[mlthoughts2018]

Another common trap is to believe a widely known simple method must be better just because you are unfamiliar with state of the art research.

Many times people have specifically researched why a certain method is better than status quo in practice, on real world data with real world operating constraints.

A good example is the paper “Let’s Put the Garbage-Can Regressions and Garbage-Can Probits Where They Belong” - explain an extremely common and hugely severe problem with “garbage can” regression models.

http://www.saramitchell.org/achen04.pdf