Different regression algorithms with many categorical variables

by Nick Knauer   Last Updated March 10, 2018 20:19 PM

I have a dataset with 1000 categorical variables and I am trying to create a regression equation where I can input all 1000 categorical variables to solve for a numeric output.

The only thing I can think of is maybe stepwise regression to remove variables or multiple regression with dummy variables. Also neural networks come to mind.

Does anyone know other types of algorithms to solve for a numeric value with many categorical variables?

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