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Can I use more features for my training data than my test data will supply?

Features should be same for training and test/prediction sets. You should not use (actually can't for most packages) n features for training, n-k for test/prediction etc. …
Ilker Kurtulus's user avatar
3 votes

model with features of different sizes

Finally your model becomes n observations, 3 features. 3. … PCA + Fit You can use PCA to 100 features and obtain p features. After that with p+2 features you can construct your model. Again common factor condition applies in here. …
Ilker Kurtulus's user avatar