Re:Everyone wants to do the model work, not the data work [pdf]
by disgruntledphd2 on Monday March 29, 2021 @05:16AM
(#26619115)
I'd suggest using a lasso, tbh. It's pretty fast, relatively performant and one can interpret the coefficients.
That being said, I'd do your simple SQL aggregations first, to ensure that one can actually learn something (if we have 0.0001% positives, a simple approach probably isn't going to work well).
That being said, I'd do your simple SQL aggregations first, to ensure that one can actually learn something (if we have 0.0001% positives, a simple approach probably isn't going to work well).