathematical assumptions under-pinning ALS are violated by the real world.
 Why would any mathematical consideration of the number of features be much
more than heuristic?

That said, you can make an information content argument.  You can also make
the argument that if you take too many features, it doesn't much hurt so
you should always take as many as you can compute.

On Thu, Mar 27, 2014 at 6:33 AM, Sebastian Schelter <> wrote:

> Hi,
> does anyone know of a principled approach of choosing the number of
> features for ALS (other than cross-validation?)
> --sebastian

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