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by quantumofalpha
1710 days ago
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Still pretty useful in high noise/signal regime. Though at my last two gigs in this area they were kind of obsoleted in favor of generalized additive models which are more interpretable, robust and have more powerful fitters e.g. modern boosted (xgboost/lightgbm/whatever), bagged, depth 1-2 tree ensembles then basically fit curves to scatterplots. More generally in industry the bottleneck is usually data, not models. |
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