In practice, or in many real-world scenarios indeed, we are facing a classification problem that involves a data set with over hundred or even thousand of dimensions and a hundred or so classes. A typical example would be cost estimation using priced bill of quantities (BQ, or BoQ) in the construction industry, or in general, a data set that has many categorical type of variables with each having many unique values.
A sample data set can be provided upon request. Thanks.