Closed aronwc closed 10 years ago
Try thresholds of 50, 25, 10, 5, 3 and compute cross-validation MSE and number of remaining columns for each.
We expect threshold of 50 to have many fewer columns (~10,000?)
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Try thresholds of 50, 25, 10, 5, 3 and compute cross-validation MSE and number of remaining columns for each.
We expect threshold of 50 to have many fewer columns (~10,000?)