JoshuaZ comments on The trouble with Bayes (draft) - Less Wrong

10 Post author: snarles 19 October 2015 08:50PM

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Comment author: So8res 23 October 2015 11:44:22PM *  9 points [-]

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 :-)

Comment author: JoshuaZ 24 October 2015 12:26:21PM 3 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."

I suspect that there's a large amount of variation in what "Less Wrong Bayesians" believe. It also seems that at least some treating it more as an article of faith or tribal allegiance than anything else. See for example some of the discussion here.