I received this question from a DataRobot user, and it was such a good one one I asked and received permission to post it here along with my initial thoughts. I'd love for the community to chime in as well!
"Say I have a categorical/integer variable that has a large cardinality, say 100 or 150, and if I could group them into say 5 to 10 buckets without too much loss in signals, from the platform perspective would I be better off grouping them into the smaller cardinality set vs leaving them as they are?"
Here is my initial response:
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