| While I get your point, it doesn't carry too much weight, because you can (and we often read this) claim the opposite: Linear regression, for all its faults, forces you to be very selective about parameters that you believe to be meaningful, and offers trivial tools to validate the fit (i.e. even residuals, or posterior predictive simulations if you want to be fancy). ML and beyond, on the other hand, throws you in a whirl of hyperparameters that you no longer understand and which traps even clever people in overfitting that they don't understand. Obligatory xkcd: https://xkcd.com/1838/ So a better critique, in my view, would be something that the JW Tukey wrote in his famous 1962 paper: (paraphrasing because I'm lazy): "better to have an approximate answer to a precise question rather than an answer to an approximate question, which can always be made arbitrarily precise". So our problem is not the tools, it's that we fool ourselves by applying the tools to the wrong problems because they are easier. |