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Thomas Dietterich

I would like to understand this distinction better.

Variable importance scores only tell us which variables the predictive model found useful. In a problem with many highly-correlated predictor variables, obviously you can remove a lot of them at random and still be able to fit a good predictive model.

As an ML person trying to become a better statistician, can you explain to me how this is different from finding "a small set of genes that have high explanatory power"?

Is the real difference that geneticists seek a causal model rather than a predictive one? In that case, we need to do more than just regressions, right?

Kaiser

TD: Yes, that's how I read it as well. With an "estimation" model, the goal is to identify genes that are causally related to the outcomes, and it's less about predicting individual outcomes, more about fitting the average outcome. The genes identified may lead to development of new treatments but only if they are causal in nature. The modern predictive models are good at aggregating a variety of small signals; each small signal may not be the causal mechanism but merely correlated with it - such signals I think would not be useful for developing new treatments. His bigger point is that both sides have thought their models can serve both functions but it turns out not to be true - for now.

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Kaiser Fung. Business analytics and data visualization expert. Author and Speaker.
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