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4 years ago
It is a Mistake to…. Extrapolate

 (Part 8 (of 11) of the Top 10 Data Mining Mistakes, drawn from the Handbook of Statistical Analysis and Data Mining Applications) Modeling “connects the dots” between known cases to build up a plausible estimate of what will happen in related, but unseen, locations in data space. Obviously, models – and especially nonlinear ones — are very unreliable outside the bounds of any known data. (Boundary checks are the very minimum protection against “over-answering”, as discussed in the next installment.) But, there are other types of extrapolations that are equally dangerous. We tend to learn too much from our first

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