Less Wrong is a community blog devoted to refining the art of human rationality. Please visit our About page for more information.

Douglas_Knight comments on What is Bayesianism? - Less Wrong

81 Post author: Kaj_Sotala 26 February 2010 07:43AM

You are viewing a comment permalink. View the original post to see all comments and the full post content.

Comments (211)

You are viewing a single comment's thread. Show more comments above.

Comment author: Douglas_Knight 27 February 2010 11:25:03PM 5 points [-]

...shades into decision theory...Models that take longer to compute data probabilities should similarly have a probability penalty, not simply because they're implausible, but because we don't want to use them unless the data force us to.

Whoa! that sounds dangerous! Why not keep the beliefs and costs separate and only apply this penalty at the decision theory stage?

Comment author: wnoise 27 February 2010 11:32:36PM *  1 point [-]

Well, I said shaded into the lines of decision theory...

Yes, it absolutely is dangerous, and thinking about it more I agree it should not be done this way. Probability penalties do not scale correctly with the data collected: they're essentially just a fixed offset. Modified utility of using a particular method really is different. If a method is unusable, we shouldn't use it, and methods that trade off accuracy for manageability should be decided at that level, once we can judge the accuracy -- not earlier.

EDIT: I suppose I was hoping for a valid way of justifying the fact that we throw out models that are too hard to use or analyze -- they never make it into our set of hypotheses in the first place. It's amazing how often conjugate priors "just happen" to be chosen...