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I'm trying to build a predictive model from about 1 million rows of data. My goal is to predict a certain numerical value.

I have the intuition that I should use very few numerical binary columns so I don't get data points that are too separated, a.k.a., the curse of dimensionality. Is this true? Besides, is it the same for numeric columns?

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    $\begingroup$ What do you mean with "sparse data points"? Please explain also why it would be a problem. $\endgroup$ – Paul May 26 at 14:42
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Did you try it?

In general, I believe the curse of dimensionality is way overrated. As a rule of thumb, the curse of dimensionality refers to having more columns than rows. I doubt that you have 1M columns...

A robust algorithm, such as Logistic Regression, can often deal with sparse data. I sometimes get the feeling that this algorithm doesn't get the credit it deserves. Especially in production (due to high bias and low variance), I prefer it whenever possible. Nothing worse than an algorithm that fails in production...

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