How could I deal with the sparse feature with high dimension in an SVR task?
问题 I have a twitter-like(another micro blog) data set with 1.6 million datapoints and tried to predict the its retweet numbers based on its content. I extracted its keyword and use the keywords as the bag of words feature. Then I got 1.2 million dimension feature. The feature vector is very sparse,usually only ten dimension in one data point. And I use SVR to do the regression. Now it has taken 2 days. I think the training time might take quite a long time. I don't know if I do this task like