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by nhf
2020 days ago
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> simple regression models outperform the fanciest machine learning ideas for this problem This reminds me of a classic paper: "Improper linear models are those in which the weights of the predictor variables are obtained by some nonoptimal method; for example, they
may be obtained on the basis of intuition, derived
from simulating a clinical judge's predictions, or set to
be equal. This article presents evidence that even
such improper linear models are superior to clinical intuition when predicting a numerical criterion from
numerical predictors." Dawes, R. M. (1979). The robust beauty of improper linear models in decision making. American psychologist, 34(7), 571. https://core.ac.uk/download/pdf/190386677.pdf |
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