This study of collective behavior is to understand how individuals behave in a social networking environment. Oceans of data generated by social media like Facebook, Twitter, Flickr, and YouTube present opportunities and challenges to study collective behavior on a large scale. In this work, we aim to learn to predict collective behavior in social media. In particular, given information about some individuals, how can we infer the behavior of unobserved individuals in the same network? A social-dimension-based approach has been shown effective in addressing the heterogeneity of connections presented in social media. However, the networks in social media are normally of colossal size, involving hundreds of thousands of actors. The scale of these networks entails scalable learning of models for collective behavior prediction. To address the scalability issue, we propose an edge-centric clustering scheme to extract sparse social dimensions. With sparse social dimensions, the proposed approach can efficiently handle networks of millions of actors while demonstrating a comparable prediction performance to other non-scalable methods.