[SAP08] Models for Understanding versus Models for Prediction
Conférences invitées :
COMPSTAT'08, Porto, Portugal,
January 2008,
pp.315-322,
motcle:
Résumé:
According to a standard point of view, statistical modelling consists in establishing a parsimonious representation of a random phenomenon, generally based upon the knowledge of an expert of the application field: the aim of a model is to provide a better understanding of data and of the underlying mechanism which have produced it. On the other hand, Data Mining and KDD deal with predictive modelling: models are merely algorithms and the quality of a model is assessed by its performance for predicting new observations.
In this communication, we develop some general considerations about both aspects of modelling.