More Data Is Not Better and Machine Learning Is a Grind
More data is better.<p>You can reduce it via PCA one of the many techniques in multivariate statistic.<p>You can do anova to select your predictors.<p>In general you can use a subset of it using the tools that statistic have provided.<p>Complaining about messy data... welcome to the real world. As for complaining about non-reproducible models , choose a reproducible ones. I've only done mostly statistical models and forest base algorithms and they're all reproducible.<p>All I see in this post is complaints and no real solutions. The solution that's given is what? Have less data?<p>> The results were consistent with asymptotic theory (central limit theorem) that predicts that more data has diminishing returns<p>CLT talks about sampling from the population infinitely. It doesn't say anything about diminishing returns. I don't get how you go from sampling infinitely to diminishing returns.