I am performing features selection on 3849 dummy variable (one-hot encoding) using Boruta algorithm and the algorithm is taking forever to run. Is there a faster way I can perform features selection faster or I only have to reduce my number of dummy variables

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    $\begingroup$ How do you end up with 3849 dummies ? Is that one variable with 3849 levels... ? How many instances do you have ? $\endgroup$ – lcrmorin Jan 5 at 10:05
  • $\begingroup$ Have you tried clustering to identify similar dummies? What about random forest? More information about the data would be helpful. $\endgroup$ – bstrain Feb 13 at 8:36

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