I appreciate the practical aspects of the author's post. Too often on mailing lists for various machine learning groups, a novice will ask if they can "just app

I appreciate the practical aspects of the author's post. Too often on mailing lists for various machine learning groups, a novice will ask if they can "just apply [technique] to [big problem]"; usually something like stock trading or DNA analysis. The obvious answer is "Sure! Now go spend years understanding how your domain really works in context of the algorithm you're trying to use." You can't just feed in stock prices to a black box and get rich, sorry, doesn't work that way. As for the idea of "general machine learning" not being feasible, it's worth noting that the No Free Lunch Theorem [1] applies here. [1] http://en.wikipedia.org/wiki/No_free_lunch_in_search_and_optimization http://en.wikipedia.org/wiki/No_free_lunch_in_search_and_opt...