15/03/2017

great algorithms reference

From an off-hand comment by Gwern:
Fast, simple, general - a good statistical method lets you choose one; a great method lets you choose two.


Fast Simple General
OLS Y
Y N
Decision
tree
Y Y N
MCMC
N Y Y
ABC N
Y* Y
Neural nets
N Y Y
discrete
Bayesian
nets
Y
N
Y



* Simple to interpret results, not to build well.


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