title: How to pre process a class data (with a large number of unique values) before feeding it to machine learning model?
body: <p>Let's say I have a large data from an online gaming platform (like steam) which has 'date, user_id, number_of_hours_played, no_of_games' and I have to write a model to predict how many hours a user will play in future for a given date. Now, user_id has a large number of unique values (in millions). I know for class data we can use one hot encoding, but not sure what to do when I have millions of unique classes. Also, suggest if we can use any other method to preprocess the data.</p>