Classifier Technology and the Illusion of Progress by David J. Hand.
Was pointed to in Simply Statistics for 8 April 2012:
Abstract:
A great many tools have been developed for supervised classification, ranging from early methods such as linear discriminant analysis through to modern developments such as neural networks and support vector machines. A large number of comparative studies have been conducted in attempts to establish the relative superiority of these methods. This paper argues that these comparisons often fail to take into account important aspects of real problems, so that the apparent superiority of more sophisticated methods may be something of an illusion. In particular, simple methods typically yield performance almost as good as more sophisticated methods, to the extent that the difference in performance may be swamped by other sources of uncertainty that generally are not considered in the classical supervised classification paradigm.
The original pointer didn’t mention there were four published comments and a formal rejoinder:
Comment: Classifier Technology and the Illusion of Progress by Jerome H. Friedman.
Comment: Classifier Technology and the Illusion of Progress–Credit Scoring by Ross W. Gayler.
Elaboration on Two Points Raised in “Classifier Technology and the Illusion of Progress” by Robert C. Holte.
Comment: Classifier Technology and the Illusion of Progress by Robert A. Stine.
Rejoinder: Classifier Technology and the Illusion of Progress by David J. Hand.
Enjoyable reading, one and all!