This post is not really about how to lie with Data Science. Instead, it’s about how we may be fooled by not giving enough attention to details in different parts of the pipeline. There are different pitfalls that might occur when we try to publish some algorithm results or interpret others. The main idea to take from this is “When it looks too good to be true, it probably is”. When our model (or others) looks surprisingly good, we have to make sure that all of the steps in our pipeline are correct.