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Comment by levocardia

My experience with tabular data textbooks is that they introduce many different techniques, in a relatively un-opinionated way, which doesn't help give you intuitions on what your strategy for real-world problems should be. In practice, almost all tabular data problems I've encountered boil down to:

1. Make sure you don't have any impossible nonsense or data leakage in your features or target

2. Split your data in an intelligent way (temporally for time-series, group-wise for hierarchical data)

3. Try a really simple linear regression / logistic regression model to get a "dumb" baseline for your accuracy/error metric and make sure it is reasonable

4. If you need interpretability, consider a GAM, else, throw it into XGBoost and you'll get state of the art results

parent levocardia 2 years ago

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