Categorical Feature Compression via Submodular Optimization

MohammadHossein Bateni, Lin Chen, Hossein Esfandiari, Thomas Fu, Vahab S. Mirrokni, Afshin Rostamizadeh

Abstract: In the era of big data, learning from categorical features with very large vocabularies (e.g., 28 million for the Criteo click prediction dataset) has become a practical challenge for machine learn...