Opened 5 years ago

Last modified 4 years ago

#1973 new defect

Linear regression models with more than 256 variables are not supported

Reported by: swinkler Owned by: mkommend
Priority: medium Milestone: HeuristicLab 3.3.x Backlog
Component: Algorithms.DataAnalysis Version: 3.3.7
Keywords: Cc: sschalle

Description (last modified by gkronber)

Linear regression crashes if more than 256 input features are to be used. (The number of subtrees of the tree representing the linear model is too big.)

Change History (2)

comment:1 Changed 5 years ago by gkronber

  • Description modified (diff)
  • Summary changed from Problem with linear regression if number of variables > 256 to Linear regression models with more than 256 variables are not supported

I'm tempted to reject this ticket, as it is unlikely that this would produce an useful solution. If we allow more than 256 variables I'd prefer that we produce a different kind of model (no symbolic expression tree) in such cases.

For me the actual issue is that we do not have standard feature selection methods for LR or regularized linear models.

More discussion is needed before we decide on the further steps.

comment:2 Changed 4 years ago by gkronber

Ticket on LR with feature selection: #745.

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