If you want to use a tree-based classifier, there is an experimental branch 
that can handle categorical feature data.

https://github.com/scikit-learn/scikit-learn/pull/4899

> On Aug 14, 2015, at 7:03 AM, Andreas Mueller <t3k...@gmail.com> wrote:
> 
> Why do you think one-hot will be an "explosion"?
> In your example, the vector would be length 8 (if there are values from a to 
> f, that is, you gave the largest possible sets).
> 
> 
> On 08/14/2015 09:01 AM, federico vaggi wrote:
>> Hi,
>> 
>> Simple example:
>> 
>> Let's say that I have a binary classification task, and my input vector 
>> consists of two disjunct sects of categorical variables - something like:
>> 
>> X1 = {'a', 'b', 'c', 'd'} and X2 = {'e', 'd', 'b', 'f'}
>> 
>> The order within the sets does not matter (obviously), but it matters that 
>> the elements of X1 are conceptually separate from those of X2.
>> 
>> All the categorical variables come from the same set.
>> 
>> Is there a clever encoding that:
>> 
>> - Emphasizes that order within each set does not matter
>> - Avoids explosion with one-hot encoding everything?
>> 
>> Federico
>> 
>> 
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