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Passing the Buck: Hyperparameters Edition

John Mount is not a fan of hyperparamters:

In my opinion one can see this scam of hiding some debt in with an asset spreading.

Earliest modeling systems, such as linear regression, had no hyper-parameters. An under specified algorithm was not considered a fully specified method.

Click through for John’s thoughts on the matter. I’m sympathetic to this argument and want to bring in an extra point John didn’t make. With hyperparameter tuning, you also introduce the risk of spurious correlation between the label and input features. This is particularly relevant if changing the seed or making hyperparameter tweaks results in a major change in model effectiveness.