Linear Digressions

Two Cultures: Machine Learning and Statistics

Sept. 5, 2016

It's a funny thing to realize, but data science modeling is usually about either explainability, interpretation and understanding, or it's about predictive accuracy. But usually not both--optimizing for one tends to compromise the other. Leo Breiman was one of the titans of both kinds of modeling, a statistician who helped bring machine learning into statistics and vice versa. In this episode, we unpack one of his seminal papers from 2001, when machine learning was just beginning to take root, and talk about how he made clear what machine learning could do for statistics and why it's so important. Relevant links: http://www.math.snu.ac.kr/~hichoi/machinelearning/(Breiman)%20Statistical%20Modeling--The%20Two%20Cultures.pdf

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