118 karma · joined October 7, 2011
You could use a black box model if you're more interested in predicting correctly images of handwritten digits than in understanding how the pixels relate to each other.
Of course, usually people want both accuracy and interpretability. It boils down to understanding what's more important for the problem at hand and making the compromises accordingly.
Sometimes, the best interpretable model is as good as a black box, and that's great.
When this is not the case, the trade-off is that one should see what's more important for the actual problem. Perhaps interpretability is not a big deal.
Another solution is to try to extract interpretability from the more accurate black box model with something like SHAP.
http://hg.python.org/cpython/file/3.4/Lib/statistics.py (line 296)
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