What a large p for small n
“Large p small n” describes a scenario where the number of features ($p$) is much greater than the number of observations ($n$) for model training. While it is not a new problem, it continues to pose significant challenges in real-world applications of machine learning, especially for domains lacking rich data or fast and cheap data generation processes. In this blog post, I’ll document my recent thoughts on the “large p small n” problem. ...