[R] GLM: What is a good way for dealing with new factor levels in the test set?
toby at huksu.com
Mon May 4 17:48:41 CEST 2015
For anyone who is looking for an answer to this in the future...
I went for "imputation". It's a way of filling in missing variables based
off of what you see elsewhere in the data.
Myself, I simply took a sample of the categorical from the rest of the test
set. Some may argue that this is erroneous, as I simply don't know anything
about the new categorical in the test set, and I should throw it away.
However, my results are going to be aggregated later, and this lets me do
some central limit theorem hand waving.
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