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Thought this was interesting. Across 160 teams of researchers, just about all failed to make good life outcome predictions on things like GPA, evictions, layoffs, and others. Data followed 4.5k families across 15 years, with 13k features (varied over time). Haven't looked at it directly yet, but will be turning the docs and data inside out... In the meantime, authors claim this as showing the limits of ML. Oh, and it's published in PNAS, so you know there's some big publication energy there.
https://www.pnas.org/content/117/15/8398
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You have to ask yourself where you want to be and how you want to get there. Consulting usually has a worse W/L balance but the experience and progression is usually much faster as well as pay
Like ZS said, think about where you want your career to be and which role would help you get there. But also consider pay. My philosophy is, I either need to be making A LOT or learning a lot. Ideally both but that’s not always the case