What Ingredients Do We Need for Yummy Data Soup?

“To create a model, then, we make choices about what’s important enough to include, simplifying the world into a toy version that can be easily understood.”

[Weapons of Math Destruction, Cathy O’neil]

Imagine you make chicken soup for dinner. What ingredients do you need for delicious soup? Chicken absolutely and maybe celery and onion and more; it depends on your mother’s recipe. Organic ingredients will be much better for your health.

Successful data-driven models commonly require enough important data. However, we do not know which data is important so we just put all the data into the model. Fortunately, a data-driven model may know what data is salient among all these data (via feature selection or dimensionality reduction) and make the own recipe. Also, unbiased (like organic) data will be much better for the accurate model.