I love Jeremy Howard, but if you're doing applied ML on tabular data, tweaking specifics of model construction probably won't get you anything beyond stock xgboost. The concerns highlighted by your sibling commenter jamesblonde end up eating most of your time in deployed ML products, not model construction.
If you're looking to learn about ML model construction I'm sure it's a great book.
I try to be opinionated about modelling - XGBoost is all you really need, but the challenges are more like you say - how to prevent data leakage (ASOF LEFT JOIN (or use a feature store)), separating model-independent data transformations from model-specific data transformations, APIs for things like time-series splits, logging, monitoring, building and operating the pipelines. All pretty standard software engineering in Python nowadays.
Free chapters:
https://www.hopsworks.ai/lp/oreilly-book-building-ml-systems...
Just wondering what is the main difference between your book and this book, Architecting Data and Machine Learning Platforms also from O'Reilly:
https://www.oreilly.com/library/view/architecting-data-and/9...
I have run a course at KTH for years, here are the AI systems they built in 2024 over a 2-3 week period. There was an earthquake project amongst them!
https://id2223kth.github.io/assignments/2024/ID2223Projects2...
Its far from a principled statistical approach to what is supposed to be at least an observational study in every case —- and have all the caveats and preparations thereof —- but it is very easy to explain to devs, and one cannot stop the tide unfortunately.
1. Make sure you don't have any impossible nonsense or data leakage in your features or target
2. Split your data in an intelligent way (temporally for time-series, group-wise for hierarchical data)
3. Try a really simple linear regression / logistic regression model to get a "dumb" baseline for your accuracy/error metric and make sure it is reasonable
4. If you need interpretability, consider a GAM, else, throw it into XGBoost and you'll get state of the art results