
Machine Learning: An Applied  Econometric Approach [pdf] - lainon
https://scholar.harvard.edu/files/sendhil/files/jep.31.2.87.pdf
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inputcoffee
This article had two components that I appreciate:

1\. It gave us a broad overview of the field with data (example, the relative
performance on various algorithms on certain problems)

2\. It gave us another way of looking at some math we may be familiar with.
For example, it looked at econometrics as parameter estimation of a linear
model, and ML as the opposite: mapping a function without estimating
meaningful or consistent parameters.

3\. I know I only said two, but I also enjoyed some of the examples. They are
interesting and they quickly summarize the research history.

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makmanalp
See one of the authors, Sendhil Mullainathan, speak about a similar subject
here - a lot more high level but he's a great speaker.

[https://www.youtube.com/watch?v=W7izsrYGhdU&feature=youtu.be...](https://www.youtube.com/watch?v=W7izsrYGhdU&feature=youtu.be&list=PLVJQsjaKb-4TojaWqFKiiawtJCRGGfrgT)

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bllguo
Seems to be an "intro to ML for economists" type deal. Should discuss some
Bayesian ML though, would be of more interest to them it seems

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paultopia
Very nice explanation of why you can't usually use features selected in ML
models for inference tasks on pg 10-12(96-98).

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bluetwo
Any article with "AI/ML" and "applied" I'm going to read.

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bluetwo
Seriously. I love the coverage on AI/ML but so much of it missed practical
applications.

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aatchb
Surely that title is backwards. I really doubt there is any ML methods that
are inspired or based on econometric approaches, but there is no doubt that
there exist econometric problems which can be approached using machine
learning.

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sh312
Just so you know, economic regression modelling (the main application
econometrics) has existed since the late 1800's. ML has existed since the
1950's. So yes, economists, econometricians and mathematicians who have worked
on applied economics would have inspired many aspects of ML, and vice versa.

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aatchb
Touche.

