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Common mistakes when building machine learning models

11 pointsby chengtaoalmost 11 years ago

1 comment

kiyotoalmost 11 years ago
A great post!<p>&gt;When building a binary classifier, many practitioners immediately jump to logistic regression because it’s simple. But, many also forget that logistic regression is a linear model and the non-linear interaction among predictors need to be encoded manually. Returning to fraud detection, high order interaction features like &quot;billing address = shipping address and transaction amount &lt; $50&quot; are required for good model performance. So one should prefer non-linear models like SVM with kernel or tree based classifiers that bake in higher-order interaction features.<p>I am not seeing the argument here. Can we just not encode binary conditions with dummy variables?