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The Yoshida correlation is widely used in the pharmaceutical and fine chemical industry to predict explosivity and shock sensitivity of chemical substances based on the initiation temperature and enthalpy of differential scanning calorimetry (DSC) exotherms. We investigate the origins and accuracy of this correlation (and commonly used modifications thereof) by applying it to a large data set of 383 compounds, which are relevant to the pharmaceutical industry, and demonstrate that the initiation temperature and enthalpy variables are not good predictors for shock sensitivity. By incorporating structural information (for the 292 compounds where it was available), we used machine learning to inform and guide a logistic regression technique to develop a shock sensitivity model which has a higher overall accuracy (63%) and a higher accuracy for shock-sensitive compounds (97%) compared to the original Yoshida correlation (52% overall accuracy, 82% accuracy for shock-sensitive compounds). This logistic regression model includes both the original Yoshida variables (DSC initiation temperature and enthalpy) and also incorporates the oxygen balance (OB100) and the number of energetic nitrogen groups in the molecule.