On Mon, Mar 5, 2012 at 3:15 PM, Jinhui Li <[email protected]> wrote:
> The fit function of basedecisionregressor convert the X to dense format.
>
> In my case, there are 100M train samples, 30K features, most data are
> zeros.

No one is working on sparse decision trees AFAIK.
I'd suggest trying a dimensionality reduction approach
(e.g. RandomizedPCA) and/or taking a random
subsample (e.g 1M) of your data.

Ciao
Paolo

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