I'm trying to build a regression model, where I see which attributes are influencing the margin. My data set looks like something below.UserId  |  [products_bought] | revenue |  [places_visited] | discount  --> MarginIn the above mentioned schema a single user might have bought a set of products maximum of 4000 and places visited can be in hundreds.I tried to flatten the data but this is very sparse, are there any approaches to efficiently model this kind of problem 
Modelling query in regression
classification;regression;feature selection;linear regression;dimensionality reduction