How can there be any other practical method? Essentially all of the mathematical assumptions under-pinning ALS are violated by the real world. Why would any mathematical consideration of the number of features be much more than heuristic?
That said, you can make an information content argument. You can also make the argument that if you take too many features, it doesn't much hurt so you should always take as many as you can compute. On Thu, Mar 27, 2014 at 6:33 AM, Sebastian Schelter <[email protected]> wrote: > Hi, > > does anyone know of a principled approach of choosing the number of > features for ALS (other than cross-validation?) > > --sebastian >
