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by jules
4075 days ago
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While I would like to agree with this based on aesthetics, it didn't work that way in practice. A lot of the most successful machine learning algorithms do not have a statistical grounding or did not when they were invented. E.g. neural networks, SVM, low rank matrix approximation, k-means, decision trees/forests. |
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E.g. people used to say "neural networks are a simple, flexible functional form for y = f(X,theta)". This turned out to be wrong: SGD training of neural networks has more advantages than the flexibility of the functional form. But it was a good hypothesis and starting point.
SVMs and decision trees have no statistical justification I know of. Low rank matrix approximation and k-means are justified by latent variables and non-parametric kernel methods respectively. I agree these justifications came after the fact, but they do give a way to understand how these models work.
Most importantly, all of the small tasks surrounding training a model are purely statistical, e.g. cross validation, different measures of accuracy, handling endogenous variables, etc.