SYMPTOM:
When creating a linear regression training metric, users notice that when the number of values contained in the categorical variable grows, the training metric is not generated correctly and when a report that contains it is run, the metric shows blank values.
CAUSE:
In Strategy 9.x-10.x, there is a limit of 1000 distinct values for categorical variables, whether used in independent or tree level metrics. If the number of distinct values is larger, it is not possible to produce a model.
ACTION:
User should make sure that for categorical variables, the number of distinct values is equal or less than 1000.