Don't dismiss logistic regression: the case for sensible extraction of interactions in the era of machine learning.
Journal:
BMC medical research methodology
Published Date:
Jun 29, 2020
Abstract
BACKGROUND: Machine learning approaches have become increasingly popular modeling techniques, relying on data-driven heuristics to arrive at its solutions. Recent comparisons between these algorithms and traditional statistical modeling techniques have largely ignored the superiority gained by the former approaches due to involvement of model-building search algorithms. This has led to alignment of statistical and machine learning approaches with different types of problems and the under-development of procedures that combine their attributes. In this context, we hoped to understand the domains of applicability for each approach and to identify areas where a marriage between the two approaches is warranted. We then sought to develop a hybrid statistical-machine learning procedure with the best attributes of each.