Training ML models on data

Machine Learning and Modeling
1

hello i have a naive question please. For example, i want to do a competition between an ML model and a specific non-ML model (let say an econometrics). When you train a ML model: what experts/literature recommend ?
-training ML model on data solely
-training ML model on data and on parameters of the econometrics model
-what best R package for training on time series data
Many thanks,

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