Wei_Dai comments on The trouble with Bayes (draft) - Less Wrong
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Comments (58)
Thanks for writing this post! I think it contains a number of insightful points.
You seem to be operating under the impression that subjective Bayesians think you Bayesian statistical tools are always the best tools to use in different practical situations? That's likely true of many subjective Bayesians, but I don't think it's true of most "Less Wrong Bayesians." As far as I'm concerned, Bayesian statistics is not intended to handle logical uncertainty or reasoning under deductive limitation. It's an answer to the question "if you were logically omniscient, how should you reason?"
You provide examples where a deductively limited reasoner can't use Bayesian probability theory to get to the right answer, and where designing a prior that handles real-world data in a reasonable way is wildly intractable. Neat! I readily concede that deductively limited reasoners need to make use of a grab-bag of tools and heuristics depending on the situation. When a frequentist tool gets the job done fastest, I'll be first in line to use the frequentist tool. But none of this seems to bear on the philosophical question to which Bayesian probability is intended as an answer.
If someone does not yet have an understanding of thermodynamics and is still working hard to build a perpetual motion machine, then it may be quite helpful to teach them about the Carnot heat engine, as the theoretical ideal. Once it comes time for them to actually build an engine in the real world, they're going to have to resort to all sorts of hacks, heuristics, and tricks in order to build something that works at all. Then, if they come to me and say "I have lost faith in the Carnot heat engine," I'll find myself wondering what they thought the engine was for.
The situation is similar with Bayesian reasoning. For the masses who still say "you're entitled to your own opinion" or who use one argument against an army, it is quite helpful to tell them: Actually, the laws of reasoning are known. This is something humanity has uncovered. Given what you knew and what you saw, there is only one consistent assignment of probabilities to propositions. We know the most accurate way for a logically omniscient reasoner to reason. If they then go and try to do accurate reasoning, while under strong deductive limitations, they will of course find that they need to resort to all sorts of hacks, heuristics, and tricks, to reason in a way that even works at all. But if seeing this, they say "I have lost faith in Bayesian probability theory," then I'll find myself wondering about what they thought the framework was for.
From your article, I'm pretty sure you understand all this, in which case I would suggest that if you do post something like this to main, you consider a reframing. The Bayesians around these parts will very likely agree that (a) constructing a Bayesian prior that handles the real world is nigh impossible; (b) tools labeled "Bayesian" have no particular superpowers; and (c) when it comes time to solving practical real-world problems under deductive limitations, do whatever works, even if that's "frequentist".
Indeed, the Less Wrong crowd is likely going to be first in line to admit that constructing things-kinda-like-priors that can handle induction in the real world (sufficient for use in an AI system) is a massive open problem which the Bayesian framework sheds little light on. They're also likely to be quick to admit that Bayesian mechanics fails to provide an account of how deductively limited reasoners should reason, which is another gaping hole in our current understanding of 'good reasoning.'
I agree with you that deductively limited reasoners shouldn't pretend they're Bayesians. That's not what the theory is there for. It's there as a model of how logically omniscient reasoners could reason accurately, which was big news, given how very long it took humanity to think of themselves as anything like a reasoning engine designed to acquire bits of mutual information with the environment one way or another. Bayesianism is certainly not a panacea, though, and I don't think you need to convince too many people here that it has practical limitations.
That said, if you have example problems where a logically omniscient Bayesian reasoner who incorporates all your implicit knowledge into their prior would get the wrong answers, those I want to see, because those do bear on the philosophical question that I currently see Bayesian probability theory as providing an answer to--and if there's a chink in that armor, then I want to know :-)
This comment isn't directly related to the OP, but lately my faith in Bayesian probability theory as an ideal for reasoning (under logical omniscience) has been dropping a bit, due to lack of progress on the problems of understanding what one's ideal ultimate prior represents and how it ought to be constructed or derived. It seems like one way that Bayesian probability theory could ultimately fail to be a suitable ideal for reasoning is if those problems turn out to be unsolvable.
(See http://lesswrong.com/lw/1iy/what_are_probabilities_anyway/ and http://lesswrong.com/lw/mln/aixi_can_be_arbitrarily_bad/ for more details about the kind of problems I'm talking about.)
I'm not sure how this would be failing, except in the sense that we knew from the beginning that it would fail.
Any mathematical formalization is an imperfect expression of real life. And any formalization of anything, mathematical or not, is imperfect, since all words (including mathematical terms) are vague words without a precise meaning. (Either you define a word by other words, which are themselves imprecise; or you define a word by pointing at stuff or by giving examples, which is not a precise way to define things.)
I think there may have been a misunderstanding here. When So8res and I used the word "ideal" we meant "normative ideal", something we should try to approximate in order to be more rational, or at least progress towards figuring out how a more rational version of ourselves would reason, not just a simplified mathematical formalism of something in real life. So Bayesian probability theory might qualify as a reasonable formalization of real world reasoning, but still fail to be a normative ideal if it doesn't represent progress towards figuring out how people ideally ought to reason.
It could represent progress towards figuring out how people ought to reason, in the sense of leaving us better off than we were before, without being able to give a perfect answer that will resolve completely and forever everything about how people ought to reason. And it seems to me that it does do that (leave us better off) in the way So8res was talking about, by at least giving us an analogy to compare our reasoning to.
Yeah, I also have nontrivial odds on "something UDTish is more fundamental than Bayesian inference" / "there are no probabilities only values" these days :-)
Sorry, I meant to imply that my faith in UDT has been dropping a bit too, due to lack of progress on the question of whether the UDT-equivalent of the Bayesian prior just represents subjective values or should be based on something objective like whether some universes has more existence than others (i.e., the "reality fluid" view), and also lack of progress on creating a normative ideal for such a "prior". (There seems to have been essentially no progress on these questions since "What Are Probabilities, Anyway?" was written about six years ago.)
I mostly agree here, though I'm probably less perturbed by the six year time gap. It seems to me like most of the effort in this space has been going towards figuring out how to handle logical uncertainty and logical counterfactuals (with some reason to believe that answers will bear on the question of how to generate priors), with comparatively little work going into things like naturalized induction that attack the problem of priors more directly.
Can you say any more about alternatives you've been considering? I can easily imagine a case where we look back and say "actually the entire problem was about generating a prior-like-thingy" but I have a harder time visualizing different tacts altogether (that don't eventually have some step that reads "then treat observations like Bayesian evidence").
Not much to say, unfortunately. I tried looking at some frequentist ideas for inspiration, but didn't find anything that seemed to have much bearing on the kind of philosophical problems we're trying to solve here.