Sparse data. Neural nets (for example) do horribly at this sort of thing; they're data hungry. It's super difficult to beat something like linear regression in

Sparse data. Neural nets (for example) do horribly at this sort of thing; they're data hungry. It's super difficult to beat something like linear regression in this sort of thing (ideally combined with domain knowledge -something neural approaches mostly fail at), and even linear regression gives awful results.