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Comment by disgruntledphd2

This makes me sad, not because I disagree with it, but because it's basically common wisdom in the statistical and ML communities (of practitioners). In my experience, the only people who think architecture/model choice makes a huge difference are n00bs and academics.

That being said, definitely if you use a linear model (like lasso) vs a tree based model (like XGBoost), you'll see differences, but once you have a flexible enough model and a lot of data, training time and inference complexity tend to become better ways to make a model choice.

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