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Common mistakes when building machine learning models (ml.posthaven.com)
11 points by chengtao on June 2, 2014 | hide | past | favorite | 1 comment


A great post!

>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 "billing address = shipping address and transaction amount < $50" 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.

I am not seeing the argument here. Can we just not encode binary conditions with dummy variables?




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