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Stuart_Armstrong comments on Why the tails come apart - Less Wrong
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How do I account for how many models I've tested? No, really, I don't know what that'd even be called in the statistics literature, and it seems like if a general technique for doing this were known the big data people would be all over it.
What we're doing at the FHI is acting like a machine learning problem: splitting the data into a training and a testing set, checking as much as we want on the training set, formulating the hypotheses, then testing them on the testing set.