What is your favorite algorithm? In terms of beauty, power, usefulness — whatever.
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Replying to @generativist
As a purely pedagogical device (to illustrate overfitting, role of loss functions, deficiencies in probability-free ML, importance that managers give to interpretability etc.), CART.
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Replying to @jim_savage_
Oh yea. TBH I still reach for it pretty often during initial analysis for anything with at least three or four dimensions...
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