You're looking at Less Wrong's discussion board. This includes all posts, including those that haven't been promoted to the front page yet. For more information, see About Less Wrong.

Lumifer comments on Approximating Solomonoff Induction - Less Wrong Discussion

6 Post author: Houshalter 29 May 2015 12:23PM

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

Comments (45)

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

Comment author: Houshalter 02 June 2015 07:33:43AM *  0 points [-]

In that sense stochastic gradient descent will also find the global optimum, since the randomness will eventually push it to every point possible. It will just take the eternity of the universe, but so will exhaustive search.

It's also trivial to modify any local algorithm to be global, by occasionally moving around randomly. This is also effective in practice, at finding better local optima.

Everything approximates Bayesian inference, it's just a matter of how ideal the approximation is. If you have enough data, the maximum likelihood approaches bayesian inference.

Huh?

There is a view that everything that works must be an approximation of the ideal Bayesian method. This is argued by Yudkowsky in Beautiful Probability and Searching for Bayes-Structure.

I used Maximum likelihood as an example, which is where you take the most probable hypothesis (parameters in a statistical model.) Instead of weighing many hypotheses the bayesian way. If you have enough data, the most probable hypothesis should converge to the correct one.

Comment author: Lumifer 02 June 2015 04:09:33PM 1 point [-]

There is a view that everything that works must be an approximation of the ideal Bayesian method.

You can reformulate many problems in the Bayesian framework. This does not mean that everything is an approximation of Bayesianism -- just like the ability to translate a novel into French does not mean that each novel is an approximation of a French roman.

Comment author: Houshalter 03 June 2015 04:28:14AM 0 points [-]

It's deeper than that. Bayesian probability theory is a mathematical law. Anything method that works must be computing an approximation of it. Just like Newtonian mechanics is a very close approximation of relativity. But they are not equivalent.

Comment author: Lumifer 03 June 2015 02:47:34PM 2 points [-]

Bayesian probability theory is a mathematical law.

That is not true. The Bayes equation is mathematically correct. A theory is much wider -- for example, Bayesians interpret probability as a degree of belief -- is that also a mathematical law? You need a prior to start -- what does the "mathematical law" say about priors?