How many features does XGBoost work with?


#1

Hi,
I have been using XGBoost very successful for Finance Fraud detection. That dataset had only 19 features. I wonder how XGBoost will perform with lets say 1000 features or 10,000 features?

Are there any experiences?

Thanks
Philip


#2

I’ve personally tested it with up to 3,5 million features and I’m sure others have used more high-dimensional data.


#3

@thvasilo Did it have good results compared to other methods? Did you test and compare it with fully connected layers?


#4

Algorithm selection is highly problem specific. For a comprehensive survey take a look at this paper.

We won’t be able to help you with that here, we try to focus on XGBoost-specific issues.


#5

Thankf for the answer @thvasilo