Say that I am trying to determine which customers buy particular candy
bars. So I want to classify training data consisting of candy bar
attributes (an N dimensional vector of variables) into customer attributes
(an M dimensional vector of customer attributes).

Is there a preferred method when N and M are large? That is say 100 or more?

I have done binary classification using AdaptiveLogisticRegression and
OnlineLogisticRegression and small numbers of input features with relative
success. As I'm trying to implement this for large N and M, I feel like i'm
veering into the woods. Is there a code example anyone can point me to that
uses mahout libraries to do multi-class classification when the number of
classes is large?

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