For my team it has usually been hetereoscedasticity and time inhomogeneity.
On Thu, Mar 27, 2014 at 10:18 AM, Tevfik Aytekin <tevfik.ayte...@gmail.com>wrote: > Interesting topic, > Ted, can you give examples of those mathematical assumptions > under-pinning ALS which are violated by the real world? > > On Thu, Mar 27, 2014 at 3:43 PM, Ted Dunning <ted.dunn...@gmail.com> > wrote: > > 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 <s...@apache.org> > wrote: > > > >> Hi, > >> > >> does anyone know of a principled approach of choosing the number of > >> features for ALS (other than cross-validation?) > >> > >> --sebastian > >> > -- https://github.com/bearrito @deepbearrito
