This document gives a concise outline of some of the common mistakes that occur when using machine learning techniques, and what can be done to avoid them. It is intended primarily as a guide for research students, and focuses on issues that are of particular concern within academic research, such as the need to do rigorous comparisons and reach valid conclusions. It covers five stages of the machine learning process: what to do before model building, how to reliably build models, how to robustly evaluate models, how to compare models fairly, and how to report results
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“In this book, we will cover the most common types of ML, but from a probabilistic perspective. Roughly speaking, this means that we treat all unknown quantities (e.g., predictions about the future value of some quantity of interest, such as tomorrow’s temperature, or the parameters of some model) as random variables, that are endowed with probability distributions which describe a weighted set of possible values the variable may have.[…].”.