Hyperparameters critically influence how well machine learning models perform on unseen, out-of-sample data. Systematically comparing the performance of different hyperparameter settings will often go a long way in building confidence about a model's performance. However, analyzing 64 machine learning related manuscripts published in three leading political science journals (APSR, PA, and PSRM) between 2016 and 2021, we find that only 13 publications (20.31%) report the hyperparameters and also how they tuned them in either the paper or the appendix. We illustrate the dangers of cursory attention to model and tuning transparency in comparing machine learning models' capability to predict electoral violence from tweets. The tuning of hyperparameters and their documentation should become a standard component of robustness checks for machine learning models.
Regression models with log-transformed dependent variables are widely used by social scientists to investigate nonlinear relationships between variables. Unfortunately, this transformation complicates the substantive interpretation of estimation results and often leads to incomplete and sometimes even misleading interpretations. We focus on one valuable but underused method, the presentation of quantities of interest such as expected values or first differences on the original scale of the dependent variable. The procedure to derive these quantities differs in seemingly minor but critical aspects from the well-known procedure based on standard linear models. To improve empirical practice, we explain the underlying problem and develop guidelines that help researchers to derive meaningful interpretations from regression results of models with log-transformed dependent variables.