othercriteria comments on What are you working on? June 2012 - Less Wrong

2 Post author: David_Gerard 03 June 2012 11:02AM

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Comment author: Thomas 03 June 2012 02:33:44PM -1 points [-]

http://lesswrong.com/lw/9pl/automatic_programming_an_example/

Was this better?

I always want the shortest possible generating algorithm. Everything else, any "dimensionality" is just irrelevant.

Comment author: othercriteria 03 June 2012 03:23:46PM 2 points [-]

Yes, I think that was better, because the ground truth is Kepler's third law and jimrandomh pointed out your method actually recaptures a (badly obfuscated and possibly overfit) variant of it.

"Dimensionality" is totally relevant in any approach to supervised learning. But it matters even without considering the bias/variance trade-off, etc.

Imagine that you have an high-dimensional predictor, of which one dimension completely determines the outcome and the rest are noise. Your shortest possible generating algorithm is going to have to pick out the relevant dimension. So as the dimensionality of the predictor increases, the algorithm length will necessarily increase, just for information-theoretic reasons.

Comment author: Miller 03 June 2012 06:29:44PM *  0 points [-]

recaptures a (badly obfuscated and possibly overfit) variant of it.

How do you overfit Kepler's law?

edit: Retracted. I see now looking at the actual link the result wasn't just obfuscated but wrong, and so the manner in which it's wrong can overfit of course (and that matches the results).

Comment author: othercriteria 03 June 2012 07:29:16PM *  1 point [-]

To the extent that Kepler's laws are exact only for two-body systems of point masses (so I guess calling Kepler's third law the ground truth is a bit problematic) and to the extent that the data are imperfectly observed, there are residuals that over-eager models can try to match.

Edit: More generally, you don't overfit the underlying law, you overfit noisy data generated by the underlying law.

Comment author: Thomas 03 June 2012 08:20:05PM 2 points [-]

Kepler's law holds well. The influences of other planets are negligible for the precision we dealt with.

Comment author: Thomas 03 June 2012 03:58:46PM 0 points [-]

Dimensions irrelevant for the output, will fall out. Regardless if they are random or not. If they somehow (anyhow) contribute, their influence will remain in the evolved algorithm.

The simplest algorithm in the Kolmogorov's sense is the best you can hope for.