The Curse of Dimensionality

Why not to just put all variables in your model

As cool as it would be, this post is not about pirates hopping through parallel realities in their dimensional sailing ships, but about those moments when you feel tempted to just shove all your variables into your model and see if it can digest them. Trust me: you will be cursed if you do so and I am about to tell you why and how.

Unnamed author, http://www.pikist.com/free-photo-srces

The Curse …

curse-of-dimensionality dimensionality editors pick feature engineering the curse of dimensionality